0001410368-20-000098.txt : 20200306
0001410368-20-000098.hdr.sgml : 20200306
20200306165230
ACCESSION NUMBER: 0001410368-20-000098
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200306
DATE AS OF CHANGE: 20200306
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 20695537
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2020-02-29
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S000004508
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033-31894
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033-31894
S000004510
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
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N
N
Prime
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0.0160
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ABAG Finance Auth
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2020-04-03
2020-04-03
2020-04-03
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Credit Suisse AG
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2020-04-22
2020-04-22
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Credit Suisse AG
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89776305.01
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Y
2020-04-22
2020-04-22
2020-04-22
N
Y
Credit Suisse AG
1.0000
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0.0156
250103610.00
250103610.00
0.0020
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N
N
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ANTALIS SA
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03664AD88
9695003PPW06L597WF15
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Y
2020-04-08
2020-04-08
2020-04-08
N
Y
Societe Generale SA
1.0000
N
0.0162
49909889.00
49909889.00
0.0004
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N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821TC29
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2020-03-02
2020-03-02
2020-03-02
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Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0161
37494962.63
37494962.63
0.0003
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Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-03-16
2020-05-14
2020-05-14
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N
N
0.0142
185023594.90
185023594.90
0.0015
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AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-05-26
2020-05-26
2020-05-26
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N
0.0142
200034720.00
200034720.00
0.0016
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N
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N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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JHE42UYNWWTJB8YTTU19
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2020-03-12
2020-06-12
2020-06-12
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N
N
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200051936.00
200051936.00
0.0016
N
N
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N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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05253MMZ4
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-03-12
2020-06-12
2020-06-12
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N
N
0.0142
275071406.50
275071406.50
0.0022
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N
N
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BASF SE
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05526LCG0
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
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2020-03-16
2020-03-16
2020-03-16
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N
N
0.0156
89933699.70
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0.0007
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N
N
N
BASF SE
BASF SE 0.000000%
05526LD87
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0154
104820100.35
104820100.35
0.0008
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BC92
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0156
251891151.12
251891151.12
0.0020
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BCS0
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
N
N
0.0156
534376056.25
534376056.25
0.0043
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.960000%
05586FHK6
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0145
256167895.04
256167895.04
0.0020
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.870000%
05586FPK7
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2020-03-02
2020-06-11
2020-06-11
N
N
N
0.0173
25010026.75
25010026.75
0.0002
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.850000%
05586FQP5
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0136
105181329.75
105181329.75
0.0008
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.948400%
05586FQT7
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2020-04-06
2020-07-06
2020-07-06
N
N
N
0.0144
134029631.42
134029631.42
0.0011
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.000000%
05971RC51
5493006QMFDDMYWIAM13
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Financial Company Commercial Paper
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2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0158
5794477.56
5794477.56
0.0000
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N
Y
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BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.000000%
05971RCS1
5493006QMFDDMYWIAM13
0000891478
Financial Company Commercial Paper
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2020-03-26
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N
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0.0002
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US06050TMQ21
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2020-10-06
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N
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485670774.40
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0.0039
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N
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N
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06053P4N4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
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2020-03-02
2020-06-01
2020-06-01
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N
0.0161
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350326658.50
0.0028
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N
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N
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06053P4P9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
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2020-03-02
2020-06-01
2020-06-01
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N
N
0.0161
62057878.86
62057878.86
0.0005
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N
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N
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06053P4W4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-03-02
2020-07-01
2020-07-01
N
N
N
0.0162
225271950.75
225271950.75
0.0018
N
N
N
N
BANK OF AMERICA NA
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06053P4X2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-03-02
2020-06-09
2020-06-09
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N
N
0.0161
200199048.00
200199048.00
0.0016
N
N
N
N
BANK OF AMERICA NA
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06053P5C7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-03-02
2020-08-04
2020-08-04
N
N
N
0.0168
336373111.20
336373111.20
0.0027
N
N
N
N
BANK OF AMERICA NA
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06053P5D5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-03-02
2020-08-05
2020-08-05
N
N
N
0.0168
392438173.68
392438173.68
0.0031
N
N
N
N
BANK OF AMERICA NA
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06053P5S2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-09-04
2020-09-04
2020-09-04
N
N
N
0.0115
240777184.80
240777184.80
0.0019
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.760000%
06053P5W3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-03-02
2020-11-03
2020-11-03
N
N
N
0.0172
266079557.94
266079557.94
0.0021
N
N
N
N
BANK OF AMERICA NA
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06053P6F9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-09-10
2020-09-10
2020-09-10
N
N
N
0.0121
104256329.84
104256329.84
0.0008
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.630000%
06053P6G7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-09-10
2020-09-10
2020-09-10
N
N
N
0.0115
200496336.00
200496336.00
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.760100%
06367BGQ6
NQQ6HPCNCCU6TUTQYE16
US06367BGQ68
Certificate of Deposit
Y
2020-03-13
2020-11-13
2020-11-13
N
N
N
0.0162
270031889.70
270031889.70
0.0022
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.954100%
06370R6E4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2020-04-27
2020-10-26
2020-10-26
N
N
N
0.0145
1001137.82
1001137.82
0.0000
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
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06370RXN4
NQQ6HPCNCCU6TUTQYE16
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Certificate of Deposit
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2020-03-03
2020-04-03
2020-04-03
N
N
N
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256037038.08
256037038.08
0.0020
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.928000%
06417G7G7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-03-20
2020-03-20
2020-03-20
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N
N
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285016609.80
0.0023
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MAZ8
L3I9ZG2KFGXZ61BMYR72
US06417MAZ86
Certificate of Deposit
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2020-03-20
2020-05-20
2020-05-20
N
N
N
0.0154
317151186.81
317151186.81
0.0025
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.667600%
06417MBC8
L3I9ZG2KFGXZ61BMYR72
US06417MBC82
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0142
129022678.20
129022678.20
0.0010
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.000000%
06417MBF1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0155
282013617.78
282013617.78
0.0022
N
N
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.983900%
06417MDG7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-07
2020-07-07
2020-07-07
N
N
N
0.0144
200093002.00
200093002.00
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.929100%
06417MDK8
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-20
2020-07-20
2020-07-20
N
N
N
0.0143
44024269.96
44024269.96
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.895400%
06417MDZ5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-28
2020-07-28
2020-07-28
N
N
N
0.0143
250135805.00
250135805.00
0.0020
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.880000%
06417MEA9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0138
70058723.00
70058723.00
0.0006
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.060500%
06417MGK5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-03-30
2020-09-28
2020-09-28
N
N
N
0.0147
742401622.34
742401622.34
0.0059
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.989400%
06417MGN9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-02
2020-10-02
2020-10-02
N
N
N
0.0145
362198824.88
362198824.88
0.0029
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.978400%
06417MGQ2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-06
2020-10-05
2020-10-05
N
N
N
0.0145
300150783.00
300150783.00
0.0024
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.820000%
06417MGR0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-10-06
2020-10-06
2020-10-06
N
N
N
0.0130
75237768.00
75237768.00
0.0006
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QC24
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0160
95587245.05
95587245.05
0.0008
N
Y
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QC65
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0161
339893892.80
339893892.80
0.0027
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QEJ5
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
N
N
0.0168
239102932.80
239102932.80
0.0019
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QES5
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-05-26
2020-05-26
2020-05-26
N
N
N
0.0168
191209643.52
191209643.52
0.0015
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LC55
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
Y
Societe Generale SA
1.0000
N
0.0166
189947592.30
189947592.30
0.0015
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LD88
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
Y
Societe Generale SA
1.0000
N
0.0160
104813916.90
104813916.90
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LD96
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Societe Generale SA
1.0000
N
0.0159
115789811.48
115789811.48
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LDE5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
Societe Generale SA
1.0000
N
0.0158
74848392.00
74848392.00
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LDL9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Societe Generale SA
1.0000
N
0.0163
74823849.75
74823849.75
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LED6
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-13
2020-05-13
2020-05-13
N
Y
Societe Generale SA
1.0000
N
0.0163
72254557.05
72254557.05
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEF1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Societe Generale SA
1.0000
N
0.0162
22920452.66
22920452.66
0.0002
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEN4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Societe Generale SA
1.0000
N
0.0159
84684848.05
84684848.05
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LET1
549300KOFKIMD0C37W24
US06945LET17
Asset Backed Commercial Paper
Y
2020-05-27
2020-05-27
2020-05-27
N
Y
Societe Generale SA
1.0000
N
0.0157
86662533.96
86662533.96
0.0007
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.600000%
0727MA3A7
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0157
9000041.04
9000041.04
0.0001
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.600000%
0727MA3F6
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0163
390000000.00
390000000.00
0.0031
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.900000%
0727MAS28
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0157
190006813.39
190006813.39
0.0015
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.740000%
0727MAW80
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0145
300143112.00
300143112.00
0.0024
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ADL5
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Royal Bank of Canada
1.0000
N
0.0159
84805274.35
84805274.35
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AED2
Asset Backed Commercial Paper
Y
2020-05-13
2020-05-13
2020-05-13
N
Y
Royal Bank of Canada
1.0000
N
0.0158
49835937.50
49835937.50
0.0004
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AGG3
Asset Backed Commercial Paper
Y
2020-07-16
2020-07-16
2020-07-16
N
Y
Royal Bank of Canada
1.0000
N
0.0158
24847679.26
24847679.26
0.0002
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.957100%
07644CGK0
Asset Backed Commercial Paper
Y
2020-03-16
2020-06-16
2020-06-16
N
Y
Royal Bank of Canada
1.0000
N
0.0142
257083961.90
257083961.90
0.0021
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.728300%
07644CGU8
Asset Backed Commercial Paper
Y
2020-03-18
2020-08-18
2020-08-18
N
Y
Royal Bank of Canada
1.0000
N
0.0160
126003007.62
126003007.62
0.0010
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.878300%
07644DJW9
Asset Backed Commercial Paper
Y
2020-03-18
2020-05-18
2020-05-18
N
Y
Royal Bank of Canada
1.0000
N
0.0157
200032530.01
200032530.01
0.0016
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LDE3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
Societe Generale SA
1.0000
N
0.0169
244470937.20
244470937.20
0.0019
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LEK8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
Y
Societe Generale SA
1.0000
N
0.0160
84693235.00
84693235.00
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LEM4
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-05-21
2020-05-21
2020-05-21
N
Y
Societe Generale SA
1.0000
N
0.0160
82693439.50
82693439.50
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LF35
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Societe Generale SA
1.0000
N
0.0159
128452008.00
128452008.00
0.0010
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 1.713300%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0171
2970000.00
2970000.00
0.0000
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.000000%
09660ECP4
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
2020-03-23
2020-03-23
2020-03-23
N
N
N
0.0153
99898133.00
99898133.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2C28
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
Y
Citibank NA
1.0000
N
0.0164
14997949.95
14997949.95
0.0001
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2C36
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0163
7998547.52
7998547.52
0.0001
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2D92
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Citibank NA
1.0000
N
0.0152
24956779.26
24956779.26
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2EF7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Citibank NA
1.0000
N
0.0148
74762262.75
74762262.75
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2EN0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Citibank NA
1.0000
N
0.0147
74742225.00
74742225.00
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2F90
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-06-09
2020-06-09
2020-06-09
N
Y
Citibank NA
1.0000
N
0.0145
24897645.75
24897645.75
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2GG3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-07-16
2020-07-16
2020-07-16
N
Y
Citibank NA
1.0000
N
0.0142
29836095.90
29836095.90
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2HA5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-08-10
2020-08-10
2020-08-10
N
Y
Citibank NA
1.0000
N
0.0142
29806616.70
29806616.70
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TC36
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0157
58989681.49
58989681.49
0.0005
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TD76
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
Y
Citibank NA
1.0000
N
0.0162
72871647.75
72871647.75
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TD92
549300HKCCNTZDBBEN75
US12619TD924
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Citibank NA
1.0000
N
0.0162
124769375.00
124769375.00
0.0010
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TE42
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
Citibank NA
1.0000
N
0.0160
29912274.90
29912274.90
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TEN0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Citibank NA
1.0000
N
0.0160
49813916.50
49813916.50
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619THA5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-08-10
2020-08-10
2020-08-10
N
Y
Citibank NA
1.0000
N
0.0152
6951656.46
6951656.46
0.0001
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800ACW2
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
N
N
0.0155
99866183.00
99866183.00
0.0008
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AD35
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0155
70892937.68
70892937.68
0.0006
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AET7
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0149
141475523.00
141475523.00
0.0011
N
N
N
N
California Infrastructure & Economic Development Bank
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 1.650000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0165
1880000.00
1880000.00
0.0000
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.740000%
13606B2D7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-03-02
2020-03-13
2020-03-13
N
N
N
0.0157
374024545.62
374024545.62
0.0030
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.900000%
13606B5G7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0137
216277097.76
216277097.76
0.0017
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.932600%
13606B7A8
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-04-16
2020-07-16
2020-07-16
N
N
N
0.0143
153070597.26
153070597.26
0.0012
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.890000%
13606B7J9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-07-28
2020-07-28
2020-07-28
N
N
N
0.0132
143337930.45
143337930.45
0.0011
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.900900%
13606C3L6
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-03-09
2020-09-08
2020-09-08
N
N
N
0.0157
52051175.28
52051175.28
0.0004
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.875000%
13606C4Z4
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-03-02
2020-10-02
2020-10-02
N
N
N
0.0158
426417641.88
426417641.88
0.0034
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.776300%
13606C6D1
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-03-04
2020-11-04
2020-11-04
N
N
N
0.0157
285110477.40
285110477.40
0.0023
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JCS7
Asset Backed Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
Y
Lloyds Bank Plc
1.0000
N
0.0159
119856990.00
119856990.00
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JE71
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
Lloyds Bank Plc
1.0000
N
0.0156
29910300.00
29910300.00
0.0002
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JEJ5
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0158
90581243.70
90581243.70
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.763300%
15963RBR3
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-04
2020-08-03
2020-08-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0145
350021647.50
350021647.50
0.0028
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.751100%
15963RBS1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-04
2020-08-04
2020-08-04
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0145
150009241.50
150009241.50
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.734100%
15963RBV4
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-11
2020-08-10
2020-08-10
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0145
100006497.00
100006497.00
0.0008
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TCQ0
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-03-24
2020-03-24
2020-03-24
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0159
76914871.88
76914871.88
0.0006
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TCR8
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-03-25
2020-03-25
2020-03-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0159
178794448.93
178794448.93
0.0014
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TD14
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0158
234659426.25
234659426.25
0.0019
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TEE5
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-14
2020-05-14
2020-05-14
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0156
49835228.00
49835228.00
0.0004
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TEV7
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-29
2020-05-29
2020-05-29
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0157
62749340.64
62749340.64
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TGH6
549300EEWRNP448AMT79
US15963TGH68
Asset Backed Commercial Paper
Y
2020-07-17
2020-07-17
2020-07-17
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0152
61633028.82
61633028.82
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VC31
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0165
24995422.25
24995422.25
0.0002
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VE47
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
Citibank NA
1.0000
N
0.0153
39887580.00
39887580.00
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VEF2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Citibank NA
1.0000
N
0.0155
99668900.00
99668900.00
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VFA2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-06-10
2020-06-10
2020-06-10
N
Y
Citibank NA
1.0000
N
0.0154
74668898.25
74668898.25
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VGL7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-07-20
2020-07-20
2020-07-20
N
Y
Citibank NA
1.0000
N
0.0151
74551039.50
74551039.50
0.0006
N
N
N
N
CITIBANK NA
CITIBANK NA 1.840000%
17305TL67
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0140
300344928.00
300344928.00
0.0024
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327ADT1
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0149
89780667.30
89780667.30
0.0007
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AE11
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0148
199482350.00
199482350.00
0.0016
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AE45
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0147
238354580.50
238354580.50
0.0019
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AF10
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0142
36862812.14
36862812.14
0.0003
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AF51
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0141
104396601.74
104396601.74
0.0008
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AH34
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-08-03
2020-08-03
2020-08-03
N
N
N
0.0140
99389444.00
99389444.00
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.888500%
19424G2A9
Asset Backed Commercial Paper
Y
2020-03-16
2020-03-16
2020-03-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0157
250037455.00
250037455.00
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.887900%
19424G2B7
Asset Backed Commercial Paper
Y
2020-03-12
2020-03-12
2020-03-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0157
227025771.31
227025771.31
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.787100%
19424G2W1
Asset Backed Commercial Paper
Y
2020-04-30
2020-07-31
2020-07-31
N
Y
JP Morgan Securities LLC
1.0000
N
0.0143
124022646.12
124022646.12
0.0010
N
N
N
N
Colorado Housing & Finance Auth
S/F MORTGAGE CLASS I BONDS SERIES 2019L2 1.580000%
196480CY1
5493005GIROYQAWBMC18
US196480CY11
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2044-05-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0158
4700000.00
4700000.00
0.0000
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.970000%
20271ERN1
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0158
175007322.00
175007322.00
0.0014
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.873400%
20271ERW1
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-03-30
2020-06-29
2020-06-29
N
N
N
0.0156
128106604.80
128106604.80
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.853300%
20271ERX9
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-05-04
2020-08-03
2020-08-03
N
N
N
0.0145
200088478.00
200088478.00
0.0016
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 1.947100%
20272AP26
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2020-03-09
2020-06-09
2020-06-09
N
N
N
0.0142
100027852.00
100027852.00
0.0008
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 1.580000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0158
25000000.00
25000000.00
0.0002
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.806300%
21684L4B5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-06
2020-04-06
2020-04-06
N
N
N
0.0156
482062380.44
482062380.44
0.0038
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.888300%
21684L4Z2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-16
2020-06-16
2020-06-16
N
N
N
0.0155
187123906.20
187123906.20
0.0015
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.900900%
21684L5P3
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-09
2020-09-08
2020-09-08
N
N
N
0.0159
230200571.51
230200571.51
0.0018
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.880900%
21684L5R9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-10
2020-08-10
2020-08-10
N
N
N
0.0157
87063788.40
87063788.40
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.050000%
21684XCH7
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-17
2020-03-17
2020-03-17
N
N
N
0.0150
195052318.50
195052318.50
0.0016
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.870000%
22535CJP7
1VUV7VQFKUOQSJ21A208
Certificate of Deposit
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0158
290026990.30
290026990.30
0.0023
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.590000%
22535CMC2
1VUV7VQFKUOQSJ21A208
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0160
50999913.81
50999913.81
0.0004
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.900000%
22549LA70
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0148
381257373.12
381257373.12
0.0030
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.060000%
22549LB61
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0153
404150490.00
404150490.00
0.0032
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.910000%
22549LF75
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0145
52045055.92
52045055.92
0.0004
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.020000%
22549LG41
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-06-23
2020-06-23
2020-06-23
N
N
N
0.0139
299604150.43
299604150.43
0.0024
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.990000%
22549LH24
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-03-02
2020-04-09
2020-04-09
N
N
N
0.0159
400161708.00
400161708.00
0.0032
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.774600%
22549LM77
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-05-20
2020-05-26
2020-05-26
N
N
N
0.0142
49014225.19
49014225.19
0.0004
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.770000%
22549LV44
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-07-28
2020-07-28
2020-07-28
N
N
N
0.0135
225389954.25
225389954.25
0.0018
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.000000%
22549LZN8
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-03-19
2020-03-19
2020-03-19
N
N
N
0.0154
153037988.37
153037988.37
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.840000%
22845AQC7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
Y
Credit Suisse AG
1.0000
N
0.0160
75026745.75
75026745.75
0.0006
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.830000%
22845AQD5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-04-28
2020-04-28
2020-04-28
N
Y
Credit Suisse AG
1.0000
N
0.0160
481184973.36
481184973.36
0.0038
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.700000%
22845AQP8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
Credit Suisse AG
1.0000
N
0.0161
126025235.28
126025235.28
0.0010
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.690000%
22845ARB8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-28
2020-05-28
2020-05-28
N
Y
Credit Suisse AG
1.0000
N
0.0162
122022460.20
122022460.20
0.0010
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.680000%
22845ARC6
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Credit Suisse AG
1.0000
N
0.0162
225036081.00
225036081.00
0.0018
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.680000%
22845ARD4
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Credit Suisse AG
1.0000
N
0.0162
380060936.80
380060936.80
0.0030
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.690000%
22845ARE2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
Y
Credit Suisse AG
1.0000
N
0.0162
50009318.00
50009318.00
0.0004
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0E68
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
Y
Credit Suisse AG
1.0000
N
0.0156
66802320.52
66802320.52
0.0005
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DC37
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0163
165969954.00
165969954.00
0.0013
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DCC7
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-03-12
2020-03-12
2020-03-12
N
N
N
0.0162
99941608.00
99941608.00
0.0008
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DE43
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0154
178494294.57
178494294.57
0.0014
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.880000%
23328AL36
529900HNOAA1KXQJUQ27
0001694217
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0158
300012285.00
300012285.00
0.0024
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.710000%
23328AL85
5493005PGG4HB3CD7345
0001694217
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0158
97020867.61
97020867.61
0.0008
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0C26
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0158
368951292.00
368951292.00
0.0029
N
Y
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.630000%
23341VE49
549300GKFG0RYRRQ1414
US23341VE496
0001498632
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0141
330150819.90
330150819.90
0.0026
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.970000%
23341VXN6
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0155
129007294.96
129007294.96
0.0010
N
N
Y
N
DBS GROUP HOLDINGS LTD
DBS GROUP HOLDINGS LTD 0.000000%
24024WD81
5493007FKT78NKPM5V55
Financial Company Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0172
95816746.56
95816746.56
0.0008
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.000000%
26820RDW0
5493005PGG4HB3CD7345
0001694217
Financial Company Commercial Paper
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0148
249361917.50
249361917.50
0.0020
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 1.710000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0171
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 1.710000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0171
2410000.00
2410000.00
0.0000
N
N
Y
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 1.580000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0158
9000000.00
9000000.00
0.0001
N
N
Y
N
EQUINOR ASA
EQUINOR ASA 0.000000%
29447LC35
OW6OFBNCKXC4US5C7523
Non-Financial Company Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0167
198366208.15
198366208.15
0.0016
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CE65
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0153
86250668.94
86250668.94
0.0007
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CEU2
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0148
99631250.00
99631250.00
0.0008
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CF31
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0147
99608267.00
99608267.00
0.0008
N
N
N
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AFV6
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2020-06-29
2020-06-29
2020-06-29
N
N
N
0.0147
47760879.84
47760879.84
0.0004
N
N
N
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AG86
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2020-07-08
2020-07-08
2020-07-08
N
N
N
0.0145
95494864.32
95494864.32
0.0008
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FDH5
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0151
72849766.00
72849766.00
0.0006
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FGH2
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0143
21709025.34
21709025.34
0.0002
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FGW9
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0142
149097937.50
149097937.50
0.0012
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LEF9
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
MUFG BANK LTD
1.0000
N
0.0162
184360162.70
184360162.70
0.0015
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC20
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0161
44993962.35
44993962.35
0.0004
N
Y
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC46
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0161
49988840.50
49988840.50
0.0004
N
N
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC53
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0161
62983136.79
62983136.79
0.0005
N
N
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC61
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0161
127960053.76
127960053.76
0.0010
N
N
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PE51
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0163
149546074.50
149546074.50
0.0012
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PGF7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-07-15
2020-07-15
2020-07-15
N
N
N
0.0147
22273518.40
22273518.40
0.0002
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PGH3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0147
93463364.34
93463364.34
0.0007
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PH74
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-08-07
2020-08-07
2020-08-07
N
N
N
0.0145
74515323.00
74515323.00
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 1.742900%
40434WDX6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0142
60012055.80
60012055.80
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 1.951500%
40434WDZ1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-05
2020-06-05
2020-06-05
N
N
N
0.0142
150040084.50
150040084.50
0.0012
N
N
N
N
HSBC USA INC
HSBC USA INC 1.928000%
40434WEB3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-04-07
2020-07-07
2020-07-07
N
N
N
0.0144
37009536.75
37009536.75
0.0003
N
N
N
N
HSBC USA INC
HSBC USA INC 1.820900%
40434WEE7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-04
2020-08-03
2020-08-03
N
N
N
0.0145
50007269.50
50007269.50
0.0004
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.881900%
40435REM9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0158
101404279.08
101404279.08
0.0008
N
N
Y
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.045000%
40435RER8
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0161
30004242.60
30004242.60
0.0002
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.885000%
40435REZ0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-03
2020-04-03
2020-04-03
N
N
N
0.0156
65012558.65
65012558.65
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.880000%
40435RFN6
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0145
120118267.20
120118267.20
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.890000%
40435RFS5
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0139
100080155.00
100080155.00
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.020000%
40435RFZ9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-20
2020-04-20
2020-04-20
N
N
N
0.0145
136110229.36
136110229.36
0.0011
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.040500%
40435RGD7
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-23
2020-06-22
2020-06-22
N
N
N
0.0142
48018371.52
48018371.52
0.0004
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.850000%
40435RGG0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0144
74106065.68
74106065.68
0.0006
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.700000%
40435RGU9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-08-05
2020-08-05
2020-08-05
N
N
N
0.0145
97107031.74
97107031.74
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.727900%
40435RGV7
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-12
2020-08-12
2020-08-12
N
N
N
0.0159
47002236.73
47002236.73
0.0004
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.650000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0165
49000000.00
49000000.00
0.0004
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0E12
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
ING Bank NV
1.0000
N
0.0150
124671656.26
124671656.26
0.0010
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0E61
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
Y
ING Bank NV
1.0000
N
0.0149
194449710.00
194449710.00
0.0016
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.858300%
44988GAM0
Financial Company Commercial Paper
Y
2020-03-16
2020-05-15
2020-05-15
N
Y
ING Bank NV
1.0000
N
0.0154
270117458.10
270117458.10
0.0022
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.931900%
44988GBN7
Financial Company Commercial Paper
Y
2020-03-04
2020-04-01
2020-04-01
N
Y
ING Bank NV
1.0000
N
0.0156
200044712.00
200044712.00
0.0016
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.840900%
44988KHJ1
Financial Company Commercial Paper
Y
2020-04-24
2020-04-24
2020-04-24
N
Y
ING Bank NV
1.0000
N
0.0141
227031198.88
227031198.88
0.0018
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
45685QDM8
Financial Company Commercial Paper
Y
2020-04-21
2020-04-21
2020-04-21
N
Y
ING Bank NV
1.0000
N
0.0151
395119668.24
395119668.24
0.0032
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
45685QE13
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
ING Bank NV
1.0000
N
0.0150
59842395.00
59842395.00
0.0005
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DHA1
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2020-08-10
2020-08-10
2020-08-10
N
N
N
0.0139
149053584.00
149053584.00
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PGT4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2020-07-27
2020-07-27
2020-07-27
N
N
N
0.0139
124278646.25
124278646.25
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TP82
Asset Backed Commercial Paper
Y
2020-03-18
2020-03-18
2020-03-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
144910566.90
144910566.90
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TQ40
Asset Backed Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
74914037.25
74914037.25
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TR64
Asset Backed Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0157
121754631.16
121754631.16
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TS89
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
72265130.45
72265130.45
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPG8
Asset Backed Commercial Paper
Y
2020-03-19
2020-03-19
2020-03-19
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0158
159880470.40
159880470.40
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPL7
Asset Backed Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0158
58937735.53
58937735.53
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPP8
Asset Backed Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
124856728.75
124856728.75
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQB8
Asset Backed Commercial Paper
Y
2020-04-13
2020-04-13
2020-04-13
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0158
109012730.74
109012730.74
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQP7
Asset Backed Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
184352731.25
184352731.25
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQQ5
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
149455750.50
149455750.50
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQS1
Asset Backed Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
18669147.38
18669147.38
0.0001
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQT9
Asset Backed Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
92598970.98
92598970.98
0.0007
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQU6
Asset Backed Commercial Paper
Y
2020-06-09
2020-06-09
2020-06-09
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
77660764.74
77660764.74
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NCP0
Asset Backed Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0160
107285675.45
107285675.45
0.0009
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NEV5
Asset Backed Commercial Paper
Y
2020-06-11
2020-06-11
2020-06-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
99568786.00
99568786.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NEY9
Asset Backed Commercial Paper
Y
2020-06-25
2020-06-25
2020-06-25
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0151
99505711.00
99505711.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLV4
Asset Backed Commercial Paper
Y
2020-03-13
2020-03-13
2020-03-13
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
103949441.44
103949441.44
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLW2
Asset Backed Commercial Paper
Y
2020-03-17
2020-03-17
2020-03-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
99942656.00
99942656.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMA9
Asset Backed Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
100888830.31
100888830.31
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMV3
Asset Backed Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
85747399.08
85747399.08
0.0007
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMW1
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
62795906.46
62795906.46
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TNA8
Asset Backed Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
242975768.52
242975768.52
0.0019
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TNC4
Asset Backed Commercial Paper
Y
2020-06-11
2020-06-11
2020-06-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0154
47793017.28
47793017.28
0.0004
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 1.650000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0165
1070000.00
1070000.00
0.0000
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0C37
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0158
266953157.52
266953157.52
0.0021
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0C45
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0158
416908781.25
416908781.25
0.0033
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0CJ2
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2020-03-18
2020-03-18
2020-03-18
N
N
N
0.0151
241807394.62
241807394.62
0.0019
N
N
N
N
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) 1.590000%
51500VMD8
MK13839SGLMX6JEXRB54
0000878519
Certificate of Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0162
478100000.00
478100000.00
0.0038
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 1.630000%
51501GSD4
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0145
280084145.60
280084145.60
0.0022
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 1.600000%
51501GSN2
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0163
47000000.00
47000000.00
0.0004
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LD33
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
Y
Natixis SA
1.0000
N
0.0163
17971509.96
17971509.96
0.0001
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LEM0
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-05-21
2020-05-21
2020-05-21
N
Y
Natixis SA
1.0000
N
0.0160
297402308.04
297402308.04
0.0024
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QCH1
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-03-17
2020-03-17
2020-03-17
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0154
57355916.80
57355916.80
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QCT5
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0152
973848.10
973848.10
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QEE6
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-05-14
2020-05-14
2020-05-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0160
49831639.00
49831639.00
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QEL0
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0160
54800181.70
54800181.70
0.0004
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.020000%
55379W2D7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0155
100003776.00
100003776.00
0.0008
N
Y
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.020000%
55379W2T2
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0154
55007814.40
55007814.40
0.0004
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.940000%
55379W4F0
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0151
123888712.61
123888712.61
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W4L7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0151
184135446.08
184135446.08
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.900000%
55379W4P8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0152
300171372.00
300171372.00
0.0024
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.900000%
55379W5B8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0151
300210321.00
300210321.00
0.0024
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5D4
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0150
59045971.62
59045971.62
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5H5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0150
183142646.67
183142646.67
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.915000%
55379W5P7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0149
200190718.00
200190718.00
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5Q5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0150
27022983.21
27022983.21
0.0002
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920900%
55379WV78
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-03-09
2020-05-11
2020-05-11
N
N
N
0.0154
190342490.04
190342490.04
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.690000%
55380TAD2
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0136
100137760.00
100137760.00
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.650000%
55380TAJ9
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-10
2020-07-10
2020-07-10
N
N
N
0.0137
100102140.00
100102140.00
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.650000%
55380TAM2
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0136
90109146.60
90109146.60
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.640000%
55380TAQ3
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0136
200234520.00
200234520.00
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.630000%
55380TAR1
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0136
139157264.60
139157264.60
0.0011
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KCB0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0164
99945300.00
99945300.00
0.0008
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE44
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0155
12564218.14
12564218.14
0.0001
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE69
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0155
110675645.79
110675645.79
0.0009
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE77
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0155
99703683.00
99703683.00
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LCS1
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0160
128789073.78
128789073.78
0.0010
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LDU5
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-04-28
2020-04-28
2020-04-28
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0158
79790000.00
79790000.00
0.0006
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE59
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0157
124516404.20
124516404.20
0.0010
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE67
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0157
95964201.99
95964201.99
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE75
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0157
99698700.00
99698700.00
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LEB6
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0157
47847089.28
47847089.28
0.0004
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666ACB6
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-03-11
2020-03-11
2020-03-11
N
Y
BNP Paribas SA
1.0000
N
0.0163
49972866.50
49972866.50
0.0004
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666AEB4
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
Y
BNP Paribas SA
1.0000
N
0.0157
48843903.64
48843903.64
0.0004
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666AF49
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
Y
BNP Paribas SA
1.0000
N
0.0156
109538818.40
109538818.40
0.0009
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 1.948000%
57666DAC0
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-03-17
2020-04-17
2020-04-17
N
Y
BNP Paribas SA
1.0000
N
0.0156
142058386.14
142058386.14
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60682YCT9
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
N
N
0.0152
199763712.00
199763712.00
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.940000%
60683BWF6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0155
52001641.12
52001641.12
0.0004
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.927800%
60683BWQ2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-05
2020-05-05
2020-05-05
N
N
N
0.0155
133057990.66
133057990.66
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.882800%
60683BWX7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-13
2020-05-13
2020-05-13
N
N
N
0.0156
100044221.00
100044221.00
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.752800%
60683BXC2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0142
57014467.74
57014467.74
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.860000%
60683BXK4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0151
122041006.64
122041006.64
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.890000%
60683BXP3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0146
245390270.30
245390270.30
0.0020
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.790000%
60683BXU2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-13
2020-04-13
2020-04-13
N
N
N
0.0149
50018502.50
50018502.50
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.713400%
60683BYK3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-30
2020-07-28
2020-07-28
N
N
N
0.0157
206066461.78
206066461.78
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.650000%
60683BYU1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-06-11
2020-06-11
2020-06-11
N
N
N
0.0144
220132162.80
220132162.80
0.0018
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.706800%
60683BZC0
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-19
2020-08-19
2020-08-19
N
N
N
0.0157
200016676.00
200016676.00
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.706800%
60683BZD8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-20
2020-08-20
2020-08-20
N
N
N
0.0157
48004179.36
48004179.36
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.689400%
60683BZF3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-23
2020-08-21
2020-08-21
N
N
N
0.0157
104003947.84
104003947.84
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.870000%
60710AH21
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-03-16
2020-03-16
2020-03-16
N
N
N
0.0155
187027530.14
187027530.14
0.0015
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.740000%
60710AJA1
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0149
415178898.20
415178898.20
0.0033
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.730000%
60710AJD5
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0148
234106095.60
234106095.60
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.670000%
60710AK43
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0146
300143328.00
300143328.00
0.0024
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.670000%
60710AK68
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0146
389189061.78
389189061.78
0.0031
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.660000%
60710AKB7
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0146
230108891.20
230108891.20
0.0018
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.640000%
60710AKL5
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0145
191590548.86
191590548.86
0.0015
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.460000%
60710AL75
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0146
390000000.00
390000000.00
0.0031
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.900000%
62478T6G9
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-04-28
2020-04-28
2020-04-28
N
N
N
0.0147
150106113.00
150106113.00
0.0012
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.900000%
62478T6H7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0146
100079639.00
100079639.00
0.0008
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6Q7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0144
100094906.00
100094906.00
0.0008
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6R5
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0142
214249190.16
214249190.16
0.0017
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6S3
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0146
196141474.76
196141474.76
0.0016
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.850000%
62478T7C7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0141
168694593.91
168694593.91
0.0013
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.880000%
62478U2C9
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0138
215360256.15
215360256.15
0.0017
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LC31
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0158
699877.50
699877.50
0.0000
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LCH0
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-03-17
2020-03-17
2020-03-17
N
N
N
0.0157
949254.25
949254.25
0.0000
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LES4
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-05-26
2020-05-26
2020-05-26
N
N
N
0.0145
234167630.00
234167630.00
0.0019
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LFF1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-06-15
2020-06-15
2020-06-15
N
N
N
0.0141
149365950.00
149365950.00
0.0012
N
N
N
N
Nassau Health Care Corp
TAXABLE HEALTH CARE RB SERIES 2009A 1.580000%
63167NAV8
549300L7UKCJQEMTLX26
US63167NAV82
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2022-08-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0158
1220000.00
1220000.00
0.0000
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 1.822800%
63254GMZ5
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2020-03-13
2020-10-13
2020-10-13
N
N
N
0.0158
189137669.49
189137669.49
0.0015
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LE49
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0150
48865519.50
48865519.50
0.0004
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LF48
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0146
394442179.56
394442179.56
0.0031
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 1.735000%
63307NEX1
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-03-03
2020-08-03
2020-08-03
N
N
N
0.0156
375068047.50
375068047.50
0.0030
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0CR2
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0158
149829049.50
149829049.50
0.0012
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0D18
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0155
96862267.76
96862267.76
0.0008
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0EL3
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0154
199300266.00
199300266.00
0.0016
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873JE48
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0145
21966571.42
21966571.42
0.0002
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873JE55
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0144
39878540.02
39878540.02
0.0003
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.880000%
63873QBA1
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0160
150011539.50
150011539.50
0.0012
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.870000%
63873QBQ6
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-03-23
2020-03-23
2020-03-23
N
N
N
0.0161
120020317.20
120020317.20
0.0010
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.940000%
63873QBZ6
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-03-27
2020-03-27
2020-03-27
N
N
N
0.0161
240059942.40
240059942.40
0.0019
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.800000%
63873QCW2
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0162
250070230.00
250070230.00
0.0020
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.720000%
63873QDW1
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0162
103229067.02
103229067.02
0.0008
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.640000%
63873QEG5
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0163
152005171.04
152005171.04
0.0012
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UEB4
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0156
199369362.00
199369362.00
0.0016
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UF80
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0155
181210085.42
181210085.42
0.0014
N
N
N
N
New York State HFA
TAXABLE HOUSING RB (BAM SOUTH HOUSING) SERIES 2015A 1.590000%
64987BFK9
5493000LS7KCDB02O506
US64987BFK98
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2048-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0159
16745000.00
16745000.00
0.0001
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RE48
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0159
80554240.90
80554240.90
0.0006
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RE71
54930052Z500U6IGFJ82
US65409RE712
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0158
99697167.00
99697167.00
0.0008
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.870000%
65558TNT8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0137
220202241.60
220202241.60
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.861900%
65558TQV0
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-03-04
2020-06-04
2020-06-04
N
N
N
0.0154
238116862.76
238116862.76
0.0019
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.750000%
65558TTC9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-07-16
2020-07-16
2020-07-16
N
N
N
0.0147
197211729.69
197211729.69
0.0016
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.580000%
65558TUY9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0155
447001108.56
447001108.56
0.0036
N
Y
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.540000%
65558TVC6
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-08-26
2020-08-26
2020-08-26
N
N
N
0.0143
275156840.75
275156840.75
0.0022
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 1.580000%
65602VZG4
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0157
317000177.52
317000177.52
0.0025
N
Y
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TDL7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Royal Bank of Canada
1.0000
N
0.0153
55876563.68
55876563.68
0.0004
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGL4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-07-20
2020-07-20
2020-07-20
N
Y
Royal Bank of Canada
1.0000
N
0.0152
80512548.48
80512548.48
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.730000%
67984RHW2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-03-02
2020-08-06
2020-08-06
N
Y
Royal Bank of Canada
1.0000
N
0.0166
75023799.75
75023799.75
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XG67
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-07-06
2020-07-06
2020-07-06
N
Y
Royal Bank of Canada
1.0000
N
0.0152
49728562.50
49728562.50
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.070000%
69033MKH9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-03-19
2020-03-19
2020-03-19
N
N
N
0.0162
22005372.40
22005372.40
0.0002
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.878300%
69033MLM7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-03-16
2020-06-15
2020-06-15
N
N
N
0.0155
200125250.00
200125250.00
0.0016
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.947400%
69033MLV7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-03-16
2020-06-15
2020-06-15
N
N
N
0.0142
84025299.12
84025299.12
0.0007
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.630000%
69033MMW4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-08-19
2020-08-19
2020-08-19
N
N
N
0.0149
100066510.00
100066510.00
0.0008
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AC59
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0159
31991498.56
31991498.56
0.0003
N
N
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ACA8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0160
158922266.49
158922266.49
0.0013
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ADM1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0159
136678499.36
136678499.36
0.0011
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ADP4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0159
89781100.20
89781100.20
0.0007
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.989400%
69034CHY7
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0141
124013826.00
124013826.00
0.0010
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.727600%
69034CKD9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-05-27
2020-08-27
2020-08-27
N
N
N
0.0145
193097916.62
193097916.62
0.0015
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.995500%
69034CKF4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-03-02
2020-09-01
2020-09-01
N
N
N
0.0146
5902786.33
5902786.33
0.0000
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.993600%
69034CKM9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-03-16
2020-09-16
2020-09-16
N
N
N
0.0146
126070410.06
126070410.06
0.0010
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LC26
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
143380401.52
143380401.52
0.0011
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LC42
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0162
95578449.85
95578449.85
0.0008
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LC59
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0161
124966375.00
124966375.00
0.0010
N
N
Y
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154ED13
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0161
49926162.50
49926162.50
0.0004
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EHH4
Asset Backed Commercial Paper
Y
2020-08-17
2020-08-17
2020-08-17
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0150
99091295.25
99091295.25
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JC36
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
BNP Paribas SA
1.0000
N
0.0157
61989156.82
61989156.82
0.0005
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JC44
Asset Backed Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
Y
BNP Paribas SA
1.0000
N
0.0158
187958718.96
187958718.96
0.0015
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JCD4
Asset Backed Commercial Paper
Y
2020-03-13
2020-03-13
2020-03-13
N
Y
BNP Paribas SA
1.0000
N
0.0165
47969237.28
47969237.28
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JCP7
Asset Backed Commercial Paper
Y
2020-03-23
2020-03-23
2020-03-23
N
Y
BNP Paribas SA
1.0000
N
0.0164
114874037.05
114874037.05
0.0009
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JDH4
Asset Backed Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
Y
BNP Paribas SA
1.0000
N
0.0161
278717879.04
278717879.04
0.0022
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEF7
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
BNP Paribas SA
1.0000
N
0.0159
9966013.10
9966013.10
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEL4
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
BNP Paribas SA
1.0000
N
0.0159
52753492.11
52753492.11
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEM2
Asset Backed Commercial Paper
Y
2020-05-21
2020-05-21
2020-05-21
N
Y
BNP Paribas SA
1.0000
N
0.0159
41846325.36
41846325.36
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEN0
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
BNP Paribas SA
1.0000
N
0.0159
119555640.00
119555640.00
0.0010
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JF58
Asset Backed Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
Y
BNP Paribas SA
1.0000
N
0.0158
18918434.14
18918434.14
0.0002
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.896100%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0141
388055627.56
388055627.56
0.0031
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.818300%
78012UPM1
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-03-16
2020-05-15
2020-05-15
N
N
N
0.0154
78027585.48
78027585.48
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.775000%
78012UPS8
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0158
181003942.18
181003942.18
0.0014
N
N
Y
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.820000%
78012UQD0
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-03-02
2020-07-08
2020-07-08
N
N
N
0.0165
147092485.05
147092485.05
0.0012
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.792800%
78012URP2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-05-26
2020-11-23
2020-11-23
N
N
N
0.0146
267222547.17
267222547.17
0.0021
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.015500%
78012URS6
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-03-03
2020-12-03
2020-12-03
N
N
N
0.0147
344871320.82
344871320.82
0.0028
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.850900%
78012USW6
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-04-27
2021-01-25
2021-01-25
N
N
N
0.0149
120026606.40
120026606.40
0.0010
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.940000%
78014XDQ7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2020-07-30
2020-07-30
N
N
N
0.0163
69088722.27
69088722.27
0.0006
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.930000%
78014XDX2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2020-08-03
2020-08-03
N
N
N
0.0166
249288805.14
249288805.14
0.0020
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.920000%
78014XEK9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2020-09-01
2020-09-01
N
N
N
0.0167
148686079.41
148686079.41
0.0012
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.980000%
78014XEP8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2020-09-21
2020-09-21
N
N
N
0.0168
276063349.74
276063349.74
0.0022
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
78014XFG7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2021-02-22
2021-02-22
N
N
N
0.0174
396538595.31
396538595.31
0.0032
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.730000%
78014XFH5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-03-02
2021-02-26
2021-02-26
N
N
N
0.0174
490950693.78
490950693.78
0.0039
N
N
N
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.590000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0159
19000000.00
19000000.00
0.0002
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PE40
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0149
124260776.50
124260776.50
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LE16
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Barclays Bank Plc
1.0000
N
0.0159
46868975.75
46868975.75
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LE57
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
Y
Barclays Bank Plc
1.0000
N
0.0159
69792858.10
69792858.10
0.0006
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LEK4
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
Y
Barclays Bank Plc
1.0000
N
0.0158
99644275.00
99644275.00
0.0008
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LES7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-26
2020-05-26
2020-05-26
N
Y
Barclays Bank Plc
1.0000
N
0.0158
69730329.20
69730329.20
0.0006
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LET5
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-27
2020-05-27
2020-05-27
N
Y
Barclays Bank Plc
1.0000
N
0.0158
49805189.00
49805189.00
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LF15
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-06-01
2020-06-01
2020-06-01
N
Y
Barclays Bank Plc
1.0000
N
0.0157
157350637.38
157350637.38
0.0013
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.000000%
83050PED7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0153
151019177.00
151019177.00
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.920000%
83050PFA2
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0151
61536184.76
61536184.76
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.920000%
83050PFD6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0151
200119310.00
200119310.00
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.830000%
83050PHP7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0136
275356108.50
275356108.50
0.0022
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.810000%
83050PHQ5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0147
200069996.00
200069996.00
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.800000%
83050PHU6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0136
280339259.20
280339259.20
0.0022
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.747800%
83050PJP5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-03-05
2020-08-05
2020-08-05
N
N
N
0.0157
150021802.50
150021802.50
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.630000%
83050PJS9
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-08-21
2020-08-21
2020-08-21
N
N
N
0.0129
68112001.44
68112001.44
0.0005
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LCG8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-16
2020-03-16
2020-03-16
N
Y
BNP Paribas SA
1.0000
N
0.0165
47962554.72
47962554.72
0.0004
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LCT0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
Y
BNP Paribas SA
1.0000
N
0.0164
13982164.00
13982164.00
0.0001
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LF59
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
Y
BNP Paribas SA
1.0000
N
0.0158
44308116.00
44308116.00
0.0004
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.856800%
85520PBD7
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-19
2020-03-19
2020-03-19
N
Y
BNP Paribas SA
1.0000
N
0.0157
150023898.00
150023898.00
0.0012
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.908900%
85520PBQ8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-24
2020-04-24
2020-04-24
N
Y
BNP Paribas SA
1.0000
N
0.0155
20009159.20
20009159.20
0.0002
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.707000%
85520PBX3
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-20
2020-08-20
2020-08-20
N
Y
BNP Paribas SA
1.0000
N
0.0158
96003757.44
96003757.44
0.0008
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 1.908300%
8574P1MJ2
571474TGEMMWANRLN572
Certificate of Deposit
Y
2020-03-17
2020-07-17
2020-07-17
N
N
N
0.0156
144127552.32
144127552.32
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.880000%
86564F2U6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0156
250010895.00
250010895.00
0.0020
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.764600%
86564F2V4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0142
396097748.64
396097748.64
0.0032
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.890000%
86564F2Z5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0155
72006602.40
72006602.40
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.875000%
86564F3F8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-17
2020-03-17
2020-03-17
N
N
N
0.0154
199032512.62
199032512.62
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.890000%
86564F3H4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0155
87008860.95
87008860.95
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.850000%
86564F3X9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-16
2020-04-16
2020-04-16
N
N
N
0.0153
211089993.61
211089993.61
0.0017
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.850000%
86564F3Y7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-14
2020-04-14
2020-04-14
N
N
N
0.0153
266108732.82
266108732.82
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.730000%
86564F4U4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0152
280098526.40
280098526.40
0.0022
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.730000%
86564F4Z3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-23
2020-03-23
2020-03-23
N
N
N
0.0153
175022632.75
175022632.75
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.710000%
86564F5E9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0153
51015231.15
51015231.15
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.710000%
86564F5F6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0153
108032215.32
108032215.32
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.680000%
86564F5R0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-05-08
2020-05-08
2020-05-08
N
N
N
0.0151
111035774.20
111035774.20
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.655000%
86564F6E8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0153
73012764.78
73012764.78
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YCJ9
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-03-18
2020-03-18
2020-03-18
N
N
N
0.0153
114906894.85
114906894.85
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YE40
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0151
124654646.25
124654646.25
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YEK4
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0149
12956505.25
12956505.25
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.900000%
86565B2M2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0156
229014891.87
229014891.87
0.0018
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.030500%
86565B3W9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-30
2020-06-30
2020-06-30
N
N
N
0.0142
248091948.48
248091948.48
0.0020
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.800000%
86565B4M0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0150
292175976.72
292175976.72
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.812800%
86565B4X6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-13
2020-07-13
2020-07-13
N
N
N
0.0156
230112596.50
230112596.50
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.750000%
86565B5E7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-08-03
2020-08-03
2020-08-03
N
N
N
0.0134
63111865.32
63111865.32
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.723400%
86565B5R8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-30
2020-07-28
2020-07-28
N
N
N
0.0157
13004682.99
13004682.99
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.696800%
86565B7J4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-25
2020-08-25
2020-08-25
N
N
N
0.0160
24999686.75
24999686.75
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.885000%
86565BR60
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-02
2020-04-01
2020-04-01
N
N
N
0.0156
129030287.91
129030287.91
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.910900%
86565BS44
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-09
2020-04-09
2020-04-09
N
N
N
0.0156
711087961.96
711087961.96
0.0057
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000%
86565BW31
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0152
93053051.85
93053051.85
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.930000%
86565BW98
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0152
35921221.93
35921221.93
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000%
86565BX71
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0152
132383634.77
132383634.77
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.930000%
86565BY70
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0150
196153487.60
196153487.60
0.0016
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.857800%
86959RBF6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-03-05
2020-05-05
2020-05-05
N
N
N
0.0153
57020217.90
57020217.90
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.846800%
86959RBK5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-03-19
2020-05-19
2020-05-19
N
N
N
0.0148
16009468.16
16009468.16
0.0001
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.866100%
86959RCC2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-03-26
2020-06-26
2020-06-26
N
N
N
0.0155
255198418.05
255198418.05
0.0020
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.999400%
86959RCH1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-02
2020-07-02
2020-07-02
N
N
N
0.0144
250095032.50
250095032.50
0.0020
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.956100%
86959RCV0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-17
2020-07-17
2020-07-17
N
N
N
0.0143
66038070.78
66038070.78
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.772900%
86959RDJ6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-05-19
2020-08-19
2020-08-19
N
N
N
0.0145
126055133.82
126055133.82
0.0010
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.060500%
86959REH9
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-03-30
2020-09-30
2020-09-30
N
N
N
0.0147
425230099.25
425230099.25
0.0034
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.870000%
86959REJ5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-07-02
2020-07-02
2020-07-02
N
N
N
0.0132
697308368.64
697308368.64
0.0056
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.870000%
86959REL0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-07-02
2020-07-02
2020-07-02
N
N
N
0.0132
124233129.92
124233129.92
0.0010
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.978400%
86959REN6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-02
2020-10-02
2020-10-02
N
N
N
0.0145
297145922.04
297145922.04
0.0024
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.696800%
86959RFK1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-03-19
2020-08-19
2020-08-19
N
N
N
0.0156
218024437.80
218024437.80
0.0017
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 1.710000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0171
5885000.00
5885000.00
0.0000
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.937900%
89114M2B2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-14
2020-07-13
2020-07-13
N
N
N
0.0143
514231860.26
514231860.26
0.0041
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.930000%
89114M3P0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-02
2020-07-30
2020-07-30
N
N
N
0.0163
85606443.23
85606443.23
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.930000%
89114M4M6
PT3QB789TSUIDF371261
US89114M4M66
Certificate of Deposit
Y
2020-03-02
2020-08-05
2020-08-05
N
N
N
0.0166
30034804.80
30034804.80
0.0002
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.930000%
89114M6W2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-02
2020-08-20
2020-08-20
N
N
N
0.0166
79801586.42
79801586.42
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.170000%
89114MS32
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-06-19
2020-06-19
2020-06-19
N
N
N
0.0137
139336331.35
139336331.35
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.964800%
89114MU39
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-24
2020-03-24
2020-03-24
N
N
N
0.0136
123009585.39
123009585.39
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.870900%
89114MY76
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-09
2020-07-07
2020-07-07
N
N
N
0.0156
83050164.37
83050164.37
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.940000%
89114N2A2
PT3QB789TSUIDF371261
US89114N2A29
Certificate of Deposit
Y
2020-03-02
2020-08-31
2020-08-31
N
N
N
0.0166
404568852.20
404568852.20
0.0032
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
89114N2D6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0157
80003701.60
80003701.60
0.0006
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.016300%
89114N2X2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-06
2020-11-06
2020-11-06
N
N
N
0.0158
203414379.84
203414379.84
0.0016
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.968300%
89114N3D5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-16
2020-10-15
2020-10-15
N
N
N
0.0158
283467770.70
283467770.70
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.952100%
89114N3Q6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-22
2020-10-22
2020-10-22
N
N
N
0.0146
126123732.00
126123732.00
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.958300%
89114N4F9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-18
2020-09-18
2020-09-18
N
N
N
0.0158
485676458.60
485676458.60
0.0039
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.957000%
89114N4L6
PT3QB789TSUIDF371261
US89114N4L65
Certificate of Deposit
Y
2020-03-20
2020-10-20
2020-10-20
N
N
N
0.0157
1001713.53
1001713.53
0.0000
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.814100%
89114NA47
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-05-11
2020-08-10
2020-08-10
N
N
N
0.0145
230096294.10
230096294.10
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.020000%
89114NEB7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0149
88071629.36
88071629.36
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
89114NEN1
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0148
6004280.64
6004280.64
0.0000
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.009400%
89114NEU5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-02
2021-01-04
2021-01-04
N
N
N
0.0148
185130584.10
185130584.10
0.0015
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.800000%
89114NFC4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-07-09
2020-07-09
2020-07-09
N
N
N
0.0135
87142090.14
87142090.14
0.0007
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PDF6
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-04-15
2020-04-15
2020-04-15
N
Y
Total SA
1.0000
N
0.0147
364150743.08
364150743.08
0.0029
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PE16
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Total SA
1.0000
N
0.0148
235986791.95
235986791.95
0.0019
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PH39
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-08-03
2020-08-03
2020-08-03
N
Y
Total SA
1.0000
N
0.0140
149087437.50
149087437.50
0.0012
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 1.811800%
89232BCC0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-05-15
2020-08-04
2020-08-04
N
N
N
0.0145
91552572.24
91552572.24
0.0007
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 1.776600%
89232BCE6
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-05-26
2020-08-18
2020-08-18
N
N
N
0.0145
45030292.65
45030292.65
0.0004
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.892600%
89233A2T5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
N
N
0.0141
130013989.30
130013989.30
0.0010
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.877800%
89233A3F4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-03-05
2020-04-30
2020-04-30
N
N
N
0.0155
100032807.00
100032807.00
0.0008
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.945000%
89233A5A3
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-03-03
2020-06-29
2020-06-29
N
N
N
0.0156
85072002.65
85072002.65
0.0007
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.044800%
89233A6E4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-03-24
2020-09-17
2020-09-17
N
N
N
0.0146
250155390.00
250155390.00
0.0020
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.768300%
89233A7F0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-03-18
2020-11-13
2020-11-13
N
N
N
0.0163
182008768.76
182008768.76
0.0015
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233ED65
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0195
97798800.12
97798800.12
0.0008
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 1.857100%
89233LCJ2
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2020-04-30
2020-10-27
2020-10-27
N
N
N
0.0149
95033881.75
95033881.75
0.0008
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 1.921100%
89237BBM4
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2020-05-04
2020-07-31
2020-07-31
N
N
N
0.0143
221187567.12
221187567.12
0.0018
N
N
N
N
TRUIST BANK
TRUIST BANK 1.680000%
89788L2L7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0133
296435723.84
296435723.84
0.0024
N
N
N
N
TRUIST BANK
TRUIST BANK 1.630000%
89788L2N3
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0159
500044925.00
500044925.00
0.0040
N
N
N
N
TRUIST BANK
TRUIST BANK 1.580000%
89788L2Q6
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0142
285115567.50
285115567.50
0.0023
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.013600%
90276JJM9
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2020-03-16
2020-06-16
2020-06-16
N
N
N
0.0142
295017051.00
295017051.00
0.0024
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WGM1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0147
206774464.00
206774464.00
0.0016
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TC46
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0167
19995375.00
19995375.00
0.0002
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TC53
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0166
69980633.10
69980633.10
0.0006
N
N
Y
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PCA7
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0153
99953403.00
99953403.00
0.0008
N
N
N
N
VERMONT ECONOMIC DEVELOPMENT AUTHORITY
VERMONT ECONOMIC DEVELOPMENT AUTHORITY 1.850000%
92416F2S9
Non-Financial Company Commercial Paper
Y
2020-03-09
2020-03-09
2020-03-09
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0186
53499630.85
53499630.85
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LC33
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Natixis SA
1.0000
N
0.0168
99981300.00
99981300.00
0.0008
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LC41
Asset Backed Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
Y
Natixis SA
1.0000
N
0.0167
81980935.00
81980935.00
0.0007
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LD73
Asset Backed Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
Y
Natixis SA
1.0000
N
0.0162
74369010.38
74369010.38
0.0006
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LE15
Asset Backed Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Natixis SA
1.0000
N
0.0160
49860437.50
49860437.50
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KDE9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
MUFG BANK LTD
1.0000
N
0.0161
174639092.25
174639092.25
0.0014
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.976600%
95001KBU7
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0136
341027859.70
341027859.70
0.0027
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.880000%
95001KCR3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-18
2020-05-18
2020-05-18
N
N
N
0.0135
234767133.02
234767133.02
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.890000%
95001KCV4
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-03-02
2020-05-19
2020-05-19
N
N
N
0.0160
242150306.20
242150306.20
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.900000%
95001KDC5
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0135
195137362.87
195137362.87
0.0016
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.020000%
95001KDM3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0159
196006812.96
196006812.96
0.0016
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.950000%
95001KDN1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0135
117153578.88
117153578.88
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.019400%
95001KEH3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-02
2020-07-02
2020-07-02
N
N
N
0.0144
500223250.00
500223250.00
0.0040
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.010300%
95001KEM2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-06
2020-07-06
2020-07-06
N
N
N
0.0144
454209430.20
454209430.20
0.0036
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.897900%
95001KFS8
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-14
2020-10-13
2020-10-13
N
N
N
0.0147
171046635.12
171046635.12
0.0014
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.834100%
95001KGP3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-27
2020-10-27
2020-10-27
N
N
N
0.0147
330074329.20
330074329.20
0.0026
N
N
N
N
WESTPAC SECURITIES NZ LTD
WESTPAC SECURITIES NZ LTD 0.000000%
96122GC45
549300W0N3O6Q4RCKE25
0000719245
Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
Y
Westpac New Zealand Ltd
1.0000
N
0.0161
679848.04
679848.04
0.0000
N
N
Y
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0DP1
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0156
206508232.17
206508232.17
0.0016
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.947100%
9612C4J44
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-03-05
2020-06-05
2020-06-05
N
N
N
0.0142
90024050.70
90024050.70
0.0007
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.951500%
9612C4J69
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-03-05
2020-06-05
2020-06-05
N
N
N
0.0142
300080169.00
300080169.00
0.0024
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.955500%
96130ACN6
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-03-03
2020-06-03
2020-06-03
N
N
N
0.0142
53913038.41
53913038.41
0.0004
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.920000%
96130ADL9
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0149
290164966.50
290164966.50
0.0023
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000%
96130ADQ8
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0145
285174585.30
285174585.30
0.0023
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000%
96130ADU9
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0145
370150707.12
370150707.12
0.0030
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.965500%
96130AEH7
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-03-03
2020-06-03
2020-06-03
N
N
N
0.0142
275073524.00
275073524.00
0.0022
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.000000%
MSFSBD3QN1GSN7Q6C537
0000008565
965EUV903
Certificate of Deposit
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0158
100012770.00
100012770.00
0.0008
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.650000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2020-03-06
2020-03-06
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0165
21375000.00
21375000.00
0.0002
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.920000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1GF8V6
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0159
52028340.52
52028340.52
0.0004
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.000000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1GJ1R4
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0344
200460393.39
200460393.39
0.0016
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1GJWT6
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0158
85767650.36
85767650.36
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.772900%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1GYPG9
Certificate of Deposit
Y
2020-05-19
2020-08-19
2020-08-19
N
N
N
0.0170
48015844.80
48015844.80
0.0004
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1HRWJ9
Certificate of Deposit
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0155
51728001.00
51728001.00
0.0004
N
N
N
N
SOCIETE GENERALE (LONDON BRANCH)
SOCIETE GENERALE (LONDON BRANCH) 1.800000%
O2RNE8IBXP4R0TD8PU41
0000865845
ACI1HXGN5
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0166
136020102.16
136020102.16
0.0011
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1HXN56
Certificate of Deposit
Y
2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0155
18967502.21
18967502.21
0.0002
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 1.790000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1J1GZ6
Certificate of Deposit
Y
2020-07-14
2020-07-14
2020-07-14
N
N
N
0.0147
500604975.00
500604975.00
0.0040
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 1.790000%
1VUV7VQFKUOQSJ21A208
0001330437
ACI1J3ZW8
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0148
434249107.32
434249107.32
0.0035
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 1.780000%
969500TJ5KRTCJQWXH05
0001330437
ACI1J7QQ2
Certificate of Deposit
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0147
460260723.40
460260723.40
0.0037
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.760000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1J8NP5
Certificate of Deposit
Y
2020-07-23
2020-07-23
2020-07-23
N
N
N
0.0155
95078590.65
95078590.65
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI1JB016
Certificate of Deposit
Y
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0164
64820639.65
64820639.65
0.0005
N
N
N
N
BANK OF MONTREAL (LONDON BRANCH)
BANK OF MONTREAL (LONDON BRANCH) 1.720000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ACI1JDF16
Certificate of Deposit
Y
2020-07-29
2020-07-29
2020-07-29
N
N
N
0.0138
90129599.10
90129599.10
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.804500%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1JFKJ6
Certificate of Deposit
Y
2020-04-29
2020-10-29
2020-10-29
N
N
N
0.0171
49032225.83
49032225.83
0.0004
N
N
N
N
TORONTO-DOMINION BANK (LONDON BRANCH)
TORONTO-DOMINION BANK (LONDON BRANCH) 1.829500%
PT3QB789TSUIDF371261
0000947263
ACI1JFT57
Certificate of Deposit
Y
2020-04-30
2021-01-29
2021-01-29
N
N
N
0.0182
425038148.00
425038148.00
0.0034
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.720000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1JJFM7
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0157
145040325.95
145040325.95
0.0012
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 1.710000%
529900HNOAA1KXQJUQ27
0001074042
ACI1JJH94
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0155
390111387.90
390111387.90
0.0031
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
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0001694217
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Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0155
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N
N
N
N
TORONTO-DOMINION BANK (LONDON BRANCH)
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PT3QB789TSUIDF371261
0000947263
ACI1JXRC5
Certificate of Deposit
Y
2020-08-07
2020-08-07
2020-08-07
N
N
N
0.0138
95414546.88
95414546.88
0.0008
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
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969500TJ5KRTCJQWXH05
0001330437
ACI1K0HG7
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0148
79759812.00
79759812.00
0.0006
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
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C3GTMMZIHMY46P4OIX74
0000852743
ACI1K2X18
Certificate of Deposit
Y
2020-08-14
2020-08-14
2020-08-14
N
N
N
0.0157
94037015.32
94037015.32
0.0008
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
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DG3RU1DBUFHT4ZF9WN62
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ACI1K30T1
Certificate of Deposit
Y
2020-05-14
2020-11-16
2020-11-16
N
N
N
0.0173
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93993240.46
0.0007
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N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.650000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1K7FD1
Certificate of Deposit
Y
2020-08-21
2020-08-21
2020-08-21
N
N
N
0.0157
100039800.00
100039800.00
0.0008
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
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DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1K9NK2
Certificate of Deposit
Y
2020-03-26
2020-08-26
2020-08-26
N
N
N
0.0162
82022075.22
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N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
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969500TJ5KRTCJQWXH05
0001330437
ACI1KC3W1
Certificate of Deposit
Y
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0144
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75033001.50
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N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
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F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1KC9P0
Certificate of Deposit
Y
2020-03-27
2020-08-27
2020-08-27
N
N
N
0.0166
95004847.85
95004847.85
0.0008
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.260000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LR530
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
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4.520000
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2034-01-25
3.801750
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1831477.99
Asset-Backed Securities
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2035-07-25
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Asset-Backed Securities
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2024-05-25
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Asset-Backed Securities
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3.076750
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Asset-Backed Securities
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549300QK06ZD0H5SH503
2027-07-19
7.169130
470000.00
463564.49
Asset-Backed Securities
BLUEM 2015-4A ER
2030-04-20
5.108250
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Asset-Backed Securities
TOWD PT MTG TR 2016-1 X 20550225 FLT
2055-02-25
0.00
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Asset-Backed Securities
TOWD PT MTG TR 2017-2 B3 20570425 FLT
2057-04-25
4.183760
1495000.00
1636332.54
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B3 20571025 FLT
2057-10-25
3.525260
4297000.00
4257183.75
Asset-Backed Securities
SHELTER GROWTH CRE 2018-FL1 B 20350116 FLT
2035-01-16
3.158250
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3604238.25
Asset-Backed Securities
ARBOR RLTY CM 2019-FL1 E 20370515 FLT
2037-05-15
4.908250
22750000.00
22113805.41
Asset-Backed Securities
ARBOR RLTY CM 2019-FL1 G 20370515 FLT
2037-05-15
8.408250
17875000.00
17188664.80
Asset-Backed Securities
BAYVIEW COML TR 2007-2 A-2 20370725 FLT
2037-07-25
1.946750
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2624076.20
Asset-Backed Securities
TABERNA PREF FDG III 2005-3 A-2B 20360205 FLT
U03UUQ0VYFBPHFC9G558
2036-02-05
2.410500
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3251758.17
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2016-1 C 20231016 6.6
2023-10-16
6.640000
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3245470.26
Asset-Backed Securities
AMSR TR 2019-SFR1 H 20390120 6.0
2039-01-20
6.040000
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4101460.00
Asset-Backed Securities
M360 2019-CRE2 LTD D 20340915 FLT
2034-09-15
4.658250
19800000.00
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Asset-Backed Securities
EQUIFIRST MTG LN TR 2004-3 M-6 20341225 FLT
2034-12-25
3.351750
7211000.00
2030039.46
Asset-Backed Securities
TABERNA PREF FDG II 2005-2 A2 144 20351105 FLT
8Z9UQTNXEECO8ECQHB85
2035-11-05
2.540500
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769035.41
Asset-Backed Securities
TOWD PT MTG TR 2016-1 B3 20550225 FLT
2055-02-25
4.237740
1971000.00
2115074.79
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
69439000.00
15068741.56
Asset-Backed Securities
FFML 2007-FFC A2A
2027-06-25
1.776750
64136000.00
1882140.23
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2019-4 D 20260815 4.0
2026-08-15
4.090000
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3091385.83
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-C 1-A 20360515 FLT
2036-05-15
1.838250
49000000.00
1802121.29
Asset-Backed Securities
M360 2019-CRE2 LTD E 20340915 FLT
2034-09-15
5.158250
20700000.00
20159706.14
Asset-Backed Securities
MF1 2019-FL2 LTD A-S 20341127 FLT
2034-11-27
3.056750
18775000.00
18773736.99
Asset-Backed Securities
ARBOR REALTY COM NT 2018-FL1 E 20280615 FLT
2028-06-15
6.658250
30800000.00
30405745.03
Asset-Backed Securities
TOWD PT MTG TR 2018-4 X 20580625 FLT
2058-06-25
0.00
94892800.00
492854.06
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B2 20580325 FLT
2058-03-25
3.698950
1222000.00
1240585.66
Asset-Backed Securities
TOWD PT MTG TR 2019-MH1 B1 20390425 FLT
2039-04-25
3.750000
19868000.00
19057335.93
Asset-Backed Securities
ARBOR RLTY CM 2019-FL1 F 20370515 FLT
2037-05-15
6.658250
28437000.00
25705413.27
Asset-Backed Securities
GSAMP TRUST 2006-NC1 M-2 20360225 FLT
2036-02-25
2.006750
21784000.00
15935082.93
Asset-Backed Securities
E M C CORP MASS SR NT 3.375%23
KDMDXRWU7UTJ30FC8R59
2023-06-01
3.375000
9000.00
9219.66
Corporate Debt Securities
BECTON DICKINSON & CO SR NT 3.25%20
ICE2EP6D98PQUILVRZ91
2020-11-12
3.250000
5000.00
5096.90
Corporate Debt Securities
PISCES MIDCO INC SR GLBL 144A 26
549300IW41QEWQ6T0H29
2026-04-15
8.000000
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1117110.04
Corporate Debt Securities
SUMMIT MATERIALS LLC 6.5%27
2027-03-15
6.500000
87000.00
95432.96
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR GLBL 144A 29
RLTHESQ0RNFQJWPBJN60
2029-11-15
7.250000
2367000.00
2410855.25
Corporate Debt Securities
SEALED AIR CORP NEW SR 144A NT5.5%25
Q0M0CZB4YN6JZ65WXI09
2025-09-15
5.500000
30000.00
33497.18
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 26
88Q84GB3X55CF5OC7582
2026-06-15
6.375000
96000.00
100356.20
Corporate Debt Securities
TRIUMPH GROUP INC NEW SR GLBL NT 25
5493007L6S47Q14SL582
2025-08-15
7.750000
38000.00
37916.35
Corporate Debt Securities
TRUCK HERO INC SR SEC GLBL 24
54930007KT5CX7XNSD31
2024-04-21
8.500000
90000.00
95207.50
Corporate Debt Securities
AMERICAN BLDRS & CONTRACTORS SR 144A NT 26
549300H5GQ4C1BEKG397
2026-05-15
5.875000
1038000.00
1089182.77
Corporate Debt Securities
AMERICAN BLDRS & CONTRACTORS SR SEC 144A NT28
549300H5GQ4C1BEKG397
2028-01-15
4.000000
500000.00
494105.56
Corporate Debt Securities
AMERIGAS PARTNERS L P SR GLBL NT5.5%25
2025-05-20
5.500000
415000.00
435746.77
Corporate Debt Securities
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28
2028-01-15
5.750000
755000.00
512922.88
Corporate Debt Securities
STARWOOD PPTY TR INC SR GLBL NT 25
BUGSFQZERKRBFWIG5267
2025-03-15
4.750000
45000.00
46867.81
Corporate Debt Securities
TENET HEALTHCARE CORP SR GLBL NT 7%25
0W9AIBT6U6ADJ2I8HK17
2025-08-01
7.000000
100000.00
103483.00
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 27
0W9AIBT6U6ADJ2I8HK17
2027-02-01
6.250000
4222000.00
4461334.62
Corporate Debt Securities
TERRIER MEDIA BUYER INC SR GLBL 144A 27
2027-12-15
8.875000
3778000.00
3883759.34
Corporate Debt Securities
YPSO FINANCE BIS S.A. SR 144A NT 6%28
529900FLJD3NC14A8I62
2028-02-15
6.000000
1670000.00
1621848.33
Corporate Debt Securities
UNITED RENTALS NORTH AMER INC SR GLBL NT 30
NGIZXNT70J2LYT3FBI09
2030-01-15
5.250000
53000.00
56098.95
Corporate Debt Securities
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25
2025-02-15
7.875000
2000000.00
2095875.00
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL SR 144A NT 26
KOO0397YRO83WY5MGD97
2026-04-01
9.250000
556000.00
651782.58
Corporate Debt Securities
VERSCEND ESCROW CORP 9.75%26
2026-08-15
9.750000
3905000.00
4275080.10
Corporate Debt Securities
TALEN ENERGY SUPPLY LLC SR SEC GLBL 28
K5K33XN0PQAU1XF7NN66
2028-01-15
6.625000
21000.00
20378.68
Corporate Debt Securities
YPSO FINANCE BIS S.A. SR REGS NT 6%28
529900FLJD3NC14A8I62
2028-02-15
6.000000
4400000.00
4273133.33
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR GLBL REGS 27
549300EFD6S2NFE9D745
2027-09-15
4.500000
15000.00
14966.25
Corporate Debt Securities
CARRIER GLOBAL CORPORATION SR GLBL REGS 50
549300JE3W6CWY2NAN77
2050-04-05
3.577000
1000000.00
1019239.36
Corporate Debt Securities
CARRIER GLOBAL CORPORATION SR GLBL REGS 25
549300JE3W6CWY2NAN77
2025-02-15
2.242000
500000.00
506126.14
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL REGS 30
2030-02-15
4.875000
490000.00
487217.21
Corporate Debt Securities
SCHAEFFLER VERWALTUNG ZWEI SR SEC GLBL 27
529900JL0HDVGZMUJF32
2027-05-15
6.000000
1500000.00
1593250.00
Corporate Debt Securities
REDE D OR FIN S A R L SR GLBL REGS 30
549300FDE772OLJUCP79
2030-01-22
4.500000
1500000.00
1536403.50
Corporate Debt Securities
VODAFONE GROUP PLC NEW SUB GLBL NT 7%79
213800TB53ELEUKM7Q61
2079-04-04
7.000000
1500000.00
1791975.00
Corporate Debt Securities
SINCLAIR TELEVISION GROUP SR 144A NT 27
549300CQGEN0CH65UD62
2027-02-15
5.125000
175000.00
175708.87
Corporate Debt Securities
REYNOLDS GROUP ISSUER LLC SR SEC 144A NT23
2023-07-15
5.125000
370000.00
377389.47
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 30
JM1I5YUAURL6DC8N1468
2030-04-15
4.625000
80000.00
78420.56
Corporate Debt Securities
PRESTIGE BRANDS IN SR GLBL 144A 28
549300JBVP4J6D42I235
2028-01-15
5.125000
70000.00
74007.01
Corporate Debt Securities
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 26
2026-04-15
5.750000
657000.00
713327.71
Corporate Debt Securities
RADIAN GROUP INC 4.5%24
54930005OUP720S5U385
2024-10-01
4.500000
58000.00
62545.75
Corporate Debt Securities
PEABODY SECS FIN CORP SR SEC GLBL 22
EJCO258LNNVSKAR2JX59
2022-03-31
6.000000
2985000.00
2672460.55
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 47
ICE2EP6D98PQUILVRZ91
2047-06-06
4.669000
9214000.00
11669484.42
Corporate Debt Securities
B & G FOODS INC NEW SR GLBL NT 25
549300TRW1LZMDJZAQ78
2025-04-01
5.250000
1425000.00
1435242.19
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 30
B3BS7ACMDUWISF18KY76
2030-01-30
5.250000
1255000.00
1260908.96
Corporate Debt Securities
LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 27
2027-02-01
4.250000
2967000.00
2880676.78
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL NT 28
549300X0PTWU2QSLSL14
2028-01-15
10.125000
1975000.00
1500135.94
Corporate Debt Securities
JACOBS ENTMT INC 2LIEN SR 144A24
5493004U9JIWY3HSUO63
2024-02-01
7.875000
90000.00
95031.56
Corporate Debt Securities
NUSTAR LOGISTICS L P SR NT 6.75%21
N62BF2PKP51FIIOIUN20
2021-02-01
6.750000
130000.00
134233.12
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 5%27
54930067J0ZNOEBRW338
2027-03-15
5.000000
100000.00
99180.56
Corporate Debt Securities
HCA INC SR GLBL NT 28
L3CJ6J7LJ2DX62FTXD46
2028-09-01
5.625000
206000.00
239919.19
Corporate Debt Securities
HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 24
2024-07-15
5.250000
1875000.00
1966445.31
Corporate Debt Securities
LENNAR CORP SR GLBL NT 24
529900G61XVRLX5TJX09
2024-11-15
5.875000
91000.00
103580.66
Corporate Debt Securities
LIFEPOINT HEALTH INC SR 144A NT 26
2026-12-01
9.750000
450000.00
497773.12
Corporate Debt Securities
HESS MIDSTREAM LP SR GLBL 144A 28
2028-06-15
5.125000
750000.00
749028.12
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL 144A 24
2024-09-15
4.750000
90000.00
93842.50
Corporate Debt Securities
CALPINE CORP SR NT 5.75%25
43R4VPJBXTU2O15HEF41
2025-01-15
5.750000
96000.00
99599.33
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30
2030-08-15
4.500000
1500000.00
1520625.00
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR SEC GLBL 25
5493007X5NC5XI1BB106
2025-02-15
6.625000
467000.00
475895.70
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL NT25
0W9AIBT6U6ADJ2I8HK17
2025-05-01
5.125000
845000.00
873862.03
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 28
5493004T21MOAFINJP35
2028-03-01
6.750000
4000000.00
4410750.00
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 6%24
5493004T21MOAFINJP35
2024-04-15
6.000000
2300000.00
2412623.33
Corporate Debt Securities
TAYLOR MORRISON CMNTYS INC SR GLBL 144A 27
549300O1Z08HI2MRK572
2027-06-15
5.875000
728000.00
825474.25
Corporate Debt Securities
ASGN INC SR GLBL 144A 28
LZBNYYCBUKY537072438
2028-05-15
4.625000
510000.00
517565.00
Corporate Debt Securities
DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26
2026-08-15
5.375000
14000.00
13414.67
Corporate Debt Securities
FS ENERGY & PWR FD SR SEC GLBL 23
54930004XHN0QROEGZ58
2023-08-15
7.500000
25000.00
26057.71
Corporate Debt Securities
HI-CRUSH PARTNERS LP 9.5%26
5299000EXEV7QXGBUN67
2026-08-01
9.500000
234999.00
79224.04
Corporate Debt Securities
GRAN TIERRA ENERGY INC DEL SR GLBL 144A 27
549300IH2S17MAIUCM32
2027-05-23
7.750000
200000.00
186090.28
Corporate Debt Securities
GRANITE US HOLDINGS CORP SR 144A NT 11%27
2027-10-01
11.000000
824000.00
898343.11
Corporate Debt Securities
GRAPHIC PACKAGING INTL LLC SR GLBL 144A 27
SO75N4VY5NXGQSK8YQ65
2027-07-15
4.750000
255000.00
278440.52
Corporate Debt Securities
MEREDITH CORP SR GLBL NT 26
549300YC8BC386CCTS24
2026-02-01
6.875000
1695000.00
1741877.34
Corporate Debt Securities
MERITAGE HOMES CORP SR GLBL NT 6%25
52990044W9UMFJO2FB97
2025-06-01
6.000000
79000.00
90218.00
Corporate Debt Securities
NCL CORP LTD SR GLBL 144A 24
UNZWILHE4KMRP9K2L524
2024-12-15
3.625000
1000000.00
954750.00
Corporate Debt Securities
GENESIS ENERGY LP/ GENESIS FIN SR NT 6%23
2023-05-15
6.000000
250000.00
244216.67
Corporate Debt Securities
FORESTAR GROUP INC SR GLBL 144A 28
549300BC2UB0GHV60V70
2028-03-01
5.000000
133000.00
130561.67
Corporate Debt Securities
DIAMOND OFFSHORE DRILLING INC SR NT 5.7%39
F14FQJ2EEHW5VPYUHL14
2039-10-15
5.700000
33000.00
15049.92
Corporate Debt Securities
DIEBOLD NXDF INC SR GLBL NT8.5%24
549300XZK6EWDBAZSY16
2024-04-15
8.500000
15000.00
13953.19
Corporate Debt Securities
ENDEAVOR ENERGY RESOURCE/FIN 5.75%28
2028-01-30
5.750000
45000.00
44932.15
Corporate Debt Securities
DCP MIDSTREAM OPERATING PL SR GLBL NT 29
549300Y6CTBSE0QIPL28
2029-05-15
5.125000
620000.00
632253.18
Corporate Debt Securities
CORE & MAIN HOLDINGS LP SR SEC GLBL 24
2024-09-15
8.625000
492000.00
529545.75
Corporate Debt Securities
COTT HOLDINGS INC SR GLBL 144A 25
2025-04-01
5.500000
70000.00
74029.08
Corporate Debt Securities
CHOBANI LLC / CHOBANI FIN CORP SR GLBL 144A 25
2025-04-15
7.500000
100000.00
102770.83
Corporate Debt Securities
CITIZENS FINANCIAL GROUP INC ALT TIER I PERP
2138004JDDA4ZQUPFW65
2049-12-29
6.375000
158000.00
171699.92
Corporate Debt Securities
CENOVUS ENERGY INC SR GLBL NT 27
549300EIRQ0Z2B9C1W06
2027-04-15
4.250000
23000.00
24847.62
Corporate Debt Securities
CENTURY CMNTYS INC SR NT 6.75%27
5299002QMB2O7ZL1CA26
2027-06-01
6.750000
478000.00
524037.38
Corporate Debt Securities
CFX ESCROW CORP SR GLBL 144A 24
635400OP2DYYYMOIYL17
2024-02-15
6.000000
72000.00
75045.36
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC NT 22
2022-07-23
4.464000
10000.00
10618.30
Corporate Debt Securities
CHEMOURS CO SR GLBL NT 27
549300M1BOLNXL8DOV14
2027-05-15
5.375000
30000.00
27002.35
Corporate Debt Securities
CSC HLDGS INC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-01-15
5.750000
375000.00
399966.77
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44
88CPW63VL7KHJWS0NY83
2044-04-01
5.600000
10000.00
7919.27
Corporate Debt Securities
DCP MIDSTREAM LLC JR SUB NT 144A43
549300Y6CTBSE0QIPL28
2043-05-21
5.850000
95000.00
86997.44
Corporate Debt Securities
DANA FING LUXEMBOURG S A R L SR 144A NT 25
222100DKCE3D036DQU13
2025-04-15
5.750000
120000.00
126276.37
Corporate Debt Securities
SLM CORP FR
2024-03-25
6.125000
2645000.00
2841473.91
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 27
JM1I5YUAURL6DC8N1468
2027-03-01
5.750000
54000.00
57889.12
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
2025-10-15
5.000000
51500.00
53069.32
Corporate Debt Securities
AVANTOR INC SR SEC GLBL 24
5493003VM0XB4U8YD238
2024-10-01
6.000000
1778594.00
1924438.71
Corporate Debt Securities
AVIS BUDGET CAR RENT LLC /AVIS SR NT 5.5%23
2023-04-01
5.500000
6000.00
6164.75
Corporate Debt Securities
ZIGGO SECD FIN B V SR SEC GLBL 27
213800TQASLF9JXH5J59
2027-01-15
5.500000
80000.00
84425.56
Corporate Debt Securities
ZAYO GROUP LLC/ZAYO CAP INC SR GLBL NT 25
2025-05-15
6.375000
9000.00
9366.66
Corporate Debt Securities
VIKING CRUISES LTD SR 144A NT 27
549300IJP90T4MV2GL84
2027-09-15
5.875000
852000.00
789463.79
Corporate Debt Securities
CONTINENTAL RESOURCES INC SR NT 4.5%23
XXRTID9RYWOZ0UPIVR53
2023-04-15
4.500000
4669000.00
4939545.21
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT SR 144A NT 26
5493004CTVUMQLRPOE23
2026-01-15
5.375000
1259000.00
1090822.95
Corporate Debt Securities
CALIFORNIA RES CORP SR SEC 144A NT22
5493003Q8F0T4F4YMR48
2022-12-15
8.000000
11166000.00
2721402.33
Corporate Debt Securities
CCO HOLDINGS, LLC
2023-02-15
5.125000
11000.00
11102.86
Corporate Debt Securities
CF INDUSTRIES INC
2044-03-15
5.375000
980000.00
1128800.07
Corporate Debt Securities
TEMPUR SEALY INTL INC SR GLBL NT5.5%26
549300HFEKVR3US71V91
2026-06-15
5.500000
150000.00
158160.42
Corporate Debt Securities
TAYLOR MORRISON CMNTYS ONC MONARCH CMNTYS INC
2024-03-01
5.625000
57000.00
63181.44
Corporate Debt Securities
GOLDMAN SACHS CAPITAL III
2043-09-01
4.000000
1168000.00
1062620.44
Corporate Debt Securities
MOLINA HEALTHCARE INC SR 144A NT 25
549300NQQCEQ46YHZ591
2025-06-15
4.875000
38000.00
39135.65
Corporate Debt Securities
LEXMARK INTL INC CR SEN SR NT 20
549300TGOGJOCWL57Z97
2020-03-15
7.125000
80000.00
82202.43
Corporate Debt Securities
GCB LUCENT TECHNOLOGY
2029-03-15
6.450000
97000.00
108077.80
Corporate Debt Securities
MEG ENERGY CORP ED
2024-03-31
7.000000
1188000.00
1174668.00
Corporate Debt Securities
INGRAM MICRO INC SR GLBL NT 24
549300KJMEWPKRQZHX63
2024-12-15
5.450000
100000.00
106817.14
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
1632000.00
709325.00
Corporate Debt Securities
HUNTSMAN INTL LLC SR GLBL NT 22
3YTEJFW18LGIUQ2N5J61
2022-11-15
5.125000
6373000.00
6907077.76
Corporate Debt Securities
HCA INC SR SEC NT5.25%25
L3CJ6J7LJ2DX62FTXD46
2025-04-15
5.250000
25000.00
28787.65
Corporate Debt Securities
HEALTHSOUTH CORP SR NT 5.125%23
549300FVRPM9DRQZRG64
2023-03-15
5.125000
2065000.00
2128405.54
Corporate Debt Securities
HERTZ CORP
2022-10-15
6.250000
58000.00
57998.28
Corporate Debt Securities
KRAFT FOODS GROUP INC
2040-02-09
6.500000
3769000.00
4380296.20
Corporate Debt Securities
KRATON POLYMERS LLC / KRATON SR 144A NT 7%25
2025-04-15
7.000000
20000.00
19617.22
Corporate Debt Securities
KRONOS ACQUISITION HLDGS INC SR 144A NT 9%23
2023-08-15
9.000000
2000000.00
1934840.00
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 3.55%22
549300IRDTHJQ1PVET45
2022-03-01
3.550000
81000.00
83730.04
Corporate Debt Securities
KCA DEUTAG UK FINANCE PLC 9.875%22
529900T5G3VI71LSI184
2022-04-01
9.875000
3000000.00
2100968.75
Corporate Debt Securities
UNITED STATES STL CORP NEW SR GLBL NT 25
JNLUVFYJT1OZSIQ24U47
2025-08-15
6.875000
2746000.00
2401878.53
Corporate Debt Securities
UNITED STATES STL CORP NEW SR GLBL NT 26
JNLUVFYJT1OZSIQ24U47
2026-03-15
6.250000
1000000.00
853298.61
Corporate Debt Securities
24 HOUR HLDGS III LLC
2022-06-01
8.000000
1488000.00
704885.44
Corporate Debt Securities
AMERADA HESS CORP SR GLBL NT 29
UASVRYNXNK17ULIGK870
2029-10-01
7.875000
2193000.00
2948589.93
Corporate Debt Securities
FLEX ACQUISITION CO INC SR 144A NT 26
549300HHED2KGPBEDW39
2026-07-15
7.875000
368000.00
376981.50
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 26
20S05OYHG0MQM4VUIC57
2026-12-08
4.346000
48000.00
49195.57
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN IV B V SR NT 3.65%21
549300P1YOE2RRPSGG38
2021-11-10
3.650000
25000.00
25148.75
Corporate Debt Securities
BECTON DICKINSON & CO NT 3.125%21
ICE2EP6D98PQUILVRZ91
2021-11-08
3.125000
80000.00
82691.09
Corporate Debt Securities
HERTZ CORP SR 144A NT5.5%24
549300PD0C69OJ0NLB27
2024-10-15
5.500000
2187000.00
2149863.52
Corporate Debt Securities
IMMUCOR INC SR 144A NT 22
549300CSHW546WORC082
2022-02-15
11.125000
1002000.00
998510.40
Corporate Debt Securities
HCA INC 5.875%29
L3CJ6J7LJ2DX62FTXD46
2029-02-01
5.875000
912000.00
1059202.50
Corporate Debt Securities
GOLDMAN SACHS GROUP INC ALT TIER I PERP
784F5XWPLTWKTBV3E584
2049-12-29
4.950000
753000.00
779936.69
Corporate Debt Securities
INTERTAPE POLYMER GROUP INC 7%26
549300ESFR3Z1YNR6O65
2026-10-15
7.000000
16000.00
17273.78
Corporate Debt Securities
JAGUAR HLDG CO II / JAGUAR MER SR 144A NT 23
2023-08-01
6.375000
635000.00
658229.09
Corporate Debt Securities
PEABODY SECS FIN CORP SR SEC GLBL 25
EJCO258LNNVSKAR2JX59
2025-03-31
6.375000
90000.00
69183.75
Corporate Debt Securities
PITNEY BOWES INC CR SEN SR NT 23
549300N2O26NW4ST6W55
2023-04-01
5.200000
49000.00
50040.43
Corporate Debt Securities
NATIONAL FINL PARTNERS CORP SR GLBL 144A 25
VO2L9FZNXDJNQNEYH039
2025-07-15
6.875000
323000.00
326459.91
Corporate Debt Securities
NOVELIS CORP SR 144A NT 26
549300G5F3W3B52WYL23
2026-09-30
5.875000
1100000.00
1148409.93
Corporate Debt Securities
ACRISURE LLC / ACRISURE FIN SR SEC GLBL 24
2024-02-15
8.125000
50000.00
53321.70
Corporate Debt Securities
ALCOA NEDERLAND HLDG B V 6.125%28
5493000UL1QLQLT1VQ42
2028-05-15
6.125000
262000.00
277857.37
Corporate Debt Securities
HLF FING SARL LLC / HERBALIFE SR GLBL 144A 26
2026-08-15
7.250000
78000.00
78984.21
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR GLBL 144A 22
549300FYK4MBXWIVZU26
2022-05-01
5.625000
95000.00
98280.47
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%26
2026-09-01
4.500000
74000.00
78597.25
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%28
2028-01-15
4.500000
553000.00
576261.94
Corporate Debt Securities
MPH ACQUISITION HLDGS LLC SR 144A NT 24
5493002WXOPRPTXWTU06
2024-06-01
7.125000
2892000.00
2739501.23
Corporate Debt Securities
ENDEAVOR ENERGY RESOURCE/FIN SR GLBL 144A 26
2026-01-30
5.500000
84000.00
84359.33
Corporate Debt Securities
DANA INCORPORATED SR NT 5.5%24
KVWHW7YLZPFJM8QYNJ51
2024-12-15
5.500000
63000.00
65435.12
Corporate Debt Securities
CLEAR CHANNEL WW HLDGS INC SR SB GLBL 24
2024-02-15
9.250000
413000.00
441534.28
Corporate Debt Securities
CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 27
2027-08-15
5.125000
555000.00
560023.14
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR GLBL NT 8%25
X2MT1W32SPAZ9WSKLE78
2025-01-15
8.000000
734000.00
296943.78
Corporate Debt Securities
CITGO PETE CORP SR SEC GLBL 22
YX52P86PXMLYDOTUQ225
2022-08-15
6.250000
95000.00
95222.01
Corporate Debt Securities
CNX RESOURCES CORPORATION SR GLBL 144A 27
549300JK3KH8PWM3B226
2027-03-14
7.250000
7488000.00
5863312.00
Corporate Debt Securities
SIRIUS XM RADIO INC SR 144A NT 26
WP5O65E6BMU84LNO4227
2026-07-15
5.375000
750000.00
785715.10
Corporate Debt Securities
AHP HEALTH PARTNERS INC SR GLBL 144A 26
549300QMM8MQ6SM5KX05
2026-07-15
9.750000
250000.00
275411.46
Corporate Debt Securities
TENET HEALTHCARE CORP SR NT 6.75%23
0W9AIBT6U6ADJ2I8HK17
2023-06-15
6.750000
3000000.00
3264562.50
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR SEC GLBL 26
5493007X5NC5XI1BB106
2026-03-15
8.000000
1206000.00
1308476.50
Corporate Debt Securities
ASBURY AUTOMOTIVE GROUP INC SR SB GLBL NT 24
549300JH4DTA7U42GL91
2024-12-15
6.000000
5000.00
5211.33
Corporate Debt Securities
WEATHERFORD INTL LTD SR GLBL 144A 24
549300A2JKMG5PGOGF82
2024-12-01
11.000000
1043000.00
1053864.58
Corporate Debt Securities
TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24
5493000CTMQ2LH21VM89
2024-12-01
6.250000
26000.00
18656.90
Corporate Debt Securities
SUBURBAN PROPANE PARTNERS L P SR GLBL NT5.5%24
2024-06-01
5.500000
63000.00
63660.97
Corporate Debt Securities
SPX FLOW INC SR GLBL 144A 26
5493003YXEKRBINIEM78
2026-08-15
5.875000
5000.00
5304.36
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR GLBL 144A 28
RLTHESQ0RNFQJWPBJN60
2028-05-15
7.000000
816000.00
822298.61
Corporate Debt Securities
APERGY CORP SR GLBL NT 26
549300EP2909K6DYYP38
2026-05-01
6.375000
91000.00
96853.92
Corporate Debt Securities
MINERAL RESOURCES LTD SR GLBL REGS 27
5299007V1ACKFFX2P066
2027-05-01
8.125000
2000000.00
2182812.50
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR REGS NT 23
549300I7UVBGWRYMYZ18
2023-04-01
7.250000
3000000.00
3017562.50
Corporate Debt Securities
LCPR SR SECD FING DESIGNATED A SR SEC GLBL 27
549300LE5FM8IKMXSP90
2027-10-15
6.750000
1035000.00
1115794.69
Corporate Debt Securities
BUILDERS FIRSTSOURCE INC SR SEC GLBL 27
549300W0SKP6L3H7DP63
2027-06-01
6.750000
54000.00
59470.88
Corporate Debt Securities
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27
2027-07-15
5.750000
1540000.00
1589076.81
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR GLBL 144A 27
2027-04-01
9.375000
1115000.00
1202283.59
Corporate Debt Securities
ORTHO CLINICAL DIAGNOSTICS INC SR GLBL 144A 28
2028-02-01
7.250000
2402000.00
2403760.80
Corporate Debt Securities
NAVISTAR INTL CORP NEW 6.625%25
WNDD3CRVXJGC8I7GX671
2025-11-01
6.625000
23000.00
24415.22
Corporate Debt Securities
NEW RES MTG LN TR 2019-NQM3 B-2 20490725 FLT
2049-07-25
5.693640
351000.00
359495.33
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-5 20590825 FLT
2059-08-25
4.546460
967000.00
950902.02
Private Label Collateralized Mortgage Obligations
MASTR ALTERNATIVE LN TR 2005-6 2-A-1 20351225 FLT
2035-12-25
2.076750
16963000.00
1005889.82
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-HY4 2-A1 20370425 FLT
2037-04-25
3.474460
30000000.00
3806824.85
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-24 A-6 20371025 FLT
2037-10-25
2.626750
9183000.00
631845.03
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-BILT MZ M 20250515 FLT
2025-05-15
6.264270
10000000.00
9848750.97
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A SECS 2007-RAMP1 A-3 20361225 FLT
2036-12-25
1.866750
20000000.00
5252651.25
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-BCON E 20310107 FLT
2031-01-07
3.755700
4500000.00
4610644.99
Private Label Collateralized Mortgage Obligations
RAST 2005-A15 2A1
2036-02-25
2.376750
50000000.00
4029964.52
Private Label Collateralized Mortgage Obligations
INDA
2037-08-25
4.133470
45000000.00
3011578.43
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
4.743000
14840000.00
7943428.29
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C6 AJ
2040-07-15
6.264100
2431536.00
1638060.43
Private Label Collateralized Mortgage Obligations
144A JPALT 2008-R2 A1
2036-11-25
6.000000
29556000.00
5423868.88
Private Label Collateralized Mortgage Obligations
INDYMAC INDA 2007-AR7 1-A-1 20371125 FLT
2037-11-25
3.633780
29274000.00
3667394.71
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-18CB A-11 20360725 FLT
2036-07-25
2.126750
24445760.00
1323742.04
Private Label Collateralized Mortgage Obligations
CWALT 2006-6CB 2A1
2036-05-25
2.326750
39828000.00
3335023.59
Private Label Collateralized Mortgage Obligations
CIM TR 2019-R2 B1 20580725 FLT
2058-07-25
4.070640
15069000.00
7667393.21
Private Label Collateralized Mortgage Obligations
CIM TR 2019-R2 B2 20580725 FLT
2058-07-25
4.070640
13910000.00
6234350.44
Private Label Collateralized Mortgage Obligations
CSMC MTG TRUST 2006-2 5-A-1 20360325 FLT
2036-03-25
2.326750
774210.00
75644.77
Private Label Collateralized Mortgage Obligations
MOFT TR 2020-ABC
2042-02-10
3.358000
9013580.00
9470180.92
Private Label Collateralized Mortgage Obligations
IMPAC CMB TR 2004-8 2-A-1 20341025 FLT
2034-10-25
2.326750
27000000.00
444571.50
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-6 B-2 20590925 FLT
2059-09-25
4.250000
1052000.00
1053548.62
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-NQM3 B-3 20490725 FLT
2049-07-25
5.693640
8376770.00
4225990.24
Private Label Collateralized Mortgage Obligations
INDYMAC INDX 2006-AR39 A-1 20370225 FLT
2037-02-25
1.806750
1955000.00
344157.70
Private Label Collateralized Mortgage Obligations
WELLS FARGO CO TR 2018-C43 D 20510317 3.0
549300RVQJTKIK3XGD11
2051-03-17
3.000000
3599980.00
3275855.80
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET SECS 1998-RF2 A 20270715 FLT
2027-07-15
4.738960
216101120.00
2658598.89
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-4 A-1B 20581225 FLT
2058-12-25
3.500000
16817700.00
15616721.47
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-4 B-6 20581225 FLT
2058-12-25
4.876430
33545536.00
15593608.79
Private Label Collateralized Mortgage Obligations
GS MTG SEC CORP TR 2019-70P E 20361015 FLT
2036-10-15
3.858500
2000000.00
2001522.69
Private Label Collateralized Mortgage Obligations
Y
2020-05-28
2020-05-28
2020-06-03
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0213
502173430.96
502173430.96
0.0040
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.270000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LWTG4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CWHEQ REVOLVING HEQ 2005-F 2-A 20351215 FLT
2035-12-15
1.898250
83522000.00
1455972.38
Asset-Backed Securities
CSMC AB TRUST OSI 2007-NC1-A 1-A-2 20470525 FLT
2047-05-25
2.376750
3550000.00
1380279.09
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 D 20371118 FLT
2037-11-18
4.358250
8828400.00
8839087.88
Asset-Backed Securities
AREIT TRUST 2019-CRE3 D 20360916 FLT
2036-09-16
4.300130
850000.00
852007.93
Asset-Backed Securities
BENEFIT ST PRT CLO XIV 2018-14 E 20310421 FLT
5493008E17UEFI73RC63
2031-04-21
7.169130
1000000.00
919317.42
Asset-Backed Securities
TOWD PT MTG TR 2017-3 B5 20570725 FLT
2057-07-25
4.023080
1281000.00
1137933.25
Asset-Backed Securities
TOWD PT MTG TR 2018-5 X 20580725 FLT
2058-07-25
0.00
105353600.00
291939.08
Asset-Backed Securities
TOWD PT MTG TR 2019-MH1 B2 20390425 FLT
2039-04-25
4.000000
11246000.00
10344858.02
Asset-Backed Securities
NSTR
2037-03-25
1.856750
2220000.00
1193641.42
Asset-Backed Securities
CWL 2006-S3 A4
2029-01-25
6.546240
60000.00
21724.45
Asset-Backed Securities
CWL 2006-S5 A5
2035-06-25
6.155000
4889280.00
2309271.00
Asset-Backed Securities
TOWD POINT MTG TR 2015-4 X 20550425 FLT
2055-04-25
0.00
55743424.00
213396.28
Asset-Backed Securities
BAIN CAPITAL CREDIT CLO 2019-4 E 20330124 FLT
2033-01-24
9.371500
5000000.00
4843835.76
Asset-Backed Securities
WYNDHAM DESTINATIONS INC SR SEC GLBL NT22
T4VNTWMFQ7JQB65L7T35
2022-03-01
4.250000
88000.00
90720.59
Corporate Debt Securities
BAUSCH HEALTH COS INC 5.75%27
B3BS7ACMDUWISF18KY76
2027-08-15
5.750000
364000.00
388434.01
Corporate Debt Securities
CENTENE CORP DEL SR GLBL NT 25
549300Z7JJ4TQSQGT333
2025-01-15
4.750000
394000.00
407444.70
Corporate Debt Securities
CFX ESCROW CORP SR GLBL 144A 26
635400OP2DYYYMOIYL17
2026-02-15
6.375000
148000.00
158515.71
Corporate Debt Securities
JBS USA LLC / JBS USA FINANCE SR 144A NT 24
2024-07-15
5.875000
98000.00
100892.70
Corporate Debt Securities
HCA INC SR GLBL NT3.5%30
L3CJ6J7LJ2DX62FTXD46
2030-09-01
3.500000
8622000.00
8422525.24
Corporate Debt Securities
HILTON GRAND VACATION BORROW/ SR NT 6.125%24
2024-12-01
6.125000
83000.00
90661.07
Corporate Debt Securities
HOLOGIC INC SR GLBL 144A 28
549300DYP6F5ZJL0LB74
2028-02-01
4.625000
2125000.00
2233308.59
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 26
2026-05-15
6.250000
79995.00
84001.31
Corporate Debt Securities
CSC HLDGS INC 7.5%28
3HG2WD2W22M120IUNG49
2028-04-01
7.500000
500000.00
578279.17
Corporate Debt Securities
CSC HLDGS INC SR GLBL 144A 29
3HG2WD2W22M120IUNG49
2029-02-01
6.500000
325000.00
361521.88
Corporate Debt Securities
TEINE ENERGY LTD SR GLBL 144A 22
5493002EE80G6ER7SM91
2022-09-30
6.875000
50000.00
50913.19
Corporate Debt Securities
NUANCE COMMUNICATIONS INC SR NT 5.625%26
AEMSOT3SS15TNMJCE605
2026-12-15
5.625000
1625000.00
1749160.16
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 24
2024-05-15
4.250000
920000.00
932214.28
Corporate Debt Securities
STANDARD INDS INC SR GLBL 144A 28
54930064UHXCIUWVI755
2028-01-15
4.750000
26000.00
26735.11
Corporate Debt Securities
NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 24
549300KJEC5IUVJWR786
2024-09-15
4.250000
10000.00
10416.03
Corporate Debt Securities
EQT CORPORATION CR SEN SR GLBL25
4NT01YGM4X7ZX86ISY52
2025-02-01
6.125000
81000.00
64094.91
Corporate Debt Securities
CREDIT SUISSE LONDON SR GLBL INDX 20
ANGGYXNX0JLX3X63JN86
2020-03-04
0.00
600000.00
402900.00
Corporate Debt Securities
DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26
2026-08-15
5.375000
750000.00
718643.23
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT 26
549300R22LSX6OHWEN64
2026-12-01
3.250000
1188000.00
1216800.75
Corporate Debt Securities
CITIGROUP INC PERP SUB GLBL -U
6SHGI4ZSSLCXXQSBB395
2049-12-29
5.000000
51000.00
54017.44
Corporate Debt Securities
COMMSCOPE TECHNOLOGIES LLC SR GLBL 144A 27
M4TWC4QDOKW45N7T6Y12
2027-03-15
5.000000
174000.00
162035.57
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL NT4.9%44
XXRTID9RYWOZ0UPIVR53
2044-06-01
4.900000
18990000.00
17240482.95
Corporate Debt Securities
CONTINENTAL RES INC SR NT 4.375%28
XXRTID9RYWOZ0UPIVR53
2028-01-15
4.375000
200000.00
200185.14
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC NT 4.8%50
2050-03-01
4.800000
873000.00
949643.58
Corporate Debt Securities
UNITED AIRLS HLDGS INC SR NT 4.25%22
2022-10-01
4.250000
212000.00
216739.08
Corporate Debt Securities
STARWOOD PPTY TR INC SR GLBL NT 5%21
BUGSFQZERKRBFWIG5267
2021-12-15
5.000000
59000.00
60639.54
Corporate Debt Securities
SUNOCO LP/SUNOCO FIN CORP SR GLBL NT 28
2028-03-15
5.875000
214000.00
230392.55
Corporate Debt Securities
MPT OPERATING PARTNERSHIP L.P SR GLBL NT 29
2029-08-01
4.625000
111000.00
117223.63
Corporate Debt Securities
MALLINCKRODT INTL FIN SA SR 144A NT 22
2022-08-01
5.750000
100000.00
77431.25
Corporate Debt Securities
MEDNAX INC SR 144A NT 23
2023-12-01
5.250000
523000.00
519227.86
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL 144A 49
5493003STKEZ2S0RNU91
2049-10-01
4.875000
3500000.00
3466920.62
Corporate Debt Securities
L BRANDS INC SR GLBL NT7.5%29
GR3KVMWVCR54YWQNXU90
2029-06-15
7.500000
4416000.00
4803320.00
Corporate Debt Securities
M D C HLDGS INC CR SEN SR GLBL24
5299005FV4VNV75R8R35
2024-01-15
5.500000
18000.00
19699.01
Corporate Debt Securities
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
2024-09-15
6.500000
140000.00
144018.78
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 2.343%20
UDSQCVRUX5BONN0VY111
2020-11-02
2.343000
250000.00
252234.92
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC 5.596%22
UDSQCVRUX5BONN0VY111
2022-01-07
5.596000
30000.00
31777.73
Corporate Debt Securities
FOXTROT ESCROW ISSUER LLC / FO SR SEC GLBL 26
2026-11-15
12.250000
500000.00
538735.42
Corporate Debt Securities
GARTNER INC SR GLBL 144A 25
PP55B5R38BFB8O8HH686
2025-04-01
5.125000
500000.00
526713.54
Corporate Debt Securities
EXPORT LEASE ELEVEN CO LLC SR SEC GLBL 25
2025-07-30
2.049500
100000.00
49906.38
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR GLBL 144A 22
549300EFD6S2NFE9D745
2022-05-15
4.750000
200000.00
206094.06
Corporate Debt Securities
NRG ENERGY INC SR GLBL 144A 29
5E2UPK5SW04M13XY7I38
2029-06-15
5.250000
467000.00
495377.64
Corporate Debt Securities
ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 26
2026-07-15
6.625000
25000.00
26229.08
Corporate Debt Securities
WESTERN GAS PARTNERS LP SR GLBL NT5.3%48
L6D8A6MLSY454J2JXJ60
2048-03-01
5.300000
80000.00
74996.67
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL SR SEC REGS NT24
B3BS7ACMDUWISF18KY76
2024-03-15
7.000000
16000.00
17087.11
Corporate Debt Securities
CENTENE CORP (REGS) SR GLBL REGS 27
549300Z7JJ4TQSQGT333
2027-12-15
4.250000
11000.00
11492.04
Corporate Debt Securities
MBIA INS CORP REGS NT 14%33
5493004M1UUDNTDXS107
2033-01-15
13.091300
150000.00
93900.06
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL SR GLBL 144A 27
KOO0397YRO83WY5MGD97
2027-01-31
8.500000
2000000.00
2230822.22
Corporate Debt Securities
VENATOR FIN S A R L / VENATOR SR GLBL 144A 25
2025-07-15
5.750000
71000.00
64032.63
Corporate Debt Securities
VICI PPTYS INC SR GLBL 144A 26
2026-12-01
4.250000
510000.00
523178.97
Corporate Debt Securities
ALTICE S A SR GLBL 144A 27
2221006ZDZREFLFIFQ42
2027-05-15
10.500000
5000000.00
5881708.33
Corporate Debt Securities
AMSTED INDS INC SR GLBL 144A 27
N2VLGYMEEBIU3PFSUY86
2027-07-01
5.625000
2260000.00
2415728.12
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 26
2026-05-01
5.500000
1395000.00
1471829.62
Corporate Debt Securities
CENOVUS ENERGY INC SR GLBL NT 3%22
549300EIRQ0Z2B9C1W06
2022-08-15
3.000000
50000.00
51278.67
Corporate Debt Securities
CENTURYTEL, INC
2023-12-01
6.750000
102000.00
114089.29
Corporate Debt Securities
LEVEL 3 FING INC SR GLBL NT 25
2025-05-01
5.375000
97000.00
101939.93
Corporate Debt Securities
LIMITED BRANDS INC SR NT 6.625%21
GR3KVMWVCR54YWQNXU90
2021-04-01
6.625000
86000.00
91336.48
Corporate Debt Securities
KB HOME SR NT 7%21
549300LGUCWQURMWLG09
2021-12-15
7.000000
14000.00
15056.22
Corporate Debt Securities
KRAFT FOODS GROUP INC
2042-06-04
5.000000
1265000.00
1272294.83
Corporate Debt Securities
HESS CORP
2041-02-15
5.600000
1789000.00
1969621.42
Corporate Debt Securities
MURPHY OIL CORP SR NT 4%22
QBKYQD0ODE7DC7PDIN91
2022-06-01
4.000000
43000.00
43671.52
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR 144A NT 27
2027-05-01
5.125000
10000.00
10655.06
Corporate Debt Securities
CF INDUSTRIES INC
2034-03-15
5.150000
20000.00
23367.36
Corporate Debt Securities
SCHWAB CHARLES CORP NEW PREP-E NT FXD/FL
2049-12-29
4.625000
11000.00
11483.89
Corporate Debt Securities
SPRINT CAPITAL CORP
2032-03-15
8.750000
10000.00
14520.28
Corporate Debt Securities
NEWFIELD EXPL CO SR NT 5.375%26
T8W3X1PFLPW2YE0UIP44
2026-01-01
5.375000
1856000.00
1976288.13
Corporate Debt Securities
NOBLE HOLDING INTERNATIONAL LIMITED
2042-03-15
5.250000
1794000.00
509084.87
Corporate Debt Securities
NOBLE HOLD INT LTD SR GLBL 144A 26
549300GNEZBJHMST9U32
2026-02-01
7.875000
500000.00
317953.12
Corporate Debt Securities
NOVA CHEMICALS
2023-08-01
5.250000
750000.00
754828.12
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
152000.00
173210.33
Corporate Debt Securities
FORD MTR CO DEL SR NT 4.75%43
20S05OYHG0MQM4VUIC57
2043-01-15
4.750000
3955000.00
3504935.28
Corporate Debt Securities
DISCOVER FINL SVCS -C 5.5%
Z1YLO2USPORE63VVUL20
2049-12-29
5.500000
103000.00
110006.86
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 26
2026-07-01
7.750000
2900000.00
3198760.42
Corporate Debt Securities
EQT CORP SR GLBL NT3.9%27
4NT01YGM4X7ZX86ISY52
2027-10-01
3.900000
4362000.00
2948384.85
Corporate Debt Securities
TELEFONAKTIEBOLAGET LM ERICSS SR GLBL NT 22
549300W9JLPW15XIFM52
2022-05-15
4.125000
534000.00
559595.73
Corporate Debt Securities
CROWNROCK LP SR 144A NT 25
2025-10-15
5.625000
2173000.00
2163876.12
Corporate Debt Securities
CONSOL ENERGY INC NEW SR GLBL 144A 25
549300YJCTPJBTK7IJ81
2025-11-15
11.000000
10000.00
6314.72
Corporate Debt Securities
COVANTA HLDGS CORP
2024-03-01
5.875000
7000.00
7333.45
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR NT 5.375%21
X2MT1W32SPAZ9WSKLE78
2021-06-15
5.375000
1899000.00
1440200.28
Corporate Debt Securities
CITIGROUP INC PERP SR -T NT
6SHGI4ZSSLCXXQSBB395
2049-12-29
6.250000
32000.00
36241.82
Corporate Debt Securities
ALCOA NEDERLAND HLDG B V SR 144A NT 24
5493000UL1QLQLT1VQ42
2024-09-30
6.750000
1231000.00
1308245.25
Corporate Debt Securities
VERISIGN INC SR GLBL NT 25
LMPL4N8ZOJRMF0KOF759
2025-04-01
5.250000
550000.00
611059.62
Corporate Debt Securities
BRINKER INTERNATIONAL
2023-05-15
3.875000
80000.00
81603.74
Corporate Debt Securities
BCD ACQUISITION INC
2023-09-15
9.625000
75000.00
80893.49
Corporate Debt Securities
BALL CORP SR NT 4%23
0BGI85ALH27ZJP15DY16
2023-11-15
4.000000
1798000.00
1887710.21
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL NT 25
RY5TAKFOBLDUGX31MS24
2025-04-01
6.250000
123000.00
125001.31
Corporate Debt Securities
ARAMARK SVCS INC SR GLBL 144A 28
42YMHYH0XMHJEXDUB065
2028-02-01
5.000000
10635000.00
11153456.25
Corporate Debt Securities
ASHLAND INC NEW SR GLBL NT 43
6O4MRU8C1MS0K34UQF79
2043-05-15
6.875000
63000.00
75106.72
Corporate Debt Securities
CVR PARTNERS LP/CVR NITROGEN SR SEC 144A NT23
2023-06-15
9.250000
99000.00
104426.88
Corporate Debt Securities
BEAZER HOMES USA INC SR NT 5.875%27
549300DUPYT2T0F60I45
2027-10-15
5.875000
830000.00
864615.03
Corporate Debt Securities
BED BATH & BEYOND INC SR GLBL NT 44
529900ZBUWWUV7BKGX39
2044-08-01
5.165000
80000.00
57350.70
Corporate Debt Securities
GENWORTH FINANCIAL
2034-06-15
6.500000
890000.00
901730.69
Corporate Debt Securities
HCA INC SR GLBL NT 26
L3CJ6J7LJ2DX62FTXD46
2026-02-15
5.875000
1755000.00
1985995.78
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP
2023-01-15
7.125000
12198000.00
5958850.06
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR GLBL 144A 24
549300EFD6S2NFE9D745
2024-05-15
5.125000
1075000.00
1134741.18
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 7.75%22
54930066VBP7DZEGGJ87
2022-03-15
7.750000
1501000.00
1699087.39
Corporate Debt Securities
MEDNAX INC 6.25%27
2027-01-15
6.250000
700000.00
678940.69
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR NT 5.2%45
5493003STKEZ2S0RNU91
2045-07-15
5.200000
672000.00
687127.47
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR NT 4.15%25
88CPW63VL7KHJWS0NY83
2025-06-01
4.150000
78000.00
67472.27
Corporate Debt Securities
UNITED RENTALS NORTH AMER INC SR GLBL NT 28
NGIZXNT70J2LYT3FBI09
2028-01-15
4.875000
25000.00
26101.82
Corporate Debt Securities
BANCO BILBAO VIZCAYA ARGENTARI TIER I PERP GLBL
K8MS7FD7N5Z2WQ51AZ71
2049-12-29
6.500000
1000000.00
1067346.11
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN LLC SR NT 6.15%36
5493006PITD7MU7WW480
2036-02-01
6.150000
147000.00
146943.04
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.2%21
5493004T21MOAFINJP35
2021-07-21
2.200000
2886000.00
2839278.87
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION 6.875%25
5493008I795YYBFWFU90
2025-03-15
6.875000
97000.00
112580.96
Corporate Debt Securities
DENBURY RES INC SR SEC GLBL 24
549300KCWA5W52MS5559
2024-02-15
7.750000
72000.00
41759.90
Corporate Debt Securities
CHINOS HLDGS INC 7%
2049-12-29
7.000000
75560.00
52995.87
Corporate Debt Securities
CITIGROUP INC -R 6.125%
6SHGI4ZSSLCXXQSBB395
2099-12-31
6.125000
3231000.00
3355310.48
Corporate Debt Securities
PEABODY SECS FIN CORP SR SEC GLBL 25
EJCO258LNNVSKAR2JX59
2025-03-31
6.375000
988000.00
759483.83
Corporate Debt Securities
BERRY GLOBAL ESCROW CORP SR SEC GLBL 27
549300AP2Q7ERHX6RI89
2027-07-15
5.625000
68000.00
71506.68
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP SB BD FX/FL
784F5XWPLTWKTBV3E584
2099-12-31
5.300000
118000.00
128136.20
Corporate Debt Securities
GOLDMAN SACHS GROUP INC ALT TIER I PERP
784F5XWPLTWKTBV3E584
2049-12-29
5.500000
880000.00
971396.80
Corporate Debt Securities
GULFPORT ENERGY CORP SR NT 6.375%25
549300FJX18IDUFPHD40
2025-05-15
6.375000
224999.00
86723.52
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL FL NT 23
UDSQCVRUX5BONN0VY111
2023-02-15
2.926750
1000000.00
982732.99
Corporate Debt Securities
FTS INTERNATIONAL INC SR SEC NT6.25%22
549300LIZ1UTOOLOZV47
2022-05-01
6.250000
625000.00
437695.31
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 26
5493004T21MOAFINJP35
2026-10-01
3.150000
6681000.00
5961873.86
Corporate Debt Securities
HCA INC SR NT 5.875%23
L3CJ6J7LJ2DX62FTXD46
2023-05-01
5.875000
2494000.00
2771067.81
Corporate Debt Securities
NEW RESI MTG LN TR 2019-5 B-4 20590825 FLT
2059-08-25
4.546460
688000.00
678332.93
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-7 20590825 FLT
2059-08-25
4.546460
66918272.00
61515572.96
Private Label Collateralized Mortgage Obligations
BBCMS TRUST 2018-CBM D 20370715 FLT
2037-07-15
4.049600
11968432.00
11974959.04
Private Label Collateralized Mortgage Obligations
INDYMAC MBS 2005-AR18 2-A-2C 20361025 FLT
2036-10-25
2.236750
50000000.00
3441817.77
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-MINN G 20351115 FLT
2035-11-15
6.177000
34000000.00
34049659.83
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY MTGE LOAN 2007
2047-02-25
6.250000
20280000.00
14315463.76
Private Label Collateralized Mortgage Obligations
CWALT 2006-32CB A20
2036-11-25
6.000000
9312700.00
2583079.45
Private Label Collateralized Mortgage Obligations
ASG RESECURITIZATION TR 2011-2 M52 20360228 5.7
2036-02-28
5.750000
23500000.00
9371904.27
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2020-B-16 A-5 20530218 2.7
2053-02-18
2.732000
1000000.00
1061521.00
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR3 A-1C 20460225 FLT
2046-02-25
3.053070
20241000.00
507129.74
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-4 B-1 20581225 FLT
2058-12-25
4.000000
1748000.00
1741633.95
Private Label Collateralized Mortgage Obligations
JPMCC COML MTG SEC TR 2017-JP7 A-1 20500916 1.9
2050-09-16
1.968800
756310.00
475222.89
Private Label Collateralized Mortgage Obligations
CIM TR 2019-R2 B3 20580725 FLT
2058-07-25
4.070640
76503040.00
27321376.14
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-4 B-5 20581225 FLT
2058-12-25
4.876430
420000.00
272986.06
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2005-1 II-A-2 20350325 FLT
2035-03-25
3.760720
30000000.00
1991837.57
Private Label Collateralized Mortgage Obligations
Y
2020-05-28
2020-05-28
2020-06-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0212
292143722.40
292143722.40
0.0023
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.290000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M24V3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PFP LTD 2019-5 D 20360416 FLT
2036-04-16
4.300130
10000000.00
10012322.73
Asset-Backed Securities
PFP LTD 2019-6 A-S 20370416 FLT
2037-04-16
3.100130
1000000.00
1001205.61
Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD B 20380715 FLT
2038-07-15
3.258250
3513026.00
3523372.11
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 A-S 20371118 FLT
2037-11-18
3.108250
3515000.00
3518034.86
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 E 20340719 FLT
2034-07-19
4.308500
1635000.00
1637147.55
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 E 20370618 FLT
2037-06-18
3.658500
4805000.00
4810361.78
Asset-Backed Securities
AREIT TRUST 2019-CRE3 B 20360916 FLT
2036-09-16
3.200130
5000000.00
5006322.47
Asset-Backed Securities
AREIT TRUST 2019-CRE3 C 20360916 FLT
2036-09-16
3.550130
5000000.00
5007003.03
Asset-Backed Securities
BDS LTD 2019-FL4 A-S 20360815 FLT
2036-08-15
3.058250
22903384.00
22908411.61
Asset-Backed Securities
BDS 2018-FL2 LTD D 20350817 FLT
2035-08-17
4.208250
11826000.00
11847156.22
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 A-S 20360515 FLT
2036-05-15
3.158500
15276000.00
15293423.34
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD D 20360215 FLT
2036-02-15
4.658500
43000000.00
43068466.15
Asset-Backed Securities
EXANTAS CAPITAL CORP 2019-RSO7 B 20360417 FLT
2036-04-17
3.358250
3000000.00
3001070.54
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 F 20470311 3.0
2047-03-11
3.000000
6923000.00
6926253.81
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 G 20470311 3.0
2047-03-11
3.000000
3010000.00
3011414.70
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 A-S 20370609 FLT
2037-06-09
3.158500
7000000.00
7007983.99
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD C 20370915 FLT
2037-09-15
3.658250
24000000.00
24039268.33
Asset-Backed Securities
CLNC 2019-FL1 A-S 20350817 FLT
2035-08-17
3.207750
19650000.00
19665561.57
Asset-Backed Securities
CLNC 2019-FL1 B 20350817 FLT
2035-08-17
3.557750
24390000.00
24399620.33
Asset-Backed Securities
CLNC 2019-FL1 C 20350817 FLT
2035-08-17
4.057750
30454000.00
30482700.99
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
4.258500
11723000.00
11738218.90
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR1 E 20370319 FLT
2037-03-19
3.658500
3000000.00
3002937.17
Asset-Backed Securities
BXMT 2020-FL2 LTD A 20380217 FLT
2038-02-17
2.560000
22000000.00
22006820.00
Asset-Backed Securities
BXMT 2020-FL2 LTD A-S 20380217 FLT
2038-02-17
2.810000
20500000.00
20511531.25
Asset-Backed Securities
KREF LTD 2018-FL1 D 20360617 FLT
549300N45646UZ8P3S07
2036-06-17
4.208250
246000.00
246285.10
Asset-Backed Securities
CLNC 2019-FL1 D 20350817 FLT
2035-08-17
4.557750
576000.00
576650.56
Asset-Backed Securities
BXMT 2020-FL2 LTD B 20380217 FLT
2038-02-17
3.060000
13000000.00
13010335.00
Asset-Backed Securities
BXMT 2020-FL2 LTD C 20380217 FLT
2038-02-17
3.310000
16500000.00
16514148.75
Asset-Backed Securities
BXMT 2020-FL2 LTD D 20380217 FLT
2038-02-17
3.610000
14000000.00
14013055.00
Asset-Backed Securities
Y
2020-06-02
2020-06-02
2020-07-14
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0212
299196419.08
299196419.08
0.0024
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.080000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M2M92
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMER CR ACCEPT RECV TR 2019-3 C 20250912 2.7
2025-09-12
2.760000
3800000.00
3875706.13
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-2 C 20250612 3.1
2025-06-12
3.170000
5000000.00
5105224.44
Asset-Backed Securities
AMERICREDIT AUTO RECV 2017-4 D 20231218 3.0
2023-12-18
3.080000
2140000.00
2201915.67
Asset-Backed Securities
CCG RECV TR 2018-1 C 20250616 3.4
2025-06-16
3.420000
1550000.00
1577430.35
Asset-Backed Securities
CPS AUTO RECV TR 2019-C C 20250615 2.8
2025-06-15
2.840000
1250000.00
1277764.44
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-1 C 20250414 3.5
2025-04-14
3.500000
2124999.00
2166233.66
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2016-4 E 20240212 5.8
2024-02-12
5.840000
4250000.00
4313437.86
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2018-2 D 20240710 4.0
5493007QHGZZPPA34T64
2024-07-10
4.070000
8000000.00
8220696.00
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 C 20261016 3.6
5493000EWZKZ6H2PNY04
2026-10-16
3.610000
10721000.00
10941794.83
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-1 D 20230515 3.4
2023-05-15
3.410000
3031000.00
3074683.95
Asset-Backed Securities
WORLD OMNI AUTO TR 2017-B A-4 20231016 2.2
2023-10-16
2.250000
10780000.00
10948356.65
Asset-Backed Securities
SBA TOWER TRUST 2017-1 20171C 20470415 3.1
2047-04-15
3.168000
6219000.00
6363380.30
Asset-Backed Securities
SANTANDER RETAIL AUTO 2019-B A-3 20230120 2.3
2023-01-20
2.300000
1140000.00
1157941.45
Asset-Backed Securities
SANTANDER RETAIL AUTO 2019-A A-3 20220620 2.7
2022-06-20
2.770000
25327000.00
25821346.46
Asset-Backed Securities
TOWD PT MTG TR 2016-3 A2 20560425 FLT
2056-04-25
3.000000
2925000.00
2996565.98
Asset-Backed Securities
UNITED AUTO CR SEC TR 2019-1 D 20240812 3.4
2024-08-12
3.470000
6750000.00
6868570.50
Asset-Backed Securities
VERIZON OWNER TR 2019-B A-1A 20231220 2.3
549300P0XXSIS1ESEJ26
2023-12-20
2.330000
9425000.00
9599435.81
Asset-Backed Securities
GREATAMER LEASE RECV 2019-1 A-3 20220915 3.0
2022-09-15
3.050000
6190000.00
6330453.51
Asset-Backed Securities
HYUNDAI AUTO RECV TR 2019-A A-3 20230615 2.6
2023-06-15
2.660000
3830000.00
3908563.09
Asset-Backed Securities
MFA TRUST 2017-RPL1 M-2 20570226 FLT
2057-02-26
4.000000
11652000.00
11933780.32
Asset-Backed Securities
MARINER FIN ISSUANCE TR 2018-A A 20301120 4.2
2030-11-20
4.200000
245000.00
251971.07
Asset-Backed Securities
MMAF EQUIP FIN 2019-A A-3 20231113 2.8
2023-11-13
2.840000
31442000.00
32240972.66
Asset-Backed Securities
FORD CREDIT FLRPLN TR 2019-3 A-1 20240915 2.2
5493001DTG5N7T8BG747
2024-09-15
2.230000
32269000.00
32942688.88
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 A-3 20230515 3.6
2023-05-15
3.640000
125000.00
127069.68
Asset-Backed Securities
GLS AUTO RECV TR 2019-1 B 20241216 3.6
2024-12-16
3.650000
1250000.00
1282343.82
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2019-4 B 20240915 2.7
2024-09-15
2.780000
10000000.00
10206648.89
Asset-Backed Securities
EXETER AUTO RECV TR 2017-3 C 20230717 3.6
2023-07-17
3.680000
2015000.00
2069491.42
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2016-3 D 20221115 3.8
2022-11-15
3.890000
175000.00
179295.85
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-3 B 20241216 3.5
2024-12-16
3.590000
185000.00
189611.38
Asset-Backed Securities
FLAGSHIP CREDIT AUTO TRUST B 20240815 2.4
2024-08-15
2.480000
5473000.00
5565064.37
Asset-Backed Securities
FLAGSHIP CREDIT AUTO TRUST C 20251015 2.7
2025-10-15
2.740000
8936000.00
9155481.07
Asset-Backed Securities
DT AUTO OWNER TR 2019-4 D 20250715 2.8
2025-07-15
2.850000
7500000.00
7676693.75
Asset-Backed Securities
DELL EQUIP FIN TR 2019-1 C 20240322 3.1
549300CHGEQ6XHCQGX20
2024-03-22
3.140000
3344000.00
3434934.51
Asset-Backed Securities
DISCOVER CARD EXE TR 2017-2 A2 20240715 2.3
549300CKCX1QE4RUW216
2024-07-15
2.390000
3925000.00
4003543.39
Asset-Backed Securities
DRIVE AUTO RECV TR 2019-3 C 20250815 2.9
2025-08-15
2.900000
110000.00
112321.68
Asset-Backed Securities
CAPITAL ONE MULTI TR 2018-1 A 20240215 3.0
R42WS16M9R97TJJKGU15
2024-02-15
3.010000
2075000.00
2116410.66
Asset-Backed Securities
CARMAX AUTO OWNER TR 2019-2 A-3 20240315 2.6
2024-03-15
2.680000
39520000.00
40444680.18
Asset-Backed Securities
CREDIT ACCEPT AUTO TR 2018-2 A 20270517 3.4
2027-05-17
3.470000
2863000.00
2911791.41
Asset-Backed Securities
CROWN CASTLE TOWERS 2015-1-2 C-2022 20420515 3.2
2042-05-15
3.222000
1000000.00
1021737.50
Asset-Backed Securities
BARCLAYS DRYROCK ISS TR 2019-1 A 20250515 1.9
213800R4G3N2G68CHU37
2025-05-15
1.960000
24240252.00
24584046.11
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2017-1 E 20240815 5.0
549300CLH5NTWN3BHD63
2024-08-15
5.050000
9780000.00
9937718.26
Asset-Backed Securities
EXETER AUTO RECV TR 2018-1 D 20231115 3.5
2023-11-15
3.530000
6640000.00
6812173.36
Asset-Backed Securities
CHASES ISSUANCE TR 2012-7A A 20240916 2.1
5493008SHVCX2Y068L12
2024-09-16
2.160000
2215000.00
2262857.29
Asset-Backed Securities
CALIFORNIA REP AUTO REC 2017-1 C 20231215 3.7
2023-12-15
3.760000
125000.00
127513.60
Asset-Backed Securities
JOHN DEERE OWNER TR 2018-B A-3 20221115 3.0
2022-11-15
3.080000
465000.00
471706.80
Asset-Backed Securities
FORD CREDIT AUTO LEASE 2018-B A-4 20220215 3.3
2022-02-15
3.300000
165000.00
167945.52
Asset-Backed Securities
GM FINL CON AUTO REC TR 2018-1 A-4 20230717 2.4
2023-07-17
2.460000
1000000.00
1017276.00
Asset-Backed Securities
DELL EQUIP FIN TR 2018-1 D 20240624 3.8
2024-06-24
3.850000
1520000.00
1551405.73
Asset-Backed Securities
DELL EQUIP FIN TR 2018-2 A-3 20231023 3.3
2023-10-23
3.370000
3125000.00
3176252.08
Asset-Backed Securities
CREDIT ACCETP AUTO TR 2019-3 B 20290115 2.8
2029-01-15
2.860000
13020336.00
13412583.75
Asset-Backed Securities
AMERICREDIT AUTO REC TR 2018-3 A-3 20230718 3.3
2023-07-18
3.380000
243000.00
247598.99
Asset-Backed Securities
BMW VEH OWNER TR 2018-A A-4 20240625 2.5
2024-06-25
2.510000
200000.00
202889.63
Asset-Backed Securities
Y
2020-06-02
2020-06-02
2020-07-15
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0210
299977356.00
299977356.00
0.0024
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.270000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M3DB5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BSPRT ISUER LTD 2019-FL5 D 20290515 FLT
2029-05-15
4.058250
24300000.00
23245557.19
Asset-Backed Securities
AREIT TR 2018-CRE2 B 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.050130
3000000.00
2991015.83
Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.550130
3015000.00
3012396.00
Asset-Backed Securities
AREIT TR 2018-CRE2 D 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
4.300130
13250000.00
13242282.37
Asset-Backed Securities
BDS 2018-FL1 LTD D 20350118 FLT
2035-01-18
4.408250
15000000.00
14303144.92
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 C 20290515 FLT
2029-05-15
3.658250
17506491.00
17502397.64
Asset-Backed Securities
OAKTREE CLO 2019-2 LTD D 20310415 FLT
2031-04-15
8.601250
500010.00
476200.84
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 F 20350122 FLT
2035-01-22
5.058500
2280000.00
2262208.37
Asset-Backed Securities
TICP CLO III- 2 LTD 2018-3-2 E 20280420 FLT
2028-04-20
7.719130
775713.00
742410.07
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD B 20370915 FLT
2037-09-15
3.258250
33000000.00
32485169.29
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
4.008500
1200000.00
1183215.38
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
3.858500
2500000.00
2449404.97
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD B 20360215 FLT
2036-02-15
3.558500
9600000.00
9271411.33
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
4.008500
7683194.00
7313259.84
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
549300HA6DDD2ONJSM48
2027-03-20
9.658000
4929056.00
4860095.77
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 E 20290515 FLT
2029-05-15
4.508250
3000000.00
2974113.87
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.097580
2737000.00
2718479.22
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT
2035-12-25
2.026750
1933770.00
1889838.41
Asset-Backed Securities
BXMT 2020-FL2 LTD E 20380217 FLT
2038-02-17
3.710000
3500000.00
3413418.75
Asset-Backed Securities
FS RIALTO 2019-FL1 B 20361218 FLT
2036-12-18
3.558250
17173000.00
17162207.84
Asset-Backed Securities
FS RIALTO 2019-FL1 C 20361218 FLT
2036-12-18
4.158250
17000000.00
16786149.56
Asset-Backed Securities
Y
2020-06-02
2020-06-02
2020-07-20
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0211
155095328.10
155095328.10
0.0012
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.590000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0M3R79
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL011BA R20F011
2049-04-25
3.000000
4580053.00
4854608.86
Agency Collateralized Mortgage Obligation
FNRM CL011BP R20F011
2050-03-25
3.000000
2377603.00
2595284.44
Agency Collateralized Mortgage Obligation
GNRM 2020-015 HL
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
1385112.00
1474471.12
Agency Collateralized Mortgage Obligation
GNRM 2020-018 MV
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
5927436.00
6505906.33
Agency Collateralized Mortgage Obligation
GNRA 2010-115 BF
549300M8ZYFG0OCMTT87
2040-09-20
2.247000
1625.00
218.99
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
194241523.00
67069607.20
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2048-10-25
2.500000
1184020.00
1180471.25
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.926750
1021898.00
780233.95
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-09-15
2.108500
1167460.00
721786.03
Agency Collateralized Mortgage Obligation
GNRA 2019-006 EF
549300M8ZYFG0OCMTT87
2049-01-20
2.047000
22779598.00
19547549.12
Agency Collateralized Mortgage Obligation
GNRA 2019-56 FA
549300M8ZYFG0OCMTT87
2049-05-20
1.997000
1051772.00
957571.53
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-04-01
5.500000
2739957.00
319828.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
9377154.00
6243812.31
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL7383
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
6099628.00
3699788.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
88266507.00
35658492.06
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-09-01
3.500000
193480752.00
75853985.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
35525215.00
22634710.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
67836807.00
61947715.74
Agency Mortgage-Backed Securities
FNMS 04.000 BL850193
B1V7KEBTPIMZEU4LTD58
2029-11-01
4.000000
2215093.00
246415.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3650
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1000000.00
898187.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0685
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
62280443.00
53375498.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
65848925.00
47886728.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
94726090.00
87073453.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX0579
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
1507225.00
711651.09
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY1948
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
1558440.00
616431.33
Agency Mortgage-Backed Securities
FNMS 05.500 CL679202
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
3554605.00
355257.86
Agency Mortgage-Backed Securities
FNMS 05.500 K0748407
B1V7KEBTPIMZEU4LTD58
2033-08-01
5.500000
11000000.00
294888.47
Agency Mortgage-Backed Securities
FNMS 04.000 BL761605
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1960695.00
157668.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
144539.00
155260.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
215420880.00
149752711.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
3336504.00
3303470.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
1293115.00
1303666.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
19522826.00
20025437.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
801921.00
770591.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2476
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
61990112.00
60629034.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
69218579.00
55282481.26
Agency Mortgage-Backed Securities
FNMS 03.500 CICA4466
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
1126979.00
1165188.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4544
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
61586263.00
64001300.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4619
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
50000000.00
51308356.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO5505
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1020989.00
1085757.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5626
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1022.00
1068.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0398
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
69993011.00
54106528.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
11294066.00
10274202.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1905
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
64967526.00
62372120.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5436
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
89745664.00
80491330.68
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
88493564.00
79880245.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
49459720.00
46020646.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN6678
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
6222436.00
5936928.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1067
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
2559138.00
2493463.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4560
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
748733.00
810004.43
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
107354769.00
72066830.53
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6527
2049-03-01
4.500000
41520028.00
40433535.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
1153451.00
1032714.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
2738430.00
2782751.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
10006405.00
10220410.34
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
56334580.00
43629805.64
Agency Mortgage-Backed Securities
04.000 FGPC Q38796 G
2046-02-01
4.000000
7701806.00
5426153.07
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
151377342.00
84709053.16
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
2048-07-01
3.500000
13616018.00
12532549.79
Agency Mortgage-Backed Securities
03.500 FGPC G61910 G
2048-05-01
3.500000
2067156.00
2131049.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4456
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
1829589.00
628537.75
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
130196892.00
76026676.12
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
80844157.00
46517712.01
Agency Mortgage-Backed Securities
GNII SF BN4984 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
2525213.00
2662056.35
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ5432
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
1419365.00
611248.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS2589
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
730593.00
163180.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6367
2050-01-01
3.000000
2697220.00
2807078.99
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5216
2049-12-01
3.500000
2410092.00
2576100.21
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-04-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0159
1607000000.00
1607000000.00
0.0128
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.050000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M4A18
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
9.376750
4920000.00
5746773.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
5.876750
7000000.00
7813104.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
12.126700
9000000.00
11155316.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
12.876700
6325000.00
8681208.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
5.876750
19000000.00
20992695.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
5.326750
5520000.00
5908728.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
5.726750
4000000.00
4433832.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
5.626750
426000.00
471124.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
6.476750
13883000.00
15974497.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.176750
3350000.00
3591797.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
5.976750
16800056.00
18476904.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
13.376700
11500000.00
14713619.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
4.626750
9000000.00
6961353.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.176750
105000.00
58417.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.626750
19652200.00
16439099.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
5.876750
4000000.00
3982293.07
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.876750
6406000.00
7209953.40
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
5.976750
24934288.00
27466341.57
Private Label Collateralized Mortgage Obligations
Y
2020-06-02
2020-06-02
2020-07-21
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0209
154977179.35
154977179.35
0.0012
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 1.980000%
549300HN4UKV1E2R3U73
0001675365
ARP0M5MH7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HOME RE LTD 2018-1 M-2 20281025 FLT
254900E6IUAJSN9WD709
2028-10-25
4.626750
10063337.00
10256870.69
Asset-Backed Securities
MARGATE FUNDING 2004 LTD A1ST 20441206 FLT
2044-12-06
2.462750
805000000.00
55071069.14
Asset-Backed Securities
JACKCON PK TR 2019-LIC F 20391014 FLT
2039-10-14
3.242400
66015000.00
60479695.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
9.376750
5000000.00
5840216.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
3.926750
2500000.00
2549613.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
5.876750
3090000.00
3448927.38
Private Label Collateralized Mortgage Obligations
FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.6
2059-10-25
3.636700
208208391.00
192178327.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.076750
249300.00
220483.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
12.126700
2100000.00
2794498.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 M-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
3.976750
369000.00
373549.18
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
13.876700
1625000.00
2322879.64
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B 20560725 0.0
2056-07-25
0.00
12801413.00
1401142.61
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
4194000.00
4414426.16
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-4 BXS 20590225 FLT
2059-02-25
9.567930
8510791.00
5450389.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
5.526750
1000000.00
1095154.56
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 M-2 20480225 FLT
2048-02-25
3.731360
5240000.00
5286161.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.811840
1100000.00
1122847.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 M-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
4.276750
321000.00
326725.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
3.976750
382000.00
387991.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.176750
4645000.00
4727072.80
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.726750
1250000.00
1263945.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1M-2 20310325 FLT
2031-03-25
3.626750
5000000.00
4407620.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1B-1 20310325 FLT
2031-03-25
5.376750
1600000.00
1692760.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
5.726750
1000000.00
1108458.23
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
5.026750
5090000.00
5251892.01
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
12.876700
4500000.00
6176353.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR1 B-2 20480127 FLT
549300MHCI0CUXMJQS62
2048-01-27
9.976750
33921000.00
42330470.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HRP1 B-2 20490225 FLT
549300RWLR7W4OBRM426
2049-02-25
11.126700
3100000.00
3345768.71
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2029-07-25
6.576750
3107000.00
3588547.91
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
5.376750
4750000.00
4962225.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
13.376700
2750000.00
3518474.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 M-2 20470925 FLT
2047-09-25
3.976610
1393000.00
1411761.57
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
4.426750
648000.00
582842.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300525 FLT
2030-05-28
5.626750
4000000.00
4392139.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.876750
108000.00
109463.73
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
6.776750
2611482.00
3027811.59
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
7.126750
3488000.00
4144720.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
6.476750
950000.00
1093119.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.676750
4055000.00
4720856.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
5.226750
4030000.00
4361735.75
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-25
7.376750
4060000.00
4879806.28
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
3.926750
6358000.00
5859054.52
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.076750
220000.00
222482.64
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2M-2 20400125 FLT
2040-01-25
3.660880
450000.00
449646.78
Private Label Collateralized Mortgage Obligations
Y
2020-04-03
2020-04-03
2020-04-27
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0209
410929402.53
410929402.53
0.0033
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.600000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M61V7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-25
5.500000
1000.00
1150.02
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-05-15
2.088500
1091.00
146.06
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
7.125000
3994000.00
6056750.89
Agency Debentures and Agency Strips
FNMS 05.000 CLCA2819
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
8560334.00
7981132.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5218
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
4089397.00
4202769.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1054
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
1081502.00
1057962.93
Agency Mortgage-Backed Securities
GNII SF MA5989 M
549300M8ZYFG0OCMTT87
2049-06-20
5.500000
10491472.00
9682049.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA2256
2049-09-01
3.000000
6080371.00
5874852.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA1575
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
628104.00
512640.36
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1250.00
877.80
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
126697237.00
121320205.75
Agency Mortgage-Backed Securities
GNII SF MA6153 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
137378661.00
139688898.09
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-07
0.00
100.00
99.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
100.00
100.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
37773300.00
58382963.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
400.00
421.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
3616600.00
4300322.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-25
0.00
100.00
98.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
12145300.00
13486628.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
26402800.00
26885946.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-10
0.00
5498000.00
5459475.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-19
0.00
132600.00
132487.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
1307500.00
1331816.23
U.S. Treasuries (including strips)
Y
2020-03-06
2020-03-06
2020-05-01
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0160
394000000.00
394000000.00
0.0031
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.720000%
549300LCO2FLSSVFFR64
0000050916
ARP0M7Y72
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FRESB MTG TR 2017-SB34 A-5H 20370525 FLT
2037-05-25
2.460000
13749507.00
12880105.30
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB45 A-5H 20371125 FLT
2037-11-25
2.960000
40991703.00
33218476.80
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2019-SB67 A-5H 20390825 FLT
2039-08-25
2.240000
8452871.00
8591432.26
Agency Collateralized Mortgage Obligation
FHLMC REMIC K-J22 A-2 20240925 4.0
2024-09-25
4.094000
10887615.00
11907267.36
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F60 A 20260225 FLT
2026-02-25
2.151880
11320303.00
11325981.89
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-099 A-2 20290925 2.5
2029-09-25
2.595000
5035653.00
5397093.29
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F72 A 20261026 FLT
2026-10-26
2.161880
22309656.00
21499327.24
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-101 A-2 20291025 2.5
2029-10-25
2.524000
26571885.00
28326665.71
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F36 A 20240825 FLT
2024-08-25
2.001880
20000000.00
12923964.80
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F41 A 20241125 FLT
2024-11-25
1.961880
16000000.00
7955506.70
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F43 A 20280125 FLT
2028-01-25
1.901880
12900000.00
6025915.57
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-KA A 20250725 FLT
2025-07-25
1.951880
30000000.00
10450549.21
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES SB-019 A-5H 20460125 FLT
2046-01-25
2.180000
22898000.00
9556383.10
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-L01 A-1P 20251025 2.5
2025-10-25
2.544000
6341725.00
4655224.48
Agency Collateralized Mortgage Obligation
FRESB MTG 2018-SB54 A-5H 20380725 FLT
2038-07-25
3.350000
14106053.00
11854948.07
Agency Collateralized Mortgage Obligation
FNRM RC007M R20F007
2043-01-25
3.000000
11305884.00
11507220.09
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2032-07-25
5.385210
64586000.00
3236273.29
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F14 A 20230125 FLT
2023-01-25
2.311880
1.00
0.12
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-BF1 A 20240725 FLT
2024-07-25
2.051880
1142.00
308.08
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB53 A-5H 20380525 FLT
549300P6Y1UBYR0WQ049
2038-05-25
2.970000
8523245.00
8596134.33
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F42 A 20241225 FLT
2024-12-25
1.911880
15950000.00
10953845.07
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F46 A 20280325 FLT
2028-03-25
1.881880
9350000.00
6242835.45
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-J20 A-1 20241025 3.2
2024-10-25
3.206000
20200000.00
6173080.98
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-X01 A 20230225 2.3
2023-02-25
2.364000
2085655.00
360916.07
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2015-SB9 A-5 20351125 FLT
2035-11-25
2.430580
13982000.00
8767586.87
Agency Collateralized Mortgage Obligation
MEMORIAL SLOAN-KETTERING CANCE -2011A BD 5%42
549300IZ71UAMEHWL382
2042-07-01
5.000000
2585000.00
3562043.83
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL FL NT 23
EN5TNI6CI43VEPAMHL14
2023-01-11
2.417880
1000000.00
1010029.51
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT 2.35%25
EN5TNI6CI43VEPAMHL14
2025-02-19
2.350000
4456000.00
4560749.42
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 2%23
EN5TNI6CI43VEPAMHL14
2023-01-13
2.000000
2000000.00
2030506.67
Corporate Debt Securities
BMW US CAPITAL LLC SR REGS NT 21
KK5MZM9DIXLXZL9DZL15
2021-09-15
1.850000
183000.00
185107.50
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP VR 011118-011123
Z2VZBHUMB7PWWJ63I008
2023-01-11
2.237880
24000.00
24135.59
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 2.15%021330
Z2VZBHUMB7PWWJ63I008
2030-02-13
2.150000
2200000.00
2213630.83
Corporate Debt Securities
TOTAL CAPITAL SR GLBL NT 49
549300U37G2I8G4RUG09
2049-07-12
3.461000
523000.00
582189.16
Corporate Debt Securities
PACCAR FINL CORP SR MTNS BK EN VR 051018-051021
PH3S12DWZBHHQKVYZ297
2021-05-10
1.994130
10000.00
10022.87
Corporate Debt Securities
PARKVIEW HEALTH SYSTEM INC SR 2020A SINK 50
2050-11-01
3.452000
6000000.00
6376148.00
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 4.05%072628
AD6GFRVSDT01YPT1CS68
2028-07-26
4.050000
10000000.00
11378800.00
Corporate Debt Securities
INTEL CORP SR GLBL NT3.1%60
KNX4USFCNGPY45LOCE31
2060-02-15
3.100000
2900000.00
2899250.83
Corporate Debt Securities
INTEL CORP SR GLBL NT 29
KNX4USFCNGPY45LOCE31
2029-11-15
2.450000
260000.00
269316.16
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL COCO 23
2IGI19DL77OX0HC3ZE78
2023-07-22
2.606000
3681000.00
3761562.37
Corporate Debt Securities
BANK AMER CORP FR 3.366%012326
9DJT3UXIJIZJI4WXO774
2026-01-23
3.366000
10000.00
10677.62
Corporate Debt Securities
BANK AMER CORP FR 4.271%072329
9DJT3UXIJIZJI4WXO774
2029-07-23
4.271000
10000000.00
11444723.61
Corporate Debt Securities
BANK AMER CORP FR 2.456%102225
9DJT3UXIJIZJI4WXO774
2025-10-22
2.456000
5000.00
5171.43
Corporate Debt Securities
BOEING CO SR GLBL NT 59
RVHJWBXLJ1RFUBSY1F30
2059-08-01
3.950000
130000.00
144158.62
Corporate Debt Securities
AMGEN INC SR NT 3.125%25
62QBXGPJ34PQ72Z12S66
2025-05-01
3.125000
2663000.00
2857122.71
Corporate Debt Securities
BPCE SA VR 053117-053122
9695005MSX1OYEMGDF46
2022-05-31
2.786880
6910000.00
7044346.80
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A SR 144A NT1.9%23
213800VD256NU2D97H12
2023-02-13
1.900000
1000000.00
1010411.67
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22
54930058TO7MEKUHWL16
2022-10-23
2.000000
22000.00
22610.16
Corporate Debt Securities
CHEVRON CORP NEW SR GLBL NT2.1%21
2021-05-16
2.100000
250000.00
253210.00
Corporate Debt Securities
CISCO SYS INC SR NT 3.625%24
8E6NF1YAL0WT6CWXXV93
2024-03-04
3.625000
324000.00
356448.87
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR GLBL NT 26
549300RPTUOIXG4LIH86
2026-06-01
3.450000
2638000.00
2790680.85
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.5%030822
PBLD0EJDB5FWOLXP3B76
2022-03-08
3.500000
54000.00
56883.48
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.125%040721
PT3QB789TSUIDF371261
2021-04-07
2.125000
5000000.00
5074764.58
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
5819000.00
6273490.57
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL NT 22
549300WN65YFEQH74Y36
2022-01-31
2.375000
2116000.00
2162673.08
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
3915000.00
4302306.60
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%35
INR2EJN1ERAN0W5ZP974
2035-02-12
3.500000
15000.00
17124.68
Corporate Debt Securities
MICROSOFT CORP SR NT 3.75%45
INR2EJN1ERAN0W5ZP974
2045-02-12
3.750000
6000.00
7173.22
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.7%46
INR2EJN1ERAN0W5ZP974
2046-08-08
3.700000
1385000.00
1659140.74
Corporate Debt Securities
J P MORGAN CHASE & CO MTN BE FR 2.295%081521
8I5DZWZKVSZI1NUHU748
2021-08-15
2.295000
350000.00
351410.06
Corporate Debt Securities
MANITOBA PROV CDA SR GLBL GM DB 20
5493003QILFOB3JRKE30
2020-11-30
2.050000
3732000.00
3767122.27
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3%021925
PBLD0EJDB5FWOLXP3B76
2025-02-19
3.000000
5000.00
5252.75
Corporate Debt Securities
MERCK & CO., INC.
2022-09-15
2.400000
6000.00
6204.10
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
2598000.00
2984817.23
Corporate Debt Securities
HBOS PLC SUB MTN 144A FR 6%110133
213800RS21X7UUH5QU25
2033-11-01
6.000000
4948000.00
6664362.24
Corporate Debt Securities
INTEL CORP SR GLBL NT4.1%46
KNX4USFCNGPY45LOCE31
2046-05-19
4.100000
1830000.00
2256490.65
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
5303399.00
5697359.78
Corporate Debt Securities
BARCLAYS BANK PLC FR 5.14%101420
G5GSEF7VJP5I7OUK5573
2020-10-14
5.140000
2050000.00
2131061.56
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
549300CRGMZK3K53BF92
2048-04-15
4.600000
920000.00
1106681.29
Corporate Debt Securities
AVNET INC SR GLBL NT 26
XJI53DCPL7QABOWK4Z75
2026-04-15
4.625000
1608000.00
1783845.74
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.85%102624
549300DRQQI75D2JP341
2024-10-26
2.850000
22000.00
23243.18
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 5%011521
R0MUWSFPU8MPRO8K5P83
2021-01-15
5.000000
16000.00
16556.04
Corporate Debt Securities
AON PLC SR GLBL NT 25
VVT2B79I2Z4U3R6BY589
2025-12-15
3.875000
1808000.00
2012480.53
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 2.125%20
213800ITMMKU4Z7I4F78
2020-05-11
2.125000
8000.00
8053.81
Corporate Debt Securities
QUEBEC PROV CDA SR QM NT2.625%23
549300WN65YFEQH74Y36
2023-02-13
2.625000
1000.00
1040.79
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3%103028
WFLLPEPC7FZXENRZV188
2028-10-30
3.000000
8000000.00
8538026.67
Corporate Debt Securities
ABB FIN USA INC SR GLBL NT3.8%28
5493002Y01YAFV45F528
2028-04-03
3.800000
372000.00
424986.03
Corporate Debt Securities
ABBVIE INC SR NT 4.4%42
FR5LCKFTG8054YNNRU85
2042-11-06
4.400000
1446000.00
1671718.99
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 090916-090921
B6Q2VFHD1797Q7NZ3E43
2021-09-09
2.495000
20000.00
20262.88
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT3.8%29
5493006ORUSIL88JOE18
2029-08-15
3.800000
968000.00
1060542.95
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 3.05%011128
Z2VZBHUMB7PWWJ63I008
2028-01-11
3.050000
16000.00
17424.83
Corporate Debt Securities
U S BANCORP MTNS BK ENT FR 2.625%012422
N1GZ7BBF3NP8GI976H15
2022-01-24
2.625000
2000.00
2046.64
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 29
213800ITMMKU4Z7I4F78
2029-11-07
2.375000
248000.00
253431.92
Corporate Debt Securities
SOUTHERN CALIF EDISON CO -2018E 3.7%25
9R1Z5I36FERIBVKW4P77
2025-08-01
3.700000
181000.00
198223.05
Corporate Debt Securities
SOUTHERN CALIF GAS CO 1M GLBL WW BD 50
XY0N0J73VHV5F4CUJV89
2050-02-15
3.950000
5500000.00
6716965.14
Corporate Debt Securities
NISSAN MTR ACCEP CORP FR 2.8%011322
7D6DIU2QXTUJRFNNJA49
2022-01-13
2.800000
2200000.00
2240920.00
Corporate Debt Securities
ONTARIO PROV CDA GLBL -G78 BD 21
C7PVKCRGLG18EBQGZV36
2021-02-12
2.550000
290000.00
293440.37
Corporate Debt Securities
MANITOBA PROV CDA GLBL -GT DEB 22
5493003QILFOB3JRKE30
2022-05-04
2.125000
4000.00
4094.84
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.4%48
54930070NSV60J38I987
2048-04-01
5.400000
3026000.00
3166103.80
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%062022
549300RIPPWJB5Z0FK07
2022-06-20
3.000000
345000.00
354193.10
Corporate Debt Securities
Y
2020-04-03
2020-04-03
2020-05-04
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0166
375043755.00
375043755.00
0.0030
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.860000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M8XV8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2019-4 M-2 20291025 FLT
254900KXN235YISGF415
2029-10-25
4.476750
19966813.00
20531315.99
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
4.926750
830655.00
856711.45
Asset-Backed Securities
LENDING CLUB RECEIVABLES TR SER 2019 3
2045-10-16
0.00
35900500.00
33162368.86
Asset-Backed Securities
LENDINGCLUB RECEIVABLES TR SER2019-5
2045-12-15
0.00
6956094.00
7011603.63
Asset-Backed Securities
HORIZON I LTD 2018 CTF 20381215 0.0
2038-12-15
0.00
35985000.00
32926275.00
Asset-Backed Securities
FREED ABS TR 2019-1 C 20260618 5.3
2026-06-18
5.390000
15234397.00
15741264.01
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
4.976750
18318000.00
18686223.47
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
9.095860
44140345.00
44669238.90
Asset-Backed Securities
EAGLE RE 2020-1 LTD SUB GLBL 144A 30
254900SAV74IHXQ8XY35
2030-01-25
3.626750
30000000.00
29748036.87
Asset-Backed Securities
RADNOR RE LTD 2020-1 B-1 20300225 FLT
2030-02-25
4.659500
2350000.00
2365026.59
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2019-4 D 20260815 4.0
2026-08-15
4.090000
91194.00
93971.95
Asset-Backed Securities
EAGLE RE 2020-1 LTD SUB GLBL 144A 30
254900SAV74IHXQ8XY35
2030-01-25
4.476750
2750000.00
2759311.67
Corporate Debt Securities
HSBC FINANCE CORP SR SB GLBL NT 21
213800NQZ5NL1KSD7V45
2021-01-15
6.676000
3954000.00
4135109.46
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
1235000.00
924680.52
Corporate Debt Securities
MALLINCKRODT INTL FIN SA SR SEC GLBL 25
2025-04-15
10.000000
185000.00
154063.89
Corporate Debt Securities
PROSPER PASS-THRU TRUST II ZERO 144A NT 26
549300ALVHTGDQPS6S44
2026-01-15
14.771100
17378645.00
16265580.80
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.944630
66450840.00
55789917.71
Corporate Debt Securities
ASSOCIATED MATLS / AMH NEW FIN SR SEC GLBL 24
2024-01-01
9.000000
10000000.00
8342500.00
Corporate Debt Securities
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
9.026750
396476.00
450412.69
Private Label Collateralized Mortgage Obligations
Y
2020-04-03
2020-04-03
2020-05-06
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0200
254932855.95
254932855.95
0.0020
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.610000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0MA122
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2010-164 FA
549300M8ZYFG0OCMTT87
2040-12-20
2.247000
4495202.00
714753.50
Agency Collateralized Mortgage Obligation
GNRA 2010-164 F
549300M8ZYFG0OCMTT87
2040-12-20
2.247000
50000000.00
7944930.46
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
7594968.00
2836187.52
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.130880
12759536.00
4559827.61
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-10-15
2.130880
12283759.00
4715911.69
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.926750
5352180.00
4415088.41
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.926750
5429277.00
4145331.77
Agency Collateralized Mortgage Obligation
FNRM RC009AT R19F009
2048-09-25
3.500000
17973769.00
18499582.64
Agency Collateralized Mortgage Obligation
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
1.947000
953284.00
778736.53
Agency Collateralized Mortgage Obligation
GNRA 2019-023 FL
549300M8ZYFG0OCMTT87
2049-02-20
2.097000
3700000.00
3385598.12
Agency Collateralized Mortgage Obligation
GNRM 2019-152 TM
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
1499504.00
1489661.93
Agency Collateralized Mortgage Obligation
FNMS 05.000 CL743524
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
2650000.00
100427.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA3047
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
780000.00
745508.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0296
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
99678.00
49894.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV3914
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
1368270.00
565824.62
Agency Mortgage-Backed Securities
FNMS 02.500 CWAR6620
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1835149.00
378431.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR9140
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
90643.00
39814.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR9215
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
104239.00
45500.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7319
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
104000.00
43761.03
Agency Mortgage-Backed Securities
FNMS 02.500 CWAP4718
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.500000
300000.00
110787.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8901
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
652278.00
283629.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5807
2050-01-01
3.500000
996881.00
1037446.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7114
2050-02-01
3.000000
76212357.00
79218019.94
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA2146
2050-02-01
4.500000
7874376.00
8732312.84
Agency Mortgage-Backed Securities
GNMI SP 784907 X
549300M8ZYFG0OCMTT87
2048-01-15
4.500000
15431590.00
16787270.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2416
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4562995.00
4694505.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4349
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
125079.00
132120.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2459
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
216345.00
190181.73
Agency Mortgage-Backed Securities
FNMS 03.500 CICA4270
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
1000.00
1004.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP0481
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1172860.00
1256840.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO1605
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1416030.00
1331976.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH6738
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
130000.00
60214.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
7.000000
8890294.00
71427.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
16777841.00
2394303.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.500000
75559.00
12532.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
4704553.00
119989.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.000000
14002409.00
1066200.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.500000
5660001.00
257312.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
5.500000
5127748.00
781014.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
109242.00
48531.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
3871058.00
593205.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1374034.00
395130.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.956000
39162507.00
2938339.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0753
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.919000
2117.00
68.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5760
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
74000.00
34574.82
Agency Mortgage-Backed Securities
FNMS 03.500 CQAI2621
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.500000
1246959.00
14477.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1000.00
637.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2422184.00
2211907.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7923
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
3289753.00
2854988.14
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-09-01
3.500000
52430119.00
20555189.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
18560347.00
7498132.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6367
2050-01-01
3.000000
84374297.00
87810900.38
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6374
2050-01-01
3.000000
162327852.00
166319217.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5177
2049-12-01
3.000000
37085379.00
37850338.70
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
4458766.00
4176324.73
Agency Mortgage-Backed Securities
GNII SP 784295 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
1695608.00
1237196.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
172359317.00
170652827.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3834
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
105428182.00
106694182.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
37048557.00
37350850.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
30166423.00
30824750.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1390
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
30370218.00
22388204.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
32954023.00
22652048.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
48271222.00
33556386.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
41481844.00
44558737.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4808
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
101629076.00
108910486.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4856
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
2502447.00
2589035.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4978
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
107632149.00
109889883.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
277557015.00
188109592.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2201
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
7643120.00
6494450.03
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2749
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
3555770.00
3214088.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
14125336.00
11281416.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4295
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
4619809.00
4627715.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO2198
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1000.00
1007.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO5425
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
6481025.00
6944499.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
6530610.00
5940890.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1905
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
12548061.00
12046775.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0271
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
6951875.00
6943003.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4466
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
10049884.00
9367138.42
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN5069
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
2985993.00
2590123.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6635
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
44235377.00
45366509.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6783
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
6520251.00
6486511.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5011
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
672404.00
632178.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5037
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
20492891.00
20726295.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
3246248.00
2945466.94
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
1505133.00
1358634.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
6492129.00
6295783.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5935
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
59098876.00
57070763.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6956
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1000.00
917.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7727
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.465000
37255188.00
28621415.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5257
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1749001.00
1300333.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4859
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1000.00
948.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
812482.00
746844.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3390
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1775419.00
1406620.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4440
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
884538.00
613199.50
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0176
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
3837163.00
2879552.60
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
2563348.00
2347498.83
Agency Mortgage-Backed Securities
FMAR 2B7613 G
2049-09-01
3.169000
8259272.00
8545036.66
Agency Mortgage-Backed Securities
FMAR 2B7643 G
2049-10-01
3.058000
9869639.00
8630569.62
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4785
2048-08-01
4.000000
10604362.00
7120435.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2250
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
7262589.00
2797227.42
Agency Mortgage-Backed Securities
GNII SF MA6220 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
28526402.00
29196278.37
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
14600677.00
8401226.67
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
23229343.00
15593765.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7059
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
859790.00
678340.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW8496
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1411146.00
908102.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.880000
15640520.00
4679145.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX3002
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.879000
13270000.00
3372526.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ3326
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.353000
11434536.00
2945338.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2026
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
3817234.00
1718178.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5821
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
15460202.00
11478974.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6536
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
59000.00
28301.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL8316
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
18142683.00
9771906.54
Agency Mortgage-Backed Securities
04.000 FGPC Q38796 G
2046-02-01
4.000000
2356163.00
1659987.42
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
2596257.00
2121769.47
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
165095577.00
153555821.43
Agency Mortgage-Backed Securities
04.500 FGPC Q59361 G
2048-11-01
4.500000
920679.00
815840.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5519
2049-12-01
3.000000
88721133.00
91897407.75
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
90945741.00
91311311.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
8295486.00
8429749.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
467693.00
477695.47
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
2042-08-01
3.500000
3807431.00
1601561.02
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
23741072.00
20578554.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9495
2045-10-01
3.500000
98457079.00
61210914.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0542
2048-07-01
4.000000
24810797.00
22427603.82
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-19
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0161
2139000000.00
2139000000.00
0.0171
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.610000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0MAL46
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
23718763.00
8874095.73
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
4501689.00
1681064.90
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
17763456.00
3086751.71
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
12854069.00
8765507.38
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.926750
9948406.00
7595752.33
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-03-15
2.208500
9127389.00
4236783.32
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-09-15
2.108500
1003.00
620.11
Agency Collateralized Mortgage Obligation
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
1.947000
83530.00
68235.55
Agency Collateralized Mortgage Obligation
GNRA 2019-18 FP
549300M8ZYFG0OCMTT87
2049-02-20
2.097000
10740687.00
7892305.86
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-10-15
4.500000
16192996.00
7989866.43
Agency Collateralized Mortgage Obligation
FNMS 02.500 CNMA3953
B1V7KEBTPIMZEU4LTD58
2030-02-01
2.500000
1918335.00
1968720.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1153
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.650000
453245.00
516556.75
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0333
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.500000
10540200.00
10878663.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-07-01
3.100000
3761476.00
3903914.23
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-09-01
3.500000
61463708.00
24096801.11
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-04-01
4.000000
39366299.00
11165711.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
15637944.00
10412582.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7909
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
20918401.00
13595950.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
13761587.00
11248156.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
401113.00
347800.49
Agency Mortgage-Backed Securities
03.500 FGPC G60811 G
2046-09-01
3.500000
5082469.00
4191009.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4108
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
157580.00
161719.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4295
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
33692183.00
33749843.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1907407.00
1292712.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1390
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
15782.00
11634.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
16661754.00
11453013.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
1559462.00
1572186.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN6678
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
3814547.00
3639521.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8105
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
17970093.00
15855004.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3023
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
9799808.00
9874188.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3510
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
33892709.00
34537010.51
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2749
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
4076811.00
3685061.94
Agency Mortgage-Backed Securities
FNMS 03.500 CICA3930
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.500000
5960801.00
5892274.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ8755
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
6127948.00
6206437.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
17749645.00
17212831.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3411
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
18289692.00
7321807.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN5434
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
7982605.00
7806293.93
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
914097.00
707946.60
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
15962537.00
13981161.09
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
3344208.00
3110456.47
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3997
2044-08-01
4.000000
3725738.00
1897327.31
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4785
2048-08-01
4.000000
7928852.00
5323930.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
330248.00
295679.70
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
1738284.00
1745271.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
1451988.00
1475488.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
6825892.00
6971876.23
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
60394552.00
40542623.16
Agency Mortgage-Backed Securities
FMAR 2B5620 G
2046-09-01
2.391000
17100000.00
9944767.83
Agency Mortgage-Backed Securities
FMAR 2B7107 G
2048-09-01
3.529000
15018667.00
9341487.43
Agency Mortgage-Backed Securities
FMAR 2B7643 G
2049-10-01
3.058000
1608924.00
1406933.99
Agency Mortgage-Backed Securities
FMAR 2B7630 G
2049-09-01
3.106000
4717474.00
4750314.28
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-11
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0161
392000000.00
392000000.00
0.0031
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.800000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MAY42
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DRIVE AUTO RECV TR 2018-1 E 20250616 5.0
2025-06-16
5.090000
3530886.00
3612018.89
Asset-Backed Securities
AVIS BUDGET RENTAL FD 2019-1 C 20230320 4.5
IHXLB8SL0QWSSG2VG640
2023-03-20
4.530000
3185274.00
3316948.98
Asset-Backed Securities
BELLEMEADE RE LTD 2018-2 B-1 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.276750
8628562.00
8695367.74
Asset-Backed Securities
NORTHSTAR EDUCATION FIN 2007-1 1A-6 20460129 FLT
25490059JOHYRUHEXW19
2046-01-29
3.076000
6499447.00
6239214.92
Asset-Backed Securities
VERIZON OWNER TR 2018-A A-1A 20230420 3.2
549300DBBHVB9QKK8Q94
2023-04-20
3.230000
12.00
12.25
Asset-Backed Securities
GM FINL CON AUTO REC 2018-4 A-3 20231016 3.2
549300RO0W90UZB1HD05
2023-10-16
3.210000
2464.00
2517.02
Asset-Backed Securities
GREAT AMER LEASE RECV 2018-1 A-4 20240617 2.8
2024-06-17
2.830000
476709.00
485735.46
Asset-Backed Securities
HERTZ FIN II 2018-1 A 20240225 3.2
549300FPK70TCB78NG05
2024-02-25
3.290000
4782444.00
4998529.96
Asset-Backed Securities
METAL 2017-1 LTD B 20421015 6.5
2042-10-15
6.500000
10000000.00
5915818.16
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.879250
14541204.00
13115854.67
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 C 20520418 4.1
2052-04-18
4.110000
870333.00
927771.93
Asset-Backed Securities
GMF FLOORPLAN OWN REV 2018-4 A-1 20230915 3.5
2023-09-15
3.500000
29466.00
30417.66
Asset-Backed Securities
CNH EQUIPMENT TR 2018-B A-2 20211215 2.9
549300BIZ8MA1TOD5D46
2021-12-15
2.930000
9.00
2.74
Asset-Backed Securities
EMERSON PARK CLO 2013-1R D-R 20250715 FLT
549300RLH7MFII51JS63
2025-07-15
5.231250
1000000.00
1007453.75
Asset-Backed Securities
EXETER AUTO RECV TR 2018-3 E 20240815 5.4
2024-08-15
5.430000
400000.00
428563.13
Asset-Backed Securities
EDISON INTL SR GLBL NT 24
549300I7ROF15MAEVP56
2024-11-15
3.550000
306000.00
326279.39
Corporate Debt Securities
BK OF AMERICA CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
4.300000
139465.00
137590.75
Corporate Debt Securities
MIZUHO FINL GROUP INC SR GLBL NT 26
353800CI5L6DDAN5XZ33
2026-05-25
2.226000
2.00
2.01
Corporate Debt Securities
JPMORGAN CHASE CO
2049-12-29
5.229380
555000.00
554111.92
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT3.8%21
54930035UDEIH090K650
2021-10-22
3.800000
8000.00
8383.84
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 24
549300WV6GIDOZJTV909
2024-10-15
3.625000
1370.00
1462.18
Corporate Debt Securities
LEAR CORP SR GLBL NT3.8%27
549300UPNBTXA1SYTQ33
2027-09-15
3.800000
5000.00
5331.58
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
3.826750
29920999.00
30465587.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
2029-11-26
4.476750
8224051.00
8545463.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
5.376750
31656149.00
34235683.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
6.626750
42250000.00
45948152.18
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.426750
1563544.00
1671497.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
4.426750
1170735.00
1053014.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.226750
44830000.00
47788894.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
5.976750
45000000.00
49491542.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
6.876750
39500000.00
35944842.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.026750
36022834.00
36175668.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
4.626750
53058817.00
41040133.37
Private Label Collateralized Mortgage Obligations
CCMFC
5493001FGJO1CROERE41
2036-07-25
1.806750
1.00
0.03
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-25
7.376750
1156548.00
1390081.33
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.876750
32719101.00
36825350.22
Private Label Collateralized Mortgage Obligations
Y
2020-04-03
2020-04-03
2020-05-12
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0164
364118867.84
364118867.84
0.0029
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.610000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0MBJN5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLBO6207
B1V7KEBTPIMZEU4LTD58
2049-12-01
2.500000
247934488.00
249999999.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4349
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
73833.00
77989.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
137016.00
91232.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
115364338.00
116305640.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
209936794.00
213334654.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO2198
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
29409512.00
29628301.33
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-10
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0161
591000000.00
591000000.00
0.0047
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.610000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MC334
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
2020-04-14
0.00
100.00
99.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
29145200.00
29557085.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
100.00
131.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
817800.00
1200350.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
200.00
200.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
39215600.00
44129014.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
172031700.00
183057476.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
40551400.00
45740838.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
300.00
302.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
21950400.00
22791252.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
941000.00
961791.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
0.00
100.00
99.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-07
0.00
9018000.00
8992857.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
24033100.00
24570601.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
1522700.00
1635214.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
235113800.00
243633158.88
U.S. Treasuries (including strips)
Y
2020-03-06
2020-03-06
2020-05-14
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0161
592000000.00
592000000.00
0.0047
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.600000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0MEPY8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL011BA R20F011
2049-04-25
3.000000
1600991.00
1696964.01
Agency Collateralized Mortgage Obligation
GNRM 2020-015 HC
549300M8ZYFG0OCMTT87
2049-11-20
2.000000
1000140.00
1004297.58
Agency Collateralized Mortgage Obligation
GNRA 2010-150 FJ
549300M8ZYFG0OCMTT87
2040-11-20
2.247000
22151535.00
3139373.25
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-09-15
2.108500
22058562.00
13637779.29
Agency Collateralized Mortgage Obligation
GNRA 2019-56 FA
549300M8ZYFG0OCMTT87
2049-05-20
1.997000
6021963.00
5482614.42
Agency Collateralized Mortgage Obligation
GNRM 2019-152 TM
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
887815.00
881987.78
Agency Collateralized Mortgage Obligation
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
1.947000
44926.00
36699.99
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
1.926750
901166.00
688053.32
Agency Collateralized Mortgage Obligation
FNMS 03.500 CICA5288
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.500000
80338.00
85569.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5146
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
13172128.00
13761402.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2459
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
932336.00
819585.71
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0333
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.500000
4913329.00
5071104.43
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0102
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
9886710.00
6916751.43
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0169
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
8737508.00
6645764.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.983000
63882073.00
3791695.66
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.053000
25300000.00
1130465.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.444000
823813.00
107543.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
3.369000
653928.00
143342.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0633
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.037000
37963398.00
3466627.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.643000
9318360.00
1256981.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0864
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.265000
4973.00
508.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0117
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.089000
37238847.00
1499039.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0684
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.746000
55833678.00
1526531.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1505
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.719000
60527380.00
2045930.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
7359208.00
4688882.04
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0179
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
31608010.00
25344376.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
32525296.00
21657087.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9598
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
5502370.00
4910521.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.190000
5821438.00
792926.96
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
993161.00
666705.04
Agency Mortgage-Backed Securities
FMAR 1Q1859 G
2038-02-01
3.979000
627834.00
333639.40
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0532
2042-06-01
4.000000
162642890.00
69064932.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE7770
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.825000
40345807.00
1253005.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.821000
49491532.00
2266497.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE1686
B1V7KEBTPIMZEU4LTD58
2040-09-01
3.933000
2000000.00
34828.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2014
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.660000
19000000.00
1505838.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
31250495.00
32055032.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0820
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.941000
83083751.00
2100888.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1555
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.812000
41216863.00
2175034.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1801
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
24480840.00
25640521.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
38974755.00
26790600.32
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
25582397.00
14720106.19
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
102331704.00
73142358.75
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
8164262.00
7076711.31
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
17548984.00
16437340.69
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
68244362.00
59773419.40
Agency Mortgage-Backed Securities
FMAR 2B7580 G
2049-08-01
3.296000
1299982.00
1255424.98
Agency Mortgage-Backed Securities
FMAR 2B7644 G
2049-10-01
3.208000
50000.00
50783.20
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3997
2044-08-01
4.000000
49761561.00
25341011.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
2048-06-01
4.000000
12186945.00
10911291.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0542
2048-07-01
4.000000
35440114.00
32035925.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
82042880.00
82372664.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
85275025.00
59280076.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
18412867.00
17890343.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
1228488.00
1238511.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
79286449.00
84130795.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4856
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1035400.00
1071226.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
89412319.00
60597693.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1390
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
293996298.00
216727095.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
10951034.00
9410811.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
4097364.00
3937286.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3334
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
5990692.00
5181382.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
5855482.00
6101087.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4295
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
107414406.00
107598232.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1087
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.760000
247518.00
284090.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN3739
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
18344944.00
17984441.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN6678
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
1532874.00
1462540.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5821
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
36566408.00
27150024.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9918
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
150000000.00
120370040.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE2894
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.554000
1700000.00
928279.18
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
26959704.00
25075290.13
Agency Mortgage-Backed Securities
04.000 FGPC Q51915 G
2047-11-01
4.000000
9181274.00
6851807.84
Agency Mortgage-Backed Securities
04.000 FGPC Q59260 G
2048-10-01
4.000000
330002.00
266503.69
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8741
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.400000
26462000.00
29547945.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
6369008.00
6472091.42
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
303689.00
310183.95
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-19
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0160
1386000000.00
1386000000.00
0.0111
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.600000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MF6H3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-01-25
3.676750
7000000.00
7056982.77
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
16040580.00
757637.05
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
11.411900
94600000.00
18894075.26
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
0.00
1767000.00
1456997.52
Agency Debentures and Agency Strips
MNAR XX.XXX HYBL1557
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.740000
54334.00
62332.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0792
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.750000
69995.00
80356.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ7447
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
6369000.00
5793984.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK0348
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
7227318.00
7397328.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8465
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
3406177.00
965916.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4220
2049-11-01
3.500000
1155203.00
1205708.98
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4227
2049-11-01
3.500000
1100871.00
1153002.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4724
2049-10-01
3.500000
1662088.00
1756450.60
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5208
2049-12-01
3.000000
7293035.00
7473145.05
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0723
2049-06-01
3.500000
280000.00
289236.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4204
2049-11-01
3.000000
8431741.00
8687295.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4205
2049-11-01
3.000000
3602754.00
3760912.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4207
2049-11-01
3.500000
2897924.00
3090306.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4211
2049-11-01
3.500000
3161447.00
3317491.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4099
2049-10-01
3.500000
2334314.00
2287712.78
Agency Mortgage-Backed Securities
02.500 FGPC G18511 G
2029-05-01
2.500000
1033000.00
348486.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4100
2049-10-01
3.000000
1141350.00
1185318.55
Agency Mortgage-Backed Securities
GNCL CL BE2765
549300M8ZYFG0OCMTT87
2060-10-15
4.320000
25389.00
28712.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4054
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
3173904.00
2880442.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5192
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
8271316.00
8645066.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO6105
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1077538.00
1116627.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO6160
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
749112.00
771950.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0378
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.929000
5517792.00
4062070.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4439
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.163000
3669632.00
2112741.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ5707
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
2097699.00
972465.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
200461.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
434.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
1574631.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
62108.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
2867198.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
65297.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
108193.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
18995.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
438560.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
2686632.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
450000.00
258608.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
1828232.00
922190.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
192355.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
1086941.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1924801.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
1183092.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
678347.49
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
3420083.00
51627.39
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.500000
9107425.00
206423.72
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.500000
5300000.00
109859.39
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
8656655.00
31382.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.500000
5000000.00
32932.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.500000
5000000.00
82167.11
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
2000000.00
93630.92
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894040.00
92413.78
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
130051.82
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
2037-09-01
6.500000
6437794.00
114492.18
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
2719.38
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
4828.92
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
26380.97
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
2159.29
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
147960.89
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
27706.44
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
398878.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
26328260.00
21745324.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
1583027.77
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
69436.26
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
2043-12-01
3.500000
1740000.00
1128340.39
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
2045-12-01
4.000000
540000.00
317731.39
Agency Mortgage-Backed Securities
03.000 FGPC Q43733 G
2046-10-01
3.000000
1000000.00
755297.68
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
2046-11-01
3.000000
508840.00
400980.57
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
381444.98
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
71480.13
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
345375.28
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
160082.50
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
29576.12
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
124294.62
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-02-01
3.000000
4096518.00
2139617.01
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-03-01
3.500000
28000.00
14026.91
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-04-01
3.500000
14563788.00
5993612.24
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-08-01
3.000000
35389.00
15918.84
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-11-01
3.000000
5178.00
1772.37
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
115098.57
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-08-01
3.500000
110000.00
44141.76
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-12-01
3.500000
195000.00
82076.01
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
2045-01-01
3.500000
2000.00
884.28
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
2045-09-01
3.500000
1265000.00
648607.52
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-10-01
3.500000
150000.00
79963.12
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-01
3.000000
27667.00
11752.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
1191336.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
17993508.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
3491398.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
342529.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
7295534.71
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
122811.34
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
340203.83
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
72570.06
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
15537.61
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
167453.90
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
232137.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
32017000.00
21318636.63
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
199912.64
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
74262.86
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
24648.70
Agency Mortgage-Backed Securities
03.500 FGPC J27132 G
2029-01-01
3.500000
5179811.00
1769533.44
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
2039-12-01
5.500000
3331416.00
699708.47
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
157069.29
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
2040-01-01
5.500000
7112245.00
795073.96
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-02-01
4.500000
12000000.00
1187011.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
3062639.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2802240.00
1439208.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
221346.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
513166.59
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
334868.27
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
126736.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
14395676.00
321732.77
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
132471.89
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
68333.54
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
4866.15
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
B1V7KEBTPIMZEU4LTD58
2021-04-01
5.000000
1322616.00
3124.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
52123.48
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
11106.61
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
12566.29
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
9443.07
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
42180.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
24063.29
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
152532.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2519253.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
2943114.19
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
2317430.47
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
24975.03
Agency Mortgage-Backed Securities
FNMS 05.500 CT255321
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.500000
2525650.00
55361.58
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
52944.71
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
5525050.00
30470.18
Agency Mortgage-Backed Securities
FNMS 05.500 CT254589
B1V7KEBTPIMZEU4LTD58
2022-11-01
5.500000
13054304.00
74883.88
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
29470655.00
378684.10
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
500000.00
374.42
Agency Mortgage-Backed Securities
FNMS 05.500 CT254723
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.500000
6000000.00
56496.06
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1100000.00
12093.82
Agency Mortgage-Backed Securities
FNMS 05.500 CT254800
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.500000
74847844.00
1019222.60
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
5590.68
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
4164.38
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
28025.70
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
548.70
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
48210.09
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
9908.89
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
51188.79
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
65929.80
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
37032.21
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
90507.34
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
30771.18
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
45765.98
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
168092.08
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
21519.21
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
288345.20
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
20107.95
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
167448.61
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
567593.19
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-08-01
3.000000
5000.00
2830.91
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
329848.36
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
145681.00
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
26751.21
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
290645.48
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
72160.97
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
171596.01
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
160754.31
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
290427.46
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
19267.22
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2046-01-01
3.500000
210000.00
116291.44
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
2046-11-01
3.000000
5928000.00
4455622.63
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
2046-06-01
3.500000
18715000.00
11293381.86
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
2046-08-01
3.500000
30508000.00
19043328.28
Agency Mortgage-Backed Securities
03.500 FGPC G08641 G
2045-05-01
3.500000
350000.00
178997.31
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-06-01
3.500000
1175000.00
625708.51
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-07-01
3.500000
1906000.00
986488.20
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-08-01
3.500000
921000.00
461664.61
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
16509.67
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
52302.34
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
3409.05
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
975769.00
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
144656.44
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
4011.11
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
7504.04
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
1340.45
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2041-10-01
3.500000
500000.00
104555.98
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-11-01
3.500000
3851024.00
2106267.10
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
2045-12-01
3.500000
12558000.00
6993488.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
60355000.00
25424470.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4886
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
1387739.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
69089.37
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-08-01
3.500000
503003.00
222504.16
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-02-01
3.500000
85000.00
32441.11
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-10-01
3.500000
1524768.00
624235.94
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
475472.48
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
33985.66
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
4024996.00
132542.96
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
2040-03-01
5.000000
1027416.00
106279.26
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
6686.38
Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
2042-07-01
3.500000
3090043.00
873877.53
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-11-01
3.000000
1000.00
463.38
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-01
3.500000
18590513.00
7641484.31
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
71930.06
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
178959.12
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-04-01
3.500000
6750000.00
2962572.35
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
21359.12
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
6780595.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
344743.02
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
626597.18
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
16878.72
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
10147060.00
508470.47
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
55360.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
721011.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
6921999.00
5464420.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
2969722.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
6183444.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
30116000.00
22091935.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
2666270.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
527322.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2522
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1835000.00
1057312.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
2245655.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
3233356.00
2286755.77
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
1793.95
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
22862795.00
770401.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0943
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
5964684.00
7844.99
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
132286.20
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
932.58
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
38934.45
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
31938.95
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
2968.67
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
42372.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
3273.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
433024.67
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
35294.20
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
7861.41
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
33727.43
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
9273.07
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
199136.48
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
3302805.00
30434.72
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
24891.93
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
6680.31
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
85471.66
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
29028.72
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
22811.19
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
898290.00
602726.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
2048-09-01
3.000000
549904.00
475090.62
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
26500000.00
24101380.84
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
2043-04-01
3.500000
2000.00
994.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
2048-11-01
4.000000
155246.00
102629.06
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
2048-10-01
3.000000
11034161.00
9595808.30
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
1000000.00
623458.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
2047-03-01
3.500000
1000000.00
716315.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3474
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
12622839.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2798
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
24999919.00
22516306.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3941
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
14998415.00
15505055.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
11181042.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1391
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
38648716.00
32999410.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
8266621.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19339000.00
13947406.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
18000000.00
15972436.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8284
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
539573.00
575644.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0862
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
13600000.00
10541720.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1028
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
550000.00
456753.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2396
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
980690.00
979128.70
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
2048-02-01
3.000000
563776.00
480921.75
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
2048-09-01
3.000000
961433.00
839274.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4792
2048-09-01
5.000000
1424791.00
885909.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
2045-10-01
3.500000
35000.00
26501.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
2045-03-01
3.500000
1000000.00
475862.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
2045-04-01
3.500000
25000.00
12067.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
2045-05-01
3.500000
705247.00
360507.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
500000.00
278315.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
2046-03-01
3.500000
2937941.00
1623210.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
2046-11-01
3.500000
1000.00
642.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
2045-12-01
3.500000
257708.00
201062.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
2042-09-01
3.500000
200000.00
85446.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
2043-12-01
3.500000
500000.00
233801.98
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
2044-09-01
3.500000
150000.00
59110.77
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
16000.00
8277.22
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
2045-08-01
3.500000
213000.00
106719.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
2049-04-01
3.000000
7219026.00
6546088.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5045
2049-04-01
3.000000
148647.00
136780.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
2049-04-01
3.000000
895289.00
859405.43
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
2049-06-01
3.000000
4910900.00
4476185.68
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
2042-05-01
3.500000
45000.00
23733.66
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1843
2024-08-01
5.500000
713490.00
11985.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
970000.00
792902.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
2048-11-01
4.000000
159745.00
136924.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
2049-02-01
3.000000
1088255.00
1099141.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
1584462.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
5870262.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO3377
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1444717.00
1529963.18
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
2297153.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5348
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
30185542.00
25367976.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
2302983.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
194208.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5078
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
1548198.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
258224.43
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM4440
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.377000
26667872.00
18954936.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3612
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
116000.00
86636.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
2250622.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
4755378.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
675534.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
2776735.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
616375.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
161969.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
2953396.40
Agency Mortgage-Backed Securities
03.500 FGPC Q63179 G
2049-04-01
3.500000
19763896.00
18808344.60
Agency Mortgage-Backed Securities
03.500 FGPC Q45219 G
2045-01-01
3.500000
1250000.00
909085.57
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
3461000.00
3010557.62
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
2047-08-01
4.000000
30767828.00
28818563.37
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
2045-11-01
3.500000
955630.00
509028.19
Agency Mortgage-Backed Securities
03.500 FGPC Q39646 G
2046-04-01
3.500000
5000000.00
2943956.48
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
2048-12-01
4.000000
1748541.00
1869629.19
Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
2049-02-01
4.000000
3718992.00
3521566.12
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
2049-02-01
4.000000
1105769.00
975458.17
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
2049-04-01
4.000000
3609696.00
3496735.39
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
2045-03-01
3.500000
5540806.00
3165836.17
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
2045-05-01
3.500000
250000.00
142972.80
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
2045-07-01
3.500000
510000.00
261748.68
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
2045-08-01
3.000000
46397892.00
31749496.37
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
2041-10-01
3.500000
8000000.00
1975888.00
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
2043-04-01
3.500000
4608244.00
1514674.43
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
2042-05-01
3.000000
158320.00
65446.80
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
2042-10-01
3.000000
67827.00
34055.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
417503.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6321
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
158742.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
281714.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
316093.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
342021.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
432380.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
440650.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
92826.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
379587.30
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
875000.00
363198.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
27596119.00
23464093.44
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM1118
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
879072.00
335637.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
109016.34
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
1363400.00
799863.32
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
11291010.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
4764288.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7484
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
23735206.00
20517920.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
17278749.58
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
2049-01-01
4.000000
12032537.00
7362842.17
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
2049-02-01
4.000000
180000.00
165294.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
2049-03-01
3.000000
230330.00
210502.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
2045-04-01
3.500000
166000.00
109607.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
2045-08-01
3.500000
91000.00
55849.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0948
2046-04-01
3.500000
1500000.00
882769.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
2046-04-01
3.500000
1750000.00
1070200.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
2047-02-01
3.500000
290000.00
208353.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2184
2046-11-01
3.500000
770274.00
767854.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
2042-05-01
3.500000
44000.00
23343.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
2042-06-01
3.500000
25000.00
11048.88
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
2042-05-01
3.500000
19000.00
10135.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
2042-08-01
3.500000
65000.00
35830.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
2042-08-01
3.500000
100000.00
41936.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
2044-09-01
3.500000
500000.00
266183.64
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
2034-02-01
3.000000
146957.00
125142.79
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
2042-05-01
3.500000
25000.00
13375.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0174
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.770000
47530.00
54434.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0424
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.855000
351526.00
401245.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
7045085.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
1480964.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5849
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
750000.00
785969.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
311022.87
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
62016.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
49927.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
6371555.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH5765
B1V7KEBTPIMZEU4LTD58
2047-11-01
5.000000
9878467.00
6316353.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
20375152.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
568793.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
514701.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
2384747.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1437
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
2351125.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
128435.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
750054.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
387283.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
140777.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
83989.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
233934.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
254840.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8655
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
569864.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2101
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
1669449.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
677178.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8840
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
641354.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU9831
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
56719.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
11333907.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9011
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
31609.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3376
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
493528.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
270625.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
95085.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLAK7581
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
2375000.00
1226256.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
875368.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
2745415.39
Agency Mortgage-Backed Securities
FNMS 05.500 ZT310175
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.500000
212947.00
55962.32
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
2033-09-01
3.000000
6621196.00
4473667.13
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
2033-11-01
3.000000
792530.00
575714.42
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
2034-01-01
3.000000
13002261.00
10023850.12
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
2034-06-01
3.000000
151506.00
131226.59
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
2045-10-01
3.500000
2750000.00
1756640.89
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
2043-01-01
3.500000
4430091.00
3948859.26
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
2043-12-01
3.500000
100000.00
17133.28
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
2044-09-01
3.500000
1400000.00
713892.11
Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
2045-02-01
3.500000
12222000.00
5008910.36
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
2045-02-01
3.500000
30000.00
20910.52
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
2043-05-01
3.500000
3098106.00
1461025.99
Agency Mortgage-Backed Securities
04.000 FGPC V81757 G
2045-05-01
4.000000
22439621.00
11754920.42
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
2046-07-01
3.000000
10681.00
9195.71
Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
2042-12-01
3.000000
2698267.00
1286735.85
Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
2043-01-01
3.000000
2519000.00
1272144.78
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
2043-01-01
3.000000
166723.00
77260.54
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
2048-08-01
4.500000
22000000.00
15665223.94
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
2045-07-01
4.500000
9956295.00
8923054.07
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
979534.00
631966.09
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
2047-10-01
3.000000
21281788.00
19635091.74
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
2046-08-01
3.500000
389107.00
357603.32
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
2044-01-01
3.500000
90000.00
80349.64
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
2046-11-01
3.500000
380000.00
318798.04
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
2046-01-01
4.000000
13822918.00
12743831.44
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
2044-12-01
3.500000
497957.00
362206.99
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
2044-08-01
3.500000
236000.00
187240.87
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
2048-09-01
5.000000
2233722.00
1596323.70
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
9494420.00
7009748.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
91762.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
581273.14
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
2043-02-01
3.000000
402132.00
224127.01
Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
2042-06-01
3.500000
4735000.00
1540238.04
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
2042-08-01
3.000000
28506.00
12713.51
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
4613265.00
2397319.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4555
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
404369.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4783
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
396546.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
167769.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
18607.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
1380873.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
4258170.09
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
2043-08-01
3.500000
1260000.00
638173.76
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
2042-10-01
3.000000
22000000.00
9926624.06
Agency Mortgage-Backed Securities
03.000 FGPC G07306 G
2043-02-01
3.000000
171936.00
84959.45
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
2049-06-01
3.000000
442222.00
402053.44
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
2047-02-01
3.000000
30000000.00
28909141.62
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
2041-11-01
3.500000
500000.00
124439.52
Agency Mortgage-Backed Securities
03.500 FGPC Q06884 G
2042-03-01
3.500000
2314492.00
887450.29
Agency Mortgage-Backed Securities
GNCL CL AM2549
549300M8ZYFG0OCMTT87
2057-03-15
3.440000
35195.00
37839.20
Agency Mortgage-Backed Securities
FEPC 05.500 CTZT1807
2030-06-01
5.500000
24176425.00
19147195.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3692
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
82163456.00
74205330.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3803
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
13819399.00
13831058.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2229
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1800000.00
913685.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2864
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1412969.00
987166.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
220614.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
87379.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5469
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
692184.00
218212.58
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
625427.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
6740176.38
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
2042-01-01
4.000000
16629581.00
6030556.00
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
2044-11-01
3.500000
15000.00
6479.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
125000.00
70024.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH2680
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
978267.30
Agency Mortgage-Backed Securities
FNMS 05.500 CT255251
B1V7KEBTPIMZEU4LTD58
2024-05-01
5.500000
2000000.00
46752.97
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
2043-06-01
3.500000
1100000.00
546040.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8897
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
575000.00
251698.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
2973291.50
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
2043-01-01
3.000000
2412403.00
1224884.62
Agency Mortgage-Backed Securities
03.500 FGPC G08488 G
2042-04-01
3.500000
3250000.00
1099564.80
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
159744.00
74717.45
Agency Mortgage-Backed Securities
03.500 FGPC G08538 G
2043-07-01
3.500000
1075000.00
514317.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
1463559.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
536298.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
673901.71
Agency Mortgage-Backed Securities
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
1175000000.00
1175000000.00
0.0094
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.670000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MF733
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CAPITAL ONE CC TR 2019-1 A 20241216 2.8
R42WS16M9R97TJJKGU15
2024-12-16
2.840000
4484568.00
4624466.59
Asset-Backed Securities
VERIZON OWNER TR 2017-3 A-1A 20220420 2.0
5493002I20BBOB4UPY82
2022-04-20
2.060000
3680000.00
2186599.36
Asset-Backed Securities
MVW OWNER TR 2018-1 A 20360121 3.4
2036-01-21
3.450000
1212937.00
782287.28
Asset-Backed Securities
MVW OWNER TR 2018-1 A 20360121 3.4
2036-01-21
3.450000
872063.00
562439.59
Asset-Backed Securities
GM FINL CON AUTO REC 2018-4 A-3 20231016 3.2
549300RO0W90UZB1HD05
2023-10-16
3.210000
2176.00
2222.83
Asset-Backed Securities
HERTZ FIN II 2018-1 A 20240225 3.2
549300FPK70TCB78NG05
2024-02-25
3.290000
1801.00
1882.37
Asset-Backed Securities
BANK OF THE WST AUTO TR 2019-1 C 20250415 2.9
549300VWQMQWM78WF314
2025-04-15
2.900000
1600000.00
1648064.36
Asset-Backed Securities
BELLEMEADE RE LTD 2018-2 B-1 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.276750
346.00
348.68
Asset-Backed Securities
SYNCHRONY CC MSTR NT TR 2015-1 A 20230315 2.3
549300G1V1M796QIYC04
2023-03-15
2.370000
6881000.00
6888258.31
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 C 20520418 4.1
2052-04-18
4.110000
202015.00
215347.28
Asset-Backed Securities
LCM XXV LTD 2018-26 A-1 20310121 FLT
2031-01-21
2.889130
979517.00
980819.40
Asset-Backed Securities
FORD CREDIT AUTO OWN TR 2016-C A-3 20210315 1.2
2021-03-15
1.220000
305.00
0.01
Asset-Backed Securities
VERIZON OWNER TR 2018-A A-1A 20230420 3.2
549300DBBHVB9QKK8Q94
2023-04-20
3.230000
12.00
12.25
Asset-Backed Securities
DLL SECUR TR 2017-A A-3 20211215 2.1
549300Y1OC411ERTRZ95
2021-12-15
2.140000
662378.00
372824.24
Asset-Backed Securities
DLL 2019-1 LLC A-2 20211122 2.7
2021-11-22
2.790000
1146748.00
790950.54
Asset-Backed Securities
DELL EQUIP FIN TR 2019-1 A-2 20210823 2.7
549300CHGEQ6XHCQGX20
2021-08-23
2.780000
900000.00
810914.75
Asset-Backed Securities
DELL EQUIP FIN TR 2019-1 A-2 20210823 2.7
549300CHGEQ6XHCQGX20
2021-08-23
2.780000
25785.00
23232.71
Asset-Backed Securities
DISCOVER CARD EXE TR 2018-6 A 20260316 FLT
549300CKCX1QE4RUW216
2026-03-16
2.048500
3809666.00
3821076.06
Asset-Backed Securities
DRYDEN 60 CLO LTD 2018-60 D 20310715 FLT
549300KI3ILQQHC87U86
2031-07-15
4.831250
146288.00
145845.46
Asset-Backed Securities
MAGNETITE VIII LTD 2014-8R2 A-R2 20310415 FLT
549300NJNSVWVLHGRY73
2031-04-15
2.811250
4180000.00
4190683.96
Asset-Backed Securities
BAYVIEW FINANCIAL TR 2006-D 2-A4 20361228 FLT
2036-12-28
1.939500
45000000.00
1205253.46
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3 D 20251022 FLT
549300NL4H585I318G08
2025-10-22
5.452130
876080.00
879184.46
Asset-Backed Securities
HAYFIN KINGSLAND 2013-9R C-R 20310428 FLT
5493007TDTFGTUF8ZZ81
2031-04-28
4.145380
512584.00
513371.65
Asset-Backed Securities
HONDA AUTO RECV OWN TR 2018-3 A-3 20220822 2.9
2022-08-22
2.950000
6850000.00
6933389.24
Asset-Backed Securities
JOHN DEERE OWNER TR 2019-B A-2 20220516 2.2
2022-05-16
2.280000
600000.00
603147.80
Asset-Backed Securities
SIERRA TIMSHR RECV FDG 2018-2 A 20350620 3.5
2035-06-20
3.500000
2828630.00
1290080.40
Asset-Backed Securities
CNH EQUIPMENT TR 2017-B A-3 20220915 1.8
2022-09-15
1.860000
35000.00
20914.12
Asset-Backed Securities
CNH EQUIPMENT TR 2017-B A-4 20230417 2.1
2023-04-17
2.170000
4215239.00
4260677.64
Asset-Backed Securities
CNH EQUIPMENT TR 2017-B A-4 20230417 2.1
2023-04-17
2.170000
1639485.00
1657158.01
Asset-Backed Securities
SYMPHONY CLO LTD 2019-20 D 20320116 FLT
2032-01-16
5.702630
316684.00
316939.08
Asset-Backed Securities
NORTHWOODS CAP XI B LTD NORTHWOODS CAP XI B
5493005SOJ8F7B634862
2031-04-19
2.919130
721000.00
717677.13
Asset-Backed Securities
JOHN DEERE OWNER TR 2018-B A-3 20221115 3.0
2022-11-15
3.080000
11300000.00
11462982.41
Asset-Backed Securities
CARLYLE US CLO 2018-1 LTD A-1 20310421 FLT
2031-04-21
2.839130
3539811.00
3513038.91
Asset-Backed Securities
CARLYLE GLBL MKT STRTG 2014-3R A-1A 20310728 FLT
2031-07-28
2.844130
2223043.00
2217392.28
Asset-Backed Securities
CARLYLE GLBL MKT STRTG 2014-3R A-1A 20310728 FLT
2031-07-28
2.844130
1494496.00
1490697.16
Asset-Backed Securities
DLL 2018-2 LLC A-4 20240620 3.5
2024-06-20
3.590000
172352.00
177794.49
Asset-Backed Securities
ICG US CLO 2014-2RR B-RR 20310115 FLT
2031-01-15
3.281250
2339300.00
2301493.21
Asset-Backed Securities
TICP CLO II-2 LTD / TICP CLO II-2 LLC
2028-04-20
2.659130
754892.00
754346.11
Asset-Backed Securities
TESLA AUTO LEASE TR 2019-A A-3 20221020 2.1
2022-10-20
2.160000
3731592.00
3782584.20
Asset-Backed Securities
TESLA AUTO LEASE TR 2019-A A-3 20221020 2.1
2022-10-20
2.160000
2599402.00
2634922.83
Asset-Backed Securities
VSE VOI MTG LLC 2018-A A 20360220 3.5
549300E4XED7XGXU7L27
2036-02-20
3.560000
1733723.00
1061182.62
Asset-Backed Securities
NORTHWOODS CAP XI B LTD NORTHWOODS CAP XI B
5493005SOJ8F7B634862
2031-04-19
2.919130
500000.00
497695.65
Asset-Backed Securities
GM FINL CON AUTO REC 2018-3 A-3 20230516 3.0
2023-05-16
3.020000
21600000.00
21928464.00
Asset-Backed Securities
CCG RECV TR 2018-2 A-2 20251215 3.0
2025-12-15
3.090000
475000.00
270610.87
Asset-Backed Securities
CNH EQUIPMENT TR 2018-B A-2 20211215 2.9
549300BIZ8MA1TOD5D46
2021-12-15
2.930000
6.00
1.83
Asset-Backed Securities
CNH EQUIPMENT TR 2017-B A-3 20220915 1.8
2022-09-15
1.860000
735000.00
439196.51
Asset-Backed Securities
APEX CREDIT CLO 2019-1 A 20320419 FLT
2032-04-19
3.389130
15050000.00
14942458.95
Asset-Backed Securities
CARLYLE GLBL MKT STRTG 2014-3R C 20310728 FLT
2031-07-28
4.744130
14981.00
14365.69
Asset-Backed Securities
BOSTON SCIENTIFIC CORP SR GLBL NT 26
Y6ZDD9FP4P8JSSJMW954
2026-03-01
3.750000
50000.00
55642.38
Corporate Debt Securities
CIMAREX ENERGY CO SR GLBL NT3.9%27
11KYOFXPU1C4CQL1CL44
2027-05-15
3.900000
100000.00
105188.83
Corporate Debt Securities
KELLOGG CO SR GLBL NT3.4%27
LONOZNOJYIBXOHXWDB86
2027-11-15
3.400000
100000.00
109231.78
Corporate Debt Securities
SOCIETE GENERALE MTN REG S FR 3%012230
O2RNE8IBXP4R0TD8PU41
2030-01-22
3.000000
1648650.00
1669488.94
Corporate Debt Securities
EDISON INTL SR GLBL NT 24
549300I7ROF15MAEVP56
2024-11-15
3.550000
76000.00
81036.71
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24
353800V2V8PUY9TK3E06
2024-07-18
2.801000
1.00
1.04
Corporate Debt Securities
MIZUHO FINL GROUP INC SR GLBL NT 26
353800CI5L6DDAN5XZ33
2026-05-25
2.226000
1.00
1.01
Corporate Debt Securities
DIGITAL RLTY TR LP SR GLBL NT 28
CD4SPTZ3YBTHY0C1AH38
2028-07-15
4.450000
902.00
1033.63
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT4.7%47
5493003T8SZSHOGGAW52
2047-06-22
4.700000
200000.00
200223.33
Corporate Debt Securities
BUNGE LTD FIN CORP SR GLBL NT 26
549300QHC068L40NNM71
2026-08-15
3.250000
100000.00
103505.36
Corporate Debt Securities
ASHTEAD CAPITAL INC SR SEC GLBL 25
213800J1134IW58IC398
2025-08-15
4.125000
2000000.00
2051339.17
Corporate Debt Securities
MYLAN INC SR NT 5.4%43
30ZMPDNA1RHIBH89C294
2043-11-29
5.400000
100000.00
120017.00
Corporate Debt Securities
AETNA INC
549300QKBENKLBXQ8968
2023-06-15
2.800000
1738000.00
1795471.80
Corporate Debt Securities
TECK RESOURCES LTD SR NT 6.125%35
T8KI5SQ2JRWHL7XY0E11
2035-10-01
6.125000
100000.00
119715.04
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 36
82VOJDD5PTRDMVVMGV31
2036-03-31
4.000000
1000.00
1016.95
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
2029-11-26
4.476750
4625333.00
4806100.55
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.126750
25000000.00
27955364.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2C 20290925 FLT
2029-09-25
5.276750
17291012.00
18461850.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HRP1 B-1 20490225 FLT
549300RWLR7W4OBRM426
2049-02-25
5.676750
1480000.00
1614498.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
9.126750
10000000.00
11440165.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
6.876750
9000000.00
9011799.56
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
5.026750
9900000.00
10214878.37
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.726750
3558543.00
3598244.11
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
5.376750
19000000.00
20256813.19
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2C 20291025 FLT
2029-10-25
4.626750
21063342.00
22189568.62
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2C 20290725 FLT
2029-07-25
5.176750
7534199.00
8216853.15
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
5.626750
22740000.00
25148777.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2B 20300826 FLT
2030-08-26
3.826750
4500000.00
4541377.03
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2018-3 M-1 20580825 FLT
2058-08-25
4.357000
113914.00
115883.09
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-2 A-1 20580225 FLT
549300U1MV4J7YQZG974
2058-02-25
4.500000
1.00
0.72
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R06 2M-2 20390926 FLT
2039-09-26
3.726750
545793.00
548972.01
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 04/57
2057-04-25
4.000000
58.00
33.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
7.126750
970000.00
1152631.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.876750
10000.00
10630.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.876750
16137128.00
17154101.57
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 04/29
2029-05-25
5.976750
7750000.00
6447138.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.176750
3020000.00
3166208.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
8.576750
2250000.00
1572868.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
3.826750
250000.00
232846.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.926750
18379580.00
19788530.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.876750
2397439.00
2548527.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.226750
6818000.00
6362148.63
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
5.926750
6000000.00
3105417.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.626750
25646679.00
15546066.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.176750
668000.00
371646.53
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2029-07-25
6.576750
680000.00
785391.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.176750
11000000.00
11793962.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.876750
10000000.00
10135530.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
8.776750
16137000.00
14904752.09
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
5.876750
21546000.00
17939169.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
5.460880
7000000.00
4593616.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
6.426750
14096000.00
15293801.43
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.676750
3536000.00
4116633.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
5.226750
8750000.00
9470269.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.076750
5090000.00
5705260.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300525 FLT
2030-05-28
6.076750
11973000.00
13451969.56
Private Label Collateralized Mortgage Obligations
CCMFC
5493001FGJO1CROERE41
2036-07-25
1.806750
2.00
0.05
Private Label Collateralized Mortgage Obligations
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
2.037000
5.00
0.29
Private Label Collateralized Mortgage Obligations
SARM04-14 M
2034-10-25
2.126750
27565.00
12397.05
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL MTG LN TR 2017 1
2057-02-25
4.000000
26364.00
14010.25
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
3760000.00
3997633.88
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
5284.00
5617.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
4.126750
10500000.00
10193892.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.076750
27500000.00
20779696.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
3.926750
22750000.00
23007330.46
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
5.376750
500000.00
522339.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.176750
3000000.00
3165514.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.076750
250000.00
266745.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.076750
6100438.00
6509057.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
6.376750
8470000.00
9627267.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.126750
3000000.00
3095708.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.126750
10500000.00
10834980.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
7.176750
5080000.00
5549778.40
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
7.976750
2649000.00
2930368.12
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-11-27
6.776750
9530000.00
10413590.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.426750
1686456.00
1802896.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.526750
2695000.00
2892833.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
3.926750
4370000.00
4456723.65
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
12.626700
16565000.00
22727780.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.076750
22000000.00
19457006.17
Private Label Collateralized Mortgage Obligations
OBX TR 2019-EXP2 B1-A 20590625 FLT
2059-06-25
4.981400
1.00
1.00
Private Label Collateralized Mortgage Obligations
RESIDENTIAL MTG LN TR 2019-3 M-1 20590925 FLT
2059-09-25
3.257000
591900.00
594377.55
Private Label Collateralized Mortgage Obligations
RESIDENTIAL MTG LN TR 2019-3 M-1 20590925 FLT
2059-09-25
3.257000
48801.00
49005.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-1 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
5.976750
2600000.00
2804081.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 M-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
3.676750
20750000.00
20821740.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
5.726750
3250000.00
3474328.74
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
8689000.00
9367554.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.776750
180517.00
183127.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.776750
2628000.00
2666002.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
5.326750
1268000.00
1357294.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
5.526750
1090000.00
1193718.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.460380
13750000.00
13562792.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
12.376700
10135000.00
13722175.78
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
33386.00
35140.68
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 B 20480225 FLT
2048-02-25
3.731360
6500000.00
5355899.39
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.149700
6306000.00
6471660.36
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-25
5.276750
2806313.00
2951872.89
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-25
5.276750
5529000.00
5815782.20
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-25
7.376750
264688.00
318134.52
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-02-25
6.176750
7000000.00
1721542.71
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R05 1M-2 20390725 FLT
2039-07-25
3.626750
5214294.00
5224869.78
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2M-2 20400125 FLT
2040-01-25
3.660880
5189679.00
5185605.48
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2003-10 1A1 20331025 FLT
2033-10-25
4.627190
1264.00
15.99
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 M-3 20660125 FLT
2066-01-25
4.000000
124871.00
112496.53
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
3.926750
5683914.00
5237867.57
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
3.926750
250842.00
231157.12
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET SECS 2004-1 4-A1 20340225 FLT
2034-02-25
3.871290
10.00
0.30
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-4R 1-A-1 20360428 FLT
2036-04-28
3.567550
76.00
0.51
Private Label Collateralized Mortgage Obligations
NEW RES MTG TR 2019-NQM4 M-1 20590925 FLT
2059-09-25
2.985880
28446.00
28966.97
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2016-2 A-2 20351125 FLT
2035-11-25
5.639630
2.00
1.02
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2016-3 B-3C 20560925 FLT
2056-09-25
4.000000
5.00
4.42
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-6 B-1 20570825 FLT
2057-08-25
3.850000
96127.00
85534.65
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-6 B-4 20570825 FLT
2057-08-25
4.956850
57885.00
50862.92
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.876750
180494.00
203146.01
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.076750
23631.00
23897.67
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.076750
8000000.00
8090277.83
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
5.976750
2850000.00
3139414.83
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
5.776750
3383022.00
3646232.60
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
5.726750
18000000.00
19306030.12
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
3.776750
8000000.00
7877323.21
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.026750
12527695.00
10797585.86
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
5.976750
6197000.00
6731733.32
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2M-2 20390627 FLT
2039-06-27
3.726750
16400000.00
16464723.62
Private Label Collateralized Mortgage Obligations
CITICORP MORTGAGE SECS 2005-5 IIIA-1 20350825 5.0
2035-08-25
5.000000
100.00
1.04
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2015-A A-1 20580625 FLT
2058-06-25
3.500000
16269.00
2892.11
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TRUST 2004-10 A-1A 20341120 FLT
2034-11-20
2.267000
6.00
0.22
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TRUST 2004-10 A-1A 20341120 FLT
2034-11-20
2.267000
5.00
0.18
Private Label Collateralized Mortgage Obligations
VERUS SEC TR 2017-1 B-2 20470125 FLT
549300KJ08SBZIO7LD46
2047-01-25
5.978820
47712.00
48386.61
Private Label Collateralized Mortgage Obligations
VERUS SECURITIZATION TR 2019-1 M-1 20590225 FLT
2059-02-25
4.461000
97425.00
100000.80
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR1 2A-1A 20460125 FLT
2046-01-25
3.123070
11.00
0.87
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-3 M 20570827 FLT
2057-08-27
4.750000
2588293.00
2770051.99
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2004-11 2A2 20340925 FLT
2034-09-25
4.408060
24.00
0.65
Private Label Collateralized Mortgage Obligations
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0168
716999082.24
716999082.24
0.0057
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.690000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MF758
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FREED ABS TR 2019-2 C 20261118 4.8
2026-11-18
4.860000
4004090.00
4144785.71
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
4.926750
47678345.00
49173946.15
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-2 M-2 20360925 FLT
2036-09-25
1.916750
8000000.00
5771133.83
Asset-Backed Securities
SIEMENS FIN NV SR REGS NT 2%23
TAFO772JB70PDRN5VS48
2023-09-15
2.000000
2100000.00
2145938.67
Corporate Debt Securities
APACHE CORP SR GLBL NT 49
72ZZ1XRHOOU9P9X16K08
2049-07-01
5.350000
248000.00
257094.37
Corporate Debt Securities
UNITED PARCEL SERVICE INC SR GLBL NT2.4%26
D01LMJZU09ULLNCY6Z23
2026-11-15
2.400000
3156000.00
3290845.36
Corporate Debt Securities
STRYKER CORP SR GLBL NT3.5%26
5493002F0SC4JTBU5137
2026-03-15
3.500000
26000.00
28732.27
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 6%29
254900287ZNSGVP1R341
2029-01-15
6.000000
1310000.00
1473326.43
Corporate Debt Securities
ROYAL BK CDA FR 2.25%110124
ES7IP3U3RHIGC71XBU11
2024-11-01
2.250000
485000.00
498866.15
Corporate Debt Securities
ROYAL BK CDA FR 1.95%011723
ES7IP3U3RHIGC71XBU11
2023-01-17
1.950000
20000.00
20246.42
Corporate Debt Securities
SCHLUMBERGER HLDGS CORP SR GLBL 144A 29
529900IKZG65COT1D505
2029-05-01
4.300000
2346905.00
2642368.60
Corporate Debt Securities
SIMON PPTY GROUP LP 3.375%27
MR92GTD0MJTTTTQDVG45
2027-12-01
3.375000
251000.00
275155.30
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 26
549300FC3G3YU2FBZD92
2026-07-01
3.250000
9000.00
9664.34
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT3.5%47
2572IBTT8CCZW6AU4141
2047-10-25
3.500000
160000.00
196607.73
Corporate Debt Securities
PUBLIC SVC ENTERPRISE GRP INC SR GLBL NT 22
PUSS41EMO3E6XXNV3U28
2022-11-15
2.650000
168000.00
173010.09
Corporate Debt Securities
ASTRAZENECA PLC NT 2.375%22
PY6ZZQWO2IZFZC3IOL08
2022-06-12
2.375000
18000.00
18399.31
Corporate Debt Securities
AMGEN INC SR GLBL NT 30
62QBXGPJ34PQ72Z12S66
2030-02-21
2.450000
139476.00
140461.59
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 29
2EULGUTUI56JI9SAL165
2029-07-16
4.250000
30000.00
31205.95
Corporate Debt Securities
GLP CAP LP/GLP FING II INC SR GLBL NT 4%30
2030-01-15
4.000000
4999065.00
5350388.18
Corporate Debt Securities
ECOLAB INC SR GLBL NT 22
82DYEISM090VG8LTLS26
2022-08-10
2.375000
25000.00
25416.69
Corporate Debt Securities
EDISON INTL SR GLBL NT 24
549300I7ROF15MAEVP56
2024-11-15
3.550000
1000.00
1066.27
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 45
J3WHBG0MTS7O8ZVMDC91
2045-03-06
3.567000
4229000.00
4783685.51
Corporate Debt Securities
MASTERCARD INC SR GLBL NT 29
AR5L2ODV9HN37376R084
2029-06-01
2.950000
528000.00
571168.84
Corporate Debt Securities
MCCORMICK & CO INC SR GLBL NT2.7%22
549300JQQA6MQ4OJP259
2022-08-15
2.700000
275000.00
281799.38
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 2.4%061722
635400MMSOCXNNNZDZ82
2022-06-17
2.400000
1487263.00
1524018.23
Corporate Debt Securities
KLA CORPORATION SR GLBL NT4.1%29
549300H0BF5JCG96TJ81
2029-03-15
4.100000
1453000.00
1662077.82
Corporate Debt Securities
KLA CORPORATION SR GLBL NT 5%49
549300H0BF5JCG96TJ81
2049-03-15
5.000000
3000000.00
3980546.67
Corporate Debt Securities
KILROY RLTY L P SR GLBL NT 30
5493008CT3N3JR7P1552
2030-02-15
3.050000
25000.00
25772.03
Corporate Debt Securities
LAS VEGAS SANDS CORP SR GLBL NT3.2%24
549300DUOO1KXOHPM605
2024-08-08
3.200000
2000.00
2073.88
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 26
3BNYRYQHD39K4LCKQF12
2026-12-15
5.125000
1240000.00
1460660.93
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT4.5%48
3BNYRYQHD39K4LCKQF12
2048-04-01
4.500000
1113000.00
1265030.23
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT3.9%28
QEKMOTMBBKA8I816DO57
2028-12-06
3.900000
597000.00
691298.14
Corporate Debt Securities
JPMORGAN CHASE CAP XXI VR 110217-011587
8I5DZWZKVSZI1NUHU748
2087-01-15
2.713250
2163000.00
1961590.53
Corporate Debt Securities
PRICELINE GRP INC SR GLBL NT 28
FXM8FAOHMYDIPD38UZ17
2028-03-15
3.550000
2245000.00
2483898.56
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 36
IM7X0T3ECJW4C1T7ON55
2036-09-15
6.450000
100000.00
123722.42
Corporate Debt Securities
PPG INDS INC SR GLBL NT 28
549300BKPEP01R3V6C59
2028-03-15
3.750000
204000.00
232376.23
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 36
INR2EJN1ERAN0W5ZP974
2036-08-08
3.450000
88000.00
100108.51
Corporate Debt Securities
MIZUHO FINL GROUP INC SR GLBL NT 26
353800CI5L6DDAN5XZ33
2026-05-25
2.226000
577984.00
581206.55
Corporate Debt Securities
NORDSTROM INC SR GLBL DEB 28
549300S3IZB5P35KNV16
2028-03-15
6.950000
20000.00
25315.16
Corporate Debt Securities
WELLS FARGO & CO FR 2.879%103030
PBLD0EJDB5FWOLXP3B76
2030-10-30
2.879000
2092000.00
2182325.70
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL REGS 47
0YQH6LCEF474UTUV4B96
2047-05-25
4.750000
2796230.00
3340742.20
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 48
549300GHBMY8T5GXDE41
2048-12-15
4.450000
74000.00
92037.03
Corporate Debt Securities
UDR INC MEDIUM TERM NTS BK ENT FR 3.2%011530
P3CH2EG5X6Z1XWU1OO74
2030-01-15
3.200000
2240654.00
2398580.27
Corporate Debt Securities
EBAY INC SR NT 4%42
OML71K8X303XQONU6T67
2042-07-15
4.000000
85000.00
85677.26
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT 39
222100KDGL314CKTZ511
2039-11-15
3.250000
3000000.00
3255572.50
Corporate Debt Securities
DANONE SR 144A NT 21
969500KMUQ2B6CBAF162
2021-11-02
2.077000
1625000.00
1646486.65
Corporate Debt Securities
CANADIAN NAT RES LTD FR 4.95%060147
549300T15RIMIKZC5Q38
2047-06-01
4.950000
176000.00
213379.32
Corporate Debt Securities
CARDINAL HEALTH INC SR NT 4.5%44
CCU46N3GJMF4OK4N7U60
2044-11-15
4.500000
110000.00
117545.45
Corporate Debt Securities
CITRIX SYS INC SR GLBL NT3.3%30
HCTKJGUQOPZ5NBK7NP58
2030-03-01
3.300000
941229.00
943737.38
Corporate Debt Securities
COCA COLA CO SR GLBL NT 29
UWJKFUJFZ02DKWI3RY53
2029-09-06
2.125000
2745000.00
2802323.22
Corporate Debt Securities
CNA FINL CORP SR GLBL NT3.9%29
549300YX2GSZD7YG1R84
2029-05-01
3.900000
987000.00
1128738.14
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 26
549300EJG376EN5NQE29
2026-06-01
2.875000
100000.00
103990.79
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL COCO 25
2IGI19DL77OX0HC3ZE78
2025-01-28
2.250000
2674298.00
2715254.87
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO GLBL 144A NT 28
HLYYNH7UQUORYSJQCN42
2028-02-20
3.900000
39007.00
43968.17
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO GLBL 144A NT 47
HLYYNH7UQUORYSJQCN42
2047-11-15
4.350000
1981000.00
2520358.62
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48
2048-06-15
4.050000
19000.00
22725.00
Corporate Debt Securities
BANK OF MONTREAL FR 2.9%032622
NQQ6HPCNCCU6TUTQYE16
2022-03-26
2.900000
28000.00
29106.96
Corporate Debt Securities
BARCLAYS BANK PLC GLBL NT 2.65%21
G5GSEF7VJP5I7OUK5573
2021-01-11
2.650000
4641000.00
4692977.91
Corporate Debt Securities
BOEING CO SR GLBL NT 28
RVHJWBXLJ1RFUBSY1F30
2028-03-01
3.250000
1360000.00
1462733.27
Corporate Debt Securities
BANCO SANTANDER S A SUB GLBL COCO 25
5493006QMFDDMYWIAM13
2025-11-19
5.179000
1400000.00
1608715.15
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 30
MLU0ZO3ML4LN2LL2TL39
2030-05-22
3.973000
2030000.00
2243646.67
Corporate Debt Securities
HARLEY DAVIDSON FINL SVCS INC FR 2.55%060922
RLUFFFFW4GRYU77BTS24
2022-06-09
2.550000
100000.00
101914.58
Corporate Debt Securities
FORTUNE BRANDS HOME & SEC INC SR GLBL NT 29
54930032LHW54PQUJD44
2029-09-15
3.250000
2804000.00
2988239.16
Corporate Debt Securities
PEPSICO INC SR NT 3%21
FJSUNZKFNQ5YPJ5OT455
2021-08-25
3.000000
2000.00
2049.52
Corporate Debt Securities
MARRIOTT INTL INC NEW SR GLBL -O NT 21
225YDZ14ZO8E1TXUSU86
2021-03-01
2.875000
3100000.00
3174819.79
Corporate Debt Securities
NEVADA POWER CO 1ST MTG 5.375%40
MJZFGXRJ52U8U4MKJ519
2040-09-15
5.375000
53000.00
70427.29
Corporate Debt Securities
EBAY INC SR NT 2.6%22
OML71K8X303XQONU6T67
2022-07-15
2.600000
17000.00
17371.88
Corporate Debt Securities
WELLPOINT INC SR NT 4.625%42
8MYN82XMYQH89CTMTH67
2042-05-15
4.625000
55000.00
64110.35
Corporate Debt Securities
STATOIL ASA SR NT 3.7%24
OW6OFBNCKXC4US5C7523
2024-03-01
3.700000
3000.00
3289.20
Corporate Debt Securities
ROCKWELL COLLINS INC SR NT 3.7%23
XO75O7GICH1NPWLBRL05
2023-12-15
3.700000
1854000.00
1999136.27
Corporate Debt Securities
DNB NORBANK ASA 144A FR 2.125%100220
549300GKFG0RYRRQ1414
2020-10-02
2.125000
605996.00
613575.83
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT3.8%21
54930035UDEIH090K650
2021-10-22
3.800000
12000.00
12575.76
Corporate Debt Securities
CIGNA CORP NEW SR GLBL 144A 23
549300VIWYMSIGT1U456
2023-07-15
3.000000
91000.00
94611.18
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 28
5493009NTB34VXE1T760
2028-11-06
4.234000
2503125.00
2913643.62
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 24
549300WV6GIDOZJTV909
2024-10-15
3.625000
2280740.00
2434193.57
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 7.29%36
2036-06-01
7.290000
758000.00
1162027.26
Corporate Debt Securities
BOSTON SCIENTIFIC CORP 3.45%24
Y6ZDD9FP4P8JSSJMW954
2024-03-01
3.450000
92.00
99.35
Corporate Debt Securities
BAT CAP CORP FR 2.789%090624
2138005GYEXN7XRHFA84
2024-09-06
2.789000
2.00
2.08
Corporate Debt Securities
AT&T INC SR GLBL NT4.8%44
549300Z40J86GGSTL398
2044-06-15
4.800000
12000.00
14086.24
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT3.5%22
5493004NW4M4P8TMMK63
2022-01-15
3.500000
517000.00
532179.41
Corporate Debt Securities
WELLS FARGO CO NEW SR NT 3.069%23
PBLD0EJDB5FWOLXP3B76
2023-01-24
3.069000
13000.00
13361.51
Corporate Debt Securities
BANK AMER CORP FR 4.078%042340
9DJT3UXIJIZJI4WXO774
2040-04-23
4.078000
60000.00
71222.38
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC FXD/FLTG SRNT 25
2138005O9XJIJN4JPN90
2025-03-22
4.269000
953861.00
1042912.51
Corporate Debt Securities
PRIVATE EXPT FDG CORP SR SEC NT2.05%22
CYQE6SAYPFKNQJ6FMH60
2022-11-15
2.050000
358000.00
366880.29
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.944630
37004520.00
31067765.67
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 25
549300CRGMZK3K53BF92
2025-01-23
4.150000
1202000.00
1334586.28
Corporate Debt Securities
APPLE INC SR GLBL NT 3%24
HWUPKR0MPOU8FGXBT394
2024-02-09
3.000000
3000.00
3161.65
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 29
MLU0ZO3ML4LN2LL2TL39
2029-06-19
4.583000
4326000.00
4938319.70
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT2.4%26
INR2EJN1ERAN0W5ZP974
2026-08-08
2.400000
103000.00
107406.68
Corporate Debt Securities
JP MORGAN CHASE BANK NA SR GLBL NT 48
8I5DZWZKVSZI1NUHU748
2048-07-24
4.032000
1837000.00
2208860.24
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 48
213800TB53ELEUKM7Q61
2048-05-30
5.250000
5341000.00
6798630.11
Corporate Debt Securities
TRI-STATE GENERATION &TRANSMIS 1STM BD 144A 40
549300VDHNFNPADSSV98
2040-06-15
6.000000
155000.00
220375.38
Corporate Debt Securities
DOWDUPONT INC 5.419%48
5493004JF0SDFLM8GD76
2048-11-15
5.419000
352000.00
448407.30
Corporate Debt Securities
BANK OF MONTREAL FR 1.9%082721
NQQ6HPCNCCU6TUTQYE16
2021-08-27
1.900000
39000.00
39238.79
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 3%022425
WFLLPEPC7FZXENRZV188
2025-02-24
3.000000
6000.00
6360.62
Corporate Debt Securities
AUTODEK
2022-12-15
3.600000
3000.00
3156.30
Corporate Debt Securities
ABBOTT LABS SR GLBL NT4.9%46
HQD377W2YR662HK5JX27
2046-11-30
4.900000
1000000.00
1383587.78
Corporate Debt Securities
ABBOTT LABS SR NT 3.875%25
HQD377W2YR662HK5JX27
2025-09-15
3.875000
553000.00
620546.26
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 27
5493004NW4M4P8TMMK63
2027-04-01
3.625000
3000.00
3205.69
Corporate Debt Securities
WALMART INC SR GLBL NT3.7%28
Y87794H0US1R65VBXU25
2028-06-26
3.700000
1005.00
1143.74
Corporate Debt Securities
BANK AMER CORP FR 5.875%020742
9DJT3UXIJIZJI4WXO774
2042-02-07
5.875000
22000.00
32144.58
Corporate Debt Securities
BANK AMER CORP FR 2.738%012322
9DJT3UXIJIZJI4WXO774
2022-01-23
2.738000
37000.00
37451.84
Corporate Debt Securities
UNION PAC CORP SR NT 4%21
549300LMMRSZZCZ8CL11
2021-02-01
4.000000
2523000.00
2567959.86
Corporate Debt Securities
TARGET CORP SR GLBL NT 46
8WDDFXB5T1Z6J0XC1L66
2046-04-15
3.625000
80000.00
92934.59
Corporate Debt Securities
TELEFONICA EMISIONES S A U SR GLBL NT 27
549300Y5MFC4SW5Z3K71
2027-03-08
4.103000
2395162.00
2713347.96
Corporate Debt Securities
TORONTO DOMINION BANK FR 1.8%071321
PT3QB789TSUIDF371261
2021-07-13
1.800000
2000.00
2012.88
Corporate Debt Securities
ROCKWELL COLLINS INC SR GLBL NT3.2%24
XO75O7GICH1NPWLBRL05
2024-03-15
3.200000
676000.00
727902.53
Corporate Debt Securities
ROHM & HAAS CO SR DEB 7.85%29
2029-07-15
7.850000
250000.00
338966.60
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1.65%071221
B6Q2VFHD1797Q7NZ3E43
2021-07-12
1.650000
5000.00
5011.74
Corporate Debt Securities
ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46
5493000EYEKDT0FBSQ91
2046-02-01
4.900000
2046000.00
2497992.09
Corporate Debt Securities
APPLE INC SR NT 3.45%45
HWUPKR0MPOU8FGXBT394
2045-02-09
3.450000
4000.00
4466.56
Corporate Debt Securities
ARCHER DANIELS MIDLAND CO SR GLBL NT2.5%26
549300LO13MQ9HYSTR83
2026-08-11
2.500000
1269000.00
1316270.95
Corporate Debt Securities
JPMORGAN CHASE CO
2049-12-29
5.229380
1687000.00
1684300.55
Corporate Debt Securities
GOLDMAN SACHS GROUP SR GLBL NT 38
784F5XWPLTWKTBV3E584
2038-10-31
4.017000
684998.00
790156.72
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 5%45
ENYF8GB5SMQZ25S06U51
2045-11-15
5.000000
1895000.00
2115095.83
Corporate Debt Securities
HOME DEPOT INC SR NT 4.875%44
QEKMOTMBBKA8I816DO57
2044-02-15
4.875000
195000.00
260972.48
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 6.75%031532
3C7474T6CDKPR9K6YT90
2032-03-15
6.750000
149000.00
206171.67
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 26
549300WTZWR07K8MNV44
2026-03-01
3.650000
2912000.00
3227299.23
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 4%22
4XM3TW50JULSLG8BNC79
2022-07-15
4.000000
64000.00
67407.86
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC 144A NT21
2021-09-15
1.950000
1782000.00
1812417.25
Corporate Debt Securities
ING BANK NV FR 2.45%031620
3TK20IVIUJ8J3ZU0QE75
2020-03-16
2.450000
1000000.00
1011315.00
Corporate Debt Securities
INTL PAPER CO SR GLBL NT 3%27
824LMFJDH41EY779Q875
2027-02-15
3.000000
5000.00
5317.57
Corporate Debt Securities
PFIZER INC SR NT 7.2%39
765LHXWGK1KXCLTFYQ30
2039-03-15
7.200000
10000.00
17035.60
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 41
HL3H1H2BGXWVG3BSWR90
2041-11-15
4.375000
830000.00
949667.21
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 42
HL3H1H2BGXWVG3BSWR90
2042-08-21
3.875000
779000.00
831296.97
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 24
HL3H1H2BGXWVG3BSWR90
2024-11-10
3.250000
2485000.00
2663895.15
Corporate Debt Securities
ORACLE CORP SR GLBL NT3.9%35
1Z4GXXU7ZHVWFCD8TV52
2035-05-15
3.900000
2000.00
2361.36
Corporate Debt Securities
ORACLE CORP SR GLBL NT 4%46
1Z4GXXU7ZHVWFCD8TV52
2046-07-15
4.000000
605000.00
711097.51
Corporate Debt Securities
ORACLE CORP SR GLBL NT1.9%21
1Z4GXXU7ZHVWFCD8TV52
2021-09-15
1.900000
3657000.00
3714827.33
Corporate Debt Securities
PACIFICORP 1ST MTG 6.35%38
SGY07Y7FNYBNLM6Z1M11
2038-07-15
6.350000
876000.00
1312392.30
Corporate Debt Securities
NEWMONT MINING CORP GTD NT 6.25%39
549300VSP3RIX7FGDZ51
2039-10-01
6.250000
60000.00
87414.05
Corporate Debt Securities
OCCIDENTAL PETE CORP DEL SR NT 4.1%21
IM7X0T3ECJW4C1T7ON55
2021-02-01
4.100000
2191000.00
2229046.72
Corporate Debt Securities
WISCONSIN ENERGY CORP SR NT 3.55%25
549300IGLYTZUK3PVP70
2025-06-15
3.550000
9000.00
9706.40
Corporate Debt Securities
VERIZON COMMUNICATIONS INC GLBL NT 4.272%36
2S72QS2UO2OESLG6Y829
2036-01-15
4.272000
128000.00
153920.34
Corporate Debt Securities
TOTAL CAPITAL SR GLBL NT 22
549300U37G2I8G4RUG09
2022-02-17
2.875000
32000.00
32904.91
Corporate Debt Securities
144A/REGS UBS GROUP FUNDING AG 4.253% SENIOR NOTE
2028-03-23
4.253000
500000.00
570385.76
Corporate Debt Securities
DUKE ENERGY CAROLINAS,NC
2038-04-15
6.050000
1400000.00
2076411.94
Corporate Debt Securities
EATON CORP PLC SR NT 4% 32
0NZWDMRCE180888QQE14
2032-11-02
4.000000
456000.00
549497.73
Corporate Debt Securities
CONSTELLATION BRANDS INC
2023-05-01
4.250000
5000.00
5456.06
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL BD 26
549300PXR5FKNXF0OH19
2026-04-17
4.550000
1350000.00
1550124.75
Corporate Debt Securities
DOMTAR CORP
2044-02-15
6.750000
18000.00
22114.94
Corporate Debt Securities
CANADIAN PAC RY CO NEW SR DEB 7.125%31
54930036474DURYNB481
2031-10-15
7.125000
6000.00
8809.76
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 45
549300EJG376EN5NQE29
2045-07-20
5.125000
251000.00
311985.40
Corporate Debt Securities
ANHEUSER-BUSCH INBEV S.A. SR NT 3.7%24
5493000EYEKDT0FBSQ91
2024-02-01
3.700000
4117000.00
4426495.47
Corporate Debt Securities
GILEAD SCIENCES INC SR NT 2.55%20
549300WTZWR07K8MNV44
2020-09-01
2.550000
1458000.00
1483088.53
Corporate Debt Securities
COUNTRYWIDE ALTERNATIVE LOAN
2035-12-20
2.037000
124311.00
7130.85
Private Label Collateralized Mortgage Obligations
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-25
7.376750
4184289.00
5029192.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
9.026750
2937535.00
3337157.93
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
52227800.00
53272263.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
3963800.00
3962909.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
200.00
211.17
U.S. Treasuries (including strips)
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0177
286997359.60
286997359.60
0.0023
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.600000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MF790
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
179941376.00
105074280.21
Agency Mortgage-Backed Securities
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
102000000.00
102000000.00
0.0008
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.600000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MF7C3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.000 FGPC G03463 G
2037-11-01
6.000000
49700000.00
1801488.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8703
2039-04-01
5.000000
8799648.00
219511.50
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2620
2047-02-01
4.000000
11538736.00
10984348.99
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1383
2048-11-01
4.000000
51387000.00
45800159.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4796
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
5149112.00
5245050.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9715
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
14688016.00
15500332.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4604
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1875240.00
1626022.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5262
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
12974320.00
10323947.49
Agency Mortgage-Backed Securities
FNMS 02.500 CIBP1071
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
5406368.00
5602397.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3817
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
27450000.00
25083215.92
Agency Mortgage-Backed Securities
FNMS 03.000 CICA5279
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
117241856.00
122818933.85
Agency Mortgage-Backed Securities
04.500 FGPC V85225 G
2049-03-01
4.500000
250000000.00
227855889.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6461
2050-01-01
3.000000
8134000.00
8496994.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA2005
2050-01-01
4.000000
28392128.00
29957674.86
Agency Mortgage-Backed Securities
FNMS 03.000 CRAQ7306
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
100000.00
53037.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS3563
2042-04-01
5.000000
787000.00
303672.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
2049-07-01
3.500000
11906.00
10567.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3663
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
2583370.00
2057004.07
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK9061
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1353248.00
1328417.84
Agency Mortgage-Backed Securities
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
500000000.00
500000000.00
0.0040
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.600000%
549300QJJX6CVVUXLE15
0001317808
ARP0MF824
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2020-009 FA
549300M8ZYFG0OCMTT87
2050-01-20
2.297000
4386944.00
4372793.27
Agency Collateralized Mortgage Obligation
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
9997824.00
10427880.40
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
311062459.00
53758872.80
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
1147.00
117.39
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-10-15
5.000000
271877999.00
19410069.07
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
6818554.00
4725527.42
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
27196363.00
20913049.21
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
20568570.00
9017474.11
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
52301706.00
24254573.70
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
23029932.00
15359448.27
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
16206048.00
8862100.38
Agency Mortgage-Backed Securities
GNII SF MA4125 M
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
183224484.00
134251053.50
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
252539560.00
21807233.47
Agency Mortgage-Backed Securities
GNMI SP 783141 X
549300M8ZYFG0OCMTT87
2040-09-15
4.500000
299856600.00
24829776.57
Agency Mortgage-Backed Securities
GNII SF MA6408 M
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
1231100.00
1254815.91
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
9970230.00
6674861.95
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
9594623.00
9731313.75
Agency Mortgage-Backed Securities
GNII SF MA6338 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
1000.00
1026.59
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
50000000.00
35111990.22
Agency Mortgage-Backed Securities
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1946677.00
2023872.03
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
308600.00
368972.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
11883300.00
11931854.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
5920500.00
7039777.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
800.00
834.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
18968000.00
19301960.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
6237600.00
8612012.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
19477000.00
19869321.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
278900.00
299181.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
100.00
102.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
7093000.00
7246056.47
U.S. Treasuries (including strips)
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
468000000.00
468000000.00
0.0037
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.610000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MF8F5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CKMA3783
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
15193067.00
14968815.02
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA3795
B1V7KEBTPIMZEU4LTD58
2029-10-01
2.500000
4651525.00
4497264.78
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA3791
B1V7KEBTPIMZEU4LTD58
2029-09-01
2.500000
1200000.00
1100227.57
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3763
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
105000.00
83258.92
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3524
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5000000.00
2752619.04
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3500
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2000000.00
1027548.86
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3635
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.000000
250000.00
204710.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3644
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.000000
595950.00
471613.90
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3600
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.000000
1148860.00
1147290.72
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3633
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
2000000.00
1537711.03
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3764
B1V7KEBTPIMZEU4LTD58
2034-09-01
2.500000
219406.00
210998.63
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3769
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
1426087.00
1349634.56
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA3748
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
69000.00
67423.05
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3446
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
255831.00
139047.00
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3625
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
5000000.00
3020678.18
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3787
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
125000.00
112287.56
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3713
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
45000.00
36009.01
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3735
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.000000
166893.00
150318.63
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3736
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.500000
10010020.00
9053045.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3687
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
295280593.00
249999999.47
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3707
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
100000.00
84132.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3708
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
301665.00
242021.70
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3573
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1197400.00
572846.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7289
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1000.00
1042.67
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3310
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
250000.00
194998.10
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3221
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
1025000.00
674035.13
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3247
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
4326822.00
3227120.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3305
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
7397216.00
6241395.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
11819373.00
9463775.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3237
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.000000
9750000.00
8356734.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
5034.00
4129.34
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3797
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
2081184.00
2036914.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
2375730.00
2387417.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3803
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
2616933.00
2619140.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3804
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2715390.00
2734522.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
2104266.00
1299438.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3541
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
782382.00
523172.80
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3546
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
360000.00
151995.46
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3552
B1V7KEBTPIMZEU4LTD58
2038-11-01
3.500000
329000.00
260785.85
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3560
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
19000.00
12693.48
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3561
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
2343000.00
1705681.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
30090536.00
20403041.27
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3499
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
103000.00
71693.40
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3503
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
210505.00
119224.45
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3506
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
179610.00
174838.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
20233000.00
14065241.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3694
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
325680.00
284429.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3665
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1076579.00
890885.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3670
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.000000
331574.00
281742.20
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3677
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
85000.00
50353.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3637
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
1002094.00
784480.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3638
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
333226710.00
250000000.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3639
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
145000000.00
112060433.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3688
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1020000.00
836705.32
Agency Mortgage-Backed Securities
FNMS 05.000 CKMA3607
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
506986.00
257327.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3615
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
2000.00
1334.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3663
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
632937.00
503975.03
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3634
B1V7KEBTPIMZEU4LTD58
2039-04-01
3.500000
5350000.00
4359147.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
10042020.00
6862595.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
898380.00
889485.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3776
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
256299449.00
250000000.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
3291834.00
3178485.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
146589000.00
138168073.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3444
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
326692.00
212301.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3448
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
976526.00
599949.56
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA3624
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
417700.00
300630.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4550000.00
2994601.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3427
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
9000.00
5981.45
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3463
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
7854291.00
5173058.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
22751492.00
15220827.62
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3439
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
34000.00
22031.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3442
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
1013512.00
779750.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3384
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1024000.00
736473.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3385
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
88000.00
59743.92
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3386
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
6901972.00
4007689.86
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3393
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
4714245.00
3139182.15
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3413
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
497027.00
384296.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3415
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
243832.00
172258.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3348
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
208596.00
158784.51
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA3784
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
10000000.00
9348183.62
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3785
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
2525258.00
2387484.57
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA3717
B1V7KEBTPIMZEU4LTD58
2029-05-01
2.500000
3771870.00
3165801.52
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA3753
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
422721.00
365201.64
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA3734
B1V7KEBTPIMZEU4LTD58
2029-06-01
2.500000
400000.00
319738.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3685
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
649006.00
585464.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
716007.00
612879.68
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA3725
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
50000.00
39382.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3691
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
104779910.00
98340532.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3692
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
276811165.00
249999999.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
11900000.00
8179862.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3357
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
237139.00
171718.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
58496.00
38253.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3401
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.000000
500000.00
438125.92
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3372
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.000000
52000.00
34311.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3374
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1261970.00
749597.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3332
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
61000000.00
51545851.39
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3337
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
70000.00
53535.27
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA3317
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
506591.00
509257.79
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3366
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.500000
12000.00
8216.47
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3346
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1655845.00
331689.07
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3231
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
559372.00
156068.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3304
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.000000
105628.00
95512.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3307
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
7000000.00
4940768.09
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3595
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
120000.00
52784.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3597
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
4287000.00
3000654.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3240
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1400000.00
929713.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3564
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
19492267.00
11693305.92
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3575
B1V7KEBTPIMZEU4LTD58
2038-12-01
3.500000
112743.00
87185.71
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3589
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
2968107.00
2010074.66
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3590
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
600690.00
430113.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3468
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
3500000.00
2224175.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3472
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
10932686.00
7296418.55
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3474
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
676000.00
337748.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
4880144.00
3585283.70
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-25
Y
WELLS FARGO SECURITIES LLC
1.0000
7
N
N
N
0.0161
1572000000.00
1572000000.00
0.0125
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.600000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MF8H1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CKMA3876
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
3500000.00
3544961.14
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA3860
B1V7KEBTPIMZEU4LTD58
2029-11-01
2.000000
356471.00
347817.72
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA3863
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.000000
15218364.00
15017882.93
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3864
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.500000
64000.00
64115.09
Agency Mortgage-Backed Securities
FNMS 02.500 CKMA3853
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
1142000.00
1143288.83
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA3855
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.000000
873202.00
858546.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3828
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
14310000.00
14261571.90
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3817
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
220000.00
200949.87
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3827
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
162000.00
160519.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
245805678.00
249999999.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3872
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
243694959.00
249999999.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3873
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
241046401.00
249999999.86
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3875
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
1683747.00
1610141.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3879
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.500000
24796558.00
25736940.24
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA3845
B1V7KEBTPIMZEU4LTD58
2029-11-01
2.500000
8217226.00
7998014.87
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3857
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1823537.00
1902007.41
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3865
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
3360000.00
3409318.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3833
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
133418371.00
133634329.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3834
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
247033576.00
249999999.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3818
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
28349.00
28687.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3804
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
8864471.00
8926930.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3849
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
397271.00
413185.70
Agency Mortgage-Backed Securities
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
1172000000.00
1172000000.00
0.0093
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.600000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MFOL4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZA6377
2049-02-01
4.000000
199084261.00
126974806.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1319
2048-11-01
3.500000
103870630.00
77357069.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3939
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
120000000.00
124610955.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3867
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
65148739.00
63727269.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
75233453.00
65234065.54
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA0302
2049-06-01
4.000000
82254436.00
74038893.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
103500000.00
74336073.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3967
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
54117960.00
56058269.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
114635226.00
117136933.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
64806946.00
60953821.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1005
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
75105706.00
67587971.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1189
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
79046952.00
64433801.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3681
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1242047.00
1202890.00
Agency Mortgage-Backed Securities
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0160
945000000.00
945000000.00
0.0075
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.610000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MFPX7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BS4998 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
5046936.00
5311920.33
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2045-01-20
4.500000
379941000.00
80060352.31
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
137005056.00
80002209.41
Agency Mortgage-Backed Securities
GNII SF MA6040 M
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
241968128.00
240481823.41
Agency Mortgage-Backed Securities
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0161
394000000.00
394000000.00
0.0031
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.730000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MFQO6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EOG RES INC SR NT 3.15%25
XWTZDRYZPBUHIQBKDB46
2025-04-01
3.150000
1059000.00
1138745.35
Corporate Debt Securities
ALLEGION PLC SR GLBL NT3.5%29
2029-10-01
3.500000
2045000.00
2197190.04
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW SR GLBL NT3.8%23
CW05CS5KW59QTC0DG824
2023-08-14
3.800000
20025000.00
21487781.75
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 26
549300FC3G3YU2FBZD92
2026-07-01
3.250000
418000.00
448855.02
Corporate Debt Securities
METLIFE INC SR GLBL NT 3%25
C4BXATY60WC6XEOZDX54
2025-03-01
3.000000
432000.00
465847.20
Corporate Debt Securities
MOSAIC CO NEW SR GLBL NT 27
2YD5STGSJNMUB7H76907
2027-11-15
4.050000
784000.00
840540.12
Corporate Debt Securities
FIFTH THIRD BANCORP SR GLBL NT 24
THRNG6BD57P9QWTQLG42
2024-01-25
3.650000
4345000.00
4663079.35
Corporate Debt Securities
CNA FINL CORP SR GLBL NT 27
549300YX2GSZD7YG1R84
2027-08-15
3.450000
654000.00
701955.09
Corporate Debt Securities
CIMAREX ENERGY CO SR GLBL NT 29
11KYOFXPU1C4CQL1CL44
2029-03-15
4.375000
226000.00
243546.42
Corporate Debt Securities
CME GROUP INC SR GLBL NT 3%25
LCZ7XYGSLJUHFXXNXD88
2025-03-15
3.000000
2331000.00
2513804.79
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT3.7%49
5493006ORUSIL88JOE18
2049-10-15
3.700000
263000.00
281237.15
Corporate Debt Securities
ARROW ELECTRS INC SR GLBL NT 28
549300YNNLBXT8N8R512
2028-01-12
3.875000
482000.00
515837.07
Corporate Debt Securities
AXA EQUITABLE HLDGS INC SR GLBL NT3.9%23
549300FIBAKMNHPZ4009
2023-04-20
3.900000
1310000.00
1402403.03
Corporate Debt Securities
BOEING CO SR GLBL NT 28
RVHJWBXLJ1RFUBSY1F30
2028-03-01
3.250000
2379000.00
2558707.68
Corporate Debt Securities
ADOBE INC SR NT 3.25%25
FU4LY2G4933NH2E1CP29
2025-02-01
3.250000
327000.00
352178.18
Corporate Debt Securities
AON PLC SR GLBL BD3.5%24
VVT2B79I2Z4U3R6BY589
2024-06-14
3.500000
1570000.00
1682544.58
Corporate Debt Securities
ABBOTT LABS SR GLBL NT3.4%23
HQD377W2YR662HK5JX27
2023-11-30
3.400000
3439000.00
3693833.72
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR NT 4.8%44
549300RPTUOIXG4LIH86
2044-11-18
4.800000
2958000.00
3185864.60
Corporate Debt Securities
ORACLE CORP SR BD 3.4%24
1Z4GXXU7ZHVWFCD8TV52
2024-07-08
3.400000
14929000.00
16066921.56
Corporate Debt Securities
ROCKWELL COLLINS INC SR GLBL NT3.2%24
XO75O7GICH1NPWLBRL05
2024-03-15
3.200000
512000.00
551310.79
Corporate Debt Securities
SIMON PPTY GROUP LP SR NT 3.75%24
MR92GTD0MJTTTTQDVG45
2024-02-01
3.750000
1511000.00
1623074.65
Corporate Debt Securities
VIACOM INC NEW SR GLBL NT 43
X0ST5BPF0CZG9FE5OV61
2043-03-15
4.375000
410000.00
441963.20
Corporate Debt Securities
LYB INTL FIN BV
2023-07-15
4.000000
289000.00
310830.42
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT3.5%24
549300XMP3KDCKJXIU47
2024-06-03
3.500000
2965000.00
3176564.28
Corporate Debt Securities
NOBLE ENERGY INC SR GLBL NT 44
02VFQXG2D1LR5ZH3K186
2044-11-15
5.050000
760000.00
814483.34
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT4.3%25
5493008B6JBRUJ90QL97
2025-07-13
4.300000
4208000.00
4501486.96
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.5%25
784F5XWPLTWKTBV3E584
2025-01-23
3.500000
2054000.00
2199737.01
Corporate Debt Securities
HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26
549300IYGAS4GE6VDL07
2026-08-01
3.500000
11399000.00
12274158.22
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR -D NT 3.75%23
FXB7X4WXVA8QPMNOGS12
2023-10-15
3.750000
720000.00
771432.60
Corporate Debt Securities
CATERPILLAR INC DEL SR NT 3.4%24
WRJR7GS4GTRECRRTVX92
2024-05-15
3.400000
883000.00
948657.92
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT3.6%28
5493005GKEG8QCVY7037
2028-02-15
3.600000
1001000.00
1078777.70
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 25
L2Z2MO2EQURH3BREWI15
2025-03-15
3.450000
358000.00
385276.32
Corporate Debt Securities
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 25
549300CJHBL7JBUA6503
2025-02-01
3.850000
1000000.00
1078267.50
Corporate Debt Securities
AETNA INC NEW SR GLBL NT3.5%24
549300QKBENKLBXQ8968
2024-11-15
3.500000
4310000.00
4639602.46
Corporate Debt Securities
VORNADO RLTY L P SR GLBL NT3.5%25
549300BMOJ05INE4YK86
2025-01-15
3.500000
779000.00
836420.52
Corporate Debt Securities
LOWES COS INC SR GLBL NT3.1%27
WAFCR4OKGSC504WU3E95
2027-05-03
3.100000
497000.00
535454.27
Corporate Debt Securities
EBAY INC SR GLBL NT3.6%27
OML71K8X303XQONU6T67
2027-06-05
3.600000
211000.00
226476.85
Corporate Debt Securities
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0171
96000209.28
96000209.28
0.0008
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.600000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MGAW3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZA6391
2049-02-01
4.000000
246779615.00
162465306.30
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT2087
2049-06-01
4.000000
2120733.00
1707544.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8012
2049-09-01
4.000000
83025191.00
78982774.34
Agency Mortgage-Backed Securities
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0160
236000000.00
236000000.00
0.0019
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.600000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0MGC27
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLAC4741
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
3770000.00
250428.45
Agency Mortgage-Backed Securities
FNMS 05.500 CL872482
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.500000
12103152.00
435957.09
Agency Mortgage-Backed Securities
FNMS 03.500 CWAS4624
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.500000
1327470.00
781431.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV7173
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
2296000.00
1083322.06
Agency Mortgage-Backed Securities
FNMS 05.000 CL727307
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
4214740.00
236445.96
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN1149
2034-12-01
2.500000
7697840.00
7668776.54
Agency Mortgage-Backed Securities
03.000 FGPC V60747 G
2030-03-01
3.000000
23066560.00
11533229.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA3613
2049-10-01
3.500000
2434948.00
2564765.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5804
2050-01-01
3.500000
1550844.00
1642804.63
Agency Mortgage-Backed Securities
GNMI SF 616409 X
549300M8ZYFG0OCMTT87
2034-05-15
4.000000
1185400.00
212122.89
Agency Mortgage-Backed Securities
GNII SF AX5441 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
7937048.00
5133435.90
Agency Mortgage-Backed Securities
GNII SF AX8654 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
8240080.00
7291051.84
Agency Mortgage-Backed Securities
GNII JM 004736 M
549300M8ZYFG0OCMTT87
2040-07-20
4.000000
4000000.00
190682.60
Agency Mortgage-Backed Securities
GNII SF BH3898 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
2297916.00
1548221.65
Agency Mortgage-Backed Securities
GNPL PN BQ8826
549300M8ZYFG0OCMTT87
2055-01-15
2.780000
13920000.00
14661232.72
Agency Mortgage-Backed Securities
GNPL PN BS3467
549300M8ZYFG0OCMTT87
2055-02-15
2.840000
11684000.00
12381616.59
Agency Mortgage-Backed Securities
GNII SF AD1744 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
35666752.00
17073075.71
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2451
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
54150.00
20428.63
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3547
2035-08-01
5.500000
422233.00
16241.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1877
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2250552.00
2403895.49
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM0063
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.500000
16681984.00
17665019.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1541
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
14464160.00
15337374.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
6.500000
275880.00
20139.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.500000
13607584.00
3461618.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
10256240.00
2156040.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
2300000.00
1265067.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-08-01
5.000000
8345792.00
198333.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-12-01
4.000000
364404.00
41883.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
5.000000
3129528.00
599688.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
958220.00
450057.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.500000
10533000.00
2412597.72
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
3.000000
165705.00
47139.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.000000
3000000.00
200264.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
830999.00
29626.02
Agency Mortgage-Backed Securities
FNMS 06.500 CL745948
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.500000
5400000.00
98984.81
Agency Mortgage-Backed Securities
FNMS 05.500 CL794277
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.500000
182387.00
12849.35
Agency Mortgage-Backed Securities
FNMS 05.500 CL725424
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.500000
5308010.00
118825.98
Agency Mortgage-Backed Securities
FNMS 06.500 CL621586
B1V7KEBTPIMZEU4LTD58
2031-12-01
6.500000
1310132.00
68042.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3209
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
54974656.00
47279079.66
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2034-01-01
5.000000
28216448.00
299378.23
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
6000.00
5120.60
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2034-03-20
5.000000
206000.00
9610.29
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2040-11-20
3.500000
191000.00
42380.06
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-03-20
4.000000
2000000.00
538379.02
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
26900000.00
8693587.26
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
8324784.00
5631794.75
Agency Mortgage-Backed Securities
GNMI SF 764477 X
549300M8ZYFG0OCMTT87
2041-05-15
5.000000
736095.00
130670.81
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-01
3.500000
53449984.00
23048043.74
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2028-09-01
2.000000
18530.00
7301.73
Agency Mortgage-Backed Securities
FNMS 05.500 CL914567
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
1950000.00
101859.34
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1922
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
115555584.00
43789688.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH5456
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.000000
1820450.00
314657.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ7716
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
42000.00
8370.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3548
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.500000
9000.00
6880.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3574
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.500000
25826000.00
19475655.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2970
2038-10-01
5.500000
275000.00
12260.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1951
2049-05-01
3.500000
58510400.00
46182182.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8045
2050-02-01
3.500000
19785536.00
20538005.71
Agency Mortgage-Backed Securities
04.000 FGPC U80796 G
2036-04-01
4.000000
1057588.00
973183.41
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL7728
2044-02-01
5.000000
1070124.00
860940.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL9540
2045-05-01
4.000000
2221536.00
911044.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM8301
2048-09-01
3.500000
4515000.00
3302837.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN1740
2048-09-01
5.000000
1982860.00
378075.61
Agency Mortgage-Backed Securities
FEPC 07.000 CLZN5272
2032-03-01
7.000000
168000.00
5719.85
Agency Mortgage-Backed Securities
04.000 FGPC Q50947 G
2047-09-01
4.000000
36959232.00
28393265.84
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0361
2049-06-01
3.500000
1089720.00
1117762.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4133
2049-10-01
3.500000
1036002.00
1086716.01
Agency Mortgage-Backed Securities
FEPC 02.500 CIZA3780
2030-03-01
2.500000
28870.00
12762.88
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS1479
2035-01-01
5.000000
1050000.00
39856.45
Agency Mortgage-Backed Securities
GNMI SF 749276 X
549300M8ZYFG0OCMTT87
2041-07-15
4.500000
33146.00
15951.62
Agency Mortgage-Backed Securities
GNMI SP 783996 X
549300M8ZYFG0OCMTT87
2044-06-15
5.000000
9294128.00
3952891.69
Agency Mortgage-Backed Securities
GNMI SP 784660 X
549300M8ZYFG0OCMTT87
2043-04-15
4.000000
35000.00
31725.31
Agency Mortgage-Backed Securities
GNPL PN BJ7938
549300M8ZYFG0OCMTT87
2054-05-15
3.730000
200000.00
223304.61
Agency Mortgage-Backed Securities
GNMI SF AL5242 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
40000.00
9948.72
Agency Mortgage-Backed Securities
GNII SF MA4264 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
432108.00
184270.70
Agency Mortgage-Backed Securities
GNII SF MA5988 M
549300M8ZYFG0OCMTT87
2049-06-20
5.000000
10686080.00
9493219.73
Agency Mortgage-Backed Securities
GNII SF BA6140 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
1199362.00
817647.91
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3612
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
13867660.00
10293549.78
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA3816
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.000000
10193120.00
9879037.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD3317
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
3687116.00
261941.20
Agency Mortgage-Backed Securities
GNMI SF AA8585 X
549300M8ZYFG0OCMTT87
2027-10-15
3.000000
3662948.00
1195510.41
Agency Mortgage-Backed Securities
FEPC 03.000 CIZA3706
2029-04-01
3.000000
270212.00
98870.28
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3146
2035-03-01
5.500000
922024.00
27419.82
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8731
2039-04-01
5.000000
1380896.00
257929.12
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ6149
2032-06-01
7.000000
306172.00
8977.20
Agency Mortgage-Backed Securities
FEPC 04.000 CTZJ9417
2032-01-01
4.000000
450000.00
178782.52
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0257
2037-04-01
4.000000
2206180.00
1752210.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7346
2043-11-01
4.500000
1217024.00
251896.37
Agency Mortgage-Backed Securities
03.000 FGPC J26143 G
2028-10-01
3.000000
22956544.00
8488315.31
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI0623
2033-09-01
4.500000
1679210.00
147033.01
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1740
2034-05-01
5.000000
1050000.00
65399.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3332
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
959000.00
810368.38
Agency Mortgage-Backed Securities
FNMS 05.500 CL903073
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
700000.00
33397.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO3470
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
935736.00
970945.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA4169
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
35703296.00
38242488.31
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL1718
B1V7KEBTPIMZEU4LTD58
2027-04-01
4.000000
525000.00
61243.34
Agency Mortgage-Backed Securities
03.000 FGPC G08635 G
2045-04-01
3.000000
7498624.00
4601275.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9213
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
19158976.00
16651108.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9558
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
4012688.00
3940335.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9933
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.280000
2379000.00
2850589.17
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS3988
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
40000.00
15746.70
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL4743
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.500000
4100000.00
456061.24
Agency Mortgage-Backed Securities
GNMI SF 737311 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
175378.00
40813.78
Agency Mortgage-Backed Securities
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0160
491000000.00
491000000.00
0.0039
N
N
Y
N
FICC BNY
FICC BNY 1.590000%
549300H47WTHXPU08X20
ARP0MGKM4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
300000000.00
371568980.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
20000000.00
22294353.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
20000000.00
21720365.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
447500000.00
567950821.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
33000000.00
36414151.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
250000000.00
275700867.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
270100000.00
301205294.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
13000000.00
18471895.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
250000000.00
372276785.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
310005000.00
317211269.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
2924500.00
3236652.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
70000000.00
78958030.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
325000000.00
328594080.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
50000000.00
55167515.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
15000000.00
17138278.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
299000000.00
304560652.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
17000000.00
19129969.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
20000000.00
22220256.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
23000000.00
24470222.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
298000000.00
304958031.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
10000000.00
16687893.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
292271000.00
408369022.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
96256100.00
131330344.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
281742000.00
321778343.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
13000000.00
16196347.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
13000000.00
27371693.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
16000000.00
34707205.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
32000000.00
49459666.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
13000000.00
19630799.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.125000
408000000.00
414738287.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
50000000.00
52638876.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
307000000.00
323573335.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
25018000.00
25606476.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
250000000.00
268472834.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
257742000.00
286207054.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
363000000.00
399993210.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
50000000.00
55916328.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
300000000.00
306473557.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
34000000.00
34605571.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
114850000.00
116255265.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
350000000.00
361628482.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
293970000.00
300544655.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
350000000.00
375109975.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
50000000.00
52636332.15
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
7709000000.00
7709000000.00
0.0615
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 1.610000%
549300HN4UKV1E2R3U73
0001675365
ARP0MGQJ5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLSD8050
2050-02-01
3.000000
242996831.00
249999999.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
68747525.00
70750002.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8049
2050-02-01
2.500000
246425596.00
249999999.27
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA2744
2049-09-01
3.000000
248271651.00
249999999.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3870
B1V7KEBTPIMZEU4LTD58
2049-12-01
2.500000
248569847.00
249999999.78
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8029
2049-12-01
2.500000
249050235.00
249999999.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
2049-12-01
3.000000
246018156.00
249999999.30
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
1525000000.00
1525000000.00
0.0122
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.610000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0MGQN6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.500 CLZT0794
2048-10-01
4.500000
11545754.00
10530050.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
142933806.00
99362350.94
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
200000000.00
191511999.19
Agency Mortgage-Backed Securities
GNII SF MA6153 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
200000000.00
203363312.86
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
490000000.00
490000000.00
0.0039
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.590000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MGQO4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
77997900.00
86711595.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
33194700.00
35022170.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
50139600.00
51631772.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
1.125000
57200.00
57437.75
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
170000000.00
170000000.00
0.0014
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.590000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0MGQP1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
203387500.00
224429797.17
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
220000000.00
220000000.00
0.0018
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.610000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MGQQ9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC V84901 G
2048-11-01
4.500000
64208640.00
44153693.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
63437254.00
35862576.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
92218741.00
41843159.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9584
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
50000000.00
41415302.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8005
2049-08-01
3.500000
50000000.00
46359719.90
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
2047-04-01
4.000000
62562572.00
41811317.97
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
2046-09-01
3.000000
48712237.00
36301578.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0329
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
60000000.00
44947340.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
40460117.00
37090619.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2205
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
50000000.00
34906097.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3681
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
53868430.00
52170164.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3861
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
40000000.00
41092012.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1233
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
41830842.00
39076377.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9441
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
125400920.00
52389774.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7366
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
57418790.00
35599962.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3754
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
46290098.00
42533842.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7160
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
41807635.00
34621771.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM2000
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
51540000.00
37173105.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
11403881.00
9696353.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA1947
2049-08-01
3.000000
42137928.00
43085596.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0079
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
403110719.00
45437127.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
50000000.00
38670019.73
Agency Mortgage-Backed Securities
04.500 FGPC Q55983 G
2048-05-01
4.500000
63461736.00
40466200.34
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA1944
2049-08-01
3.000000
51425318.00
52553911.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
50000000.00
50245978.98
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
2048-12-01
4.000000
50180729.00
35546582.52
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0164
1024000000.00
1024000000.00
0.0082
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.610000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MGQS5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2015-031 WA
549300M8ZYFG0OCMTT87
2041-08-20
3.474960
4750638.00
1500157.08
Agency Collateralized Mortgage Obligation
GNRA 2016-04 WB
549300M8ZYFG0OCMTT87
2045-02-20
3.505870
19646592.00
7515369.80
Agency Collateralized Mortgage Obligation
GNRM 2020-015 BC
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
26460024.00
27388929.60
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-05-15
2.088500
2581312.00
345570.65
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2039-11-15
5.000000
1000.00
590.90
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2041-09-15
2.158500
35919388.00
4888629.86
Agency Collateralized Mortgage Obligation
GNRM 2014-184 KQ
549300M8ZYFG0OCMTT87
2042-08-20
4.000000
2498381.00
107551.34
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
2.347000
19582.00
16447.12
Agency Collateralized Mortgage Obligation
GNRA 2019-35 EF
549300M8ZYFG0OCMTT87
2049-03-20
2.357000
2395.00
2101.77
Agency Collateralized Mortgage Obligation
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
2.307000
146419.00
141534.34
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
14976000.00
14480144.64
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2032-07-15
6.250000
25535000.00
38881257.87
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-06-02
1.875000
2127000.00
2167177.26
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2036-05-28
3.540000
3570000.00
3646005.30
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-01-25
3.540000
309000.00
312789.89
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-04-05
3.980000
1007000.00
1038770.29
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-03-09
3.460000
61000.00
74398.82
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2037-10-26
3.430000
809000.00
822173.67
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
6131000.00
5207965.69
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
870000.00
757172.31
Agency Debentures and Agency Strips
FNMS 03.000 CLCA4128
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
42165000.00
42106622.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1054
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
5126709.00
5015125.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA5494
2049-12-01
4.000000
6612022.00
7222449.97
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA7264
2050-02-01
5.000000
2996013.00
3297762.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
4.199000
1217.00
14.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
1125.00
356.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
2227.00
66.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1441555.00
33947.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
1619.00
52.97
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1369.00
34.03
Agency Mortgage-Backed Securities
04.000 FGPC Q51206 G
2047-09-01
4.000000
444281.00
320243.29
Agency Mortgage-Backed Securities
04.500 FGPC Q53142 G
2047-12-01
4.500000
1387186.00
1217657.42
Agency Mortgage-Backed Securities
04.000 FGPC Q59260 G
2048-10-01
4.000000
2267380.00
1831095.38
Agency Mortgage-Backed Securities
04.000 FGPC G61114 G
2047-08-01
4.000000
112890.00
91933.43
Agency Mortgage-Backed Securities
04.000 FGPC V81252 G
2044-07-01
4.000000
198467.00
124147.35
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
4104352.00
2715625.83
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
15589.00
9792.89
Agency Mortgage-Backed Securities
GNII SF MA5984 M
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
11279.00
10890.01
Agency Mortgage-Backed Securities
GNII SF MA5986 M
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
15204.00
14148.44
Agency Mortgage-Backed Securities
GNII SF MA6038 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
7673.00
7715.34
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1070450.00
622362.11
Agency Mortgage-Backed Securities
GNII SF MA5077 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
78953.00
58872.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2854
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
13001326.00
10795251.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
3666262.00
2412965.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI6963
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2175432.00
546002.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0570
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
1799164.00
850361.64
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8037
2050-01-01
2.500000
207603200.00
209237013.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4032
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2465184.00
2013063.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1008
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
5723052.00
5081955.00
Agency Mortgage-Backed Securities
04.000 FGPC V85440 G
2049-04-01
4.000000
197855.00
185136.42
Agency Mortgage-Backed Securities
03.500 FGPC U64864 G
2046-03-01
3.500000
1228126.00
1211306.74
Agency Mortgage-Backed Securities
04.000 FGPC Q47642 G
2047-04-01
4.000000
450000.00
370216.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3747
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
7190872.00
6554376.66
Agency Mortgage-Backed Securities
FNMS 08.000 CL888411
B1V7KEBTPIMZEU4LTD58
2033-09-01
8.000000
4271272.00
304767.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1012427.00
932337.20
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2780
2047-03-01
4.000000
214205.00
167506.05
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8003
2049-07-01
4.000000
69799936.00
59860777.34
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
3.625000
1586.00
114.63
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA2853
2049-09-01
3.000000
30131361.00
30249920.37
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
229741.00
63202.10
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
2014.00
16.38
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
3246.00
33.89
Agency Mortgage-Backed Securities
GNMI SP 784142 X
549300M8ZYFG0OCMTT87
2040-08-15
6.000000
23392.00
11753.18
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2035-07-20
6.000000
6116.00
324.14
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2038-07-20
5.000000
8740.00
434.26
Agency Mortgage-Backed Securities
GNII JM 004309 M
549300M8ZYFG0OCMTT87
2038-12-20
5.500000
2515313.00
10187.38
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2039-12-20
5.000000
457110.00
14339.28
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2034-02-01
4.000000
444362.00
105789.93
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-05-01
4.500000
2752779.00
1638155.46
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-03-01
3.000000
17074177.00
8755718.83
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2032-12-01
7.500000
9500000.00
1612687.51
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-03-01
5.500000
1110.00
110.00
Agency Mortgage-Backed Securities
06.000 FGPC G07137 G
2039-10-01
6.000000
2319692.00
439892.23
Agency Mortgage-Backed Securities
03.500 FGPC G08779 G
2047-09-01
3.500000
41335.00
31936.31
Agency Mortgage-Backed Securities
03.000 FGPC G08791 G
2047-12-01
3.000000
768158.00
655500.65
Agency Mortgage-Backed Securities
FMAR 1Q0293 G
2037-08-01
4.847000
7066.00
107.76
Agency Mortgage-Backed Securities
GNII SF 005233 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
1252.00
230.90
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
1000.00
75.08
Agency Mortgage-Backed Securities
06.500 FGPC G60527 G
2039-09-01
6.500000
1027.00
492.20
Agency Mortgage-Backed Securities
07.000 FGPC G60528 G
2039-02-01
7.000000
1868391.00
1018727.86
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-09-20
4.500000
1082.00
52.24
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
45483200.00
7955571.19
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2041-10-20
4.000000
366740.00
64682.14
Agency Mortgage-Backed Securities
GNII SF 004168 M
549300M8ZYFG0OCMTT87
2038-06-20
5.000000
1549.00
70.16
Agency Mortgage-Backed Securities
GNAR AF MA3815 M
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
3190.00
1413.12
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
82543.00
54716.64
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
486437.00
324326.69
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
62306377.00
49414584.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
13321248.00
10927295.05
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2043-05-01
3.000000
15696116.00
6612966.09
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
322700.00
323714.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
1243300.00
1277295.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
18252200.00
18586198.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-27
0.00
121913300.00
121122692.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
200.00
217.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
100.00
106.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
8.750000
1400.00
1455.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
5783800.00
6915300.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
19717900.00
24858081.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
45375800.00
55434107.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
32500.00
34244.83
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
801000000.00
801000000.00
0.0064
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.610000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MGRK1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLRA1833
2049-10-01
4.000000
18771488.00
19628518.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2130
2050-02-01
3.000000
109611776.00
113279667.84
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3059
2038-12-01
5.500000
600000.00
29147.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7374
2038-04-01
5.500000
4599160.00
100653.21
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8752
2039-05-01
5.000000
100000.00
11487.31
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6124
2028-10-01
3.500000
69000.00
24043.27
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK9421
2033-04-01
2.500000
638206.00
500368.48
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1695
2037-10-01
5.500000
676753.00
13808.61
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2992
2039-12-01
5.500000
728000.00
33768.63
Agency Mortgage-Backed Securities
FEPC 04.000 CTRB5040
2040-02-01
4.000000
1111920.00
1180269.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7307
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
9019730.00
5935068.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7515
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2949608.00
2868059.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6711
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
17156704.00
17567906.39
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA1909
2049-08-01
3.000000
2736920.00
2791154.66
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA7223
2050-02-01
2.500000
2493128.00
2552050.59
Agency Mortgage-Backed Securities
03.000 FGPC J35343 G
2031-09-01
3.000000
1000000.00
664810.59
Agency Mortgage-Backed Securities
FEPC 07.000 CLZI2532
2033-10-01
7.000000
8315184.00
58529.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN7363
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
694655.00
752221.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP2134
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
5732040.00
5938588.33
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-10-01
3.500000
300000.00
163991.61
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2028-08-01
6.000000
1199336.00
61458.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8755
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7271224.00
5552284.25
Agency Mortgage-Backed Securities
03.500 FGPC Q39434 G
2046-03-01
3.500000
171268.00
104392.85
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8954
2027-12-01
6.000000
525000.00
38080.34
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8690
2033-03-01
3.000000
24000.00
18438.29
Agency Mortgage-Backed Securities
03.000 FGPC U41593 G
2031-10-01
3.000000
1314958.00
1027094.23
Agency Mortgage-Backed Securities
03.500 FGPC V84065 G
2048-03-01
3.500000
97229696.00
82831027.56
Agency Mortgage-Backed Securities
07.500 FGPC G01728 G
2032-07-01
7.500000
10000000.00
708822.25
Agency Mortgage-Backed Securities
FNMS 07.000 CLBM3193
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
10027120.00
7845828.70
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0740
2040-12-01
3.000000
1654620.00
1689543.95
Agency Mortgage-Backed Securities
02.500 FGPC J29624 G
2029-10-01
2.500000
2521988.00
1158164.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1535
2034-02-01
5.000000
1850000.00
20303.90
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
18784000.00
19241801.33
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
286000000.00
286000000.00
0.0023
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.610000%
549300QJJX6CVVUXLE15
0001317808
ARP0MGRL9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
2.367000
1890600.00
1810202.84
Agency Collateralized Mortgage Obligation
GNRA 2019-20 FA
549300M8ZYFG0OCMTT87
2049-09-20
2.247000
1042100.00
1022124.59
Agency Collateralized Mortgage Obligation
GNRA 2020-009 FA
549300M8ZYFG0OCMTT87
2050-01-20
2.297000
24751641.00
24671800.94
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-10-15
6.000000
108743000.00
9324648.72
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLCA5157
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1000.00
1078.85
Agency Mortgage-Backed Securities
GNII SF MA6473 M
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
81648034.00
83409590.33
Agency Mortgage-Backed Securities
GNII SF MA6474 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
112780000.00
116333697.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-20
4.000000
128354334.00
24425499.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-20
4.500000
149998000.00
22211474.15
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
2340144.00
438953.43
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
905060.00
166165.20
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
14395757.00
935024.77
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2041-03-20
4.500000
1004.00
293.30
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
199998000.00
128403743.20
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
26238.00
10834.20
Agency Mortgage-Backed Securities
GNII SF MA4652 M
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1000.00
732.02
Agency Mortgage-Backed Securities
GNII SF MA4963 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
30899115.00
20180456.90
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-04-15
4.500000
16673561.00
3335901.08
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
8890000.00
3897468.07
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
13874462.00
1394554.40
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
57806693.00
4665200.85
Agency Mortgage-Backed Securities
GNMA
549300M8ZYFG0OCMTT87
2040-07-15
4.500000
196257.00
13505.05
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
84748973.00
56521984.81
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
7956853.00
4351118.18
Agency Mortgage-Backed Securities
GNMI SP 783641 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
7220.00
1090.44
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1791693.00
360096.73
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
135889167.00
23497214.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0630
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
34813.00
5390.02
Agency Mortgage-Backed Securities
GNII SF MA1522 M
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
11750892.00
2826208.30
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
736833.00
633559.10
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
86493667.00
82822875.42
Agency Mortgage-Backed Securities
GNII SF MA6338 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
35382.00
36322.73
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
50482114.00
37324640.08
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1995.00
1335.61
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
11642954.00
8679989.89
Agency Mortgage-Backed Securities
GNII SF MA5191 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
1941119.00
1423949.37
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
195956854.00
198748572.71
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
5599698.00
3718458.66
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
17478491.00
10433619.68
Agency Mortgage-Backed Securities
GNII SF MA5929 M
549300M8ZYFG0OCMTT87
2049-04-20
3.000000
46005384.00
41916044.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
433125.00
420833.71
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
2049-09-01
3.000000
59093994.00
58567073.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8044
2050-02-01
3.000000
186003.00
190752.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
104903.00
103179.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1024.00
965.18
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
200.00
201.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
71300.00
72662.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
808800.00
1019642.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
1812700.00
2266897.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
900.00
1099.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
33964600.00
42695331.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
104400.00
106576.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
639700.00
680287.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
29448000.00
30672978.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
100.00
101.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
16900.00
16987.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
100.00
101.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
400.00
405.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
365000.00
410731.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
300.00
320.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
4526000.00
5009092.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
54100.00
55194.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
100.00
102.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
31729200.00
34750761.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
100.00
124.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
38800.00
42958.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
900.00
929.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
99997600.00
102234051.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
8522000.00
8595724.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
100.00
102.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
700.00
720.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
900.00
915.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
2000.00
2147.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
100.00
103.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
1300.00
1336.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
4999800.00
5391082.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-23
0.00
300.00
299.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-28
0.00
500.00
494.51
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
1180000000.00
1180000000.00
0.0094
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.610000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0MGRM7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBK0614
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
118033644.00
120784069.57
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA3933
B1V7KEBTPIMZEU4LTD58
2040-02-01
2.500000
11736086.00
11937024.21
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3955
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
51627635.00
52861019.20
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3971
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1773509.00
1808954.35
Agency Mortgage-Backed Securities
GNII SF MA6473 M
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
60787292.00
62098777.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
12000000.00
12261878.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
220286462.00
225957692.27
Agency Mortgage-Backed Securities
GNII SF MA6408 M
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
500935.00
510585.01
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
474000000.00
474000000.00
0.0038
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.590000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MGRN5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-17
0.00
250188800.00
249997405.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
248891200.00
249999504.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
9708400.00
10003414.01
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
500000000.00
500000000.00
0.0040
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.590000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0MGRO3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
23122000.00
31503794.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
224272000.00
249999957.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
20108000.00
21436342.21
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
297000000.00
297000000.00
0.0024
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.600000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MGRP0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.000 CLZJ0270
2040-08-01
5.000000
997743.00
86982.09
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK9347
2033-03-01
4.000000
1355912.00
1122280.17
Agency Mortgage-Backed Securities
GNMI SF BB3650 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
1587646.00
836001.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA2336
2049-09-01
3.000000
215252992.00
212795655.03
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA7533
2050-03-01
2.500000
16178300.00
16412966.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN0961
2048-11-01
4.500000
1659950.00
1403328.02
Agency Mortgage-Backed Securities
FEPC 05.500 CLZN4185
2049-03-01
5.500000
1285844.00
511537.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9775
2046-07-01
3.500000
75181568.00
53006321.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0533
2047-10-01
4.000000
69671936.00
56889785.56
Agency Mortgage-Backed Securities
FNMS 05.000 CL969098
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
500000.00
11281.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7348
2048-07-01
4.500000
137000.00
106520.97
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
490766.00
12184.46
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2030-01-01
2.500000
296720.00
128360.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5035
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
16570496.00
13000041.96
Agency Mortgage-Backed Securities
02.500 FGPC J20558 G
2027-10-01
2.500000
2612572.00
658442.77
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI0603
2033-09-01
5.000000
2915000.00
273488.39
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7586
2029-01-01
3.500000
19070496.00
8237623.90
Agency Mortgage-Backed Securities
GNMI SF BB3365 X
549300M8ZYFG0OCMTT87
2047-07-15
4.000000
48638.00
42545.95
Agency Mortgage-Backed Securities
04.000 FGPC U99054 G
2043-06-01
4.000000
223889.00
114651.84
Agency Mortgage-Backed Securities
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0163
355000000.00
355000000.00
0.0028
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.610000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MGRQ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS3299
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
2101820.00
1090590.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX3549
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4019584.00
1276614.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX6306
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.500000
1237740.00
478219.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD9102
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1551974.00
1658283.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE8117
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
9431808.00
6909660.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR0995
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
4589904.00
1696091.05
Agency Mortgage-Backed Securities
FNMS 03.500 CRAU4738
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
2775400.00
1612331.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5105
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
24475968.00
21011636.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW3058
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
4090928.00
1483436.38
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO6280
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1632668.00
1678130.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBP0335
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1256806.00
1364491.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1055
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1110086.00
1196653.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1204
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
8287808.00
6157200.32
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0208
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
88454656.00
70960223.72
Agency Mortgage-Backed Securities
FNMS 03.000 CKBK0343
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1586916.00
1627949.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1004
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
1895872.00
2011004.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
2239840.00
819599.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8089
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
115026432.00
91371286.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
87555000.00
72048425.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAS0149
B1V7KEBTPIMZEU4LTD58
2043-08-01
5.000000
4458096.00
1688375.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5576
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
5799512.00
1910444.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3898
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1531954.00
1613507.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8815
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1238982.00
1315170.98
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
210505600.00
219865131.22
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
500000000.00
500000000.00
0.0040
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.590000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MGRR6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
48909600.00
51000205.92
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
50000000.00
50000000.00
0.0004
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.610000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MGS12
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CIMA2867
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.000000
499309.00
340181.14
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2914
B1V7KEBTPIMZEU4LTD58
2037-02-01
4.000000
265000.00
154554.75
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA2843
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
625500.00
299332.43
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2846
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
335452.00
195952.50
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA2525
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.000000
341582.00
126967.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2342
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
1443857.00
630073.52
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA2331
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
1500000.00
649003.44
Agency Mortgage-Backed Securities
05.000 FGPC G14185 G
2021-11-01
5.000000
90000.00
660.88
Agency Mortgage-Backed Securities
05.500 FGPC G14252 G
2024-12-01
5.500000
540000.00
14862.84
Agency Mortgage-Backed Securities
06.500 FGPC G13426 G
2023-11-01
6.500000
75000.00
2109.47
Agency Mortgage-Backed Securities
05.500 FGPC G13107 G
2020-07-01
5.500000
2500000.00
108.64
Agency Mortgage-Backed Securities
05.500 FGPC G12998 G
2022-03-01
5.500000
13000.00
53.30
Agency Mortgage-Backed Securities
06.000 FGPC G12644 G
2022-04-01
6.000000
275000.00
3101.27
Agency Mortgage-Backed Securities
06.000 FGPC G13333 G
2022-11-01
6.000000
580000.00
4118.81
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2211
B1V7KEBTPIMZEU4LTD58
2035-03-01
4.000000
25000.00
11165.29
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1866
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
385000.00
228667.10
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1900
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
310000.00
192052.95
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA1443
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.000000
550000.00
77001.54
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1263
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.000000
2700000.00
1401764.09
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA1313
B1V7KEBTPIMZEU4LTD58
2023-01-01
2.000000
7390000.00
800968.21
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA1169
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
880000.00
345512.91
Agency Mortgage-Backed Securities
02.000 FGPC G18554 G
2030-05-01
2.000000
76303.00
40555.78
Agency Mortgage-Backed Securities
05.000 FGPC G18239 G
2023-03-01
5.000000
2000000.00
22373.41
Agency Mortgage-Backed Securities
05.500 FGPC G18269 G
2023-08-01
5.500000
723680.00
10674.87
Agency Mortgage-Backed Securities
05.000 FGPC G12435 G
2021-12-01
5.000000
1000000.00
5424.60
Agency Mortgage-Backed Securities
06.500 FGPC G12479 G
2021-07-01
6.500000
325000.00
94.10
Agency Mortgage-Backed Securities
06.000 FGPC G12398 G
2021-09-01
6.000000
500000.00
2655.33
Agency Mortgage-Backed Securities
06.000 FGPC G12444 G
2021-10-01
6.000000
710000.00
3932.96
Agency Mortgage-Backed Securities
05.500 FGPC G12424 G
2021-10-01
5.500000
550000.00
2262.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA1439
B1V7KEBTPIMZEU4LTD58
2043-04-01
2.500000
1001660.00
579757.58
Agency Mortgage-Backed Securities
05.000 FGPC J02535 G
2020-09-01
5.000000
870000.00
3557.70
Agency Mortgage-Backed Securities
06.000 FGPC J05593 G
2022-09-01
6.000000
615000.00
10881.29
Agency Mortgage-Backed Securities
05.500 FGPC J06439 G
2022-11-01
5.500000
2000000.00
15507.18
Agency Mortgage-Backed Securities
02.000 FGPC G18609 G
2031-08-01
2.000000
1333000.00
843596.34
Agency Mortgage-Backed Securities
05.500 FGPC J01214 G
2021-02-01
5.500000
3000000.00
16904.29
Agency Mortgage-Backed Securities
05.500 FGPC J01366 G
2021-04-01
5.500000
116000.00
833.78
Agency Mortgage-Backed Securities
05.000 FGPC G13316 G
2020-10-01
5.000000
175000.00
45.74
Agency Mortgage-Backed Securities
06.500 FGPC G13345 G
2023-10-01
6.500000
60000.00
358.83
Agency Mortgage-Backed Securities
05.500 FGPC G12577 G
2022-03-01
5.500000
670000.00
4611.04
Agency Mortgage-Backed Securities
04.500 FGPC G07209 G
2041-10-01
4.500000
4283502.00
1129458.33
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA1702
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.000000
1661478.00
768118.11
Agency Mortgage-Backed Securities
06.000 FGPC G18211 G
2022-10-01
6.000000
684441.00
4764.29
Agency Mortgage-Backed Securities
03.500 FGPC G08761 G
2047-05-01
3.500000
170000.00
121089.20
Agency Mortgage-Backed Securities
05.000 FGPC G11798 G
2020-11-01
5.000000
1350000.00
3065.78
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3068
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2632756.00
1406446.58
Agency Mortgage-Backed Securities
05.000 FGPC G08821 G
2048-05-01
5.000000
39272.00
25013.52
Agency Mortgage-Backed Securities
05.500 FGPC G15718 G
2024-12-01
5.500000
15000.00
2270.36
Agency Mortgage-Backed Securities
02.000 FGPC G15826 G
2031-05-01
2.000000
6665484.00
4150025.85
Agency Mortgage-Backed Securities
05.000 FGPC G12000 G
2021-04-01
5.000000
1200000.00
4629.93
Agency Mortgage-Backed Securities
05.000 FGPC G12161 G
2021-05-01
5.000000
500000.00
2354.70
Agency Mortgage-Backed Securities
06.000 FGPC G12242 G
2021-07-01
6.000000
3000000.00
12120.61
Agency Mortgage-Backed Securities
05.500 FGPC G11912 G
2021-03-01
5.500000
25219.00
106.46
Agency Mortgage-Backed Securities
06.000 FGPC G11942 G
2021-03-01
6.000000
1765000.00
5668.22
Agency Mortgage-Backed Securities
05.500 FGPC G11973 G
2021-02-01
5.500000
15500.00
46.01
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM2575
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
149904862.00
155233530.13
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM2576
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
30425638.00
31801576.63
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA2965
B1V7KEBTPIMZEU4LTD58
2027-04-01
2.500000
140000.00
76126.22
Agency Mortgage-Backed Securities
06.000 FGPC G13510 G
2024-01-01
6.000000
327832.00
4477.17
Agency Mortgage-Backed Securities
05.500 FGPC G13587 G
2024-04-01
5.500000
935000.00
15572.65
Agency Mortgage-Backed Securities
05.500 FGPC G13625 G
2024-01-01
5.500000
264000.00
4785.63
Agency Mortgage-Backed Securities
05.000 FGPC G13454 G
2022-05-01
5.000000
2000000.00
14638.96
Agency Mortgage-Backed Securities
05.500 FGPC G15349 G
2024-12-01
5.500000
2040000.00
50701.90
Agency Mortgage-Backed Securities
05.500 FGPC G13857 G
2024-12-01
5.500000
200000.00
4434.74
Agency Mortgage-Backed Securities
05.500 FGPC G15102 G
2024-09-01
5.500000
28000.00
2152.76
Agency Mortgage-Backed Securities
06.500 FGPC G13640 G
2023-10-01
6.500000
500000.00
6350.00
Agency Mortgage-Backed Securities
05.000 FGPC G13804 G
2025-03-01
5.000000
50000.00
2126.29
Agency Mortgage-Backed Securities
05.000 FGPC G14501 G
2026-06-01
5.000000
68000.00
2154.11
Agency Mortgage-Backed Securities
05.000 FGPC G14527 G
2026-06-01
5.000000
11000.00
376.95
Agency Mortgage-Backed Securities
06.000 FGPC G14796 G
2024-01-01
6.000000
22000.00
1357.19
Agency Mortgage-Backed Securities
06.000 FGPC G15327 G
2024-09-01
6.000000
50000.00
4379.80
Agency Mortgage-Backed Securities
04.500 FGPC G60512 G
2046-03-01
4.500000
80557.00
28381.17
Agency Mortgage-Backed Securities
04.000 FGPC J15780 G
2026-06-01
4.000000
10000.00
1504.79
Agency Mortgage-Backed Securities
02.000 FGPC J38293 G
2032-12-01
2.000000
147936.00
119701.70
Agency Mortgage-Backed Securities
02.500 FGPC G60831 G
2046-08-01
2.500000
1521290.00
1230416.92
Agency Mortgage-Backed Securities
05.000 FGPC J08129 G
2023-06-01
5.000000
700000.00
10050.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
5500000.00
2759740.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
6012000.00
3433465.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
7500000.00
3595375.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
10027.00
5794.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
350000.00
217646.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
3600000.00
1649342.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
2000000.00
1010994.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
12269965.00
5167701.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.000000
109000.00
47651.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
375000.00
195707.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
100000.00
56379.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
2338052.00
1405933.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
700000.00
166912.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
5.000000
3678075.00
345812.12
Agency Mortgage-Backed Securities
05.500 FGPC G12836 G
2022-09-01
5.500000
300000.00
2850.52
Agency Mortgage-Backed Securities
05.500 FGPC G13690 G
2024-09-01
5.500000
1290000.00
10906.16
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-04-01
5.000000
1000000.00
14338.32
Agency Mortgage-Backed Securities
05.500 FGPC G04214 G
2038-05-01
5.500000
350807.00
10979.04
Agency Mortgage-Backed Securities
06.000 FGPC G04320 G
2038-02-01
6.000000
1478477.00
29332.79
Agency Mortgage-Backed Securities
05.500 FGPC G02736 G
2037-03-01
5.500000
155719.00
2971.74
Agency Mortgage-Backed Securities
06.500 FGPC G02916 G
2037-03-01
6.500000
1901938.00
60390.00
Agency Mortgage-Backed Securities
05.500 FGPC G03161 G
2037-08-01
5.500000
500000.00
8740.82
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
197762.00
3902.30
Agency Mortgage-Backed Securities
06.500 FGPC G03620 G
2037-10-01
6.500000
50155.00
1149.89
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-10-01
6.000000
75000.00
437.37
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
1850000.00
33609.44
Agency Mortgage-Backed Securities
05.500 FGPC G02726 G
2037-03-01
5.500000
148111.00
2603.25
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-05-01
5.000000
3350000.00
7511.04
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-10-01
6.000000
965000.00
6728.09
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-10-01
6.000000
40000.00
326.52
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-04-01
5.000000
1000000.00
13172.30
Agency Mortgage-Backed Securities
02.000 FGPC G18618 G
2031-11-01
2.000000
750000.00
499809.56
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-10-01
5.000000
365000.00
1671.60
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2028-09-01
2.000000
106000.00
44269.79
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2030-03-01
2.000000
500000.00
247094.46
Agency Mortgage-Backed Securities
05.500 FGPC G06875 G
2038-12-01
5.500000
14000.00
1368.23
Agency Mortgage-Backed Securities
05.500 FGPC G06020 G
2039-12-01
5.500000
1053306.00
48881.70
Agency Mortgage-Backed Securities
06.500 FGPC G06084 G
2038-12-01
6.500000
241723.00
17433.04
Agency Mortgage-Backed Securities
06.500 FGPC G06375 G
2038-09-01
6.500000
1487700.00
125517.71
Agency Mortgage-Backed Securities
04.500 FGPC G07697 G
2038-06-01
4.500000
700000.00
212801.27
Agency Mortgage-Backed Securities
06.000 FGPC G06962 G
2040-05-01
6.000000
39578.00
3127.18
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2038-09-01
4.500000
41701.00
1359.31
Agency Mortgage-Backed Securities
05.500 FGPC G05337 G
2038-12-01
5.500000
691606.00
26198.84
Agency Mortgage-Backed Securities
06.000 FGPC G05368 G
2038-09-01
6.000000
976288.00
30730.80
Agency Mortgage-Backed Securities
04.500 FGPC G05457 G
2039-05-01
4.500000
42497.00
3813.09
Agency Mortgage-Backed Securities
06.500 FGPC G05719 G
2039-04-01
6.500000
5675907.00
163537.81
Agency Mortgage-Backed Securities
06.500 FGPC G03737 G
2037-11-01
6.500000
291716.00
5802.12
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2038-02-01
5.500000
4000000.00
65887.10
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA1585
B1V7KEBTPIMZEU4LTD58
2023-09-01
2.000000
41000.00
7460.13
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1356
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
350000.00
181535.76
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-01-01
5.500000
197000.00
1038.47
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-03-01
5.500000
210000.00
1350.86
Agency Mortgage-Backed Securities
06.500 FGPC G07286 G
2039-09-01
6.500000
84719.00
14242.35
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2041-01-01
5.500000
77051.00
20808.83
Agency Mortgage-Backed Securities
04.500 FGPC G07943 G
2044-08-01
4.500000
36405.00
10835.29
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1711
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
350000.00
189327.35
Agency Mortgage-Backed Securities
03.000 FGPC G08741 G
2047-01-01
3.000000
423000.00
331294.45
Agency Mortgage-Backed Securities
03.000 FGPC G08747 G
2047-02-01
3.000000
1400000.00
1115102.06
Agency Mortgage-Backed Securities
04.000 FGPC G08752 G
2047-03-01
4.000000
1125000.00
678197.26
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-12-01
5.000000
1000000.00
3840.78
Agency Mortgage-Backed Securities
03.000 FGPC G08760 G
2047-04-01
3.000000
10000000.00
8228592.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3088
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
20000.00
13927.69
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-10-01
5.000000
549691.00
593.48
Agency Mortgage-Backed Securities
06.500 FGPC G30234 G
2022-11-01
6.500000
35643209.00
151902.53
Agency Mortgage-Backed Securities
06.500 FGPC G30290 G
2026-03-01
6.500000
74812000.00
1199894.35
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA2997
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.000000
1605043.00
1039871.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3058
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
65000.00
44220.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3087
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
4100000.00
3205429.85
Agency Mortgage-Backed Securities
06.000 FGPC G30384 G
2028-02-01
6.000000
740508.00
12028.56
Agency Mortgage-Backed Securities
06.000 FGPC G30376 G
2027-12-01
6.000000
151208.00
3841.25
Agency Mortgage-Backed Securities
05.500 FGPC G30480 G
2026-07-01
5.500000
3900000.00
187406.86
Agency Mortgage-Backed Securities
05.500 FGPC G30564 G
2028-07-01
5.500000
1000000.00
69394.42
Agency Mortgage-Backed Securities
05.500 FGPC G02055 G
2036-02-01
5.500000
140579.00
4478.56
Agency Mortgage-Backed Securities
03.500 FGPC G08788 G
2047-11-01
3.500000
10011.00
8072.26
Agency Mortgage-Backed Securities
03.000 FGPC G08791 G
2047-12-01
3.000000
29000.00
24746.89
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
25036.00
21366.57
Agency Mortgage-Backed Securities
03.500 FGPC G08800 G
2048-02-01
3.500000
447000.00
359727.44
Agency Mortgage-Backed Securities
03.500 FGPC G08770 G
2047-07-01
3.500000
771000.00
576011.87
Agency Mortgage-Backed Securities
04.000 FGPC G08771 G
2047-07-01
4.000000
1200000.00
812752.74
Agency Mortgage-Backed Securities
03.500 FGPC G08774 G
2047-08-01
3.500000
4000.00
3073.90
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
2047-10-01
3.500000
436000.00
348371.43
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2026-06-01
5.000000
8000.00
294.15
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
2045-09-01
3.500000
5000.00
2563.67
Agency Mortgage-Backed Securities
05.500 FGPC G08167 G
2036-12-01
5.500000
260000.00
5026.04
Agency Mortgage-Backed Securities
05.500 FGPC G08179 G
2037-02-01
5.500000
625012.00
15208.50
Agency Mortgage-Backed Securities
05.500 FGPC G08355 G
2039-06-01
5.500000
210633.00
17629.96
Agency Mortgage-Backed Securities
04.000 FGPC G08805 G
2048-03-01
4.000000
6000000.00
4529114.27
Agency Mortgage-Backed Securities
02.500 FGPC G08736 G
2046-12-01
2.500000
7945035.00
6530437.31
Agency Mortgage-Backed Securities
03.000 FGPC G08737 G
2046-12-01
3.000000
20042000.00
15295889.11
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
2046-08-01
3.500000
1775000.00
1107968.65
Agency Mortgage-Backed Securities
03.000 FGPC G08721 G
2046-09-01
3.000000
780000.00
571662.17
Agency Mortgage-Backed Securities
02.500 FGPC G08724 G
2046-09-01
2.500000
457880.00
364829.69
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
2045-12-01
3.500000
10500.00
5847.40
Agency Mortgage-Backed Securities
03.500 FGPC G08693 G
2046-03-01
3.500000
25000.00
13819.00
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
2046-06-01
3.500000
3000.00
1810.32
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-02-01
3.500000
15000.00
5724.90
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-08-01
4.000000
300000.00
98177.15
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-08-01
3.500000
9000.00
3611.60
Agency Mortgage-Backed Securities
05.500 FGPC G11974 G
2021-05-01
5.500000
965000.00
3467.69
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-04-01
5.000000
2090000.00
6579.49
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-07-01
5.500000
2465000.00
9239.41
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-02-01
5.000000
627734.00
1876.80
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-05-01
5.500000
850000.00
2771.07
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-02-01
5.500000
1650000.00
7336.25
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0792
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
570000.00
96600.77
Agency Mortgage-Backed Securities
05.500 FGPC G11807 G
2020-10-01
5.500000
935000.00
1832.86
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-12-01
5.500000
1250000.00
1577.36
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-12-01
5.000000
600000.00
1737.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2949
B1V7KEBTPIMZEU4LTD58
2047-02-01
2.500000
2006536.00
1643443.96
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA2939
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
2073773.00
1121244.19
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA2964
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
57226.00
36543.85
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-04-01
5.000000
158030.00
1921.41
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-04-01
5.000000
350000.00
4818.99
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-01-01
6.000000
1250000.00
15896.04
Agency Mortgage-Backed Securities
05.500 FGPC G13180 G
2023-06-01
5.500000
1150000.00
26847.34
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-12-01
5.000000
35200.00
95.82
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-05-01
5.000000
130000.00
459.58
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-09-01
6.000000
650000.00
2314.14
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-05-01
6.000000
1801000.00
5000.05
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2025-06-01
5.000000
123757.00
2941.80
Agency Mortgage-Backed Securities
05.500 FGPC G13991 G
2023-02-01
5.500000
770000.00
10927.86
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2025-07-01
5.000000
245000.00
5451.27
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2026-10-01
4.000000
575000.00
62047.68
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-07-01
5.000000
150000.00
2674.19
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-09-01
5.500000
325000.00
4621.44
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-12-01
4.000000
4625000.00
141888.09
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-12-01
5.000000
9000.00
488.55
Agency Mortgage-Backed Securities
04.500 FGPC G60919 G
2046-09-01
4.500000
243062.00
133222.17
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2040-02-01
5.500000
30080.00
10686.74
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-10-01
5.000000
9000.00
413.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2863
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
8260000.00
6573718.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2896
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
208000.00
147356.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2730
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.500000
911334.00
730501.15
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-02-01
5.500000
4450000.00
54173.94
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-10-01
5.000000
400000.00
369.61
Agency Mortgage-Backed Securities
05.000 FGPC G13139 G
2023-05-01
5.000000
45000.00
698.57
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-07-01
5.000000
5700000.00
98826.82
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-05-01
5.500000
1125000.00
8184.89
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-07-01
5.500000
1081937.00
11436.63
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-09-01
5.500000
475000.00
4627.84
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-01-01
6.000000
150000.00
1630.30
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-02-01
5.000000
104000.00
844.81
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-04-01
5.500000
275000.00
3096.39
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2022-05-01
5.500000
702000.00
4759.65
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-03-01
6.000000
358000.00
3707.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA1980
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
16000.00
5476.03
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2632
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
383935.00
276723.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA0669
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.500000
611417.00
85277.44
Agency Mortgage-Backed Securities
02.000 FGPC G18634 G
2032-03-01
2.000000
25823.00
18017.89
Agency Mortgage-Backed Securities
05.000 FGPC G13232 G
2023-06-01
5.000000
53600.00
714.40
Agency Mortgage-Backed Securities
05.500 FGPC G12603 G
2022-04-01
5.500000
1000000.00
7157.40
Agency Mortgage-Backed Securities
05.500 FGPC G12609 G
2022-04-01
5.500000
2000000.00
14144.32
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1253
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
200000.00
88936.03
Agency Mortgage-Backed Securities
05.000 FGPC G12419 G
2021-10-01
5.000000
1965000.00
11075.94
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-01-01
5.500000
1500000.00
4666.86
Agency Mortgage-Backed Securities
04.500 FGPC G05641 G
2039-09-01
4.500000
109862.00
18560.98
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2045-03-01
3.000000
9000.00
5279.48
Agency Mortgage-Backed Securities
05.500 FGPC J08455 G
2023-07-01
5.500000
16000.00
127.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2244
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.000000
6355143.00
2136516.18
Agency Mortgage-Backed Securities
04.000 FGPC G08793 G
2047-12-01
4.000000
100000.00
75642.17
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA1415
B1V7KEBTPIMZEU4LTD58
2023-04-01
2.000000
20000.00
2773.39
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0678
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
9500000.00
921792.15
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0115
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.500000
4400000.00
247796.35
Agency Mortgage-Backed Securities
04.500 FGPC G30482 G
2030-05-01
4.500000
760000.00
61633.26
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0353
B1V7KEBTPIMZEU4LTD58
2030-03-01
4.500000
5885000.00
499180.13
Agency Mortgage-Backed Securities
FNMS 04.500 CQMA0495
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.500000
1595288.00
497641.53
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2878
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
250400.00
198953.74
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA2919
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
5653183.00
4581982.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2771
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1961165.00
1475765.00
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA2821
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
953250.00
285664.35
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2856
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.000000
225000.00
142916.29
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
16106836.00
10946758.97
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2537
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
814290.00
624578.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2705
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
670833.00
487260.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2145
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
63844813.00
27474160.79
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA2126
B1V7KEBTPIMZEU4LTD58
2024-12-01
3.500000
7000.00
1746.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2217
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
16500000.00
6482797.81
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA1834
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.500000
115000.00
42432.62
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA1836
B1V7KEBTPIMZEU4LTD58
2024-02-01
4.000000
118425.00
20295.25
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1629
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
200000.00
109237.02
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1664
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
100000.00
55431.96
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2590
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
154850.00
95675.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2671
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
74000.00
44283.01
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA1350
B1V7KEBTPIMZEU4LTD58
2023-02-01
2.000000
14437000.00
1754618.20
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1146
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
255000.00
106570.46
Agency Mortgage-Backed Securities
02.000 FGPC G18613 G
2031-10-01
2.000000
1174318.00
780192.40
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2672
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.000000
8266000.00
5522231.95
Agency Mortgage-Backed Securities
FNMS 04.500 NPMA0132
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
1384251.00
110576.84
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
5000.00
3691.51
Agency Mortgage-Backed Securities
03.500 FGPC G08766 G
2047-06-01
3.500000
2362823.00
1734449.92
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3090
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.000000
46872539.00
32035813.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3057
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7051.00
5394.57
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3060
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.000000
66726275.00
44520796.86
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
2048-06-01
4.500000
2100000.00
1395330.20
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
3841453.00
2751713.16
Agency Mortgage-Backed Securities
03.000 FGPC G08825 G
2048-06-01
3.000000
101184.00
90598.01
Agency Mortgage-Backed Securities
03.000 FGPC G08803 G
2048-03-01
3.000000
4000000.00
3487109.97
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0734
B1V7KEBTPIMZEU4LTD58
2031-05-01
4.500000
1050000.00
150858.03
Agency Mortgage-Backed Securities
06.500 FGPC G03914 G
2038-02-01
6.500000
1869406.00
74942.67
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-11-01
5.500000
9100000.00
124198.56
Agency Mortgage-Backed Securities
02.000 FGPC G18466 G
2028-05-01
2.000000
1500000.00
560092.00
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2028-02-01
2.000000
5500000.00
2067312.17
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-06-01
5.000000
15111.00
85.41
Agency Mortgage-Backed Securities
05.500 FGPC G12321 G
2021-09-01
5.500000
1353288.00
6215.12
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-06-01
5.000000
500000.00
2013.91
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-08-01
5.500000
425000.00
2001.27
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-09-01
5.000000
136000.00
585.80
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-11-01
5.500000
875000.00
3761.07
Agency Mortgage-Backed Securities
06.000 FGPC G02744 G
2037-03-01
6.000000
1350000.00
39252.88
Agency Mortgage-Backed Securities
05.500 FGPC G04527 G
2038-07-01
5.500000
434562.00
10614.21
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-10-01
5.500000
500000.00
6106.04
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-07-01
5.500000
455000.00
8031.59
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2023-05-01
5.000000
650000.00
9623.48
Agency Mortgage-Backed Securities
05.000 FGPC G13838 G
2025-05-01
5.000000
215000.00
7783.18
Agency Mortgage-Backed Securities
04.500 FGPC G13171 G
2023-06-01
4.500000
5625000.00
67176.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
4.000000
3486000.00
522465.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
1170937.00
94228.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
2442825.00
1217668.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.500000
200000.00
109543.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
2265000.00
993449.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
6470000.00
2551085.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-04-01
2.500000
1010000.00
210495.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
12000.00
3641.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
19000.00
7985.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
60000.00
46126.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
550038.00
427593.57
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2020-10-01
4.500000
89000.00
1.06
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2024-01-01
5.500000
150000.00
2389.56
Agency Mortgage-Backed Securities
04.500 FGPC J12076 G
2025-04-01
4.500000
63000.00
3773.66
Agency Mortgage-Backed Securities
06.500 FGPC G18192 G
2022-06-01
6.500000
289300.00
8699.01
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA1953
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.000000
82000.00
17626.03
Agency Mortgage-Backed Securities
05.500 FGPC G60075 G
2041-06-01
5.500000
75175.00
26155.84
Agency Mortgage-Backed Securities
02.500 FGPC G08638 G
2045-04-01
2.500000
285999.00
201444.87
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
4073181.00
2905481.81
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
30000.00
20138.88
Agency Mortgage-Backed Securities
03.000 FGPC G08880 G
2049-04-01
3.000000
5475245.00
4410517.46
Agency Mortgage-Backed Securities
05.000 FGPC G08826 G
2048-06-01
5.000000
6000000.00
4049533.36
Agency Mortgage-Backed Securities
03.500 FGPC G08830 G
2048-08-01
3.500000
921669.00
670221.15
Agency Mortgage-Backed Securities
05.000 FGPC G08833 G
2048-07-01
5.000000
633000.00
438013.48
Agency Mortgage-Backed Securities
03.000 FGPC G08834 G
2048-09-01
3.000000
6108720.00
5335037.19
Agency Mortgage-Backed Securities
03.500 FGPC G08835 G
2048-09-01
3.500000
5377704.00
3951039.82
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
2100000.00
1366007.73
Agency Mortgage-Backed Securities
04.000 FGPC G08814 G
2048-05-01
4.000000
84437.00
61048.99
Agency Mortgage-Backed Securities
02.500 FGPC G08718 G
2046-06-01
2.500000
6605719.00
5009862.89
Agency Mortgage-Backed Securities
02.500 FGPC G08719 G
2046-08-01
2.500000
2772542.00
2175316.99
Agency Mortgage-Backed Securities
04.500 FGPC G08720 G
2046-08-01
4.500000
28000.00
15243.12
Agency Mortgage-Backed Securities
02.500 FGPC G08645 G
2045-05-01
2.500000
1143122.00
791844.61
Agency Mortgage-Backed Securities
03.500 FGPC G08733 G
2046-11-01
3.500000
11000.00
7071.25
Agency Mortgage-Backed Securities
02.500 FGPC G08709 G
2046-04-01
2.500000
111978.00
85541.58
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA2915
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
4909087.00
2446716.65
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA2940
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.500000
6000.00
3179.37
Agency Mortgage-Backed Securities
06.500 FGPC G13516 G
2023-11-01
6.500000
385000.00
8523.83
Agency Mortgage-Backed Securities
03.000 FGPC G60989 G
2046-12-01
3.000000
19000.00
14693.82
Agency Mortgage-Backed Securities
03.000 FGPC G60985 G
2047-05-01
3.000000
20000.00
15758.03
Agency Mortgage-Backed Securities
04.500 FGPC G61606 G
2048-09-01
4.500000
15800000.00
12131052.98
Agency Mortgage-Backed Securities
04.000 FGPC G60956 G
2044-05-01
4.000000
2019101.00
1378597.08
Agency Mortgage-Backed Securities
04.000 FGPC G61846 G
2049-01-01
4.000000
103821.00
71505.63
Agency Mortgage-Backed Securities
04.000 FGPC G61914 G
2048-06-01
4.000000
509892.00
468252.09
Agency Mortgage-Backed Securities
04.500 FGPC G60400 G
2045-01-01
4.500000
678539.00
298987.51
Agency Mortgage-Backed Securities
04.500 FGPC G60733 G
2046-10-01
4.500000
1150556.00
724490.48
Agency Mortgage-Backed Securities
03.500 FGPC G60713 G
2046-09-01
3.500000
205000.00
135293.99
Agency Mortgage-Backed Securities
05.500 FGPC G31157 G
2030-06-01
5.500000
247910.00
196423.22
Agency Mortgage-Backed Securities
04.500 FGPC G60855 G
2045-12-01
4.500000
847000.00
476659.02
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0164
476000000.00
476000000.00
0.0038
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.590000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0MGS20
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
6.625000
100.00
137.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
2923400.00
3950551.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
853100.00
1234909.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
17343000.00
26760592.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
200.00
205.78
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
31315775.00
31315775.00
0.0002
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.680000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MGS46
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SMUCKER J M CO 3.375%27
5493000WDH6A0LHDJD55
2027-12-15
3.375000
332000.00
358856.72
Corporate Debt Securities
MASTERCARD INC SR GLBL NT 29
AR5L2ODV9HN37376R084
2029-06-01
2.950000
8994000.00
9729341.94
Corporate Debt Securities
MIDAMERICAN ENERGY CO 1M GLBL BD 50
NINLOILYRTLIMK26MZ18
2050-04-15
3.150000
1360000.00
1470986.20
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT49
549300SP2X2BS1KERD24
2049-09-15
3.100000
4175000.00
4508350.56
Corporate Debt Securities
FEDERAL REALTY INVT TR SR GLBL NT 27
549300LI6XZ51GOCJ427
2027-07-15
3.250000
547000.00
590553.20
Corporate Debt Securities
CME GROUP INC SR GLBL NT 3%25
LCZ7XYGSLJUHFXXNXD88
2025-03-15
3.000000
760000.00
819601.73
Corporate Debt Securities
COACH INC SR GLBL NT 25
549300LJNVY5SW3VTN33
2025-04-01
4.250000
818000.00
883377.97
Corporate Debt Securities
RETAIL OPPORTUNITY INV SR GLBL NT 5%23
549300KH0PNTJK9NTE57
2023-12-15
5.000000
353000.00
381490.24
Corporate Debt Securities
TOTAL CAPITAL SR NT 3.7%24
549300U37G2I8G4RUG09
2024-01-15
3.700000
321000.00
347145.27
Corporate Debt Securities
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
2026-11-16
3.500000
2432000.00
2628716.37
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 3.875%24
8I5DZWZKVSZI1NUHU748
2024-02-01
3.875000
1941000.00
2099106.58
Corporate Debt Securities
NOBLE ENERGY INC SR GLBL NT 47
02VFQXG2D1LR5ZH3K186
2047-08-15
4.950000
3391000.00
3670274.28
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-08-15
3.375000
259000.00
279698.96
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 28
51M0QTTNCGUN7KFCFZ59
2028-02-15
3.150000
363000.00
391665.20
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 27
5493008B6JBRUJ90QL97
2027-01-17
4.350000
10948000.00
11844358.38
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 5.75%22
784F5XWPLTWKTBV3E584
2022-01-24
5.750000
1084000.00
1171067.48
Corporate Debt Securities
AON PLC SR NT 4%23
VVT2B79I2Z4U3R6BY589
2023-11-27
4.000000
525000.00
568381.33
Corporate Debt Securities
ACE INA HLDG INC SR GLBL NT 24
CZCBJZWDMLTHWJDXU843
2024-05-15
3.350000
3002000.00
3238511.74
Corporate Debt Securities
APPLE INC SR GLBL NT 26
HWUPKR0MPOU8FGXBT394
2026-02-23
3.250000
796000.00
863040.23
Corporate Debt Securities
CVS HEALTH CORP SR NT 4%23
549300EJG376EN5NQE29
2023-12-05
4.000000
494000.00
534326.32
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT3.3%26
MR92GTD0MJTTTTQDVG45
2026-01-15
3.300000
2967000.00
3202614.41
Corporate Debt Securities
PFIZER INC SR NT 3.4%24
765LHXWGK1KXCLTFYQ30
2024-05-15
3.400000
1045000.00
1132401.48
Corporate Debt Securities
ACE INA HLDGS INC SR GLBL NT 25
CZCBJZWDMLTHWJDXU843
2025-03-15
3.150000
17040000.00
18483501.00
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 28
HL3H1H2BGXWVG3BSWR90
2028-03-02
3.125000
29295000.00
31617149.55
Corporate Debt Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0171
96000000.00
96000000.00
0.0008
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.600000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0MGS53
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC G67722 G
2049-03-01
5.000000
81382451.00
75739496.25
Agency Mortgage-Backed Securities
05.000 FGPC Q63644 G
2049-05-01
5.000000
2839754.00
3101839.72
Agency Mortgage-Backed Securities
05.000 FGPC Q63806 G
2049-05-01
5.000000
1048726.00
724736.73
Agency Mortgage-Backed Securities
FEPC 03.500 3VZT1159
2044-02-01
3.500000
13620224.00
7725047.90
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9315
2033-02-01
3.000000
1532086.00
1113421.82
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA0355
2049-06-01
5.000000
1815993.00
1990409.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK0673
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
1507540.00
1737396.13
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4372
B1V7KEBTPIMZEU4LTD58
2029-10-01
2.460000
2877000.00
3030102.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ4300
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
1669351.00
1141967.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3780
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
19422276.00
14243489.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3467
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4757000.00
4770625.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2415
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
373758.00
404835.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN6637
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
7822260.00
8464814.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO9096
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
1000.00
1134.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
4150226.00
2532875.88
Agency Mortgage-Backed Securities
03.500 FGPC Q14936 G
2043-01-01
3.500000
30213.00
11705.68
Agency Mortgage-Backed Securities
04.000 FGPC Q40092 G
2046-04-01
4.000000
1559488.00
1058037.66
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
35964161.00
15003182.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP7754
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.000000
15002.00
7099.75
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ6053
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1020.00
242.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK4660
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1001.00
445.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6147
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
3022.00
2114.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3619
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
664051.00
477602.59
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP9778
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
1012.00
223.28
Agency Mortgage-Backed Securities
04.000 FGPC G30675 G
2033-12-01
4.000000
754395.00
301835.09
Agency Mortgage-Backed Securities
04.000 FGPC G08789 G
2047-11-01
4.000000
9501142.00
7050671.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
57394000.00
38216004.96
Agency Mortgage-Backed Securities
03.500 FGPC Q50305 G
2047-08-01
3.500000
5622798.00
4408200.18
Agency Mortgage-Backed Securities
04.000 FGPC Q54461 G
2048-02-01
4.000000
14445469.00
12659474.59
Agency Mortgage-Backed Securities
04.500 FGPC Q56730 G
2048-06-01
4.500000
3340000.00
3311357.24
Agency Mortgage-Backed Securities
FMAR 2B7644 G
2049-10-01
3.208000
1000.00
1015.66
Agency Mortgage-Backed Securities
FMAR 2B7726 G
2050-01-01
2.797000
20324522.00
20986559.62
Agency Mortgage-Backed Securities
FMAR 2B7727 G
2050-01-01
2.893000
18291595.00
18866304.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5498
2048-06-01
4.000000
5312132.00
4754798.77
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0532
2042-06-01
4.000000
96038.00
40781.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2810
2049-01-01
4.000000
245125.00
262578.17
Agency Mortgage-Backed Securities
FMAR 849848 G
2045-10-01
2.588000
42252392.00
19681276.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2126
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1013.00
903.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3733
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.899000
46260052.00
10615518.37
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5817
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.170000
1292570.00
1429247.00
Agency Mortgage-Backed Securities
03.500 FGPC Q46015 G
2047-02-01
3.500000
14910932.00
10404153.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2334
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1098.00
885.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1070.00
967.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7102
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
954.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9213
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
41211.00
35816.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3266
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1718792.00
1392936.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4736
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1024.00
901.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9647
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1000.00
880.18
Agency Mortgage-Backed Securities
05.000 FGPC A54475 G
2035-03-01
5.000000
645540.00
121856.31
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-09-01
4.000000
50657946.00
33637067.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1788
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
242263238.00
206464377.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2318
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
42864321.00
45284344.94
Agency Mortgage-Backed Securities
GNII SF MA6040 M
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
164919183.00
163906156.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7272
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.710000
1053.00
1089.38
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2021-05-01
6.500000
1244.00
16.91
Agency Mortgage-Backed Securities
04.500 FGPC D98602 G
2031-03-01
4.500000
756119.00
131870.58
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC4778
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
1025.00
626.36
Agency Mortgage-Backed Securities
04.000 FGPC Q40719 G
2046-05-01
4.000000
6347882.00
4154053.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ2574
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
2048.00
688.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIAZ2095
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
328561.00
218571.16
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2029-04-01
6.000000
2647400.00
43658.71
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2042-06-01
3.500000
100422.00
37439.21
Agency Mortgage-Backed Securities
Freddie Mac
2549001DPIFGXC1TOL40
2044-08-01
4.000000
9485511.00
3694722.03
Agency Mortgage-Backed Securities
04.000 FGPC V83275 G
2047-07-01
4.000000
42274854.00
33263868.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
1935.00
86.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1268330.00
684455.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
1010.00
246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
5002.00
1676.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
1025.00
361.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
1008.00
170.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
1010.00
422.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
7845075.00
3851052.84
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0163
770000000.00
770000000.00
0.0061
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.590000%
549300QJJX6CVVUXLE15
0001317808
ARP0MGS79
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
13045600.00
17774669.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
100.00
151.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
276600.00
376567.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
839500.00
1021710.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
5428200.00
7086864.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
20137200.00
20491746.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
65687900.00
71000105.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
57995500.00
64648607.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
100.00
101.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
988100.00
1033134.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
10100.00
11178.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
38877100.00
53207532.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
18200.00
18607.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
200.00
201.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
200.00
214.78
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
232000000.00
232000000.00
0.0019
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.580000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0MGSC8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
4540000.00
4604134.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
3799800.00
3889179.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
82350400.00
88256543.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.500000
47943800.00
49133396.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
1836700.00
1918363.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
11000000.00
13825374.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
93960000.00
100902830.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
100.00
107.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-26
0.00
100.00
99.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-13
0.00
4663300.00
4634690.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-28
0.00
235400.00
232815.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-23
0.00
100.00
99.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
850000.00
864314.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
141027300.00
172288368.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
6092000.00
6143003.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
6303700.00
6545175.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
4795900.00
4903668.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
130100.00
217652.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
100928300.00
137405265.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
178000.00
181844.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
1414500.00
1452471.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
30969200.00
32257457.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.125000
24651300.00
25173275.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
100.00
104.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
29292400.00
30120100.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
34353500.00
37903944.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
24134400.00
24128979.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
65121200.00
68970012.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
136200.00
154259.23
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0161
800000000.00
800000000.00
0.0064
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.590000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MGSO2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
12290000.00
12463684.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
2.875000
72819800.00
74244011.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
63505500.00
64553389.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
57799600.00
61561342.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
50792900.00
68274913.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
38325300.00
39088209.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
67494300.00
68486012.56
U.S. Treasuries (including strips)
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
381000000.00
381000000.00
0.0030
N
Y
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.620000%
5493006QMFDDMYWIAM13
0000891478
ATD0XT730
Non-Negotiable Time Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0162
350000000.00
350000000.00
0.0028
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.600000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD0XT755
Non-Negotiable Time Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0160
406000000.00
406000000.00
0.0032
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 1.610000%
ATUEL7OJR5057F2PV266
0000882617
ATD0XT763
Non-Negotiable Time Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0161
306000000.00
306000000.00
0.0024
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.600000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0XTYU0
Non-Negotiable Time Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0160
1675000000.00
1675000000.00
0.0134
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.620000%
5493006QMFDDMYWIAM13
0000891478
ATD0XUQK8
Non-Negotiable Time Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0162
106200000.00
106200000.00
0.0008
N
N
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 1.610000%
ATUEL7OJR5057F2PV266
0000882617
ATD0XUQL6
Non-Negotiable Time Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0161
211100000.00
211100000.00
0.0017
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.600000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0XVFK8
Non-Negotiable Time Deposit
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0160
450000000.00
450000000.00
0.0036
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.600000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD0XVFL6
Non-Negotiable Time Deposit
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0160
1159300000.00
1159300000.00
0.0092
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.620000%
5493006QMFDDMYWIAM13
0000891478
ATD0XW6K6
Non-Negotiable Time Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0162
141200000.00
141200000.00
0.0011
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 1.600000%
52990002O5KK6XOGJ020
ATD0XW6N0
Non-Negotiable Time Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0160
1243000000.00
1243000000.00
0.0099
N
N
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 1.610000%
ATUEL7OJR5057F2PV266
0000882617
ATD0XW7U3
Non-Negotiable Time Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0161
76000000.00
76000000.00
0.0006
N
N
Y
N
The Charles Schwab Family of Funds
2020-03-06
Mark Fischer
Mark Fischer
Chief Financial Officer