N-MFP2
0000822977
XXXXXXXX
2023-01-31
0000822977
549300AT6GF2CKVD8535
S000009259
9
N
N
033-17619
Goldman Sachs Asset Management, L.P.
801-37591
PricewaterhouseCoopers LLP
Boston
MA
Goldman Sachs Asset Management, L.P.
The Bank of New York Mellon
Goldman Sachs & Co. LLC
0000734700
084-01100
N
N
N
Prime
N
21
81
1925760180.76
1824397122.68
1855424737.85
1801027065.41
2324021629.59
2202638047.10
2286612216.15
2503888372.44
0.00
0.4748
0.4685
0.4641
0.4373
0.5730
0.5657
0.5719
0.6080
0.0000
1340988.60
3900555998.82
619835368.45
119121737.37
15172915.74
4005845809.05
4003714259.6000
0.0000
0.0464
1.0005
1.0006
1.0006
1.0005
0.0000
C000025295
10000000.00
4001001951.26
3998872383.3200
1.0005
1.0006
1.0006
1.0005
0.0000
458442450.21
388701592.47
288439834.82
453773759.09
262088146.11
244159477.92
343319918.50
310658458.79
0.00
0.00
1586321335.55
1535936596.68
0.0446
Y
For Institutional Shares the Investment Adviser waived $7,611 of Other Fees.
C000025296
10000000.00
2173179.64
2172070.4100
1.0005
1.0006
1.0006
1.0005
0.0000
9751.49
0.00
0.00
410.41
175000.00
0.00
0.00
927736.72
0.00
0.00
184751.49
928147.13
0.0421
Y
For Administration Shares the Investment Adviser waived $5 of Other Fees.
C000025297
10000000.00
2691.78
2689.8100
1.0007
1.0008
1.0008
1.0007
0.0000
8.39
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
8.39
0.00
0.0396
N
C000025298
10000000.00
66982.74
66936.5900
1.0007
1.0008
1.0008
1.0007
0.0000
231.81
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
231.81
0.00
0.0436
N
C000025299
10000000.00
2596765.62
2595945.0100
1.0003
1.0004
1.0004
1.0003
0.0000
1254741.59
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
1254741.59
0.00
0.0443
Y
For Select Shares the Investment Adviser waived $4 of Other Fees.
C000025300
10000000.00
1075.56
1074.7900
1.0007
1.0008
1.0008
1.0007
0.0000
3.62
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3.62
0.00
0.0431
N
C000088816
10000000.00
1045.94
1045.0700
1.0008
1.0009
1.0009
1.0009
0.0000
2.96
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2.96
0.00
0.0366
N
C000088817
10000000.00
1064.29
1063.4100
1.0008
1.0009
1.0009
1.0008
0.0000
3.49
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3.49
0.00
0.0411
N
C000088818
10000000.00
1052.22
1051.1900
1.0010
1.0011
1.0011
1.0010
0.0000
3.23
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3.23
0.00
0.0381
N
ASB FINANCE LIMITED-LONDON BRANCH
ASB FINANCE LIMITED-LONDON BRANCH 4.540000%
0020NAAT7
US0020NAAT79
Financial Company Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-03-13
2023-03-13
N
N
N
0.0442
12591739.81
12591739.81
0.0031
N
N
N
N
ALASKA HOUSING FINANCE CORPORATION
ALASKA HOUSING FINANCE CORPORATION 1.650001%
0118326N7
549300HJ8NOJNYW6ER36
US0118326N73
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2030-12-01
Y
FEDERAL HOME LOAN BANK OF DES MO
1.0000
7
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
N
Y
FEDERAL HOME LOAN BANK OF DES MO
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
0.0165
100000.00
100000.00
0.0000
N
N
Y
N
ALASKA HOUSING FINANCE CORPORATION
ALASKA HOUSING FINANCE CORPORATION 4.399999%
011839NY9
549300HJ8NOJNYW6ER36
US011839NY90
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2047-12-01
Y
ALASKA HOUSING FINANCE CORPORATI
1.0000
7
N
Fitch, Inc.
F1+
N
N
0.0440
11100000.00
11100000.00
0.0028
N
N
Y
N
ALASKA HOUSING FINANCE CORPORATION
ALASKA HOUSING FINANCE CORPORATION 4.340002%
011839XT9
549300HJ8NOJNYW6ER36
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2052-06-01
Y
Barclays Bank PLC
1.0000
7
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
Y
Barclays Bank PLC
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
Y
BARCLAYS BANK PLC
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0434
17000000.00
17000000.00
0.0042
N
N
Y
N
ALBION CAPITAL LLC
ALBION CAPITAL LLC 0.000000%
01329XP37
US01329XP374
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-03
2023-02-03
2023-02-03
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0438
11995620.00
11995620.00
0.0030
N
N
Y
N
ALBION CAPITAL LLC
ALBION CAPITAL LLC 0.000000%
01329XQ36
US01329XQ364
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-03
2023-03-03
2023-03-03
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0455
12052560.26
12052560.26
0.0030
N
N
N
N
ALBION CAPITAL LLC
ALBION CAPITAL LLC 0.000000%
01329XQL6
US01329XQL63
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-20
2023-03-20
2023-03-20
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0461
20027084.85
20027084.85
0.0050
N
N
N
N
ALBION CAPITAL LLC
ALBION CAPITAL LLC 0.000000%
01329XRR2
US01329XRR25
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-25
2023-04-25
2023-04-25
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0472
9696116.78
9696116.78
0.0024
N
N
N
N
ANTALIS
ANTALIS 0.000000%
03664BP18
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
Y
SOCIETE GENERALE
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0431
48261225.34
48261225.34
0.0120
N
Y
Y
N
ANTALIS
ANTALIS 0.000000%
03664BP26
549300G2LM2ZKZ0X4Y50
US03664BP261
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-02
2023-02-02
2023-02-02
N
Y
SOCIETE GENERALE
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0433
17672743.73
17672743.73
0.0044
N
N
Y
N
ANTALIS
ANTALIS 0.000000%
03664BRL2
549300G2LM2ZKZ0X4Y50
US03664BRL26
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-20
2023-04-20
2023-04-20
N
Y
SOCIETE GENERALE
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0470
7900629.17
7900629.17
0.0020
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQ21
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-02
2023-03-02
2023-03-02
N
Y
CREDIT AGRICOLE CORPORATE AND IN
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0456
17518177.00
17518177.00
0.0044
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.820000%
05253MSK1
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-23
2023-02-23
N
N
N
0.0440
8001977.04
8001977.04
0.0020
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.970002%
05253MSM7
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-05-02
2023-05-02
N
N
N
0.0449
22221402.28
22221402.28
0.0055
N
N
N
N
BPCE
BPCE 0.000000%
05571CS85
9695005MSX1OYEMGDF46
US05571CS854
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-05-08
2023-05-08
2023-05-08
N
N
N
0.0475
12933501.88
12933501.88
0.0032
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 5.010001%
06373L4P1
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-05-02
2023-05-02
N
N
N
0.0449
7395424.91
7395424.91
0.0018
N
N
N
N
BANK OF NOVA SCOTIA (THE)
BANK OF NOVA SCOTIA (THE) 4.830001%
06417LUN5
L3I9ZG2KFGXZ61BMYR72
US06417LUN53
0000009631
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-06-06
2023-06-06
N
N
N
0.0453
15895854.91
15895854.91
0.0040
N
N
N
N
BANK OF NOVA SCOTIA (THE)
BANK OF NOVA SCOTIA (THE) 4.880002%
06417MWU5
L3I9ZG2KFGXZ61BMYR72
US06417MWU51
0000009631
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-24
2023-03-24
N
N
N
0.0446
15008460.30
15008460.30
0.0037
N
N
N
N
BANK OF NOVA SCOTIA (THE)
BANK OF NOVA SCOTIA (THE) 4.960001%
06417MZM0
L3I9ZG2KFGXZ61BMYR72
US06417MZM09
0000009631
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-07-28
2023-07-28
N
N
N
0.0464
11703634.52
11703634.52
0.0029
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.839998%
06741HEB5
G5GSEF7VJP5I7OUK5573
US06741HEB50
0000312070
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-06
2023-04-06
N
Y
Barclays Bank PLC
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0451
8293859.67
8293859.67
0.0021
N
N
N
N
BARCLAYS BANK PLC-NEW YORK BRANCH
BARCLAYS BANK PLC-NEW YORK BRANCH 4.680000%
06742T3R5
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-07-11
2023-07-11
N
N
N
0.0462
4039142.23
4039142.23
0.0010
N
N
N
N
BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC
BRIGHTHOUSE FINANCIAL SHORT TERM FUNDING, LLC 0.000000%
10924JQL7
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2023-03-20
2023-03-20
2023-03-20
N
N
N
0.0459
8921066.88
8921066.88
0.0022
N
N
N
N
CHARTA, LLC
CHARTA, LLC 0.000000%
16115WQN0
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-22
2023-03-22
2023-03-22
N
N
Y
CITIBANK, NATIONAL ASSOCIATION
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0461
14904020.85
14904020.85
0.0037
N
N
N
N
CHARTA, LLC
CHARTA, LLC 0.000000%
16115WRA7
5493000FNFK79LCM6M65
US16115WRA70
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-10
2023-04-10
2023-04-10
N
N
Y
CITIBANK, NATIONAL ASSOCIATION
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0465
5969273.82
5969273.82
0.0015
N
N
N
N
CHESHAM FINANCE LIMITED - SERIES V
CHESHAM FINANCE LIMITED - SERIES V 0.000000%
16538LP12
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
Y
MIZUHO SECURITIES USA LLC
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0431
79990428.80
79990428.80
0.0200
N
Y
Y
N
CHESHAM FINANCE LIMITED - SERIES V
CHESHAM FINANCE LIMITED - SERIES V 0.000000%
16538LP38
US16538LP386
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-03
2023-02-03
2023-02-03
N
Y
MIZUHO SECURITIES USA LLC
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0436
6997456.06
6997456.06
0.0017
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 5.120000%
19421MCE0
549300QFFTZ0K7V16U14
US19421MCE03
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-07-25
2023-07-25
2023-07-25
N
Y
J.P. MORGAN SECURITIES LLC
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0511
17252826.03
17252826.03
0.0043
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC
COLLATERALIZED COMMERCIAL PAPER FLEX CO., LLC 0.000000%
19423KR48
549300QFFTZ0K7V16U14
US19423KR485
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-04
2023-04-04
2023-04-04
N
Y
J.P. MORGAN SECURITIES LLC
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0466
11273369.94
11273369.94
0.0028
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO., LLC
COLLATERALIZED COMMERCIAL PAPER V CO., LLC 0.000000%
19424JP34
549300ZLXI3T111CH173
US19424JP349
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-03
2023-02-03
2023-02-03
N
Y
JPMORGAN CHASE BANK, NATIONAL AS
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0436
6463650.13
6463650.13
0.0016
N
N
Y
N
COLORADO HOUSING AND FINANCE AUTHORITY
COLORADO HOUSING AND FINANCE AUTHORITY 4.350001%
196480GE1
5493005GIROYQAWBMC18
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2050-11-01
Y
Royal Bank of Canada
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
Y
Royal Bank of Canada
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0435
5695000.00
5695000.00
0.0014
N
N
Y
N
COLORADO HOUSING AND FINANCE AUTHORITY
COLORADO HOUSING AND FINANCE AUTHORITY 4.350001%
196480RR0
5493005GIROYQAWBMC18
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2051-05-01
Y
FEDERAL HOME LOAN BANK OF TOPEKA
1.0000
7
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
Y
FEDERAL HOME LOAN BANK OF TOPEKA
Liquidity/Partial C/E
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0435
7335000.00
7335000.00
0.0018
N
N
Y
N
COLORADO HOUSING AND FINANCE AUTHORITY
COLORADO HOUSING AND FINANCE AUTHORITY 4.350001%
196480YP6
5493005GIROYQAWBMC18
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2052-05-01
Y
FEDERAL HOME LOAN BANK OF TOPEKA
1.0000
7
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
Y
FEDERAL HOME LOAN BANK OF TOPEKA
Liquidity/Partial C/E
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0435
15000000.00
15000000.00
0.0037
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 4.810000%
20271EA90
MSFSBD3QN1GSN7Q6C537
US20271EA906
0000008565
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-28
2023-02-28
N
N
N
0.0443
10002916.10
10002916.10
0.0025
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 4.810000%
20272A2P0
MSFSBD3QN1GSN7Q6C537
US20272A2P01
0000008565
Financial Company Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-06-07
2023-06-07
N
N
N
0.0457
6407304.19
6407304.19
0.0016
N
N
N
N
COOEPERATIEVE RABOBANK U.A.
COOEPERATIEVE RABOBANK U.A. 4.929998%
21684LF72
DG3RU1DBUFHT4ZF9WN62
US21684LF721
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-05-24
2023-05-24
N
N
N
0.0454
8484365.40
8484365.40
0.0021
N
N
N
N
COOEPERATIEVE RABOBANK U.A.
COOEPERATIEVE RABOBANK U.A. 4.960001%
21684LFA5
DG3RU1DBUFHT4ZF9WN62
US21684LFA52
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-05-03
2023-05-03
N
N
N
0.0449
22221185.88
22221185.88
0.0055
N
N
N
N
COOEPERATIEVE RABOBANK U.A.
COOEPERATIEVE RABOBANK U.A. 4.830001%
21684LFS6
DG3RU1DBUFHT4ZF9WN62
US21684LFS60
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-07-07
2023-07-07
N
N
N
0.0456
8220422.04
8220422.04
0.0021
N
N
N
N
CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH
CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH 5.040000%
22536WAE6
US22536WAE66
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-07-19
2023-07-19
2023-07-19
N
N
N
0.0499
6628234.61
6628234.61
0.0017
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ETG8
ATUEL7OJR5057F2PV266
US23305ETG88
0001031979
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-06-16
2023-06-16
2023-06-16
N
N
N
0.0487
16004227.48
16004227.48
0.0040
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN
DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK, FRANKFURT AM MAIN 0.000000%
23343WQP5
529900HNOAA1KXQJUQ27
US23343WQP58
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-23
2023-03-23
2023-03-23
N
N
N
0.0458
18363076.20
18363076.20
0.0046
N
N
N
N
DEXIA CREDIT LOCAL
DEXIA CREDIT LOCAL 0.000000%
25215WRJ8
F4G136OIPBYND1F41110
US25215WRJ89
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-04-18
2023-04-18
2023-04-18
N
N
N
0.0467
19501370.82
19501370.82
0.0049
N
N
N
N
ABN AMRO BANK N.V.
ABN AMRO BANK N.V. 0.000000%
255899724
BFXS5XCH7N0Y05NIXW11
XS2564407844
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-17
2023-03-17
2023-04-03
N
N
N
0.0420
19895629.80
19895629.80
0.0050
N
N
N
N
CREDIT AGRICOLE SA
CREDIT AGRICOLE SA 0.000000%
255900544
969500TJ5KRTCJQWXH05
XS2559005447
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-22
2023-03-22
2023-03-22
N
N
N
0.0457
19873787.80
19873787.80
0.0050
N
N
N
N
MIZUHO BANK, LTD.-LONDON BRANCH
MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
256115956
549300IJV8X2BVHFN697
XS2561159562
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-06
2023-02-06
2023-02-06
N
N
N
0.0424
4496821.43
4496821.43
0.0011
N
N
Y
N
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY 0.000000%
256151707
213800IBT39XQ9C4CP71
XS2561517074
0000920592
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-15
2023-03-15
2023-03-15
N
N
N
0.0457
18896749.25
18896749.25
0.0047
N
N
N
N
ABN AMRO BANK N.V.
ABN AMRO BANK N.V. 0.000000%
256440784
BFXS5XCH7N0Y05NIXW11
XS2564407844
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-03
2023-04-03
2023-04-03
N
N
N
0.0442
13398012.63
13398012.63
0.0033
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH
MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
258087208
XS2580872088
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-05-19
2023-05-19
2023-05-19
N
N
N
0.0487
9855981.90
9855981.90
0.0025
N
N
N
N
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY 0.000000%
258211197
213800IBT39XQ9C4CP71
XS2582111972
0000920592
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-07-31
2023-07-31
2023-07-31
N
N
N
0.0526
19484568.20
19484568.20
0.0049
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.660000%
3130ATPB7
US3130ATPB77
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-11-14
2023-11-14
2023-11-14
N
N
N
0.0483
1897267.34
1897267.34
0.0005
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.660000%
3130ATPK7
US3130ATPK76
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-11-15
2023-11-15
2023-11-15
N
N
N
0.0475
799375.43
799375.43
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.670000%
3130ATPU5
US3130ATPU58
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-11-17
2023-11-17
2023-11-17
N
N
N
0.0489
798574.04
798574.04
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.700000%
3130ATSU2
US3130ATSU22
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-11-24
2023-11-24
2023-11-24
N
N
N
0.0490
698826.09
698826.09
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.680000%
3130ATTR8
US3130ATTR83
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-11-29
2023-11-29
2023-11-29
N
N
N
0.0486
798726.47
798726.47
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.450000%
3130ATWV5
US3130ATWV58
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-02-23
2024-02-23
N
N
N
0.0441
8705312.74
8705312.74
0.0022
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 4.489999%
3130ATXF9
US3130ATXF99
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-11-22
2024-11-22
N
N
N
0.0447
34825379.99
34825379.99
0.0087
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313312RS1
254900C5LP6DN9OP9V83
US313312RS17
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2024-01-12
2024-01-12
2024-01-12
N
N
N
0.0485
3345860.28
3345860.28
0.0008
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384JQ3
US313384JQ38
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-07-26
2023-07-26
2023-07-26
N
N
N
0.0490
10358749.30
10358749.30
0.0026
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384RX9
US313384RX96
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2024-01-17
2024-01-17
2024-01-17
N
N
N
0.0485
18055957.37
18055957.37
0.0045
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
3133EN2H2
254900C5LP6DN9OP9V83
US3133EN2H22
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-09-17
2024-09-17
N
N
N
0.0447
1899941.02
1899941.02
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999%
3133EN2V1
254900C5LP6DN9OP9V83
US3133EN2V16
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-11-25
2024-11-25
N
N
N
0.0450
5801428.31
5801428.31
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
3133EN3G3
254900C5LP6DN9OP9V83
US3133EN3G30
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-06-27
2024-06-27
N
N
N
0.0446
10103633.07
10103633.07
0.0025
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
3133EN3J7
254900C5LP6DN9OP9V83
US3133EN3J78
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-04-05
2024-04-05
N
N
N
0.0443
4902621.06
4902621.06
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.479998%
3133EN4J6
254900C5LP6DN9OP9V83
US3133EN4J69
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-12-19
2024-12-19
N
N
N
0.0449
5191497.47
5191497.47
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999%
3133EN4W7
254900C5LP6DN9OP9V83
US3133EN4W70
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-12-27
2024-12-27
N
N
N
0.0446
12708569.71
12708569.71
0.0032
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.684000%
3133ENFD7
254900C5LP6DN9OP9V83
US3133ENFD76
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-10-23
2023-10-23
N
N
N
0.0459
8003056.56
8003056.56
0.0020
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.689000%
3133ENGG9
254900C5LP6DN9OP9V83
US3133ENGG98
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-10-30
2023-10-30
N
N
N
0.0464
5900707.94
5900707.94
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
3133ENY79
254900C5LP6DN9OP9V83
US3133ENY790
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2024-11-14
2024-11-14
N
N
N
0.0447
600022.60
600022.60
0.0001
N
N
N
N
FIRST ABU DHABI BANK P.J.S.C.
FIRST ABU DHABI BANK P.J.S.C. 0.000000%
31849MP70
2138002Y3WMK6RZS8H90
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2023-02-07
N
N
N
0.0447
29973924.90
29973924.90
0.0075
N
N
Y
N
FIRST ABU DHABI BANK P.J.S.C.
FIRST ABU DHABI BANK P.J.S.C. 0.000000%
31849MQ61
2138002Y3WMK6RZS8H90
US31849MQ616
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0452
31724898.73
31724898.73
0.0079
N
N
N
N
FIRST ABU DHABI BANK P.J.S.C.
FIRST ABU DHABI BANK P.J.S.C. 0.000000%
31849MRT0
2138002Y3WMK6RZS8H90
US31849MRT08
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-04-27
2023-04-27
2023-04-27
N
N
N
0.0467
25121518.31
25121518.31
0.0063
N
N
N
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 4.320000%
N4JDFKKH2FTD8RKFXO39
0001274419
365552642
Non-Negotiable Time Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0432
75000666.00
75000666.00
0.0187
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.320000%
JHE42UYNWWTJB8YTTU19
0000859994
365552645
Non-Negotiable Time Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0432
105000932.40
105000932.40
0.0262
N
Y
Y
N
TORONTO-DOMINION BANK (THE)
TORONTO-DOMINION BANK (THE) 4.310000%
PT3QB789TSUIDF371261
365552650
Non-Negotiable Time Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
10000086.10
10000086.10
0.0025
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 4.310000%
F3JS33DEI6XQ4ZBPTN86
0000917311
365552890
Non-Negotiable Time Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
115000990.15
115000990.15
0.0287
N
Y
Y
N
HSBC BANK PLC
HSBC BANK PLC 4.380000%
MP6I5ZYZBEU3UXPYFY54
0001140465
365553051
Non-Negotiable Time Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0438
140000000.00
140000000.00
0.0349
N
Y
Y
N
FIRST ABU DHABI BANK USA N.V.
FIRST ABU DHABI BANK USA N.V. 4.320000%
365553093
Non-Negotiable Time Deposit
Y
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0432
39000000.00
39000000.00
0.0097
N
Y
Y
N
GOTHAM FUNDING CORPORATION
GOTHAM FUNDING CORPORATION 0.000000%
38346MP81
549300Z2ZR7VTUMRPR17
US38346MP816
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-08
2023-02-08
2023-02-08
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0445
9607494.17
9607494.17
0.0024
N
N
N
N
GOTHAM FUNDING CORPORATION
GOTHAM FUNDING CORPORATION 0.000000%
38346MQ15
549300Z2ZR7VTUMRPR17
US38346MQ152
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-01
2023-03-01
2023-03-01
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0456
11081181.04
11081181.04
0.0028
N
N
N
N
GOTHAM FUNDING CORPORATION
GOTHAM FUNDING CORPORATION 0.000000%
38346MQ31
549300Z2ZR7VTUMRPR17
US38346MQ319
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-03
2023-03-03
2023-03-03
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0456
6903766.37
6903766.37
0.0017
N
N
N
N
GOTHAM FUNDING CORPORATION
GOTHAM FUNDING CORPORATION 0.000000%
38346MR63
549300Z2ZR7VTUMRPR17
US38346MR630
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-06
2023-04-06
2023-04-06
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0469
5293837.24
5293837.24
0.0013
N
N
N
N
GOTHAM FUNDING CORPORATION
GOTHAM FUNDING CORPORATION 0.000000%
38346MRH9
549300Z2ZR7VTUMRPR17
US38346MRH96
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-17
2023-04-17
2023-04-17
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0470
10929561.78
10929561.78
0.0027
N
N
N
N
ING (U.S.) FUNDING LLC
ING (U.S.) FUNDING LLC 4.820000%
44988GCJ5
Financial Company Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-02
2023-03-02
N
N
N
0.0443
15095873.19
15095873.19
0.0038
N
N
N
N
ING (U.S.) FUNDING LLC
ING (U.S.) FUNDING LLC 4.820000%
44988KHV4
Financial Company Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-24
2023-02-24
N
N
N
0.0440
17207456.78
17207456.78
0.0043
N
N
N
N
UNIVERSITY OF CHICAGO (THE)
UNIVERSITY OF CHICAGO (THE) 4.299999%
45204FRY3
54930099Y7GU6182V326
0000314957
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2042-10-01
Y
UNIVERSITY OF CHICAGO (THE)
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
N
N
0.0430
4800000.00
4800000.00
0.0012
N
N
Y
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UQ37
549300F33VRHM10B9391
US53127UQ373
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-03
2023-03-03
2023-03-03
N
Y
Bank of Nova Scotia (The)
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0456
11834326.80
11834326.80
0.0030
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127URC6
549300F33VRHM10B9391
US53127URC61
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-12
2023-04-12
2023-04-12
N
Y
Bank of Nova Scotia (The)
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0469
6713310.55
6713310.55
0.0017
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127URE2
549300F33VRHM10B9391
US53127URE28
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-14
2023-04-14
2023-04-14
N
Y
Bank of Nova Scotia (The)
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0469
28144592.63
28144592.63
0.0070
N
N
N
N
LMA-AMERICAS LLC
LMA-AMERICAS LLC 0.000000%
53944RPA0
US53944RPA04
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-10
2023-02-10
2023-02-10
N
Y
CREDIT AGRICOLE CORPORATE AND IN
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0447
17304496.53
17304496.53
0.0043
N
N
N
N
LMA-AMERICAS LLC
LMA-AMERICAS LLC 0.000000%
53944RPD4
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-13
2023-02-13
2023-02-13
N
Y
CREDIT AGRICOLE CORPORATE AND IN
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0448
10499002.67
10499002.67
0.0026
N
N
N
N
LMA-AMERICAS LLC
LMA-AMERICAS LLC 0.000000%
53944RRB6
US53944RRB68
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-11
2023-04-11
2023-04-11
N
Y
CREDIT AGRICOLE CORPORATE AND IN
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0467
6862076.75
6862076.75
0.0017
N
N
N
N
LMA-AMERICAS LLC
LMA-AMERICAS LLC 0.000000%
53944RSQ2
US53944RSQ29
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-05-24
2023-05-24
2023-05-24
N
Y
CREDIT AGRICOLE CORPORATE AND IN
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0490
9698656.13
9698656.13
0.0024
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC
LLOYDS BANK CORPORATE MARKETS PLC 4.970002%
53947BG87
213800MBWEIJDM5CU638
US53947BG870
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-22
2023-03-22
N
N
N
0.0432
25205555.91
25205555.91
0.0063
N
N
N
N
MUFG BANK, LTD.-NEW YORK BRANCH
MUFG BANK, LTD.-NEW YORK BRANCH 4.910000%
55380UCS4
US55380UCS42
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-15
2023-03-15
N
N
N
0.0445
22509174.03
22509174.03
0.0056
N
N
N
N
MACQUARIE BANK LIMITED
MACQUARIE BANK LIMITED 4.590000%
55607NQL7
4ZHCHI4KYZG2WVRT8631
0001257135
Financial Company Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-05
2023-04-05
N
N
N
0.0439
7302337.31
7302337.31
0.0018
N
N
N
N
MACQUARIE BANK LIMITED
MACQUARIE BANK LIMITED 4.600001%
55608PBH6
4ZHCHI4KYZG2WVRT8631
US55608PBH64
0001257135
Other Instrument
Variable Rate Obligation
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-06
2023-04-06
N
N
N
0.0456
6428636.50
6428636.50
0.0016
N
N
N
N
BANNER HEALTH
BANNER HEALTH 4.329999%
56682HDD8
PLD0E0WJKFN8IZJ2WD85
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2056-01-01
Y
BANNER HEALTH
1.0000
7
N
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
N
N
0.0433
36150000.00
36150000.00
0.0090
N
N
Y
N
MASS GENERAL BRIGHAM INCORPORATED
MASS GENERAL BRIGHAM INCORPORATED 1.750000%
57586EHU8
5493007Z86EDN0QFYU66
US57586EHU82
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2027-07-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
Y
JPMORGAN CHASE BANK, NATIONAL AS
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0175
150000.00
150000.00
0.0000
N
N
Y
N
MATCHPOINT FINANCE PUBLIC LIMITED COMPANY
MATCHPOINT FINANCE PUBLIC LIMITED COMPANY 0.000000%
57666BTD2
635400YCKMVA7GIA6Q33
US57666BTD28
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-06-13
2023-06-13
2023-06-13
N
Y
BNP Paribas
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0483
21609799.17
21609799.17
0.0054
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UP12
54930024MDLTV1K1YL10
US59157UP129
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0428
6922177.48
6922177.48
0.0017
N
Y
Y
N
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE)
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA (THE) 4.329999%
59266TUT6
5493003GD0S0P56RLT45
US59266TUT68
Variable Rate Demand Note
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2037-07-01
Y
TD BANK, NATIONAL ASSOCIATION
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
Y
TD BANK, NATIONAL ASSOCIATION
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0433
37735000.00
37735000.00
0.0094
N
N
Y
N
MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND
MICHIGAN FINANCE AUTHORITY- STATE REVOLVING FUND 4.380000%
59447TXC2
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2049-09-01
Y
Bank of America, National Associ
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
Y
BANK OF AMERICA, NATIONAL ASSOCI
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0438
30000000.00
30000000.00
0.0075
N
N
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 4.700002%
63307NHU4
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-13
2023-02-13
N
N
N
0.0440
12353289.92
12353289.92
0.0031
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 4.700002%
63307NHV2
BSGEFEIOM18Y80CKCV46
US63307NHV29
0000926171
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-16
2023-03-16
N
N
N
0.0445
30009048.90
30009048.90
0.0075
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 4.720000%
63307NHX8
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-03
2023-04-03
N
N
N
0.0445
11026085.20
11026085.20
0.0028
N
N
N
N
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 5.030000%
63376F5V8
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-17
2023-02-17
2023-02-17
N
N
N
0.0459
18003310.02
18003310.02
0.0045
N
N
N
N
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.880000%
63376FBH2
US63376FBH29
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-20
2023-03-20
2023-03-20
N
N
N
0.0477
9675374.25
9675374.25
0.0024
N
N
N
N
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.340000%
63376FBN9
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0433
27000005.94
27000005.94
0.0067
N
Y
Y
N
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.710000%
63376FBP4
US63376FBP45
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0470
19395803.64
19395803.64
0.0048
N
N
N
N
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH
NATIONAL BANK OF KUWAIT-NEW YORK BRANCH 4.500000%
63376FBR0
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2023-02-07
N
N
N
0.0450
27000513.00
27000513.00
0.0067
N
N
Y
N
NATIXIS-NEW YORK BRANCH
NATIXIS-NEW YORK BRANCH 4.900000%
63873QXX7
US63873QXX77
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-05-05
2023-05-05
N
N
N
0.0436
7009836.75
7009836.75
0.0017
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK N.V.
NEDERLANDSE WATERSCHAPSBANK N.V. 0.000000%
63975VRD4
JLP5FSPH9WPSHY3NIM24
US63975VRD46
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-04-13
2023-04-13
2023-04-13
N
N
N
0.0465
27199558.68
27199558.68
0.0068
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORPORATION
NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
65409SP28
54930052Z500U6IGFJ82
US65409SP286
0001372595
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-02
2023-02-02
2023-02-02
N
Y
COOEPERATIEVE RABOBANK U.A.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0435
12994855.91
12994855.91
0.0032
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORPORATION
NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
65409SP93
54930052Z500U6IGFJ82
US65409SP930
0001372595
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-09
2023-02-09
2023-02-09
N
Y
COOEPERATIEVE RABOBANK U.A.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0450
6338863.92
6338863.92
0.0016
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORPORATION
NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.000000%
65409SRL4
54930052Z500U6IGFJ82
US65409SRL42
0001372595
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-20
2023-04-20
2023-04-20
N
Y
COOEPERATIEVE RABOBANK U.A.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0469
16138179.63
16138179.63
0.0040
N
N
N
N
NORDEA BANK ABP
NORDEA BANK ABP 4.759999%
65557RAT7
529900ODI3047E2LIV03
US65557RAT77
0001002614
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-06-09
2023-06-09
N
N
N
0.0450
30364102.97
30364102.97
0.0076
N
N
N
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 4.849999%
65602Y2B5
5493007VSMFZCPV1NB83
US65602Y2B50
0001496637
Certificate of Deposit
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-27
2023-02-27
N
N
N
0.0442
5419734.30
5419734.30
0.0014
N
N
N
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 4.870001%
65602Y2E9
5493007VSMFZCPV1NB83
US65602Y2E99
0001496637
Certificate of Deposit
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-28
2023-02-28
N
N
N
0.0442
31058901.88
31058901.88
0.0078
N
N
N
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 4.749998%
65602Y3B4
5493007VSMFZCPV1NB83
US65602Y3B42
0001496637
Certificate of Deposit
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-10
2023-02-10
N
N
N
0.0439
15865558.00
15865558.00
0.0040
N
N
N
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 4.680000%
65602YS68
5493007VSMFZCPV1NB83
US65602YS684
0001496637
Certificate of Deposit
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-13
2023-03-13
N
N
N
0.0443
7001998.78
7001998.78
0.0017
N
N
N
N
NUVEEN PREFERRED & INCOME SECURITIES FUND
NUVEEN PREFERRED & INCOME SECURITIES FUND 4.619998%
67072C881
1V4KW82TOLZ6S7J7N128
US67072C8819
Variable Rate Demand Note
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2032-07-01
Y
Barclays Bank PLC
1.0000
7
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
Y
BARCLAYS BANK PLC
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0462
17000000.00
17000000.00
0.0042
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
NUVEEN CREDIT STRATEGIES INCOME FUND 4.619998%
67073B809
W4CSTD4RDGQSJ4FOVO30
US67073B8090
Variable Rate Demand Note
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORAT
1.0000
7
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
Y
SUMITOMO MITSUI BANKING CORPORAT
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0462
3000000.00
3000000.00
0.0007
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
NUVEEN CREDIT STRATEGIES INCOME FUND 4.619998%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-07
2023-02-07
2032-07-01
Y
Societe Generale
1.0000
7
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
Y
SOCIETE GENERALE
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
0.0462
16000000.00
16000000.00
0.0040
N
N
Y
N
OLD LINE FUNDING, LLC
OLD LINE FUNDING, LLC 0.000000%
67983URR6
5493004QSN8OZAIU2J90
US67983URR67
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-04-25
2023-04-25
2023-04-25
N
N
N
0.0471
6487966.80
6487966.80
0.0016
N
N
N
N
OLD LINE FUNDING, LLC
OLD LINE FUNDING, LLC 4.720000%
67985FCX0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-07-20
2023-07-20
N
N
N
0.0472
23011856.06
23011856.06
0.0057
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 4.799999%
69033MU96
5493007O3QFXCPOGWK22
US69033MU960
0001448817
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-17
2023-02-17
N
N
N
0.0442
17205013.45
17205013.45
0.0043
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 4.709999%
69033MX77
5493007O3QFXCPOGWK22
US69033MX774
0001448817
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-06-20
2023-06-20
N
N
N
0.0458
7182423.16
7182423.16
0.0018
N
N
N
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
6903537F8
254900QI8QTIK0FY6E92
US6903537F85
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2031-08-15
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0460
7777777.76
7777777.76
0.0019
N
N
Y
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
690353D38
254900QI8QTIK0FY6E92
US690353D389
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2028-11-15
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0460
5713090.92
5713090.92
0.0014
N
N
Y
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.549999%
690353P84
254900QI8QTIK0FY6E92
US690353P847
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2030-01-15
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0455
10566037.56
10566037.56
0.0026
N
N
Y
N
PODIUM FUNDING TRUST
PODIUM FUNDING TRUST 0.000000%
73044GRQ4
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-24
2023-04-24
2023-04-24
N
Y
BANK OF MONTREAL
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0476
3373550.43
3373550.43
0.0008
N
N
N
N
PORTLAND MAINE (CITY OF)...
PORTLAND MAINE (CITY OF)... 4.310000%
7365594Y8
US7365594Y83
Variable Rate Demand Note
Y
Moody's Investors Service, Inc.
VMIG1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2026-06-01
Y
TD BANK, NATIONAL ASSOCIATION
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
Y
TD BANK, NATIONAL ASSOCIATION
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0431
30075000.00
30075000.00
0.0075
N
N
Y
N
PURE GROVE FUNDING
PURE GROVE FUNDING 4.910000%
74625VAB7
5493001D6K5CFMBUWV36
US74625VAB71
Asset Backed Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-03-01
2023-03-01
N
Y
Royal Bank of Canada
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0491
8883921.85
8883921.85
0.0022
N
N
N
N
RIDGEFIELD FUNDING COMPANY, LLC
RIDGEFIELD FUNDING COMPANY, LLC 4.709999%
76582EHE8
US76582EHE86
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-05
2023-04-05
N
Y
BNP Paribas
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0447
7651269.06
7651269.06
0.0019
N
N
N
N
RIDGEFIELD FUNDING COMPANY, LLC
RIDGEFIELD FUNDING COMPANY, LLC 4.680000%
76582EHJ7
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-04-11
2023-04-11
N
Y
BNP Paribas
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0448
2808091.39
2808091.39
0.0007
N
N
N
N
RIDGEFIELD FUNDING COMPANY, LLC
RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
76582KRA1
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-10
2023-04-10
2023-04-10
N
Y
BNP Paribas
1.0000
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0465
5946559.50
5946559.50
0.0015
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 4.900000%
82124QBZ3
549300MYF6MOTU9T3G29
US82124QBZ37
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-17
2023-02-17
N
Y
Barclays Bank PLC
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0443
15482366.68
15482366.68
0.0039
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) 4.780001%
83050PQ36
F3JS33DEI6XQ4ZBPTN86
US83050PQ363
0000917311
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-03
2023-02-03
N
N
N
0.0435
23587855.26
23587855.26
0.0059
N
N
Y
N
SUMITOMO MITSUI TRUST BANK, LIMITED
SUMITOMO MITSUI TRUST BANK, LIMITED 4.799999%
86564MVG0
5493006GGLR4BTEL8O61
US86564MVG04
0001046017
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-14
2023-02-14
N
N
N
0.0441
9852472.43
9852472.43
0.0025
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.780000%
86564MYF9
549300MS3WYYVQ4HXM15
US86564MYF93
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0451
20003819.80
20003819.80
0.0050
N
N
N
N
SUMITOMO MITSUI TRUST BANK, LIMITED
SUMITOMO MITSUI TRUST BANK, LIMITED 4.740000%
86564MZF8
5493006GGLR4BTEL8O61
US86564MZF84
0001046017
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-16
2023-03-16
2023-03-16
N
N
N
0.0456
22135938.17
22135938.17
0.0055
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 4.579999%
86565FGM8
5U0XI89JRFVHWIBS4F54
US86565FGM86
0001158084
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-10
2023-02-10
N
N
N
0.0441
6000261.72
6000261.72
0.0015
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.749998%
86565FUD2
549300MS3WYYVQ4HXM15
US86565FUD22
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-09
2023-02-09
N
N
N
0.0441
5046414.83
5046414.83
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH
SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 4.849999%
86565FVV1
549300MS3WYYVQ4HXM15
US86565FVV11
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-03-09
2023-03-09
N
N
N
0.0454
30704744.43
30704744.43
0.0077
N
N
N
N
SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH
SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 4.979999%
86959RN48
US86959RN480
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-05-02
2023-05-02
N
N
N
0.0449
9951146.65
9951146.65
0.0025
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 4.669999%
86960LFK1
NHBDILHZTYCNBV5UYZ31
US86960LFK17
0001448613
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-08-04
2023-08-04
N
N
N
0.0455
4944936.93
4944936.93
0.0012
N
N
N
N
THUNDER BAY FUNDING, LLC
THUNDER BAY FUNDING, LLC 0.000000%
88602URR3
549300D7DHGDB5EMW139
US88602URR31
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-04-25
2023-04-25
2023-04-25
N
N
Y
Royal Bank of Canada
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0467
5556730.09
5556730.09
0.0014
N
N
N
N
THUNDER BAY FUNDING, LLC
THUNDER BAY FUNDING, LLC 0.000000%
88602USH4
549300D7DHGDB5EMW139
US88602USH40
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-05-17
2023-05-17
2023-05-17
N
N
Y
Royal Bank of Canada
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0474
16647220.46
16647220.46
0.0042
N
N
N
N
THUNDER BAY FUNDING, LLC
THUNDER BAY FUNDING, LLC 4.900000%
88603AFB4
549300D7DHGDB5EMW139
US88603AFB44
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-04-25
2023-04-25
N
N
Y
Royal Bank of Canada
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0453
22943380.87
22943380.87
0.0057
N
N
N
N
THUNDER BAY FUNDING, LLC
THUNDER BAY FUNDING, LLC 4.799999%
88603AFJ7
549300D7DHGDB5EMW139
US88603AFJ79
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-06-12
2023-06-12
N
N
Y
Royal Bank of Canada
Liquidity/Partial C/E
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
0.0480
18309889.58
18309889.58
0.0046
N
N
N
N
TORONTO-DOMINION BANK (THE)
TORONTO-DOMINION BANK (THE) 4.799999%
89114WTM7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-03-30
2023-03-30
N
N
N
0.0438
20012743.60
20012743.60
0.0050
N
N
N
N
TORONTO-DOMINION BANK (THE)
TORONTO-DOMINION BANK (THE) 4.990000%
89120DW88
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-05-01
2023-05-01
N
N
N
0.0455
12205951.40
12205951.40
0.0030
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
TOYOTA MOTOR CREDIT CORPORATION 5.050001%
89236TKE4
Z2VZBHUMB7PWWJ63I008
US89236TKE46
0000834071
Other Instrument
Medium Term Note
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-07-25
2023-07-25
N
N
N
0.0462
11141515.79
11141515.79
0.0028
N
N
N
N
TRINITY HEALTH CORPORATION
TRINITY HEALTH CORPORATION 0.000000%
89651KPE4
TWSRHFGEDJDX0GKMGJ67
US89651KPE46
Non-Financial Company Commercial Paper
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-14
2023-02-14
2023-02-14
N
N
N
0.0445
12278704.64
12278704.64
0.0031
N
N
N
N
TRUIST BANK
TRUIST BANK 4.600000%
89788L5Y6
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0464
57997681.16
57997681.16
0.0145
N
N
N
N
UBS AG-LONDON BRANCH
UBS AG-LONDON BRANCH 4.619999%
902674YG9
US902674YG97
Other Instrument
Variable Rate Obligation
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-06-01
2023-06-01
N
N
N
0.0464
3202031.92
3202031.92
0.0008
N
N
N
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
90376PAU5
254900QI8QTIK0FY6E92
US90376PAU57
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2030-03-15
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0460
10000000.00
10000000.00
0.0025
N
N
Y
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
90376PBG5
254900QI8QTIK0FY6E92
US90376PBG54
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2028-06-20
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0460
2538461.70
2538461.70
0.0006
N
N
Y
N
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600001%
90376PBX8
254900QI8QTIK0FY6E92
US90376PBX87
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-07
2023-02-07
2027-09-30
Y
U.S. INTERNATIONAL DEVELOPMENT F
1.0000
7
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
Y
UNITED STATES OF AMERICA
1.0000
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
0.0460
4750000.51
4750000.51
0.0012
N
N
Y
N
UNITED OVERSEAS BANK LIMITED
UNITED OVERSEAS BANK LIMITED 4.700002%
91127RCW5
IO66REGK3RCBAMA8HR66
US91127RCW51
0000867530
Financial Company Commercial Paper
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-06-20
2023-06-20
N
N
N
0.0453
13023466.91
13023466.91
0.0033
N
N
N
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796YK9
254900HROIFWPRGM1V77
US912796YK93
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-03-09
2023-03-09
2023-03-09
N
N
N
0.0455
88154712.80
88154712.80
0.0220
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796Z85
254900HROIFWPRGM1V77
US912796Z855
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-03-28
2023-03-28
2023-03-28
N
N
N
0.0460
153474762.29
153474762.29
0.0383
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912797FE2
254900HROIFWPRGM1V77
US912797FE28
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-05-16
2023-05-16
2023-05-16
N
N
N
0.0470
24472208.73
24472208.73
0.0061
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 4.663526%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-02-01
2023-10-31
2023-10-31
N
N
N
0.0466
98695392.00
98695392.00
0.0246
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 4.768528%
91282CFS5
254900HROIFWPRGM1V77
US91282CFS52
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-02-01
2024-10-31
2024-10-31
N
N
N
0.0477
132749471.55
132749471.55
0.0331
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 4.848998%
91282CGF2
254900HROIFWPRGM1V77
US91282CGF23
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
2023-02-01
2025-01-31
2025-01-31
N
N
N
0.0482
40006488.40
40006488.40
0.0100
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MPD5
US92512MPD55
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-13
2023-02-13
2023-02-13
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0450
3165843.70
3165843.70
0.0008
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQ36
US92512MQ368
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-03
2023-03-03
2023-03-03
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0456
7557195.31
7557195.31
0.0019
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQ93
US92512MQ939
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-03-09
2023-03-09
2023-03-09
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0458
3939385.09
3939385.09
0.0010
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MR50
US92512MR507
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-05
2023-04-05
2023-04-05
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0468
7449566.94
7449566.94
0.0019
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MRA9
US92512MRA98
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-10
2023-04-10
2023-04-10
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0469
11673048.84
11673048.84
0.0029
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 4.749998%
92513JRK3
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-03
2023-02-03
N
Y
NATIXIS
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0445
8000188.96
8000188.96
0.0020
N
N
Y
N
VICTORY RECEIVABLES CORPORATION
VICTORY RECEIVABLES CORPORATION 0.000000%
92646LP12
549300D0F37QF0LP7F94
US92646LP129
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0432
10084788.57
10084788.57
0.0025
N
Y
Y
N
VICTORY RECEIVABLES CORPORATION
VICTORY RECEIVABLES CORPORATION 0.000000%
92646LR51
549300D0F37QF0LP7F94
US92646LR513
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-05
2023-04-05
2023-04-05
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0474
9862259.06
9862259.06
0.0025
N
N
N
N
VICTORY RECEIVABLES CORPORATION
VICTORY RECEIVABLES CORPORATION 0.000000%
92646LRD4
549300D0F37QF0LP7F94
US92646LRD46
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-04-13
2023-04-13
2023-04-13
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0473
16639158.11
16639158.11
0.0042
N
N
N
N
VICTORY RECEIVABLES CORPORATION
VICTORY RECEIVABLES CORPORATION 0.000000%
92646LS43
549300D0F37QF0LP7F94
US92646LS438
Asset Backed Commercial Paper
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-05-04
2023-05-04
2023-05-04
N
Y
MUFG BANK, LTD.
1.0000
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
0.0472
9123501.64
9123501.64
0.0023
N
N
N
N
BNP PARIBAS
BNP PARIBAS 4.489999%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR03F7EB7791571BN
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACI WORLDWIDE, INC.
5493003BPVMZUJ6F5C02
2026-08-15
5.750000
982000.00
998413.00
Corporate Debt Securities
ALABAMA POWER COMPANY
0RL818ELFOHP5JHOFU19
2033-02-15
5.700000
490000.00
528908.00
Corporate Debt Securities
Baytex Energy Corp.
549300R5LTV2H7I1I079
2027-04-01
8.750000
700000.00
744770.00
Corporate Debt Securities
CCO HLDGS LLC/CAP CORP
2027-05-01
5.125000
987000.00
947828.00
Corporate Debt Securities
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
2099-12-31
7.500000
1036000.00
994776.00
Corporate Debt Securities
DISH DBS CORP
2026-12-01
5.250000
1127000.00
976264.00
Corporate Debt Securities
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
2031-04-01
4.625000
186000.00
167022.00
Corporate Debt Securities
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
2099-12-31
6.625000
1000.00
853.00
Corporate Debt Securities
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
2099-12-31
6.750000
1000.00
954.00
Corporate Debt Securities
EnLink Midstream Partners, LP
88CPW63VL7KHJWS0NY83
2099-12-31
8.879000
1160000.00
981792.00
Corporate Debt Securities
FREDDIE MAC - STACR
5493005LAQ76UDHPEE03
2042-09-25
10.060110
896870.00
941638.00
Agency Collateralized Mortgage Obligation
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
2030-01-15
6.000000
33000.00
26982.00
Corporate Debt Securities
GATX CORPORATION
549300IHYHCQP2PIR591
2051-06-01
3.100000
268000.00
177142.00
Corporate Debt Securities
The George Washington University
5493002S4P5IVD462L47
2048-09-15
4.126000
1000.00
908.00
Corporate Debt Securities
Home Re Ltd
2034-01-25
7.560110
150000.00
140865.00
Asset-Backed Securities
Hospitality Properties Trust
529900IS770AG1K9QG27
2026-02-15
5.250000
94000.00
83664.00
Corporate Debt Securities
Hospitality Properties Trust
529900IS770AG1K9QG27
2026-02-15
5.250000
1000000.00
890038.00
Corporate Debt Securities
Hospitality Properties Trust
529900IS770AG1K9QG27
2026-10-01
4.750000
841000.00
711657.00
Corporate Debt Securities
ILIAD HOLDING
9695009PXA7OI9NXN582
2026-10-15
6.500000
300000.00
289938.00
Corporate Debt Securities
Land O'Lakes, Inc.
4ONCJWH5BBCYSJIJYX61
2099-12-31
8.000000
728000.00
686302.00
Corporate Debt Securities
Land O'Lakes, Inc.
4ONCJWH5BBCYSJIJYX61
2099-12-31
7.250000
132000.00
117713.00
Corporate Debt Securities
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
2033-03-01
6.950000
900000.00
835181.00
Corporate Debt Securities
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
2028-01-15
4.750000
900000.00
832900.00
Corporate Debt Securities
MetLife, Inc.
C4BXATY60WC6XEOZDX54
2039-08-01
10.750000
696000.00
999630.00
Corporate Debt Securities
MIDWEST GMNG BOR/MWG FIN
2029-05-01
4.875000
993000.00
886240.00
Corporate Debt Securities
MIDWEST GMNG BOR/MWG FIN
2029-05-01
4.875000
110000.00
98174.00
Corporate Debt Securities
NAVIENT CORPORATION
54930067J0ZNOEBRW338
2026-06-15
6.750000
24000.00
23790.00
Corporate Debt Securities
NEXSTAR BROADCASTING, INC.
5493006PK6I4I2OOT688
2028-11-01
4.750000
1010000.00
915944.00
Corporate Debt Securities
1375209 BC LTD
2028-01-30
9.000000
82000.00
81433.00
Corporate Debt Securities
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
2025-01-15
5.375000
1000000.00
983966.00
Corporate Debt Securities
Pagaya AI Debt Selection Trust
2030-05-15
11.000000
985000.00
999005.00
Asset-Backed Securities
PAR PETRO LLC / FIN CORP
2025-12-15
7.750000
1000000.00
994903.00
Corporate Debt Securities
ROCC HOLDINGS, LLC
6XOCUKRR0UU0LF5P1W14
2026-08-15
9.250000
944000.00
992524.00
Corporate Debt Securities
PFIZER INC.
765LHXWGK1KXCLTFYQ30
2039-03-15
3.900000
39000.00
36646.00
Corporate Debt Securities
Playtika Holding Corp.
254900E35Z4TKA4UFG64
2029-03-15
4.250000
1100000.00
930232.00
Corporate Debt Securities
Radnor Re LTD
2033-12-27
7.460110
244211.00
218272.00
Asset-Backed Securities
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
2099-12-31
4.000000
1000.00
926.00
Corporate Debt Securities
NORTONLIFELOCK INC.
YF6ZV0M6AU4FY94MK914
2025-04-15
5.000000
259000.00
258167.00
Corporate Debt Securities
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
2037-05-01
6.550000
77000.00
79608.00
Corporate Debt Securities
TransDigm Inc.
88Q84GB3X55CF5OC7582
2029-05-01
4.875000
2000.00
1819.00
Corporate Debt Securities
TRIPADVISOR, INC.
549300XVG45PT5BART17
2025-07-15
7.000000
87000.00
87506.00
Corporate Debt Securities
Truist Financial Corporation
549300DRQQI75D2JP341
2099-12-31
4.950000
394000.00
388571.00
Corporate Debt Securities
XHR LP
549300M88BPT83ZL2164
2029-06-01
4.875000
1130000.00
997931.00
Corporate Debt Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-07
2023-02-07
N
N
N
0.0449
20000000.00
20000000.00
0.0050
N
N
Y
N
BANK OF NEW YORK MELLON (THE)
BANK OF NEW YORK MELLON (THE) 4.500000%
HPFHU0OQ28E4N0NFVK49
0001497973
TPR047876779157BNY
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-25
4.905860
42428311.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-25
5.005860
22406537.00
1293653.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-25
5.055860
48350765.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-25
5.005860
24161385.00
1993611.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-25
4.905860
13099182.00
1839200.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-25
4.905860
21175745.00
2317754.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-03-25
4.855860
16942203.00
2824035.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-25
4.805860
32659871.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-25
4.905860
36924314.00
4391793.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-25
2.500000
23785968.00
4406736.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2041-05-15
4.909000
23811809.00
1513324.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2042-12-15
4.759000
14228529.00
1697719.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2043-06-15
4.759000
20915298.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-03-15
4.899000
35092704.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-05-15
4.859000
19736671.00
1891026.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.859000
22233385.00
4415222.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2040-10-15
4.939000
49761545.00
4425000.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-25
4.855860
52258875.00
1644099.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-25
4.805860
36271010.00
1457774.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-25
4.855860
25231306.00
1315764.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-25
4.815860
76610415.00
1435305.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-25
4.735860
31102880.00
1388176.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-25
5.285860
30821710.00
1370036.00
Agency Collateralized Mortgage Obligation
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2037-07-15
4.979000
38932160.00
1840568.00
Agency Collateralized Mortgage Obligation
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-25
4.735860
33993815.00
4425000.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-08-20
4.935710
27000000.00
4309366.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-20
4.835710
19000000.00
4273606.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-04-16
4.859000
14708501.00
1244630.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-06-16
4.859000
37605076.00
1160783.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-10-16
4.759000
7233560.00
1185095.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-11-20
4.735710
7884691.00
1205322.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-06-20
4.735710
17000000.00
4277310.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-04-20
4.885710
20000000.00
4333699.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-05-20
4.935710
25000000.00
4349390.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
4.785710
3998253.00
1536493.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-20
4.785710
5675578.00
1218367.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
4.835710
13561889.00
4425000.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.935710
15973094.00
4425000.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
4.935710
4393979.00
1273945.00
Agency Collateralized Mortgage Obligation
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
4.935710
10766856.00
4425000.00
Agency Collateralized Mortgage Obligation
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0450
88500000.00
88500000.00
0.0221
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 4.400000%
549300HN4UKV1E2R3U73
TPR047988779157BOF
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
2029-08-15
5.750000
3462000.00
2999422.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2027-08-01
9.875000
10000.00
10726.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2028-08-01
4.000000
3405000.00
2999427.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2030-06-01
10.500000
3089000.00
2999136.00
Corporate Debt Securities
Carvana Co.
5493003WEAK2PJ5WS063
2030-05-01
10.250000
5201000.00
2999651.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2045-10-23
6.484000
3023000.00
2999393.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2032-02-01
2.300000
3862000.00
2999500.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2052-06-01
3.900000
4388000.00
2999374.00
Corporate Debt Securities
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
2099-12-31
4.350000
3322000.00
2999129.00
Corporate Debt Securities
Energizer Holdings, Inc.
5493000D6NN0V57UME20
2027-12-31
6.500000
3063000.00
2999371.00
Corporate Debt Securities
ENDO DAC/FIN LLC/FINCO
2027-07-31
9.500000
19672000.00
2999980.00
Corporate Debt Securities
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
2023-03-15
3.875000
2961000.00
2999490.00
Corporate Debt Securities
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
2027-09-01
5.000000
2973000.00
2999380.00
Corporate Debt Securities
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
2030-03-15
6.500000
3256000.00
2999737.00
Corporate Debt Securities
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
4521000.00
2999495.00
Corporate Debt Securities
NAVIOS SA LOGIST/FIN US
2025-07-01
10.750000
2888000.00
2999048.00
Corporate Debt Securities
New Residential Investment Corp.
549300WNTHGEO5LP2G31
2025-10-15
6.250000
3163000.00
2999798.00
Corporate Debt Securities
THE ADT SECURITY CORPORATION
5493009JEEDYLVRA0J13
2032-07-15
4.875000
3353000.00
2999817.00
Corporate Debt Securities
REGAL REXNORD CORPORATION
QH78R09VCJGQKPBPYU33
2028-04-15
6.050000
2966000.00
2999861.00
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
2025-06-01
11.500000
2781000.00
2999424.00
Corporate Debt Securities
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
2028-06-01
7.625000
2881000.00
2999812.00
Corporate Debt Securities
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
2025-12-15
9.000000
3788000.00
2999717.00
Corporate Debt Securities
Valeant Pharmaceuticals International
KOO0397YRO83WY5MGD97
2026-04-01
9.250000
3862000.00
2999590.00
Corporate Debt Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0440
60000000.00
60000000.00
0.0150
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 4.400000%
R0MUWSFPU8MPRO8K5P83
0000310732
TPR047AB7779157BNP
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
2023-04-06
0.750000
519000.00
516548.00
Other Instrument
SOVEREIGN DEBT
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
2050-09-15
2.500000
93000.00
62890.00
Corporate Debt Securities
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
2032-05-18
2.000000
121000.00
96418.00
Corporate Debt Securities
ARCH CAPITAL GROUP LTD.
549300AYR4P8AFKDCE43
2050-06-30
3.635000
787000.00
598592.00
Corporate Debt Securities
ARIZONA PUBLIC SERVICE COMPANY
YG6VT0TPHRH4TFVAQV64
2036-08-01
6.875000
394000.00
453973.00
Corporate Debt Securities
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
2027-08-01
3.150000
628000.00
587111.00
Corporate Debt Securities
BURLINGTN NORTH SANTA FE
2050-02-15
3.550000
128000.00
106541.00
Corporate Debt Securities
CIGNA CORPORATION
549300VIWYMSIGT1U456
2048-12-15
4.900000
611000.00
583848.00
Corporate Debt Securities
CoBank, ACB
P0J8I7M2E0A77CKF1705
2099-12-31
6.250000
592000.00
599390.00
Corporate Debt Securities
FANNIE MAE - CAS
B1V7KEBTPIMZEU4LTD58
2040-02-25
8.155860
599395.00
597078.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FANNIE MAE - CAS
B1V7KEBTPIMZEU4LTD58
2042-03-25
14.160110
591699.00
600000.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FANNIE MAE - CAS
B1V7KEBTPIMZEU4LTD58
2042-03-25
13.810110
605372.00
600000.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FANNIE MAE - CAS
B1V7KEBTPIMZEU4LTD58
2042-01-25
11.960110
658565.00
598847.00
Other Instrument
AGENCY CREDIT RISK SECURITY
ENTERGY LOUISIANA, LLC
0V5453U14HDZO63CGH17
2051-03-15
2.900000
1000.00
702.00
Corporate Debt Securities
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
2051-01-31
3.700000
734000.00
570986.00
Corporate Debt Securities
FREDDIE MAC - STACR
5493005LAQ76UDHPEE03
2041-09-25
6.410110
668659.00
600000.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FREDDIE MAC - STACR
5493005LAQ76UDHPEE03
2041-11-25
7.960110
626810.00
598701.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FREDDIE MAC - STACR
5493005LAQ76UDHPEE03
2041-11-25
12.110110
664559.00
598757.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FREDDIE MAC - STACR
5493005LAQ76UDHPEE03
2042-02-25
8.060110
616907.00
600000.00
Other Instrument
AGENCY CREDIT RISK SECURITY
FREDDIE MAC STACR TRUST 2019-HQA2
549300NKHCH87PYOHD44
2049-04-25
8.605860
576900.00
596917.00
Other Instrument
AGENCY CREDIT RISK SECURITY
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
2051-04-22
3.109000
534000.00
393830.00
Corporate Debt Securities
JP MORGAN MORTGAGE TRUST
2052-08-25
3.000000
726132.00
593380.00
Private Label Collateralized Mortgage Obligations
Manulife Financial Corporation
5493007GBX87QOZACS27
2032-02-24
4.061000
43000.00
40523.00
Corporate Debt Securities
NEW YORK MORTGAGE TRUST
2062-07-25
5.250000
646031.00
597050.00
Private Label Collateralized Mortgage Obligations
PMT CREDIT RISK TRANSFER TRUST
2024-02-27
7.417290
1372000.00
593625.00
Private Label Collateralized Mortgage Obligations
THE LELAND STANFORD JUNIOR UNIVERSITY
JIUV0DC2REIJXQ26CR37
2048-05-01
3.647000
1000.00
887.00
Corporate Debt Securities
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
2082-10-31
8.125000
553000.00
586871.00
Corporate Debt Securities
Truist Financial Corporation
549300DRQQI75D2JP341
2099-12-31
4.950000
2000.00
1972.00
Corporate Debt Securities
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2045-01-25
5.300860
1941226.00
591745.00
Private Label Collateralized Mortgage Obligations
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
2039-07-24
4.421000
25000.00
21676.00
Corporate Debt Securities
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
2040-11-16
2.963000
179000.00
130846.00
Corporate Debt Securities
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
2026-12-01
3.350000
621000.00
595678.00
Corporate Debt Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0440
12000019.92
12000019.92
0.0030
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.420000%
7TK5RJIZDFROZCA6XF66
0000812291
TPR047ACA779157MIZ
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-03-25
4.955860
2618607.00
1250000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-07-25
4.905860
2175452.00
1250000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-05-25
4.855860
2260306.00
1250000.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-09-25
3.000000
2881087.00
1250000.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
4810000.00
4670383.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
4819200.00
4675208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
2492800.00
2349848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
4922700.00
4435259.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
4960700.00
4732964.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0442
25000055.50
25000055.50
0.0062
N
Y
Y
N
RBC CAPITAL MARKETS, LLC
RBC CAPITAL MARKETS, LLC 4.420000%
549300LCO2FLSSVFFR64
0000050916
TPR047AD2779157RBC
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AERCAP IRELAND CAP/GLOBA
2032-01-30
3.300000
3360000.00
2813866.00
Corporate Debt Securities
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
2037-08-22
3.875000
3000.00
2827.00
Corporate Debt Securities
ARIZONA PUBLIC SERVICE COMPANY
YG6VT0TPHRH4TFVAQV64
2032-12-15
6.350000
2702000.00
2981901.00
Corporate Debt Securities
B.A.T. INTERNATIONAL FINANCE P.L.C.
21380041YBGOQDFAC823
2025-06-15
3.950000
3075000.00
2993228.00
Corporate Debt Securities
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
2024-06-14
0.523000
3054000.00
2999647.00
Corporate Debt Securities
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
2044-08-01
5.165000
31000.00
2506.00
Corporate Debt Securities
CANADIAN TIRE CORP LTD
2023-02-14
0.00
72890.00
72750.00
Money Market
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
2039-02-15
5.900000
2036000.00
2372481.00
Corporate Debt Securities
EATON CORPORATION
0NZWDMRCE180888QQE14
2033-03-15
4.150000
3011000.00
2953622.00
Corporate Debt Securities
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
2032-03-24
3.625000
3208000.00
2972270.00
Corporate Debt Securities
GENERAL MOTORS COMPANY
54930070NSV60J38I987
2038-04-01
5.150000
182000.00
166047.00
Corporate Debt Securities
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
2027-01-15
5.950000
2000000.00
2078269.00
Corporate Debt Securities
WELLTOWER INC.
T6IZ0MBEG5ACZDTR7D06
2025-06-01
4.000000
3045000.00
2992250.00
Corporate Debt Securities
THE HERTZ CORPORATION
549300PD0C69OJ0NLB27
2028-01-15
7.000000
364000.00
6596.00
Corporate Debt Securities
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
2026-09-17
1.650000
275000.00
243782.00
Corporate Debt Securities
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
2032-05-22
2.172000
814000.00
645586.00
Corporate Debt Securities
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
2045-01-27
4.300000
3130000.00
2870704.00
Corporate Debt Securities
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
2024-01-22
0.550000
253000.00
242129.00
Corporate Debt Securities
His Majesty the King in right of Ontario
C7PVKCRGLG18EBQGZV36
2023-10-17
3.400000
223000.00
222722.00
Corporate Debt Securities
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
2031-03-25
2.875000
3445000.00
2981277.00
Corporate Debt Securities
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
3544000.00
2996001.00
Corporate Debt Securities
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
2040-08-01
3.300000
79000.00
57714.00
Corporate Debt Securities
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
2027-04-01
7.500000
1771000.00
1394663.00
Corporate Debt Securities
Progress Energy, Inc.
549300FBMTW0JYWMNB26
2031-10-30
7.000000
2621000.00
2983432.00
Corporate Debt Securities
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
2025-06-12
4.450000
3037000.00
2990889.00
Corporate Debt Securities
ROGERS COMMUNICATIONS INC.
54930030NVF3Y2OL0A78
2032-03-15
3.800000
3242000.00
2952702.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2033-03-28
3.000000
10000.00
9361.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2028-05-10
3.000000
5000.00
4496.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-06-21
5.000000
120000.00
120045.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2025-07-25
2.539500
35000.00
29415.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2033-09-30
0.00
115000.00
69394.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2025-11-20
3.750000
100000.00
98283.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2024-04-17
2.253300
45000.00
44132.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2034-05-30
0.00
40000.00
24350.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2029-06-30
0.00
10000.00
7002.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2034-07-31
0.00
50000.00
32445.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2025-12-24
3.000000
12000.00
11947.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2030-07-26
3.000000
100000.00
87423.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2027-04-28
3.000000
62000.00
58439.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-03-22
8.445000
184000.00
184388.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2027-02-26
1.000000
51000.00
42700.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2028-07-20
1.250000
5000.00
3555.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-07-07
2.600000
10000.00
9902.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2025-01-29
4.300000
125000.00
121881.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-08-15
3.550000
202000.00
201613.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-08-29
3.700000
292000.00
290438.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-09-15
3.850000
45000.00
44750.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-10-30
4.250000
168000.00
166947.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2023-11-20
4.500000
12000.00
11927.00
Corporate Debt Securities
RYDER SYS INC
2023-02-14
0.00
3005777.00
3000000.00
Money Market
SKANDINAVISKA ENSKILDA BANKEN AB DISC COML PAPER 4/2 YRS 3&4
2023-10-30
0.00
3015075.00
3000000.00
Money Market
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
2030-11-15
2.550000
344000.00
300864.00
Corporate Debt Securities
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
2047-06-15
5.769000
3569000.00
2999715.00
Corporate Debt Securities
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
2030-10-15
2.650000
147000.00
124529.00
Corporate Debt Securities
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
2028-03-01
4.000000
3110000.00
2992587.00
Corporate Debt Securities
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
2518000.00
2958535.00
Corporate Debt Securities
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0442
60000133.20
60000133.20
0.0150
N
Y
Y
N
BANK OF MONTREAL
Joint Account III 4.300000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR047AEB7791571BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
6021081.75
5355684.81
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
704055.52
723069.85
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-15
4.000000
44833.86
40689.19
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-15
3.500000
40217.47
25691.85
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
4.000000
45714.17
35279.48
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
4.500000
65743.98
50591.10
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-08-15
3.500000
83057.19
74998.66
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-06-15
3.500000
112850.17
100806.74
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-07-15
3.500000
151898.64
132751.33
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-10-15
3.500000
42909.58
38739.27
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-05-15
3.500000
80576.09
70005.58
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-12-15
3.500000
96110.95
84947.87
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-05-15
7.500000
10746.56
5.42
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
741935.48
74432.97
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.000000
853225.81
75125.53
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
377317.08
38050.20
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
1072436.62
328546.39
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
309129.57
303262.38
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
408064.52
60646.66
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-06-15
5.500000
47713.13
1014.97
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-06-15
5.500000
39347.66
1623.02
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
9497.55
4256.41
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
4283.01
2516.16
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
10610.01
6308.20
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
13996.50
4542.87
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
8386.84
3982.38
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
8474.98
4366.40
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
7419347.49
7419347.49
0.0019
N
Y
Y
N
ABN AMRO BANK N.V.
Joint Account III 4.310000%
BFXS5XCH7N0Y05NIXW11
TPR047AEB779157ABN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
187950.66
51373.06
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
298765.51
96825.62
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1298387.10
380529.84
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
1026.91
1022.98
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
553701.78
99356.51
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
370102.50
343842.91
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
472879.67
438774.04
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
1821905.86
1714718.30
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
70.04
64.25
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
48.23
46.82
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
37.99
37.21
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
1145026.99
1126136.57
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
187716.65
183880.92
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
410810.79
349061.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1354920.47
389643.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
1828455.15
399929.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
22872.09
5043.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
402508.72
109222.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
135651.92
14842.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
167488.86
21164.49
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
1194516.13
10729.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.500000
732582.65
9453.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
592345.56
151935.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
58080.27
18481.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
149237.95
55753.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
69978.98
37263.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
49894.20
32440.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
127072.55
68734.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
236543.31
60512.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
54773.09
17702.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
68987.42
19371.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
223264.90
55635.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
30359.74
2380.72
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
50815.75
25507.82
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
53809.54
14445.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
546904.20
396344.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
556451.61
402458.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
124803.82
94589.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
2233225.81
1834383.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
3187.87
3027.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
34777.97
33831.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1653868.98
1587591.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
6650.00
6712.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1146906.87
131382.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.000000
832099.60
70442.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.500000
876.75
517.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
684435.48
98387.88
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-09-20
4.500000
109176.07
8162.22
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
3610925.14
2220097.93
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
7230.16
5689.79
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
3.71
3.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
3.71
3.26
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
873436.13
774431.37
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
4.683998
132027.42
133426.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
1.875000
8073430.32
7136345.11
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-31
3.125000
1603867.90
1587626.94
U.S. Treasuries (including strips)
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
22258042.48
22258042.48
0.0056
N
Y
Y
N
BANK OF AMERICA, NATIONAL ASSOCIATION
Joint Account III 4.300000%
0000838440
TPR047AEB779157BAN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
25851184.43
4435496.99
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-04-20
3.000000
4809245.91
595425.89
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
1236560.91
146280.93
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-12-20
3.500000
24145380.97
4541265.53
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
37095817.39
4791479.82
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
16353856.56
4594889.55
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
18548368.74
18548368.74
0.0046
N
Y
Y
N
BOFA SECURITIES, INC.
Joint Account III 4.300000%
549300HN4UKV1E2R3U73
TPR047AEB779157BOF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
1891935.48
757031.98
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
163054.27
161746.46
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
2782220.97
792660.31
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
1173771.91
809229.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
914323.12
691096.06
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
992785.95
808311.07
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
750141.96
776066.85
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
100529.85
104710.69
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
740712.25
779246.08
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
821229.50
777350.59
Agency Mortgage-Backed Securities
CASH
2023-01-31
0.00
12279019.02
12279019.02
Other Instrument
CASH COLLATERAL
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
18548368.74
18548368.74
0.0046
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Joint Account III 4.300000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR047AEB779157CRE
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
25116507.15
19104838.71
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
18548368.74
18548368.74
0.0046
N
Y
Y
N
WELLS FARGO SECURITIES, LLC
Joint Account III 4.310000%
VYVVCKR63DVZZN70PB21
0001224385
TPR047AEB779157WEL
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
2041-06-01
4.500000
21376.83
5397.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
233252.98
11422.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
25077.42
2167.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
32645.16
4766.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
19290.32
3565.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
29677.42
6006.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
29677.42
4503.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
60733.02
20532.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
122460.46
28352.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.500000
21542.73
5709.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
11271.08
3412.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
444450.22
114075.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
57129.03
6713.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
10943.55
1386.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.500000
1708.60
385.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
37096.77
3550.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
154790.11
35428.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
5.000000
211296.59
14999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-10-01
7.500000
65512.90
919.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.000000
38024.19
711.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.000000
42475.81
787.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
43238.74
2899.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
10943.55
1653.51
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.000000
37248.31
13462.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
20812.14
8825.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
3620.42
1299.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.000000
3153.23
1516.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
19475.81
3825.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
67033.87
15328.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
23092.04
5897.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
22878.84
3897.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
514717.74
140994.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
38860.76
9449.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
34685.11
19285.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
40524.85
11042.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
86250.00
17071.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2498.43
696.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
74193.55
21121.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
3524.19
1282.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
24572.31
3851.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
350889.56
52334.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
1155235.58
344514.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
187298.90
14873.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
82169.35
40027.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
46793.76
29879.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
52791.16
36107.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
112782.95
36132.89
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
111117.56
69332.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
16248.39
8527.99
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
41214.11
25102.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
119538.05
59549.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.000000
556.45
416.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
58981.27
32009.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
7233.87
5826.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
5432.64
3259.17
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
230038.28
172261.91
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
263664.88
194836.82
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
187298.79
144711.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
36707.59
27529.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
148698.38
123690.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
187298.24
195379.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.000000
32761.09
25560.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.000000
786738.00
635250.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
92990.11
74216.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
7110.93
5859.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
30048.39
27069.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
48559.68
44665.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
910010.91
836663.32
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
30194.73
25973.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1708.45
1415.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
61626.87
61139.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
64614.09
63682.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
15437.23
13404.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
1.500000
1715.99
1444.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
4103.90
3663.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
25967.74
23394.78
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
7362.49
6595.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
84758.15
85823.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
313784.25
298995.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-12-01
2.500000
1201.19
1050.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
1852.65
1819.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
37488.22
38620.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
91210.40
90965.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
52102.42
49542.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
56714.51
45669.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
38963.63
39885.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
2.500000
37096.77
32497.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
42652.68
42507.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
117315.99
118062.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
314940.22
315430.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
48208.45
48827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
38435.04
39910.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
38152.18
39632.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
4765.82
4898.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
6502.43
6728.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
84042.93
85859.19
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
64032.45
62865.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
56770.57
56568.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
77667.29
80364.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
55751.18
57668.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
59853.90
62182.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
50712.85
50169.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
62165.33
62630.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
55505.34
55628.65
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
48637.25
50690.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
5821.78
5961.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
106762.70
110328.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
47991.02
50239.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
898900.88
918096.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
38292.29
31389.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
55641.45
56616.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
155624.71
155135.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
47770.37
49942.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
144026.59
148287.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
47143.69
41964.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
39452.42
40719.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
41294.31
42811.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
37159.28
38587.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
37451.72
37884.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
25721.68
26563.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
33387.10
34946.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
83067.10
86358.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
53582.58
55046.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
41761.69
42620.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
261411.62
266941.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
84801.07
87362.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.000000
68949.70
70340.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
361836.89
54859.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
109880.65
67899.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1867926.60
1275171.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
5750.00
3255.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
1.500000
37096.77
25648.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
9385.48
6935.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
27822.58
22390.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
3077.29
2469.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
21603.64
18678.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
4247.14
3511.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1793.00
1481.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.000000
44512.42
38937.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.000000
14144.74
11785.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.000000
37451.86
31427.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
26338.71
24033.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
980.65
892.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
24701.59
22034.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
18362.90
17980.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
68307.81
70110.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
166747.25
171810.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
37096.77
13302.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
14994.07
7398.69
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
2040.32
1151.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
26430.60
15492.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
3671.39
1123.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
1.500000
927.42
633.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3709.68
2835.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
1817.74
1310.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
2798.73
1079.89
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
12027.33
8769.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
7.000000
38603.68
23171.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
16508.06
7653.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
58539.15
29330.97
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.000000
22146.77
12248.32
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
33337.35
14514.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
2003.23
1552.65
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
39390.13
31846.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.000000
74193.55
58869.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
3536.29
2811.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.500000
38951.61
33303.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
8559.71
6839.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
12832.15
10738.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
109435.48
94764.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
18548.39
13894.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
586129.03
477596.97
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
92741.94
84799.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
1508917.71
1379577.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
25108.51
18695.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
37577.77
32345.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
319769.45
277652.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1994377.60
2054016.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
3055407.88
3071050.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
895463.56
922360.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
4.500000
993387.14
1005671.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.000000
1032820.34
1053851.32
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.500000
1213064.52
18170.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.000000
22629.03
436.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.500000
307903.23
63964.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-08-01
5.000000
53352.88
9252.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
38024.19
720.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.000000
189375.99
374.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.000000
97459.16
1667.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
5.000000
9142.80
707.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
159331.13
1005.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
5.000000
145691.76
6148.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.000000
1136756.34
712.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
207009.24
2264.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
4.500000
80277.42
5704.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.000000
3497.60
422.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
163446.16
11500.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.000000
13911.29
827.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.500000
163225.81
3618.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
51351.25
3540.26
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
111290.32
8264.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
4.000000
22996.59
2133.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
37096.77
5949.10
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
50912.76
7572.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
15024.19
3356.44
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
281083.85
63852.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
14838.71
3469.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
13685.48
2107.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
4.000000
2003.23
377.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
39600.81
6618.77
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
30207.53
10037.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
18548.39
1105.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
6662.95
1571.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.000000
7547.15
1230.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
2817.87
412.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
35362.50
3738.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
209714.85
107306.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.500000
3121.06
525.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.000000
139188.80
27198.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
190120.97
42350.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.000000
2225.81
486.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
3.000000
15061.29
3304.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
18792.89
5556.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
8309.68
934.99
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.500000
39351.85
28940.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.000000
4266.13
3439.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.000000
96897.55
19797.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
121083.87
20088.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
27678.31
3634.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
3.000000
55645.16
10979.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.000000
27433.03
9219.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
6348.63
1466.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
3.500000
1884.15
660.17
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
5.000000
275717.80
58580.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
7567.74
3395.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-09-01
5.000000
65364.29
18314.90
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.500000
35584.93
21407.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.500000
2967.74
1853.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
1112903.23
758281.25
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
722322.83
475558.65
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
1.500000
37096.77
28264.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
2040.32
1675.33
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
2817.61
2269.91
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.500000
269275.06
220836.47
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
23056.61
19373.01
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
235314.08
208897.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.000000
359256.22
320547.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.000000
2249.70
1992.69
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
104687.02
99729.89
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
34284.73
33335.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.000000
176923.12
158933.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
7790.32
7280.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
34324.42
30023.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
3020.05
3006.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
5137.61
5145.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.500000
43264.52
42115.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
4.500000
12483.47
12173.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
5.000000
130770.32
128496.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
4.000000
11327.57
10791.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
4.500000
734775.10
743251.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
50915.47
51463.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1235297.43
1266307.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
3088957.31
3140154.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
7.000000
35492.34
38897.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
966342.37
995318.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
96199.84
86385.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.000000
33233.00
30198.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.500000
35454.02
1206.42
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
95122.25
11850.68
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
29677389.97
29677389.97
0.0074
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 4.300000%
254900Y8NKGV541U8Q32
0001457970
TPR047AFC779157FED
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
124000.00
129269.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
158699600.00
150017902.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
1.875000
56559200.00
49876772.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1+
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
199999776.00
199999776.00
0.0499
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 4.390000%
549300HN4UKV1E2R3U73
TPR047B007791572BO
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
2029-08-15
5.750000
3462000.00
2999422.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2027-08-01
9.875000
10000.00
10726.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2028-08-01
4.000000
3405000.00
2999427.00
Corporate Debt Securities
CARNIVAL CORPORATION.
F1OF2ZSX47CR0BCWA982
2030-06-01
10.500000
3089000.00
2999136.00
Corporate Debt Securities
Carvana Co.
5493003WEAK2PJ5WS063
2030-05-01
10.250000
5201000.00
2999651.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2045-10-23
6.484000
3023000.00
2999393.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2032-02-01
2.300000
3862000.00
2999500.00
Corporate Debt Securities
CHARTER COMM OPT LLC/CAP
2052-06-01
3.900000
4388000.00
2999374.00
Corporate Debt Securities
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
2099-12-31
4.350000
3322000.00
2999129.00
Corporate Debt Securities
Energizer Holdings, Inc.
5493000D6NN0V57UME20
2027-12-31
6.500000
3063000.00
2999371.00
Corporate Debt Securities
ENDO DAC/FIN LLC/FINCO
2027-07-31
9.500000
19672000.00
2999980.00
Corporate Debt Securities
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
2023-03-15
3.875000
2961000.00
2999490.00
Corporate Debt Securities
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
2027-09-01
5.000000
2973000.00
2999380.00
Corporate Debt Securities
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
2030-03-15
6.500000
3256000.00
2999737.00
Corporate Debt Securities
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
4521000.00
2999495.00
Corporate Debt Securities
NAVIOS SA LOGIST/FIN US
2025-07-01
10.750000
2888000.00
2999048.00
Corporate Debt Securities
New Residential Investment Corp.
549300WNTHGEO5LP2G31
2025-10-15
6.250000
3163000.00
2999798.00
Corporate Debt Securities
THE ADT SECURITY CORPORATION
5493009JEEDYLVRA0J13
2032-07-15
4.875000
3353000.00
2999817.00
Corporate Debt Securities
REGAL REXNORD CORPORATION
QH78R09VCJGQKPBPYU33
2028-04-15
6.050000
2966000.00
2999861.00
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
2025-06-01
11.500000
2781000.00
2999424.00
Corporate Debt Securities
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
2028-06-01
7.625000
2881000.00
2999812.00
Corporate Debt Securities
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
2025-12-15
9.000000
3788000.00
2999717.00
Corporate Debt Securities
Valeant Pharmaceuticals International
KOO0397YRO83WY5MGD97
2026-04-01
9.250000
3862000.00
2999590.00
Corporate Debt Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0439
60000082.80
60000082.80
0.0150
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 4.370000%
549300HN4UKV1E2R3U73
TPR047B017791571BO
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALABAMA POWER COMPANY
0RL818ELFOHP5JHOFU19
2033-02-15
5.700000
1158000.00
1249949.00
Corporate Debt Securities
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
2029-01-12
2.250000
1419000.00
1249752.00
Corporate Debt Securities
The Bank Of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
2029-02-01
4.543000
1255000.00
1249277.00
Corporate Debt Securities
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
2024-03-11
2.440000
1273000.00
1249550.00
Corporate Debt Securities
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
2048-07-15
3.800000
1511000.00
1249943.00
Corporate Debt Securities
BURLINGTN NORTH SANTA FE
2025-09-01
3.650000
1261000.00
1249573.00
Corporate Debt Securities
BURLINGTN NORTH SANTA FE
2053-01-15
4.450000
1317000.00
1249422.00
Corporate Debt Securities
BESTFOODS
2026-12-15
7.250000
1123000.00
1249117.00
Corporate Debt Securities
CARGILL, INCORPORATED
QXZYQNMR4JZ5RIRN4T31
2045-11-23
4.760000
1287000.00
1249151.00
Corporate Debt Securities
CARGILL, INCORPORATED
QXZYQNMR4JZ5RIRN4T31
2031-02-02
1.700000
1542000.00
1249703.00
Corporate Debt Securities
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
2024-06-22
1.226000
1316000.00
1249745.00
Corporate Debt Securities
JOHN DEERE CAPITAL CORPORATION
E0KSF7PFQ210NWI8Z391
2029-04-18
3.350000
1313000.00
1249982.00
Corporate Debt Securities
ENTERGY ARKANSAS, LLC
549300A0I5ONUIFMLP35
2024-06-01
3.700000
1261000.00
1249773.00
Corporate Debt Securities
KKR GROUP FINANCE CO III
2044-06-01
5.125000
1354000.00
1249446.00
Corporate Debt Securities
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
1347000.00
1249603.00
Corporate Debt Securities
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
2026-07-17
4.679000
1260000.00
1249882.00
Corporate Debt Securities
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
2033-10-18
6.342000
1124000.00
1249332.00
Corporate Debt Securities
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
2042-07-24
6.375000
1074000.00
1249330.00
Corporate Debt Securities
PACIFIC LIFE INSURANCE COMPANY
8WC3XYHE06SQFW7CQK10
2039-06-15
9.250000
7000.00
9752.00
Corporate Debt Securities
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
2040-06-21
6.625000
1092000.00
1249271.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2024-07-16
2.550000
1290000.00
1249304.00
Corporate Debt Securities
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2026-01-12
4.875000
1243000.00
1249430.00
Corporate Debt Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0437
25000020.75
25000020.75
0.0062
N
Y
Y
N
Goldman Sachs Financial Square Funds - Money Market
2023-02-07
Peter W. Fortner
Peter W. Fortner
Assistant Treasurer