0001145549-20-024383.txt : 20200507
0001145549-20-024383.hdr.sgml : 20200507
20200507100629
ACCESSION NUMBER: 0001145549-20-024383
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200507
DATE AS OF CHANGE: 20200507
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 20854946
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000009242
Financial Square Government Fund
C000025196
Institutional Shares
FGTXX
C000025197
Administration Shares
FOAXX
C000025198
Service Shares
FOSXX
C000025199
Preferred Shares
GPGXX
C000025200
Select Shares
GSGXX
C000025201
Capital Shares
GCGXX
C000088802
Cash Management Shares
GVCXX
C000088803
Premier Shares
GGPXX
C000088804
Resource Shares
GVRXX
C000166882
Class A Shares
FSOXX
C000166883
Class C Shares
FSGXX
C000167141
Class R6 Shares
FGGXX
C000214495
Drexel Hamilton Class Shares
VETXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000822977
XXXXXXXX
2020-04-30
0000822977
549300BRJMXN4GUWZ402
S000009242
13
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
Exempt Government
N
38
105
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106250817067.34
117959173822.23
121026714306.56
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1.0009
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1.0007
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21760332673.73
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0.00
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134571383345.90
98841688390.81
0.0025
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C000025197
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1.0009
1.0008
1.0008
1.0007
0.0000
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331777489.69
274548967.14
2480971278.13
2404444695.00
278581982.44
311449947.50
0.00
0.00
3869641858.20
3888368241.27
0.0001
Y
For Administration Shares Goldman Sachs & Co. LLC waived $3,706 of Admin Fees.
C000025198
10000000.00
766454264.95
766410957.2400
1.0009
1.0008
1.0008
1.0007
0.0000
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25907465.19
44080831.64
142353242.36
119327398.04
39082007.75
36542312.55
0.00
0.00
266351005.09
274236726.80
0.0000
Y
For Service Shares Goldman Sachs & Co. LLC waived $132,202 of Admin Fees.
C000025199
10000000.00
1176045560.34
1175979109.1000
1.0009
1.0008
1.0008
1.0007
0.0000
64785753.65
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40934564.21
62575697.47
177663601.63
217103325.29
19516040.20
0.00
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536668329.11
299586554.18
0.0015
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C000025200
10000000.00
389304223.53
389282226.3000
1.0009
1.0008
1.0008
1.0007
0.0000
15952844.66
27118493.96
2593803.48
18574586.96
18739869.59
15235666.54
25267243.47
14470038.38
0.00
0.00
65083920.12
77453649.93
0.0022
N
C000025201
10000000.00
1798671343.16
1798569711.1000
1.0009
1.0008
1.0008
1.0007
0.0000
182337497.48
217214628.91
116675480.89
143661729.36
312075810.42
119740901.40
199953719.11
94629865.97
0.00
0.00
927734663.69
647668922.56
0.0010
N
C000088802
10000000.00
210875653.54
210863738.2200
1.0009
1.0008
1.0008
1.0007
0.0000
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25479577.54
21571536.39
9261402.96
33841676.23
15380268.13
12982947.41
6148834.19
0.00
0.00
77653390.34
63553081.46
0.0000
Y
For Cash Management Shares Goldman Sachs & Co. LLC waived $79,480 of Admin Fees and $3,124 of Distribution or Servicing Fees.
C000088803
10000000.00
164417539.87
164408249.6300
1.0009
1.0008
1.0008
1.0007
0.0000
7802623.80
4912313.21
6148944.07
2554362.43
18748397.55
17049778.67
5388731.55
12657664.48
0.00
0.00
37929423.24
48231579.82
0.0000
Y
For Premier Shares Goldman Sachs & Co. LLC waived $9,637 of Admin Fees.
C000088804
10000000.00
86515753.32
86510864.8400
1.0009
1.0008
1.0008
1.0007
0.0000
821117.34
5328208.34
6190446.90
2799641.65
1540614.34
1644252.32
959441.78
333470.72
0.00
0.00
10603799.69
7644245.21
0.0000
Y
For Resource Shares Goldman Sachs & Co. LLC waived $25,594 of Admin Fees.
C000166882
1000.00
394334051.59
394311770.1500
1.0009
1.0008
1.0008
1.0007
0.0000
19667986.07
5946707.37
7702012.41
5127731.95
10383752.33
6515904.95
3426692.12
7660072.19
0.00
0.00
33930386.61
27642518.11
0.0001
Y
For Class A Shares Goldman Sachs & Co. LLC waived $273 of Distribution or Servicing Fees.
C000166883
1000.00
7326931.61
7326517.6100
1.0009
1.0008
1.0008
1.0007
0.0000
37607.47
131851.16
21028.46
18266.95
284710.42
117989.67
22599.32
32719.93
0.00
0.00
362732.08
395524.48
0.0000
Y
For Class C Shares Goldman Sachs & Co. LLC waived $4,298 of Admin Fees.
C000167141
1.00
102567054.97
102561259.5300
1.0009
1.0008
1.0008
1.0007
0.0000
16797381.58
16314012.96
21851447.96
16019273.22
20769096.70
11051406.49
16839157.28
15008849.91
0.00
0.00
84621303.49
58934799.08
0.0025
N
C000214495
10000000.00
2158671547.79
2158549574.2900
1.0009
1.0008
1.0008
1.0007
0.0000
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813620086.42
190000000.00
373000000.00
736000000.00
172800000.00
691700000.00
471451782.03
0.00
0.00
2302154549.29
1279871868.45
0.0025
N
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.060000%
1DU7IM20QESYGDO4HO54
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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
2027-08-15
6.375000
526500000.00
537030000.00
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
526498673.22
526498673.22
0.0027
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547727791568DA
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
2023-01-31
1.750000
164870208.10
168167612.30
U.S. Treasuries (including strips)
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2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
164869746.46
164869746.46
0.0008
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547757791563DA
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
2023-03-31
2.500000
104656862.00
106749999.20
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
104656568.96
104656568.96
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547787791560DA
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
2023-04-30
1.625000
259379057.97
264566639.10
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
259378331.71
259378331.71
0.0013
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
208054781779156DAI
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
2023-04-30
2.750000
729281512.97
743867143.20
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
729279470.98
729279470.98
0.0038
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547847791566DA
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
2024-02-29
2.375000
117164704.00
119507998.10
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
117164375.94
117164375.94
0.0006
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547877791569DA
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
2024-04-30
2.000000
182929728.99
186588323.60
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
182929216.79
182929216.79
0.0009
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
208054790779156CDA
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
365441174.00
372749997.50
U.S. Treasuries (including strips)
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2020-05-01
2020-05-01
2020-05-01
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N
N
0.0005
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0.0019
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
208054793779156BDA
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
2024-11-15
2.250000
286458721.98
292187896.40
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
286457919.90
286457919.90
0.0015
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547967791564DA
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
2025-05-15
2.125000
107598038.00
109749998.80
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
107597736.73
107597736.73
0.0006
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080547997791562DA
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
2025-06-30
2.750000
99705881.00
101699998.60
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
99705601.82
99705601.82
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080548027791565DA
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
2025-07-31
2.875000
111397058.00
113624999.20
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
111396746.09
111396746.09
0.0006
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080548057791567DA
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
2025-08-31
2.750000
129360725.99
131947940.50
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
129356845.17
129356845.17
0.0007
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
2080548087791561DA
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
2025-11-30
2.875000
79501427.00
81091455.54
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
79501204.40
79501204.40
0.0004
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC.
DAIWA CAPITAL MARKETS AMERICA INC. 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
208054811779156ADA
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
2026-02-15
1.625000
262254900.00
267499998.00
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
262254165.69
262254165.69
0.0013
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054826779156JPR
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
2045-08-15
2.875000
133375000.00
136042500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
133374663.90
133374663.90
0.0007
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054829779156KPR
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
2045-02-15
2.500000
160927500.00
164146050.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
160927094.46
160927094.46
0.0008
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054832779156EPR
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
2036-08-15
0.00
37181250.00
37924875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
37181156.30
37181156.30
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548357791567PR
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
2032-11-15
0.00
21875000.00
22312500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
21874944.88
21874944.88
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054838779156APR
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
2039-08-15
0.00
28175000.00
28738500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
28174929.00
28174929.00
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548417791569PR
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
2038-08-15
0.00
26317500.00
26843850.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
26317433.68
26317433.68
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054844779156IPR
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
2041-11-15
0.00
111000000.00
113220000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
110999720.28
110999720.28
0.0006
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054847779156BPR
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
2035-02-15
0.00
32205000.00
32849100.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
32204918.84
32204918.84
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054850779156CPR
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
2048-05-15
3.125000
35750000.00
36465000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
35749909.91
35749909.91
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054853779156PRU
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
2027-08-15
0.00
188750000.00
192525000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
188749524.35
188749524.35
0.0010
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548567791560PR
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
2044-02-15
0.00
27312500.00
27858750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
27312431.17
27312431.17
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548597791568PR
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
2041-08-15
0.00
23637500.00
24110250.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
23637440.43
23637440.43
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054862779156DPR
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
2043-11-15
0.00
36125000.00
36847500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
36124908.97
36124908.97
0.0002
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548657791564PR
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
2043-05-15
2.875000
15825000.00
16141500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
15824960.12
15824960.12
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548687791562PR
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
2027-02-15
6.625000
11000750.00
11220765.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
11000722.28
11000722.28
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548717791561PR
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
2026-05-15
0.00
8527500.00
8698050.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
8527478.51
8527478.51
0.0000
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054874779156FPR
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
2047-08-15
2.750000
59681250.00
60874875.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
59681099.60
59681099.60
0.0003
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054877779156HPR
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
2047-08-15
0.00
103125000.00
105187500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
103124740.13
103124740.13
0.0005
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548807791565PR
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
2041-02-15
0.00
18812500.00
19188750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
18812452.59
18812452.59
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548837791566PR
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
2033-11-15
0.00
21562500.00
21993750.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
21562445.66
21562445.66
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
2080548867791563PR
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
2043-08-15
0.00
15225000.00
15529500.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
15224961.63
15224961.63
0.0001
N
Y
Y
N
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000%
X574KRZ6V5A7UBU45C31
0000729057
208054889779156GPR
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
2036-05-15
0.00
62250000.00
63495000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0006
62249843.13
62249843.13
0.0003
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.040000%
R0MUWSFPU8MPRO8K5P83
0001272025
2080551827791562BN
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
2025-01-15
0.250000
1999999999.97
2040000000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1999993859.97
1999993859.97
0.0103
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.040000%
R0MUWSFPU8MPRO8K5P83
0001272025
2080551857791561BN
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
2022-01-15
0.125000
499999999.99
510000000.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
499998464.99
499998464.99
0.0026
N
Y
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.590998%
3130AFTV9
US3130AFTV91
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-04
2020-08-04
2020-08-04
N
N
N
0.0034
477765363.69
477765363.69
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.977000%
3130AG4K8
US3130AG4K80
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-19
2021-03-19
2021-03-19
N
N
N
0.0042
492344381.78
492344381.78
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.363000%
3130AG6J9
US3130AG6J99
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-01
2021-04-01
2021-04-01
N
N
N
0.0043
994014752.22
994014752.22
0.0051
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.050000%
3130AGKE4
US3130AGKE41
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-08-25
2020-08-25
N
N
N
0.0021
30184542.43
30184542.43
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.035000%
3130AH7M9
US3130AH7M91
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0104
593000000.00
593000000.00
0.0031
N
Y
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.050001%
3130AHB44
US3130AHB448
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-10-07
2020-10-07
N
N
N
0.0030
2843306354.77
2843306354.77
0.0146
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.749002%
3130AHQ63
US3130AHQ636
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-15
2020-06-15
2020-06-15
N
N
N
0.0028
479088305.17
479088305.17
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.856001%
3130AHQA4
US3130AHQA48
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-08
2020-06-08
2020-06-08
N
N
N
0.0029
479088046.46
479088046.46
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.585000%
3130AHTK9
US3130AHTK92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-24
2021-03-24
2021-03-24
N
N
N
0.0034
118199819.15
118199819.15
0.0006
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.609998%
3130AHTL7
US3130AHTL75
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-24
2021-06-24
2021-06-24
N
N
N
0.0036
118217500.69
118217500.69
0.0006
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.242382%
3130AHUD3
US3130AHUD31
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-08
2021-04-08
2021-04-08
N
N
N
0.0043
240331440.85
240331440.85
0.0012
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.288001%
3130AHUE1
US3130AHUE14
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-06
2021-07-06
2021-07-06
N
N
N
0.0049
480989019.85
480989019.85
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 1.210000%
3130AHUQ4
US3130AHUQ44
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-09
2021-04-09
2021-04-09
N
N
N
0.0043
59507606.48
59507606.48
0.0003
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.774000%
3130AHV26
US3130AHV263
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-09
2020-07-09
2020-07-09
N
N
N
0.0026
123995316.52
123995316.52
0.0006
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.040000%
3130AJ3N7
US3130AJ3N74
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-08-05
2020-08-05
N
N
N
0.0020
990169049.38
990169049.38
0.0051
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.029999%
3130AJ4K2
US3130AJ4K27
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-06-05
2020-06-05
N
N
N
0.0005
214495804.38
214495804.38
0.0011
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.029999%
3130AJ6S3
US3130AJ6S35
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-08-19
2020-08-19
N
N
N
0.0017
55476336.47
55476336.47
0.0003
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.610000%
3130AJDK2
US3130AJDK23
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0050
481052195.23
481052195.23
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.360000%
3130AJFG9
US3130AJFG92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-23
2021-09-23
N
N
N
0.0038
989719176.60
989719176.60
0.0051
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.220000%
3130AJFP9
US3130AJFP91
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-09-25
2020-09-25
N
N
N
0.0024
581951909.34
581951909.34
0.0030
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.310000%
3130AJGE3
US3130AJGE36
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-29
2021-09-29
N
N
N
0.0033
1399598326.00
1399598326.00
0.0072
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.299999%
3130AJGT0
US3130AJGT05
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-06
2021-10-06
N
N
N
0.0032
957721806.38
957721806.38
0.0049
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313312WZ9
US313312WZ94
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-18
2020-05-18
2020-05-18
N
N
N
0.0009
26498873.75
26498873.75
0.0001
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313313AD0
US313313AD04
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0015
49448850.17
49448850.17
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
313313CG1
US313313CG17
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-02-24
2021-02-24
2021-02-24
N
N
N
0.0015
49438331.42
49438331.42
0.0003
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384C64
US313384C649
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-19
2020-08-19
2020-08-19
N
N
N
0.0012
29189293.24
29189293.24
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384D55
US313384D555
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-26
2020-08-26
2020-08-26
N
N
N
0.0012
489808900.00
489808900.00
0.0025
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384D71
US313384D712
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-28
2020-08-28
2020-08-28
N
N
N
0.0012
429129709.57
429129709.57
0.0022
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384E21
US313384E215
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-31
2020-08-31
2020-08-31
N
N
N
0.0012
14993899.95
14993899.95
0.0001
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384F53
US313384F535
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-11
2020-09-11
2020-09-11
N
N
N
0.0013
46977426.84
46977426.84
0.0002
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384F95
US313384F956
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-15
2020-09-15
2020-09-15
N
N
N
0.0013
164418618.56
164418618.56
0.0008
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384G78
US313384G780
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-21
2020-09-21
2020-09-21
N
N
N
0.0013
1484233160.85
1484233160.85
0.0076
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384WU9
US313384WU92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-13
2020-05-13
2020-05-13
N
N
N
0.0009
247992560.00
247992560.00
0.0013
N
N
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384XY0
US313384XY06
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-10
2020-06-10
2020-06-10
N
N
N
0.0010
1251470933.61
1251470933.61
0.0064
N
N
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384YF0
US313384YF08
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-17
2020-06-17
2020-06-17
N
N
N
0.0010
664413242.88
664413242.88
0.0034
N
N
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384YP8
US313384YP89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0010
483526115.59
483526115.59
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384ZA0
US313384ZA02
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0012
292235694.00
292235694.00
0.0015
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384ZM4
US313384ZM40
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0012
716216121.61
716216121.61
0.0037
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384ZQ5
US313384ZQ53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-20
2020-07-20
2020-07-20
N
N
N
0.0012
244434799.19
244434799.19
0.0013
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313384ZR3
US313384ZR37
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0012
244933850.00
244933850.00
0.0013
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313385CV6
US313385CV60
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0016
253647785.82
253647785.82
0.0013
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313385DB9
US313385DB97
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0016
959841507.20
959841507.20
0.0049
N
N
N
N
FEDERAL HOME LOAN BANK SYSTEM
FEDERAL HOME LOAN BANK SYSTEM 0.000000%
313385DE3
US313385DE37
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-03-18
2021-03-18
2021-03-18
N
N
N
0.0016
212196832.63
212196832.63
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.250034%
3133EH2K8
US3133EH2K86
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-11-12
2020-11-12
N
N
N
0.0033
14692096.55
14692096.55
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.270000%
3133EH2M4
US3133EH2M43
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-11-12
2020-11-12
N
N
N
0.0019
54023143.32
54023143.32
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.315000%
3133EJN47
US3133EJN478
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-10-30
2020-10-30
N
N
N
0.0024
244988876.66
244988876.66
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.370001%
3133EJNP0
US3133EJNP03
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0028
148002239.24
148002239.24
0.0008
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.320000%
3133EJR35
US3133EJR354
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-11-06
2020-11-06
N
N
N
0.0024
197676830.83
197676830.83
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.150001%
3133EJS42
US3133EJS428
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-08-13
2020-08-13
N
N
N
0.0014
123402424.81
123402424.81
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.450000%
3133EJV89
US3133EJV893
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-11-23
2021-11-23
N
N
N
0.0040
123497871.01
123497871.01
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.111630%
3133EK5T9
US3133EK5T96
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-05
2021-11-05
2021-11-05
N
N
N
0.0028
93351425.86
93351425.86
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.310000%
3133EK5U6
US3133EK5U69
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-11-08
2021-11-08
N
N
N
0.0043
117483801.58
117483801.58
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.310000%
3133EKBH8
US3133EKBH87
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-02-26
2021-02-26
N
N
N
0.0024
98356361.29
98356361.29
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.299999%
3133EKCX2
US3133EKCX29
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-03-15
2021-03-15
N
N
N
0.0024
344467433.09
344467433.09
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.130000%
3133EKDM5
US3133EKDM54
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-03-18
2021-03-18
N
N
N
0.0035
103095703.59
103095703.59
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.447631%
3133EKFD3
US3133EKFD38
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-29
2020-06-29
2020-06-29
N
N
N
0.0028
282428468.74
282428468.74
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
3133EKFF8
US3133EKFF85
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-03-29
2021-03-29
N
N
N
0.0025
344432052.82
344432052.82
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.285001%
3133EKGE0
US3133EKGE02
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-04-08
2021-04-08
N
N
N
0.0025
246079423.56
246079423.56
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.265036%
3133EKHZ2
US3133EKHZ22
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-04-23
2021-04-23
N
N
N
0.0027
29491982.49
29491982.49
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.275000%
3133EKJQ0
US3133EKJQ05
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-02-26
2021-02-26
N
N
N
0.0024
188654113.11
188654113.11
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.200002%
3133EKZL3
US3133EKZL34
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-08-13
2021-08-13
N
N
N
0.0037
244459375.65
244459375.65
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.185000%
3133ELAC8
US3133ELAC82
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-01-21
2021-01-21
N
N
N
0.0011
261442578.35
261442578.35
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.240001%
3133ELAX2
US3133ELAX20
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-02-25
2021-02-25
N
N
N
0.0024
282900741.20
282900741.20
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.240001%
3133ELBS2
US3133ELBS26
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-11-29
2021-11-29
N
N
N
0.0016
337214930.86
337214930.86
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.963500%
3133ELCZ5
US3133ELCZ59
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-09
2021-09-09
2021-09-09
N
N
N
0.0046
191509417.27
191509417.27
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
3133ELDB7
US3133ELDB72
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-12-13
2021-12-13
N
N
N
0.0032
192921765.52
192921765.52
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.140000%
3133ELDM3
US3133ELDM38
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-12-16
2020-12-16
N
N
N
0.0016
94468053.95
94468053.95
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.249998%
3133ELDN1
US3133ELDN11
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-12-13
2021-12-13
N
N
N
0.0016
217300775.02
217300775.02
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.918878%
3133ELDX9
US3133ELDX92
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-13
2021-09-13
2021-09-13
N
N
N
0.0034
85188728.66
85188728.66
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.724630%
3133ELFP4
US3133ELFP41
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-23
2021-12-23
2021-12-23
N
N
N
0.0036
107115443.37
107115443.37
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.380499%
3133ELFZ2
US3133ELFZ23
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-02
2021-07-02
2021-07-02
N
N
N
0.0051
48988549.68
48988549.68
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.783878%
3133ELGP3
US3133ELGP32
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-13
2021-01-13
2021-01-13
N
N
N
0.0030
237179712.28
237179712.28
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.209999%
3133ELGY4
US3133ELGY49
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-13
2022-01-13
N
N
N
0.0017
367952348.83
367952348.83
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.234000%
3133ELHE7
US3133ELHE75
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-13
2022-01-13
N
N
N
0.0025
293900142.90
293900142.90
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.190001%
3133ELHG2
US3133ELHG24
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-14
2022-01-14
N
N
N
0.0038
234828287.49
234828287.49
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.843998%
3133ELHT4
US3133ELHT45
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-15
2021-09-15
2021-09-15
N
N
N
0.0034
546020092.54
546020092.54
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.155002%
3133ELNA8
US3133ELNA89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-02-14
2022-02-14
N
N
N
0.0018
189032566.94
189032566.94
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
3133ELYN8
US3133ELYN81
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-08
2022-02-07
2022-02-07
N
N
N
0.0040
95466602.70
95466602.70
0.0005
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000%
3134GVHR2
S6XOOCT0IEG5ABCC6L87
US3134GVHR26
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-24
2021-09-24
N
N
N
0.0033
3052735006.73
3052735006.73
0.0157
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001%
3134GVHT8
S6XOOCT0IEG5ABCC6L87
US3134GVHT81
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-27
2021-09-27
N
N
N
0.0035
744787749.50
744787749.50
0.0038
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001%
3134GVHV3
S6XOOCT0IEG5ABCC6L87
US3134GVHV38
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-30
2021-09-30
N
N
N
0.0035
496357727.93
496357727.93
0.0026
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.299999%
3134GVJC3
S6XOOCT0IEG5ABCC6L87
US3134GVJC39
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-01
2021-10-01
N
N
N
0.0032
1489572221.00
1489572221.00
0.0077
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.320000%
3134GVJE9
S6XOOCT0IEG5ABCC6L87
US3134GVJE94
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-03
2022-01-03
N
N
N
0.0034
497831163.06
497831163.06
0.0026
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000%
3134GVNL8
S6XOOCT0IEG5ABCC6L87
US3134GVNL81
0001026214
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-25
2021-10-25
N
N
N
0.0033
499849865.00
499849865.00
0.0026
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-09-24
2021-09-24
N
N
N
0.0031
993452987.58
993452987.58
0.0051
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G02U6
B1V7KEBTPIMZEU4LTD58
US3135G02U65
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-12-30
2021-12-30
N
N
N
0.0037
990391383.26
990391383.26
0.0051
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.299999%
3135G02W2
B1V7KEBTPIMZEU4LTD58
US3135G02W22
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-04
2021-10-04
N
N
N
0.0032
486759393.02
486759393.02
0.0025
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.360000%
3135G03H4
B1V7KEBTPIMZEU4LTD58
US3135G03H46
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-15
2021-10-15
N
N
N
0.0038
247926924.32
247926924.32
0.0013
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-20
2021-10-20
N
N
N
0.0037
1788967713.23
1788967713.23
0.0092
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370001%
3135G03M3
B1V7KEBTPIMZEU4LTD58
US3135G03M31
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-20
2022-01-20
N
N
N
0.0028
499763689.56
499763689.56
0.0026
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999%
3135G03N1
B1V7KEBTPIMZEU4LTD58
US3135G03N14
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-21
2022-01-21
N
N
N
0.0028
994168244.64
994168244.64
0.0051
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.110002%
3135G0Y72
B1V7KEBTPIMZEU4LTD58
US3135G0Y724
0000310522
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-12-03
2021-12-03
N
N
N
0.0038
117188159.19
117188159.19
0.0006
N
N
N
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903533N5
549300IDY55XMYWXSD28
US6903533N55
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2030-03-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
55000000.00
55000000.00
0.0003
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
6903533X3
549300IDY55XMYWXSD28
US6903533X38
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2038-09-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
3847271.62
3847271.62
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
6903534F1
549300IDY55XMYWXSD28
US6903534F13
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2027-09-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
25000000.00
25000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903534J3
549300IDY55XMYWXSD28
US6903534J35
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2025-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
10000000.00
10000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903534U8
549300IDY55XMYWXSD28
US6903534U89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2026-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
24000000.00
24000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903534Y0
549300IDY55XMYWXSD28
US6903534Y02
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2030-10-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
13000000.00
13000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
6903535X1
549300IDY55XMYWXSD28
US6903535X10
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2027-06-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
6041666.67
6041666.67
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903537A9
549300IDY55XMYWXSD28
US6903537A98
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-12-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
30000000.00
30000000.00
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903537C5
549300IDY55XMYWXSD28
US6903537C54
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2027-08-13
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
20000000.00
20000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903537H4
549300IDY55XMYWXSD28
US6903537H42
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-08-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
30000000.00
30000000.00
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903537L5
549300IDY55XMYWXSD28
US6903537L53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2024-03-20
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
12600000.00
12600000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000%
6903537T8
549300IDY55XMYWXSD28
US6903537T89
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-11-17
2020-11-17
2020-11-17
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0067
37570691.33
37570691.33
0.0002
N
N
N
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
6903538B6
549300IDY55XMYWXSD28
US6903538B62
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2026-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
15000000.00
15000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353A31
549300IDY55XMYWXSD28
US690353A310
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
7198590.00
7198590.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353A49
549300IDY55XMYWXSD28
US690353A492
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
17692920.00
17692920.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353C39
549300IDY55XMYWXSD28
US690353C399
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
12142200.00
12142200.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353C47
549300IDY55XMYWXSD28
US690353C472
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-05-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
3715648.50
3715648.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353C96
549300IDY55XMYWXSD28
US690353C969
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2030-01-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
36792452.80
36792452.80
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353D38
549300IDY55XMYWXSD28
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+
2020-05-07
2020-05-07
2028-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
54488636.41
54488636.41
0.0003
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353J57
549300IDY55XMYWXSD28
US690353J576
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
4695674.41
4695674.41
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353L21
549300IDY55XMYWXSD28
US690353L218
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
26905871.80
26905871.80
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353L62
549300IDY55XMYWXSD28
US690353L622
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
4284374.44
4284374.44
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
690353L96
549300IDY55XMYWXSD28
US690353L960
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2022-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
14918750.00
14918750.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353M46
549300IDY55XMYWXSD28
US690353M463
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
1311018.57
1311018.57
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353M87
549300IDY55XMYWXSD28
US690353M877
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2028-02-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
51552889.08
51552889.08
0.0003
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353N52
549300IDY55XMYWXSD28
US690353N529
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
6649349.15
6649349.15
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
690353Q59
549300IDY55XMYWXSD28
US690353Q597
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
29056610.70
29056610.70
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353Q67
549300IDY55XMYWXSD28
US690353Q670
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2033-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
1723175.38
1723175.38
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353Q75
549300IDY55XMYWXSD28
US690353Q753
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-02
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
10401600.00
10401600.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353S32
549300IDY55XMYWXSD28
US690353S320
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2028-09-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
43000000.00
43000000.00
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
690353T23
549300IDY55XMYWXSD28
US690353T237
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2023-11-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
9375000.00
9375000.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353T72
549300IDY55XMYWXSD28
US690353T724
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2026-12-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
28000000.00
28000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
690353V46
549300IDY55XMYWXSD28
US690353V464
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
8260240.50
8260240.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353VV6
549300IDY55XMYWXSD28
US690353VV66
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2026-07-09
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
98750000.00
98750000.00
0.0005
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353W37
549300IDY55XMYWXSD28
US690353W371
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2025-06-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
17000000.00
17000000.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353W52
549300IDY55XMYWXSD28
US690353W520
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2023-06-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
6982742.50
6982742.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353W94
549300IDY55XMYWXSD28
US690353W942
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-02
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
6335520.00
6335520.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353XQ5
549300IDY55XMYWXSD28
US690353XQ53
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2025-07-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
42525001.95
42525001.95
0.0002
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353YR2
549300IDY55XMYWXSD28
US690353YR28
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-06
2020-05-07
2021-02-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
185980.32
185980.32
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
690353Z83
549300IDY55XMYWXSD28
US690353Z838
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2040-07-07
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
4373068.50
4373068.50
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690353ZP5
549300IDY55XMYWXSD28
US690353ZP52
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2031-09-30
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
11014710.00
11014710.00
0.0001
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001%
690355BD3
549300IDY55XMYWXSD28
US690355BD37
U.S. Government Agency Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2027-08-13
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0095
9100000.00
9100000.00
0.0000
N
N
Y
N
OVERSEAS PRIVATE INVESTMENT CORPORATION
OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999%
90376PAU5
549300IDY55XMYWXSD28
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+
2020-05-07
2020-05-07
2030-03-15
Y
UNITED STATES INTERNATIONAL DEVE
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0088
3000000.00
3000000.00
0.0000
N
N
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962K4
254900HROIFWPRGM1V77
US9127962K44
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0005
4266176279.93
4266176279.93
0.0220
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962L2
254900HROIFWPRGM1V77
US9127962L27
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0007
4538411590.02
4538411590.02
0.0234
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962M0
254900HROIFWPRGM1V77
US9127962M00
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0008
5834905682.27
5834905682.27
0.0300
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962N8
254900HROIFWPRGM1V77
US9127962N82
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-26
2020-05-26
2020-05-26
N
N
N
0.0008
1099933164.00
1099933164.00
0.0057
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962P3
254900HROIFWPRGM1V77
US9127962P31
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-02
2020-06-02
2020-06-02
N
N
N
0.0008
4338542648.20
4338542648.20
0.0223
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962U2
254900HROIFWPRGM1V77
US9127962U26
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0008
2895417669.25
2895417669.25
0.0149
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962V0
254900HROIFWPRGM1V77
US9127962V09
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-16
2020-06-16
2020-06-16
N
N
N
0.0008
2762423470.58
2762423470.58
0.0142
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962W8
254900HROIFWPRGM1V77
US9127962W81
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-23
2020-06-23
2020-06-23
N
N
N
0.0009
1749742365.00
1749742365.00
0.0090
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127962X6
254900HROIFWPRGM1V77
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0009
4558588749.20
4558588749.20
0.0235
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963D9
254900HROIFWPRGM1V77
US9127963D91
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-14
2020-07-14
2020-07-14
N
N
N
0.0009
41992661.76
41992661.76
0.0002
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963F4
254900HROIFWPRGM1V77
US9127963F40
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0010
1507977600.88
1507977600.88
0.0078
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963G2
254900HROIFWPRGM1V77
US9127963G23
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-28
2020-07-28
2020-07-28
N
N
N
0.0009
207659382.19
207659382.19
0.0011
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127963Y3
254900HROIFWPRGM1V77
US9127963Y39
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-15
2020-09-15
2020-09-15
N
N
N
0.0010
1449565334.47
1449565334.47
0.0075
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
9127964G1
254900HROIFWPRGM1V77
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-10-06
2020-10-06
2020-10-06
N
N
N
0.0014
1173904049.50
1173904049.50
0.0060
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796SR1
254900HROIFWPRGM1V77
US912796SR11
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0009
8516138655.78
8516138655.78
0.0438
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TD1
254900HROIFWPRGM1V77
US912796TD16
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-13
2020-08-13
2020-08-13
N
N
N
0.0011
4998393050.00
4998393050.00
0.0257
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TN9
254900HROIFWPRGM1V77
US912796TN97
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-10-08
2020-10-08
2020-10-08
N
N
N
0.0011
799582224.00
799582224.00
0.0041
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TT6
254900HROIFWPRGM1V77
US912796TT67
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0006
774993381.50
774993381.50
0.0040
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TV1
254900HROIFWPRGM1V77
US912796TV14
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-14
2020-05-14
2020-05-14
N
N
N
0.0008
2978020693.20
2978020693.20
0.0153
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TW9
254900HROIFWPRGM1V77
US912796TW96
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0006
7475121515.44
7475121515.44
0.0385
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TX7
254900HROIFWPRGM1V77
US912796TX79
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0009
9999079200.00
9999079200.00
0.0515
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796TZ2
254900HROIFWPRGM1V77
US912796TZ28
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-06-11
2020-06-11
2020-06-11
N
N
N
0.0010
8012364527.36
8012364527.36
0.0412
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796WZ8
254900HROIFWPRGM1V77
US912796WZ80
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-06
2020-08-06
2020-08-06
N
N
N
0.0011
1063855337.55
1063855337.55
0.0055
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796XF1
254900HROIFWPRGM1V77
US912796XF18
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-20
2020-08-20
2020-08-20
N
N
N
0.0011
5085235472.31
5085235472.31
0.0262
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796XG9
254900HROIFWPRGM1V77
US912796XG90
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-27
2020-08-27
2020-08-27
N
N
N
0.0011
5984292478.13
5984292478.13
0.0308
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
912796XH7
254900HROIFWPRGM1V77
US912796XH73
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0012
3543107687.95
3543107687.95
0.0182
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
9128282Q2
254900HROIFWPRGM1V77
US9128282Q23
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-08-15
2020-08-15
2020-08-15
N
N
N
0.0008
99108668.34
99108668.34
0.0005
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
9128283G3
254900HROIFWPRGM1V77
US9128283G32
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-11-15
2020-11-15
2020-11-15
N
N
N
0.0011
98958375.00
98958375.00
0.0005
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
9128283L2
254900HROIFWPRGM1V77
US9128283L27
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-12-15
2020-12-15
2020-12-15
N
N
N
0.0012
232176453.13
232176453.13
0.0012
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.250000%
9128283X6
254900HROIFWPRGM1V77
US9128283X64
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-02-15
2021-02-15
2021-02-15
N
N
N
0.0014
119649406.25
119649406.25
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.375000%
9128284B3
254900HROIFWPRGM1V77
US9128284B36
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0014
252295312.50
252295312.50
0.0013
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.375000%
9128284G2
254900HROIFWPRGM1V77
US9128284G23
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-04-15
2021-04-15
2021-04-15
N
N
N
0.0015
3063632.82
3063632.82
0.0000
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
9128284Q0
254900HROIFWPRGM1V77
US9128284Q05
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-31
2020-05-31
2020-05-31
N
N
N
0.0010
18836964.56
18836964.56
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.750000%
9128285B2
254900HROIFWPRGM1V77
US9128285B27
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0010
176900391.50
176900391.50
0.0009
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.750000%
9128285Q9
254900HROIFWPRGM1V77
US9128285Q95
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0012
127716485.00
127716485.00
0.0007
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
9128285S5
254900HROIFWPRGM1V77
US9128285S51
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0012
384748345.64
384748345.64
0.0020
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
9128286D7
254900HROIFWPRGM1V77
US9128286D73
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-02-28
2021-02-28
2021-02-28
N
N
N
0.0016
786855562.50
786855562.50
0.0040
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.264038%
9128286Q8
254900HROIFWPRGM1V77
US9128286Q86
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-04-30
2021-04-30
N
N
N
0.0016
19619604.12
19619604.12
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.345038%
9128287G9
254900HROIFWPRGM1V77
US9128287G95
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-07-31
2021-07-31
N
N
N
0.0019
28696159.89
28696159.89
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
912828B58
254900HROIFWPRGM1V77
US912828B584
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-01-31
2021-01-31
2021-01-31
N
N
N
0.0012
29633437.50
29633437.50
0.0002
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.250000%
912828C57
254900HROIFWPRGM1V77
US912828C574
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-03-31
2021-03-31
2021-03-31
N
N
N
0.0014
16407535.12
16407535.12
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.375000%
912828N89
254900HROIFWPRGM1V77
US912828N894
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-01-31
2021-01-31
2021-01-31
N
N
N
0.0012
79728281.25
79728281.25
0.0004
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 3.500000%
912828ND8
254900HROIFWPRGM1V77
US912828ND89
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0010
637031526.12
637031526.12
0.0033
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
912828PC8
254900HROIFWPRGM1V77
US912828PC88
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-11-15
2020-11-15
2020-11-15
N
N
N
0.0011
238968562.50
238968562.50
0.0012
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 3.625000%
912828PX2
254900HROIFWPRGM1V77
US912828PX26
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2021-02-15
2021-02-15
2021-02-15
N
N
N
0.0013
120936750.00
120936750.00
0.0006
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.375000%
912828VF4
254900HROIFWPRGM1V77
US912828VF46
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-31
2020-05-31
2020-05-31
N
N
N
0.0010
199408070.38
199408070.38
0.0010
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
912828XM7
254900HROIFWPRGM1V77
US912828XM78
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0010
255168636.73
255168636.73
0.0013
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.425041%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2021-10-31
2021-10-31
N
N
N
0.0019
15755478.93
15755478.93
0.0001
N
Y
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
UNITED STATES DEPARTMENT OF THE TREASURY 0.279040%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2022-01-31
2022-01-31
N
N
N
0.0021
8060572.79
8060572.79
0.0000
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.069998%
R0MUWSFPU8MPRO8K5P83
0001272025
980091757791567BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
5409789.00
2091268.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
200292.00
105262.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-10-24
4.000000
40000.00
49623.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2033-06-01
4.200000
1955000.00
1993637.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-02-25
3.900000
7925000.00
8116592.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-11-01
3.500000
688248.00
434931.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2032-05-26
3.320000
1000.00
1015.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-01-25
3.540000
2298000.00
2342369.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-07-18
2.990000
1000.00
1047.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.500000
1999992.00
1621485.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
7037.00
5898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
2000892.00
711145.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1066001.00
859293.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1008.00
616.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
6.500000
3748.00
380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
5298.00
381.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
705199.00
438301.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
1387.00
861.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
93658430.00
66751810.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
9710416.00
5760617.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
4285264.00
3000125.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
101622784.00
106734007.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
122395.00
65854.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
98680808.00
85365438.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-05-20
5.000000
14124101.00
497143.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-11-20
2.500000
3836432.00
746815.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
25000000.00
698823.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
1006020.00
70407.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-03-15
6.500000
8928842.00
255276.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
200.00
191.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
100.00
95.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
2740400.00
2209878.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
0.00
241500.00
171955.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
52245000.00
35794094.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
1800.00
2117.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
600.00
734.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
8200.00
9898.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
100.00
137.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
32460600.00
42777902.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
79042200.00
83677792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
256500.00
258924.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.750000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
8280884.00
7473192.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
139.00
124.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
54.00
47.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
96.00
81.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
41.00
37.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-05-15
0.00
2.00
1.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
0.00
170.00
170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
0.00
21.00
21.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
119.00
118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
115.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
317.00
314.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.00
41.00
41.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
546.00
536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
981.00
959.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
222.00
216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
157.00
152.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
620.00
590.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
42921574.00
36829072.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
91.00
85.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
39.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
101.00
93.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
78624000.00
65024957.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
53.00
43.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
56.00
45.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
4427.00
3555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
115.00
92.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
46.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
183.00
140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
0.00
351.00
267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
0.00
167.00
126.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
0.00
130.00
97.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
131.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
609.00
438.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
422.00
303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
35.00
25.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
710.00
497.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
0.00
829.00
575.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
220.00
151.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
1058988.00
717853.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
2368.00
1600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
254.00
170.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-07
N
N
N
0.0007
550000000.00
550000000.00
0.0028
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.069998%
R0MUWSFPU8MPRO8K5P83
0001272025
980093947791566BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-11-30
1.700000
7990000.00
8105163.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-01-15
4.150000
5895000.00
6054702.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.500000
42857.00
37600.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-02-01
7.000000
1130530.00
592697.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2038-03-09
3.460000
1000.00
1288.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2037-10-26
3.430000
1623000.00
1633503.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-06-02
1.875000
5076000.00
5274260.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-04-05
3.980000
1000.00
1021.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
5000.00
4503.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
691000.00
606007.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
2000.00
1797.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
2339.00
52.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
2376.00
400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
1369.00
487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
4621143.00
3050682.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
14672714.00
8963103.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
1000.00
1025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
1373.00
436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1960.00
141.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1532.00
1008.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
2340.00
1451.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
35966850.00
18507276.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
283480576.00
163805146.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.000000
10296856.00
10889803.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-03-15
6.500000
1418.00
41.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.500000
12936.00
2475.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-15
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
100.00
99.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
400.00
398.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
800.00
695.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
1700000.00
1244643.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
13399200.00
9757297.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
53156300.00
38053160.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
28744100.00
19940156.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
200.00
231.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
1518700.00
2067238.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
422800.00
557183.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
10359100.00
14530408.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
29999800.00
41877610.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
11916900.00
12364359.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
22716900.00
24707953.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
16122500.00
17040948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
48778800.00
53409821.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
100.00
105.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
626.00
561.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
446426.00
391033.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
59.00
51.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
8.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
42.00
37.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
306636.00
271815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
0.00
251098.00
250686.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
3.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.00
56.00
56.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
35.00
34.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
173889.00
169202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
108.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
11.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
5798810.00
5458286.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
476273.00
449564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
5533623.00
5202248.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
109.00
93.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
28.00
26.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
22294.00
20479.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
95.00
78.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
98.00
79.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
13569761.00
10942004.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
30306.00
23341.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
90616.00
67774.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-08-15
0.00
99888.00
73495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
2050632.00
1501842.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
44.00
32.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
473890.00
338017.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
14.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
34654800.00
23748311.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-14
N
N
N
0.0007
500000000.00
500000000.00
0.0026
N
Y
Y
N
Biddable repurchase agreement
Citibank, NA
Citibank, NA 0.050000%
TPR02B7A4779156CIT
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-10-01
7.000000
1340.00
8.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-02-01
6.500000
1181450.00
38462.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
176242.00
24261.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
404221.00
4180.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
2550463.00
30157.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
1052276.00
13691.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2033-10-01
5.000000
498210.00
18389.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-08-01
6.000000
1175991.00
15225.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-12-01
6.000000
700000.00
29769.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.000000
1098251.00
18257.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
1122483.00
22475.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-11-01
5.000000
623329.00
23353.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-10-01
5.500000
472000.00
42500.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-06-01
5.000000
2447.00
78.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-01-01
5.000000
529087.00
3643.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
599246.00
15299.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-09-01
8.000000
8955568.00
595.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-03-01
8.000000
500000.00
78.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-05-01
8.000000
300000.00
538.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-11-01
8.000000
65000.00
173.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-03-01
7.500000
44000.00
92.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-05-01
7.000000
953899.00
3285.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-03-01
6.500000
829821.00
1494.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-06-01
7.000000
100100.00
152.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-02-01
6.500000
252730.00
537.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-02-01
6.500000
911745.00
3822.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-04-01
6.500000
962716.00
3744.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-12-01
8.000000
1302844.00
4157.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-08-01
7.000000
28152.00
89.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-04-01
7.000000
540000.00
3760.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
27991.00
1033.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-11-01
7.000000
15000.00
207.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-12-01
6.500000
865000.00
2836.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-02-01
5.000000
25787.00
4694.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.000000
1000.00
208.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2020-10-01
9.500000
17938037.00
21.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-04-01
9.500000
218047.00
1.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-01-01
7.500000
200000.00
2999.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-06-11
2.250000
20375000.00
21020816.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-10
2.375000
45000.00
47280.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-11-29
1.875000
85000.00
87753.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-03-08
3.250000
710000.00
837915.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-06-09
3.250000
21995000.00
25841247.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2034-07-17
3.150000
40000.00
40505.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-01-08
1.182000
15995000.00
15994877.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-10-09
1.115000
39130000.00
39152320.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-01-08
1.150000
13260000.00
13258287.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-03-08
1.750000
760000.00
798436.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-02-20
2.000000
10000.00
10047.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-02-20
2.000000
890000.00
894102.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-02-20
2.000000
65000.00
65300.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-09-01
5.000000
1827686.00
63795.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-12-01
5.000000
2379689.00
49862.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
2666096.00
52245.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-07-01
5.500000
1001.00
12.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-04-01
6.500000
108779.00
6500.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.000000
5368737.00
34668.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.000000
99847.00
40704.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-10-01
4.000000
1670739.00
1560162.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-01-01
4.500000
2098827.00
1429662.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-02-01
6.500000
3000000.00
116675.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
5504609.00
5693647.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-12-01
4.500000
1000.00
792.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-10-01
6.500000
3198.00
5.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-07-01
6.500000
1435624.00
610.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-12-01
6.500000
28000.00
53.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-04-01
6.500000
468265.00
790.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-09-01
8.000000
1018938.00
532.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-12-01
8.500000
1340.00
1.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-06-01
9.000000
1880647.00
1370.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-08-01
8.000000
2000000.00
2555.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-08-01
7.000000
350000.00
367.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-07-01
8.000000
236736.00
338.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-03-01
7.000000
500000.00
549.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-04-01
6.500000
1106700.00
2219.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-01-01
6.500000
435000.00
602.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-04-01
6.000000
1315.00
11.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-09-11
2.875000
100000.00
101346.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-03-11
2.250000
25000.00
25968.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-06-09
3.250000
21840000.00
24018959.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-05-01
0.00
1000000.00
999998.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1707330.00
1840906.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2021-01-28
0.480880
6143000.00
6151949.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2036-12-04
3.780000
151000.00
193553.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2034-06-05
2.830000
9695000.00
11321129.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-06-29
0.170000
24000.00
23967.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-07-15
5.500000
385000.00
607704.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
324000.00
305490.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
501000.00
795019.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-12-18
2.000000
15000.00
15277.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-11-24
2.250000
2000.00
2042.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-02-11
2.000000
35000000.00
35173911.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-03-01
6.500000
952758.00
2543.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-06-01
7.000000
573279.00
1955.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-09-01
8.000000
2040000.00
2430.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-06
6.210000
359000.00
608462.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
20000.00
29380.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
6.250000
3000.00
4407.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
7580000.00
11918380.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-11-30
1.500000
30000.00
30403.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-11-30
1.500000
39000.00
39524.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-12-28
1.875000
20000.00
20330.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-04-24
2.125000
32000.00
34591.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
20000.00
21340.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-07-30
1.500000
44000.00
44305.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
42000.00
44537.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-11
2.625000
112000.00
117352.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-10-15
1.625000
2306000.00
2413660.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-02-18
1.900000
3225000.00
3246866.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-01
7.000000
4950000.00
7130.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-07-01
7.000000
980000.00
4239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-08-28
2.000000
50000.00
50458.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-03-01
7.000000
18018.00
34.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-06-01
7.500000
436575.00
664.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
7.500000
1732598.00
2989.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
8.500000
1872.00
9.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-02-01
7.500000
844303.00
354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-09-01
7.000000
547713.00
442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
6.000000
1040229.00
9310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-01
6.500000
998277.00
2411.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
6.000000
825000.00
10530.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
205000.00
5832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
1129.00
38.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-12-01
7.000000
1210536.00
2046.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-11-01
7.000000
2122832.00
4300.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-01
6.500000
12268444.00
20982.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-06-01
6.500000
2380190.00
5096.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
127231.00
14656.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
6.000000
1458796.00
7033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
7.000000
2.00
0.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-08-01
6.500000
137157.00
569.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-12-01
7.000000
3304.00
4.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-02-01
7.000000
3095382.00
2980.00
Agency Mortgage-Backed Securities
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-01-13
2.375000
50000.00
52097.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-11-17
1.875000
4000.00
4071.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-02-16
2.375000
3000.00
3065.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.000000
470548.00
8479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
1000000.00
3747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-06-01
6.500000
2214122.00
7092.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
9000.00
10.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-04-01
8.500000
1140807.00
2958.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-09-01
8.500000
1857242.00
3064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
8.000000
1246788.00
3474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
640001.00
1218.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
8.500000
1340900.00
5750.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
7.500000
846407.00
673.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-01
7.500000
496362.00
4735.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
8.500000
1062.00
7.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-02-01
8.500000
2088777.00
11469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
7.500000
225000.00
7631.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-01-01
7.000000
12578.00
258.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
110000.00
31231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-10-01
6.000000
37000.00
763.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
222087.00
17192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
5.000000
26571.00
3837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
13882.00
274.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-01
3.000000
15135.00
1985.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
9439117.00
3619672.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
10112000.00
4948543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
10115120.00
5475894.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
4000.00
2914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
13247393.00
4619620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
1000.00
261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
5.000000
1082376.00
629992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
1000.00
448.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
2001.00
443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
3387671.00
218492.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-07-01
8.000000
2339584.00
1140.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-10-01
8.000000
25000.00
182.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-10-01
8.000000
52081.00
175.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-10-01
8.000000
75969.00
503.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-12-01
8.000000
516360.00
467.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-12-01
8.000000
304033.00
2620.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-01-01
10.000000
658156.00
622.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-12-01
8.000000
50000.00
658.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-07-01
6.500000
181081.00
746.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-07-01
6.500000
454444.00
2995.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.000000
15741.00
309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
6.000000
4475000.00
132943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.000000
3878.00
124.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
34981.00
669.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.000000
175817.00
5102.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-06-01
6.000000
14319.00
76.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
6000.00
189.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
3340.00
2948.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
2749603.00
2326107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
1000.00
747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
17951650.00
15044877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1000.00
776.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1519184.00
1278005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
1617527.00
1448035.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
42789.00
25914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
1129619.00
1067855.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
268534.00
177749.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.500000
1131119.00
954782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.500000
1194684.00
1135246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1000.00
1004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
313463.00
194914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
1234391.00
1262244.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1000.00
1055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
10861459.00
11456027.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
77041024.00
80362795.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
742308.00
633135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.500000
1517443.00
1486652.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
23564800.00
24391755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
6400000.00
6613732.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
6012.00
134.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.000000
13000.00
361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.500000
167000.00
3368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
56845.00
2844.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-03-01
6.000000
4424.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
6002.00
149.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.000000
6000.00
259.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.000000
104730.00
10056.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.500000
34868.00
1097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
206000.00
6473.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.500000
3779.00
117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
35182.00
626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-07-01
6.000000
477087.00
947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
83151.00
228.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-11-01
5.500000
3000.00
61.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
145000.00
612.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
6.000000
29590.00
815.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
5000.00
137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.000000
9000.00
321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
1000.00
32.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.000000
80000.00
2132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
3000.00
85.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
1000.00
6.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.000000
30875.00
128.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.000000
30000.00
365.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
1404.00
3.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.000000
161915.00
3986.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
16576815.00
465249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
3000.00
45.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.000000
5045.00
47.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
22000.00
194.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
45132.00
630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
200000.00
1499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
37256.00
1170.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
5000.00
89.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
7.000000
3481.00
136.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
1287.00
26.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.500000
4234.00
234.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.000000
41213.00
1060.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
58789.00
1420.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
4721.00
38.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
6.000000
28000.00
1521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
2000.00
46.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.000000
250941.00
1914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.000000
43762.00
394.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
5.000000
23407.00
948.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
1000.00
46.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
2000.00
45.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
7997.00
162.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.000000
16000.00
1607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
15000.00
66.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.000000
28284.00
564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
10000.00
241.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
91779.00
500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
275000.00
1017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
5000.00
87.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
2000.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.500000
10000.00
284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.000000
1000.00
15.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.000000
52316.00
2692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
5.500000
5000.00
38.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.500000
192783.00
2227.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
74088.00
551.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
40000.00
1044.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
5.500000
5000.00
122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
1586.00
20.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
45162.00
19193.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.500000
7210.00
132.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
169285.00
755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
1000.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
57000.00
1360.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
32847.00
406.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
6.500000
35867.00
525.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
5000.00
86.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
10000.00
204.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
93000.00
1973.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
26817.00
767.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
10000.00
306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
4000.00
156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
15000.00
306.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
2441.00
176.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
96316.00
2286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
25581.00
276.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.500000
55000.00
2592.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
5000.00
119.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.500000
25000.00
3348.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.500000
2000.00
74.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
123960.00
1482.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
18391.00
257.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
12000.00
531.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
22000.00
1062.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
2000.00
24.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
20000.00
621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
219328.00
7647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
100000.00
1796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
104863.00
1956.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
107669.00
1074.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
89974.00
1394.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
125000.00
495.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
48430.00
4415.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
130000.00
672.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
69795.00
644.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
100000.00
1160.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-08-01
5.500000
36040.00
1669.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
73425.00
838.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
24000.00
956.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
6985.00
239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.000000
54589.00
0.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
6.500000
260000.00
6137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
100000.00
1835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
10788.00
153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-02-01
6.000000
1000.00
30.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-11-01
8.000000
91569.00
607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
185052.00
2397.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.000000
13000.00
1005.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
11000.00
1368.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.000000
15000.00
898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.000000
3557.00
62.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
3216.00
80.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
11000.00
867.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
2000.00
95.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
29030.00
2031.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.000000
18000.00
2017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
1000.00
447.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
1000.00
48.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.000000
14000.00
2032.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
1000.00
90.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.000000
11671.00
369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-01-01
5.500000
63810.00
912.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-01-01
5.000000
1129.00
60.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
77596.00
2793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.000000
1012.00
245.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.000000
6080.00
2658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1000.00
628.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4526.00
3225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.500000
109985.00
70331.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1111.00
1166.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
35738.00
566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.000000
7657.00
857.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
10438.00
1033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-01
5.000000
18895.00
3587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.500000
13785.00
667.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-03-01
5.000000
193359.00
3122.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.000000
1056.00
90.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
1440.00
149.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-04-15
3.250000
999059.00
492498.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2027-09-15
3.000000
2305.00
608.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
968020.00
1008351.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
24922.00
17429.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
40412.00
41333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
1277.00
775.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-09-15
3.625000
8001.00
4011.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-15
3.000000
1335.00
506.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-11-15
4.000000
1000.00
630.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-15
4.500000
1802814.00
933168.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
1178287.00
459793.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
377062.00
237211.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-08-15
2.500000
3853969.00
1358540.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
7902.00
6899.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
3443818.00
2137975.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
41148.00
22171.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
280658.00
238313.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
5.000000
994649.00
247998.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
5.000000
1681000.00
853460.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-04-15
3.000000
1350576.00
782087.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-07-15
4.000000
1096537.00
402283.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-07-15
4.000000
3835690.00
1674181.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-10-15
6.000000
50000.00
870.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-05-15
6.500000
61185.00
90.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-12-15
6.000000
75130.00
1259.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-12-15
6.500000
50000.00
1048.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-12-15
6.000000
242000.00
3911.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-15
6.000000
39999.00
354.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-15
5.500000
25000.00
308.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-08-15
6.000000
17317.00
275.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-02-15
6.000000
53000.00
2655.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-15
6.000000
25000.00
371.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-02-15
6.000000
118683.00
1067.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
10445487.00
416348.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-01-15
6.000000
37874.00
729.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-04-15
6.000000
40000.00
1885.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-10-15
6.000000
65000.00
1576.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
75000.00
979.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-01-15
6.500000
35000.00
198.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-06-15
6.000000
25000.00
194.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
60000.00
403.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-11-15
6.000000
322546.00
2181.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-01-15
6.000000
25292.00
633.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
30000.00
448.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-04-15
6.000000
318313.00
2625.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.500000
40000.00
127.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
50000.00
577.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-01-15
6.500000
25176.00
94.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-02-15
7.000000
25000.00
77.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-03-15
6.000000
25000.00
469.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-15
6.000000
25000.00
368.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-12-15
6.000000
25000.00
283.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-03-15
6.000000
67000.00
1841.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-03-15
6.000000
104000.00
1795.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-05-15
6.000000
25000.00
354.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-05-15
6.000000
25000.00
320.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-06-15
6.000000
25000.00
386.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-08-15
6.000000
235000.00
4753.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-10-15
6.000000
159778.00
2176.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-08-15
6.500000
25000.00
178.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-10-15
6.000000
40009.00
1261.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-04-15
6.000000
32345.00
1918.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-04-15
6.000000
80000.00
2352.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-10-20
8.000000
63015.00
30.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
1266.00
63.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-02-20
5.500000
2065.00
70.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-15
6.500000
133153.00
16495.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-05-15
5.750000
9000208.00
302132.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-11-15
6.000000
28000.00
607.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.000000
125026.00
3078.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-12-15
6.000000
120000.00
756.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
2100000.00
758530.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
1083097.00
458321.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-12-15
8.000000
93000.00
642.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-06-15
6.000000
256000.00
1756.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-01-15
3.000000
1066154.00
594531.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-08-15
5.000000
1014.00
94.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.500000
4463361.00
453533.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-10-15
4.000000
1569.00
333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-09-15
4.500000
2853271.00
151023.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
4.000000
2939777.00
617812.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
2895948.00
871178.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
767312.00
282661.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
3200000.00
974291.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-15
4.000000
9322526.00
1444364.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-08-15
4.000000
5669700.00
786879.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-10-15
7.000000
402616.00
1382.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-03-15
5.000000
10012086.00
283409.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-07-15
7.000000
50000.00
3125.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
1006970.00
268863.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
85031.00
1747.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-04-15
6.500000
25000.00
417.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
35000.00
1029.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-15
7.000000
26000.00
218.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-10-15
6.500000
30000.00
247.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
24548094.00
917678.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-11-15
6.000000
45000.00
547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-04-15
6.500000
52000.00
375.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
100000.00
1639.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-10-15
6.000000
25000.00
489.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-07-15
6.500000
328363.00
1358.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-05-15
7.000000
30000.00
249.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-07-15
7.000000
25000.00
204.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-10-15
6.500000
52850.00
235.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
50003.00
319.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2020-06-15
9.500000
25184.00
0.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2020-10-15
9.500000
69098.00
1.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-03-15
6.000000
255277.00
2231.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-12-15
7.500000
903981.00
3022.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-03-15
8.000000
946608.00
4020.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-11-15
8.000000
200000.00
514.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-12-15
7.500000
416924.00
1561.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2031-09-15
6.000000
285000.00
3136.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-03-15
8.000000
7264.00
50.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-08-15
6.000000
25000.00
411.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-15
6.000000
118000.00
1881.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-03-15
6.500000
33554.00
301.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-08-15
4.000000
950000.00
444031.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-06-15
4.000000
1088809.00
669500.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-03-15
4.000000
1271188.00
826078.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-07-15
6.000000
40000.00
2646.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-01-15
6.000000
55000.00
3248.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-08-15
6.000000
60000.00
2034.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-01-15
6.000000
32489.00
923.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
35000.00
969.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-10-15
6.000000
33000.00
1072.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
54079.00
1185.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
3349.00
94.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
5.000000
34737.00
2094.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
1056.00
59.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2034-07-15
5.500000
10000000.00
429604.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-08-15
6.500000
39058.00
143.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-11-15
4.500000
11904350.00
359432.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
7400669.00
569601.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
288177.00
2497.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-03-15
6.000000
75000.00
1231.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
38000.00
1587.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-01-15
6.000000
25000.00
285.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
51992.00
968.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-08-15
4.500000
148293.00
3271.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-11-15
5.000000
1520.00
75.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-05-15
6.000000
25979.00
1000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-07-15
5.500000
10000000.00
179464.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-15
5.500000
9998972.00
228662.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-15
6.000000
95000.00
3317.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-06-15
6.000000
100000.00
3225.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-11-15
4.000000
2657984.00
1002716.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-02-15
6.500000
30000.00
1900.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-09-15
6.500000
90036.00
1965.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-12-15
6.500000
25000.00
2204.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-01-15
5.000000
75000.00
1012.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-12-15
6.000000
108378.00
2066.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-03-15
5.500000
9998147.00
283572.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-05-15
6.000000
80000.00
1637.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-05-15
3.000000
488186.00
237001.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-08-15
6.500000
6000.00
196.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-03-15
6.500000
48788.00
665.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-03-15
6.000000
30000.00
1519.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
20365.00
402.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-12-15
6.000000
45580.00
1174.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-09-15
6.500000
35257.00
353.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-06-15
6.000000
75607.00
1456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
67247.00
1233.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
6.500000
87903.00
1976.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-02-15
6.000000
45000.00
1508.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-12-15
6.000000
77486.00
2507.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-02-15
6.000000
40000.00
1685.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
131514.00
1940.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-09-15
6.500000
63311.00
1025.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
70000.00
874.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
115000.00
1914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-10-15
7.000000
50000.00
3752.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
27000.00
1877.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
6.500000
75000.00
1101.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-10-15
6.500000
193297.00
3179.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
41793.00
4704.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
30000.00
950.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
24466.00
169.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-07-15
5.500000
30000.00
1570.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
33350.00
924.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
25000.00
855.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
4.500000
35129.00
3442.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
7.000000
35000.00
2209.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-10-15
4.500000
1070968.00
666776.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2036-04-01
5.980000
1000.00
1549.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2024-09-15
2.875000
411000.00
449870.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-09-15
4.250000
2000.00
3178.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2023-09-15
0.00
248000.00
237966.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2030-09-15
0.00
221000.00
186997.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2044-09-15
0.00
83000.00
48192.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
3000.00
2118.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
238000.00
168016.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2042-12-15
0.00
111000.00
66223.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
1900.00
1897.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
500.00
499.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
300.00
313.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
11012100.00
12741443.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
1100.00
1294.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
2900.00
4154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
15000.00
31617.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
100.00
141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
100.00
141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
13144500.00
28580620.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
1024700.00
2177913.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
7956100.00
12375459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
4835900.00
7186351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
2000.00
3063.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
5651100.00
8654062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
23013800.00
33302948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
100.00
144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
938300.00
1651849.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
9201000.00
16198080.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
700.00
1054.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
18372700.00
25282299.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
101600.00
139112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
34830200.00
46302087.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
47291500.00
72337309.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
28959400.00
44296439.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
38467400.00
52224755.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
600.00
815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
32693200.00
46936619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
31241900.00
43389289.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
59500.00
82635.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
200.00
272.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
100.00
141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
1000.00
1065.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
180500.00
205056.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-15
2.250000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-31
0.165036
1000.00
1002.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
11400.00
11674.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
188600.00
216015.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
3523300.00
3685411.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.625000
5047800.00
5160733.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
227900.00
246953.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
600.00
604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
23928400.00
25291526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
300.00
305.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
2550900.00
2869940.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
300.00
322.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
1300.00
1337.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
432300.00
478879.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
70308300.00
74208359.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
1530100.00
1738242.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
22043300.00
23184228.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
1445100.00
1519089.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.420036
1600.00
1610.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
0.274036
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1352900.00
1362847.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0005
1000000000.00
1000000000.00
0.0051
N
N
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.119999%
K5HU16E3LMSVCCJJJ255
0000867626
TPR02BE1E7791563MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
40328192.00
42243898.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
21565152.00
17964686.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
17784999.00
15893843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
19915392.00
16107462.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1915134.00
2024464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1028686.00
988832.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
11392944.00
12290319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
1238798.00
1304228.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
2804256.00
2997621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1430972.00
1529911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1068090.00
1135156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
7071680.00
7453767.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
2443016.00
2625860.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1977174.00
1920006.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
7336216.00
5810675.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.500000
12609104.00
13618853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.500000
12902816.00
13366114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
22779616.00
24002850.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
18631456.00
19351469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
30651960.00
32444599.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
21852544.00
22425384.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-06-04
2020-06-04
N
N
N
0.0012
250000000.00
250000000.00
0.0013
N
N
N
Y
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.119999%
K5HU16E3LMSVCCJJJ255
0000867626
TPR02DF7E7791564MU
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
2045-04-01
3.500000
5000000.00
4434156.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
2600000.00
2131688.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
4700000.00
3542793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1610194.00
822295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
10232432.00
9769020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
1309582.00
1424858.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.000000
1120748.00
1172042.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1549022.00
1646687.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
3533250.00
3613997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
1156218.00
1242378.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1300772.00
1399821.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
1004432.00
1056548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2074710.00
2269256.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4433400.00
4597610.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1219200.00
1266135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
6305720.00
6711774.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
4648552.00
4914628.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
11312784.00
12062791.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
24719968.00
25371094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
9510000.00
5145768.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
8844048.00
9212009.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
50954240.00
53045091.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
95129600.00
100647561.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-06-04
2020-06-04
N
N
N
0.0012
250000000.00
250000000.00
0.0013
N
N
N
Y
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.040000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR02E6277791561MU
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
2027-02-15
6.625000
9189500.00
13105104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
48700.00
82106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
750000.00
1223526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
31843000.00
48498233.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
300000.00
492458.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
24295000.00
33373598.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
270000.00
405564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
15721000.00
24244088.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
12795000.00
18016049.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
21571000.00
30016861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
6964000.00
9782176.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
44670000.00
57395013.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
28914000.00
35607967.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
9021000.00
13198338.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
2076300.00
2936277.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
7129600.00
9218803.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
9000000.00
9320181.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
31470000.00
36983267.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
696000.00
743231.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
7000000.00
7089168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
669000.00
701944.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
5074500.00
5998362.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
1857200.00
2001694.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
8017500.00
8765427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
8003700.00
8333540.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
6000000.00
6320477.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
200000.00
215450.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
694000.00
785023.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
358000.00
370476.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
482200.00
486221.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
3519900.00
3549249.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
6123000.00
6185205.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
12526400.00
12554960.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0004
400000000.00
400000000.00
0.0021
N
N
Y
N
HSBC Bank Plc
HSBC Bank Plc 0.060001%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR02EE59779156GSA
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
2043-05-15
2.875000
10000000.00
13454512.47
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
5000000.00
6802933.82
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
35000000.00
49000270.77
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
3000000.00
4146483.74
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
5000000.00
5187741.35
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
24606900.00
26628696.92
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
50000000.00
51708344.26
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
83016000.00
89761206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
32112000.00
33436748.97
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
65000000.00
67469702.70
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
130927400.00
138385924.70
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
7997000.00
8271814.18
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
42200000.00
43720629.70
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
46000000.00
47631123.86
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
52000000.00
54203518.57
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
85000000.00
87690739.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
1000000.00
1044868.05
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
63151000.00
65614442.18
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
68544000.00
71202705.76
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
62000000.00
66671039.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
100000000.00
104116501.10
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
9000000.00
9350053.29
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0006
1025000000.00
1025000000.00
0.0053
N
N
Y
N
HSBC Bank Plc
HSBC Bank Plc 0.060001%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR02F8CC7791562GS
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
2020-05-07
0.00
42176200.00
42175651.71
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
14000000.00
14267878.46
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
21362900.00
23645425.86
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
7499200.00
8953694.19
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.750000
82000000.00
83969633.69
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
23631600.00
24075524.74
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
7766000.00
8117550.69
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
58593900.00
59240869.83
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
138518000.00
143553870.60
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0006
400000000.00
400000000.00
0.0021
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 1.580000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR032AF3779156ABN
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
2022-11-15
0.00
500.00
497.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
100.00
95.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
1552900.00
1252269.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
200.00
224.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
100.00
136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
449200.00
615049.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
800.00
1031.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
100.00
112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
900.00
935.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.125000
281900.00
287594.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
1979800.00
2046028.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
208400.00
211082.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
4076000.00
4206860.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
121159000.00
128272791.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
17559769.00
15380918.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
1460.00
1331.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
59.00
58.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
640940.00
618418.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
0.00
15.00
15.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
54.00
51.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
34.00
33.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
23.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
78.00
56.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
104.00
73.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
66751.00
45928.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
78.00
54.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
164.00
112.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
85602.00
58027.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-05-15
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0158
150000000.00
150000000.00
0.0008
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 1.590001%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR032AF4779156BNP
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
247950.00
191418.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
5303500.00
5312177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
1000.00
977.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
7687939.00
2335677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
6.000000
1013.00
41.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
3827.00
144.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1743.00
1881.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1005.00
1025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
1312.00
362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
3287242.00
2078279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
1000.00
1025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-12-01
6.500000
1770.00
179.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
64030348.00
33386738.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
6614638.00
6852829.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
32951.00
18517.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
2983308.00
1936604.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
1000.00
1057.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-01-20
6.450000
4300000.00
1305293.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
23086800.00
20321255.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
14031400.00
11315019.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
100.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
121.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
100.00
136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
4967300.00
7598006.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
100.00
139.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
20361600.00
28506398.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
26381600.00
33777288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
33644500.00
49076870.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
4505500.00
6352508.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
4806700.00
5528826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-15
1.375000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
13741000.00
14305520.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
14618500.00
15556310.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
58495000.00
65028753.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
56400.00
67190.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
7287300.00
7569677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
19153900.00
20081472.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.125000
47000000.00
48415881.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
8953400.00
9299092.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
382700.00
417574.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
1644100.00
1706568.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
400.00
460.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
29312900.00
30555045.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
23279800.00
25569526.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
3016800.00
3109084.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
3845000.00
4100127.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
800.00
909.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
16942400.00
17486754.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.750000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.375000
9872700.00
10106127.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
20.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
412992.00
378125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
30.00
29.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
5803663.00
5599728.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
15206767.00
14296125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
7.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
0.00
1290427.00
966882.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-05-15
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0159
500000000.00
500000000.00
0.0026
N
N
Y
N
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.050000%
CYYGQCGNHMHPSMRL3R97
0000853784
TPR032DE5779156HSB
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2023-09-08
2.375000
15000000.00
16024238.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
2.500000
20000000.00
21310433.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-07-30
0.555000
25000000.00
25000750.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-10-05
1.588000
500000000.00
501878833.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2025-04-14
0.500000
15000000.00
14949907.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-09-09
2.000000
10000000.00
10418693.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2024-04-23
0.500000
13900000.00
13889745.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2022-04-27
0.300000
65210000.00
65187437.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
8090000.00
7049262.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
1000000.00
853287.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-03-15
0.00
109000.00
108418.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
129298000.00
108202902.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-01-15
0.00
2705000.00
2691029.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2023-07-15
0.00
4386000.00
4284008.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-01-15
0.00
3500000.00
2974745.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-01-15
0.00
3386000.00
2818066.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
4000000.00
3471740.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
10325000.00
8935761.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
22588000.00
15874124.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
13500000.00
4686628.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
12023472.00
8243650.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-20
3.000000
105782272.00
71529723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
50000000.00
33553847.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
40154880.00
21020890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
144961024.00
94100942.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
35165.00
24580.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
200000000.00
209110776.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
10909740.00
11500961.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.000000
38965184.00
41209005.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
421795840.00
443719161.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
121430912.00
130982910.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-15
2.500000
6341368.00
6654686.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
1309940.00
1442295.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1058686.00
1125856.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1828500.00
1964060.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
1160774.00
1256137.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
17354208.00
19042806.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
3454024.00
1105034.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-02-15
3.500000
499999.00
178685.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2042-12-15
3.500000
40000000.00
51315400.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2065-09-15
4.250000
8994000.00
14360275.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2020-05-01
0.00
10000.00
10000.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2038-01-15
0.00
1175000.00
790527.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2035-06-15
0.00
1000000.00
707569.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2039-09-15
0.00
53106000.00
34289323.00
Agency Debentures and Agency Strips
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
17059000.00
16472324.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
13316000.00
22611062.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
113291600.00
158336877.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
22487000.00
23452735.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-15
0.00
5377478.00
5377564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
622662.00
587564.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
24440709.00
20169280.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
23075021.00
18571977.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
14313640.00
10278124.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-07
2020-05-07
N
N
N
0.0005
2250000000.00
2250000000.00
0.0116
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 1.680000%
5493007VSMFZCPV1NB83
0001496637
TPR033129779156THE
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
2029-08-15
6.125000
4516900.00
6856673.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
3516800.00
4140807.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
189314100.00
213402620.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0168
220000000.00
220000000.00
0.0011
N
N
N
Y
ING FINANCIAL MARKETS LLC
ING FINANCIAL MARKETS LLC 1.670000%
KBVRJ5K57JZ3E2AVWX40
0000877559
TPR033491779156ING
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-07-01
4.605000
4660624.00
3624387.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-04-01
4.782000
192421.00
132962.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-09-01
3.650000
5858720.00
100119.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.050000
77907.00
521.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-10-01
3.609000
2007.00
64.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-11-01
4.910000
10969.00
223.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-01-01
4.494000
49987676.00
763548.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
4.747000
5024.00
144.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-10-01
7.000000
29743303.00
1117298.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
6097132.00
1879475.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
2177526.00
1021478.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.000000
2507708.00
371640.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.500000
14977460.00
1896304.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.500000
1106949.00
431507.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-02-01
5.500000
5036246.00
567342.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-02-01
5.500000
1307573.00
300586.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
39398174.00
3599018.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.500000
1119610.00
278599.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.500000
1277312.00
157037.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.500000
1389545.00
910558.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.500000
1678496.00
412445.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
711216.00
151209.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.500000
1471570.00
134262.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-07-01
5.500000
1482660.00
237306.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.500000
2001619.00
243248.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-08-01
5.500000
2628123.00
125246.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-09-01
5.500000
2867914.00
291183.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
72156.00
68525.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
6265395.00
4439088.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
1364645.00
1318825.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
3244544.00
3030463.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-06-01
2.319000
41341.00
15251.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-01-01
2.932000
1468.00
411.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-07-01
2.819000
8587710.00
1622404.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.310000
1201.00
109.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-09-01
2.774000
1847281.00
1482450.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.116000
1353052.00
1272471.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
284375.00
70859.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
4507627.00
3644708.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
7782486.00
6051621.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
120453000.00
72059931.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
12321544.00
10913063.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
2323554.00
2048376.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
25766714.00
22535435.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
1450168.00
142111.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.500000
1008515.00
254600.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
411849.00
84169.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
6584882.00
647890.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.000000
2684964.00
539925.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
11141700.00
4456485.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
10104034.00
3999601.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
11023484.00
3270596.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
8684301.00
3647210.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
4890652.00
1882941.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-10-01
3.000000
732610.00
292388.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
5753763.00
4787564.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
14366533.00
12117980.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
6249199.00
4949787.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
4681342.00
3903475.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
139412.00
120763.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
7395676.00
2821121.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
1000.00
323.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
831405.00
476332.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
2151381.00
1213823.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
6735730.00
4145511.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
1278405.00
1171645.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1465375.00
992285.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1482345.00
1352283.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.000000
246160.00
184044.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
2138006.00
1563096.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
1744926.00
1490795.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
2119301.00
1925486.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
3195865.00
2664822.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
7640832.00
7683159.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
11216288.00
9879182.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
1026.00
784.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
789897.00
644673.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
3560218.00
3650014.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
126709.00
111276.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
3906737.00
3424427.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
11657437.00
10424853.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
2.500000
1758114.00
1785333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.750000
1783890.00
103714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.031000
1809054.00
224430.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
648476.00
206528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
23453114.00
7950920.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
70057.00
29231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
3345000.00
1320288.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1054715.00
409959.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
3.500000
6987289.00
3947496.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.067000
1681.00
319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.500000
11453892.00
6061302.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.392000
1757940.00
417353.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
6029076.00
4465100.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.876000
2026.00
335.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
28534.00
26866.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.110000
7711721.00
1573823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
6706238.00
4434897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
68097.00
24046.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
11199152.00
3092925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
1345.00
417.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
47134.00
21184.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
23712592.00
10025601.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4952317.00
2046298.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.640000
7865992.00
1219099.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-01
3.000000
8525824.00
2574614.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
55112.00
17404.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
23094531.00
11398325.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
3459386.00
2106951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
5798603.00
2256077.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
872498.00
648630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
619125.00
447238.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1547906.00
1167324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
10100465.00
8401251.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
24588147.00
18224554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
31523681.00
25440400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
196937.00
147059.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
11577431.00
9363823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
875274.00
680666.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
616960.00
559097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
6996.00
2693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
16992493.00
5596922.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
1566.00
806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
444617.00
251914.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1801477.00
470198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
15968259.00
8551607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
1363.00
23.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.000000
13500000.00
199604.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
2473.00
1449.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
524759.00
481542.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1325821.00
778213.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
776540.00
559365.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
7852894.00
5913294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
1538209.00
1166922.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-07-01
3.500000
15937392.00
12203935.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
60656408.00
48442014.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-09-01
4.000000
14775517.00
12633325.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
1000.00
809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
12328403.00
11585474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
6863503.00
6217820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
5607408.00
5619398.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.698000
6121833.00
3513910.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.456000
2762792.00
1922942.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
979491.00
963524.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
111861.00
95222.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
492712.00
434621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
246810.00
228747.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.762000
2356910.00
1632690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
409540.00
404541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.077000
13547687.00
4488268.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
24036000.00
19697207.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2237940.00
2039260.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
6579537.00
5877616.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
822394.00
755926.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.500000
138254.00
116962.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.000000
3765386.00
3167845.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.860000
453636.00
267704.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
456475.00
404153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
15824038.00
14258488.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.236000
4095616.00
3143185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1668.00
1571.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
17960.00
18424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1292723.00
1201069.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.860000
51607.00
31061.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2002.00
1690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4190500.00
4283705.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
24524316.00
26288972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.750000
3018.00
2238.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
10044416.00
8555714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
876743.00
758826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
1691056.00
1278872.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
8244563.00
7795313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
238400.00
210077.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
233230.00
225157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
5070263.00
4654148.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
13594222.00
13250458.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.648000
1105862.00
36775.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
1538.00
19.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
7.000000
2198860.00
145082.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.500000
3134.00
28.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.500000
4292.00
111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
2851.00
796.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
3.642000
214972.00
17795.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.000000
149540900.00
21070757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
4143388.00
1582653.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-07-01
3.787000
11367.00
621.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.000000
4603.00
221.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.500000
15079.00
992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.249000
22348214.00
1106605.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.558000
14047869.00
507941.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.885000
551733.00
23625.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
4947.00
1574.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
2625600.00
2797048.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2020-05-14
2020-05-14
2020-05-14
N
N
N
0.0167
650000000.00
650000000.00
0.0033
N
N
N
Y
BNP PARIBAS
BNP PARIBAS 1.580000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR033511779156BBN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-01-01
7.000000
3796380.00
625205.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
1000.00
323.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2028-09-01
4.000000
60000.00
73290.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2029-10-24
4.000000
90000.00
111653.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-11-26
4.050000
20000.00
21229.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2036-02-25
3.900000
5130000.00
5254021.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2032-07-22
3.050000
1565000.00
1584055.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
53502606.00
47789940.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
8152894.00
4897398.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
650882.00
680887.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
248340.00
246036.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
168365.00
181950.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2037-10-26
3.430000
302000.00
303954.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2037-09-14
3.270000
7090000.00
7154287.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2038-04-05
3.980000
520000.00
530969.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-12-09
5.250000
375000.00
429301.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
234000.00
210721.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2032-07-15
0.00
5052000.00
4165425.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-05-15
0.00
21000.00
20521.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
1000.00
877.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
1000.00
898.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.500000
1348.00
11.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1218.00
105.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.500000
147003.00
119182.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
186536.00
76497.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
1832.00
12.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
7200.00
179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
8809091.00
5308662.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
310956.00
330491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
3505.00
3783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
4779236.00
3888911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2145410.00
2191827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
390843.00
290003.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
10198364.00
8618541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
1554.00
44.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1381.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-03-01
3.000000
10000000.00
1636350.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
1215179.00
1016529.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
146627.00
133828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
1000.00
1025.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-12-15
2.500000
333078.00
64260.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
3391569.00
704954.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
37252206.00
10620814.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
19983643.00
5397110.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
25266.00
13174.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
48084044.00
25742460.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
2052059.00
1341570.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
30079.00
19791.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5859.00
3642.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
3.500000
4354703.00
3146624.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
1069449.00
572824.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
3631424.00
3782723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
1493219.00
1568322.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
6838807.00
3812413.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
510060.00
373654.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
20278900.00
12678555.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
4587129.00
2977719.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
1010.00
765.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
664512.00
574847.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
1353.00
1378.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
294069.00
51388.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-10-20
4.000000
301722.00
53175.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2032-11-15
6.500000
2568.00
33.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2029-08-15
7.000000
17611869.00
8585449.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-08-20
3.500000
50688511.00
41511339.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-08-15
5.000000
1926.00
171.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-12
0.00
28042000.00
28041383.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
7813700.00
7800635.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-18
0.00
3259100.00
3258634.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
22872400.00
16373734.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
135909100.00
93604403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
200.00
272.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
16597400.00
36088400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
11778700.00
17044792.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
361900.00
549182.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
15240500.00
22942281.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
676200.00
891124.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
7821900.00
12023337.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
33874500.00
49535738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
88945000.00
124760561.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
20515700.00
20811861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
1401700.00
1498178.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
11715900.00
13159012.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
997600.00
1035058.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
23508800.00
26926070.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
371300.00
405135.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
83332300.00
85757587.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
1.875000
325000.00
338212.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
43836100.00
50387830.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
600.00
624.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
800.00
815.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
51867600.00
55901141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
299900.00
320427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
41.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-08-15
0.00
129409188.00
108673565.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
82.00
68.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
5.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.00
61.00
60.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
67.00
65.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
5.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
8.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
5615985.00
5346822.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
24.00
23.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
0.00
10.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
82.00
68.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
205.00
168.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
8245562.00
6648826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
102.00
74.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
301.00
208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
192835.00
132461.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-08-18
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0158
990000000.00
990000000.00
0.0051
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 1.670000%
5493007VSMFZCPV1NB83
0001496637
TPR0336907791564TH
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
2029-08-15
6.125000
1269600.00
1927258.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
44376600.00
45508925.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
8552600.00
10070140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
193900.00
214797.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
35965100.00
40541336.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
3348200.00
3737562.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0167
100000000.00
100000000.00
0.0005
N
N
N
Y
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 1.630000%
5493007VSMFZCPV1NB83
0001496637
TPR0339127791563TH
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
2029-08-15
6.125000
721400.00
1095088.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
150396300.00
154233852.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
336000.00
395619.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
11196100.00
12402713.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
7571100.00
8534455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
1646800.00
1838306.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0163
175000000.00
175000000.00
0.0009
N
N
N
Y
BNP PARIBAS
BNP PARIBAS 0.920002%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR033B357791560BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-10-01
7.000000
1491.00
116.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2020-10-13
1.680000
11000.00
11081.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
332112.00
94687.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
1000.00
281.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
75837940.00
40600893.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
35534848.00
25284456.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
8675108.00
4836091.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
436796.00
245464.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
17005600.00
10632057.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
192688796.00
111342431.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
712597.00
666183.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
2.500000
1000.00
1031.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
3.000000
12612.00
13108.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
97001673.00
95922195.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
144377108.00
150954046.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
20362000.00
21516971.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
17383.00
2405.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-05-20
4.500000
13533856.00
1834867.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
1000.00
143.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-05
0.00
23451500.00
23451265.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
107395900.00
107216334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-15
0.00
5212000.00
5205991.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-06
0.00
5408300.00
5406537.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
1325000.00
994491.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
100.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
18897500.00
13015237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
100.00
116.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
1350000.00
1632848.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
300.00
407.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
700.00
1136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
145.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
100.00
169.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
800.00
1054.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
9240900.00
12810389.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
35755700.00
45779278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
45309700.00
63817322.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
28400400.00
41427357.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
800.00
1144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
100.00
125.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
3136100.00
3522391.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
200.00
224.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
87303200.00
93786161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
41520500.00
43079523.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
25399100.00
26778303.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
34194500.00
35771763.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
48900.00
51268.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
10031100.00
10869714.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
500.00
514.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
27609000.00
30242976.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
318800.00
331952.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
44199900.00
45756536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
188620000.00
197122278.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.125000
12087500.00
12444014.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
116041800.00
129692616.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
29401300.00
29829518.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
100.00
103.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
25898200.00
26831413.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
181984700.00
189696367.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
200.00
220.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
1100.00
1208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
600700.00
617589.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
251112000.00
259392920.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
62129000.00
64538879.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
500.00
543.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
2775900.00
2854715.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
2985700.00
3043805.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
26652800.00
27365403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
197100.00
202778.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
0.00
84.00
77.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
73.00
66.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
6.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-02-15
0.00
10.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-08-15
0.00
4.00
4.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
19.00
16.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
242.00
222.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
24.00
22.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
26.00
23.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
27.00
23.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
0.00
21000.00
20929.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
39.00
34.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-11-15
0.00
27.00
23.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
3911475.00
3647842.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-11-15
0.00
11.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
13.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-11-15
0.00
37.00
30.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
5.00
4.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
1325816.00
954419.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
1309925.00
934345.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-09-02
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0092
1980000000.00
1980000000.00
0.0102
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 0.980000%
5493007VSMFZCPV1NB83
0001496637
TPR033C7B7791562TH
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
2029-08-15
6.125000
8251200.00
12525356.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
196100.00
230895.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
187753800.00
211643786.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0098
220000000.00
220000000.00
0.0011
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.870001%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR033C7F779156BAN
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
2021-02-15
7.875000
62326700.00
67160507.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
112233700.00
172518648.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
37393000.00
40394354.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
147200000.00
168726512.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-06-08
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0087
440000000.00
440000000.00
0.0023
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.630000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR033D207791568BN
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
2021-03-25
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-17
0.00
700.00
700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-05
0.00
7844400.00
7844322.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-28
0.00
4999100.00
4996495.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-12-31
0.00
300.00
300.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-15
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
600.00
599.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-15
0.00
900.00
897.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
0.00
142300.00
141417.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.00
12200.00
12006.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
300.00
294.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
100.00
96.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
400.00
384.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
0.00
100.00
95.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
300.00
261.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
278000.00
240156.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
100.00
82.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
500.00
403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
0.00
500.00
394.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
200.00
157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
1600.00
1227.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
100.00
74.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
200.00
146.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
7297100.00
5313748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
100.00
72.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
0.00
400.00
288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-11-15
0.00
600.00
430.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
100.00
71.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
600.00
421.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
200.00
140.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-11-15
0.00
300.00
209.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
100.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
2100.00
2470.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
7268700.00
11306230.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
128055000.00
190295122.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
200.00
289.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
44855600.00
79156639.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
500.00
846.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
834200.00
1468584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
2870000.00
4296382.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
62092800.00
76189231.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
100412000.00
142937217.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
5224500.00
6527078.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
6128800.00
6380589.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
173604600.00
180642727.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
6399900.00
7463738.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.340036
4159700.00
4178525.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
3479600.00
3604983.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
659200.00
684059.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
37877800.00
39482885.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
200.00
206.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
200.00
203.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.420036
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.750000
104500.00
113576.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
46501000.00
47840637.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
400.00
427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
8938800.00
9550620.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
0.00
40.00
36.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
12911452.00
11652108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
346.00
310.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-02-15
0.00
85.00
75.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
1754.00
1536.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
102884.00
89390.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-02-15
0.00
645.00
556.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
61.00
51.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
1313178.00
1202313.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
10909221.00
9946308.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-05-15
0.00
8.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
11.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
6858.00
6080.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-11-15
0.00
8689573.00
7641297.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-05-15
0.00
2.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
21694676.00
18773249.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
0.00
22.00
22.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
0.00
11.00
11.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
955.00
953.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
0.00
65.00
65.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
5.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.00
199.00
197.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.00
9.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
13.00
13.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.00
250.00
245.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
4033.00
3942.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
39.00
38.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
0.00
4268.00
4139.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
52.00
50.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
10.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
0.00
54.00
52.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
61.00
59.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
0.00
9.00
9.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
71.00
68.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
0.00
31.00
29.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
0.00
2.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
0.00
824.00
775.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
15899440.00
15007816.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
129.00
110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
165.00
154.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
57.00
53.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.00
32.00
29.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-05-15
0.00
5.00
4.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
14.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
85.00
69.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-08-15
0.00
2148.00
1732.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
190.00
153.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
317.00
253.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
159.00
127.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
662.00
516.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
0.00
233.00
181.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
4.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
390.00
297.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
0.00
1590.00
1208.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-08-15
0.00
4107.00
3108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-11-15
0.00
70.00
52.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
173.00
130.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
42.00
31.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-08-15
0.00
231.00
170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
0.00
1759.00
1288.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
1142.00
822.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
217.00
156.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
315.00
225.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
34.00
24.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
280.00
196.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
0.00
405.00
281.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
336.00
232.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
452.00
311.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
36425.00
24961.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
29.00
20.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
1219.00
827.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
666.00
446.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
234.00
157.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
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Moody's Investors Service, Inc.
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Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-09-01
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Moody's Investors Service, Inc.
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Standard and Poor's Ratings Services
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CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.900000%
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U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
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UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
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U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
70700.00
98053.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
1900.00
2685.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
200.00
281.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
400.00
585.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
495200.00
690217.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
21894100.00
22815403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
70300.00
80084.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
500.00
562.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
146400.00
155879.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
100.00
118.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
81622300.00
87484677.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
100.00
107.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
100.00
113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
88349100.00
91673435.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
200.00
239.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
7162200.00
8177556.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
24100.00
29605.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
2000.00
2248.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
138000.00
150247.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
106900.00
111149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
1500.00
1676.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
18407200.00
19761407.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
400.00
429.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
100.00
106.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
33665000.00
38080383.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
179900.00
204400.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
133500.00
143072.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
613000.00
634363.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-06
2020-05-06
2020-05-06
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0090
265000000.00
265000000.00
0.0014
N
N
Y
N
BNP PARIBAS
BNP PARIBAS 0.630000%
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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
2020-09-24
0.00
600.00
600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-05
0.00
955000.00
954990.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-15
0.00
1151900.00
1151178.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-27
0.00
91141000.00
91103450.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-05-15
0.00
5681000.00
4684439.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
100.00
81.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
488700.00
394091.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
12114400.00
8983966.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
9771900.00
7212161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
3983600.00
2930535.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
867500.00
635134.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
100.00
73.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
1203300.00
854280.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
100.00
70.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
12619300.00
8754172.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
275700.00
189882.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
333400.00
451480.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
600.00
1275.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
1400.00
2144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
100.00
176.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
28494900.00
43800584.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
42012200.00
61435751.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
5572800.00
7816804.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
200.00
277.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
100.00
141.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
75465200.00
104807370.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
64535900.00
72513086.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
46271400.00
47896156.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
23528800.00
26750572.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
3648800.00
4114742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
15425400.00
17301700.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-30
0.259036
200.00
201.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.340036
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
900.00
926.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
7401100.00
7600330.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
400.00
403.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
51225800.00
54143974.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
2672300.00
2780769.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
22447100.00
22764640.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
372800.00
384601.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
1300.00
1339.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
62166600.00
66891635.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
300.00
317.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.420036
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
128518000.00
136063871.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
25933800.00
26680921.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-08-15
0.00
3925295.00
3566896.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
10830028.00
9773699.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
22498492.00
19862052.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
82.00
72.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.00
5138350.00
4704545.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
1832.00
1670.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
30384.00
27132.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-11-15
0.00
20887057.00
18074385.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-15
0.00
3.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
65.00
64.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.00
31906.00
31367.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
41.00
40.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
16.00
15.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-15
0.00
65.00
63.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
0.00
204718.00
195861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
1559.00
1485.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-05-15
0.00
18104.00
17089.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-11-15
0.00
105.00
89.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
11.00
10.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-05-15
0.00
99368.00
82181.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-08-15
0.00
4308314.00
3546703.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-05-15
0.00
3577938.00
2897826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
8.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
31124.00
23721.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-05-15
0.00
55697.00
42322.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
51.00
37.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
54279.00
38015.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
157928.00
107054.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-09-01
Y
BNP Paribas
1.0000
7
N
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0063
877500000.00
877500000.00
0.0045
N
N
Y
N
NORINCHUKIN BANK (THE)
NORINCHUKIN BANK (THE) 0.550000%
5493007VSMFZCPV1NB83
0001496637
TPR033E537791561TH
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
2029-08-15
6.125000
12166700.00
18469102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
52491100.00
53830477.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
17402000.00
20489744.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
199062500.00
220515630.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
343906700.00
387665741.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
11672000.00
13029335.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0055
700000000.00
700000000.00
0.0036
N
N
N
Y
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.630000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR033E5D779156MUF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
34181632.00
35805358.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
4071300.00
4406426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
986061.00
744344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
2630000.00
2156606.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
245000.00
190579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
581018.00
461810.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
13874080.00
9075232.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
11454000.00
8015033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
15600000.00
11583918.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
11500000.00
10914843.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
2.500000
1823312.00
1769677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
16060960.00
15779514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
13600400.00
14357235.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1747768.00
1892375.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1319118.00
1415712.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
5319792.00
5529880.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
3926364.00
4175868.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
1233750.00
1131783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1056920.00
936346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
1135532.00
1177526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
5499999.00
3271400.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
2294752.00
1801013.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
200000.00
163357.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3600000.00
2545233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
33170560.00
30512521.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
8079680.00
7953560.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
3560290.00
3999354.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1254400.00
1293611.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
1306508.00
1318093.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
10610560.00
10944474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1773528.00
1902072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
16568608.00
17739526.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
36264960.00
40686214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.000000
33910800.00
35019721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
64724960.00
69829786.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0063
350000000.00
350000000.00
0.0018
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.140000%
ES7IP3U3RHIGC71XBU11
0001000275
TPR0342937791562RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
153423000.00
195118170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
190955700.00
203424851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
258480700.00
267556892.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
180109400.00
204771580.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
255752400.00
291625003.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
166984700.00
173511555.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
330724900.00
362824136.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
374107100.00
408198187.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-31
1.375000
178130300.00
180388943.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
391283600.00
395206144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
96131700.00
109183988.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
420525400.00
458363430.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
278398900.00
289227172.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0014
3470000000.00
3470000000.00
0.0179
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.140000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR0342A37791562BA
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
2048-02-15
3.000000
112830000.00
159858144.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
112607000.00
121645414.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
91800.00
100350.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
149349500.00
156996194.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-05-18
Y
BANK OF MONTREAL
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0014
430000000.00
430000000.00
0.0022
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.140000%
ES7IP3U3RHIGC71XBU11
0001000275
TPR0342F07791561RO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
555005900.00
661183948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
278887000.00
289787730.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
612619000.00
671064569.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
842000000.00
902463854.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0014
2475000000.00
2475000000.00
0.0127
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.200002%
2IGI19DL77OX0HC3ZE78
0000016847
TPR034C3E7791561CA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-04-01
7.500000
343408032.00
554310.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-12-01
7.500000
1915806.00
231771.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
2670451.00
874382.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
11985374.00
4747551.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
9186736.00
3194058.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
852245.00
356879.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
122006313.00
98597172.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
17189361.00
4728884.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-08-01
5.000000
1500000.00
234279.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
1000000.00
94682.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
5000000.00
1507930.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
10010973.00
3331701.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
6579661.00
2942393.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
25282363.00
22329089.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
16977541.00
15663080.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
6019661.00
6325803.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
3822160.00
3366144.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
14898394.00
13133979.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
32942033.00
27628175.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
1016045.00
922027.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
17380314.00
14448374.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-05-01
4.000000
49585854.00
21927651.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
36135361.00
11436083.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
46658.00
29125.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
411000.00
312348.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
196189.00
157514.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
5012.00
5306.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
5000.00
5322.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
9138287.00
9650227.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
5000.00
5304.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.000000
5000.00
5239.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
10060993.00
10794712.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
29062670.00
10143299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
36919917.00
13660917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
25113243.00
10725651.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
12815000.00
7310472.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
8273755.00
5754032.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
10231100.00
6338839.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6357800.00
4965997.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
9834568.00
7647431.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
6658818.00
4181827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
1070.00
338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
2021362.00
1286186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2202328.00
1828878.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
9319681.00
7380158.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
3081888.00
2587658.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
4867361.00
4646809.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2697412.00
2861985.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
3966530.00
4173028.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1015.00
1072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
8442345.00
8720448.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
7070737.00
7508291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
1082.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
75498107.00
47731838.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
5078483.00
3432850.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
2595023.00
2629723.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
17125502.00
18163926.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
263900.00
274111.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-07
2020-05-07
2020-10-21
Y
CANADIAN IMPERIAL BANK OF COMMER
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
N
N
0.0020
450000000.00
450000000.00
0.0023
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.040000%
NQQ6HPCNCCU6TUTQYE16
0000927971
TPR034EE27791561BA
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
6232829.00
5755229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
109811971.00
84654603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
81000000.00
85698378.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
36113937.00
29891790.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
200000000.00
200000000.00
0.0010
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.050000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR034EE47791565BN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-12-01
7.500000
3824.00
637.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-12-01
7.000000
1955.00
263.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
6720.00
2598.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-11-01
6.500000
24979.00
82.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2038-04-05
3.980000
1000.00
1021.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
2.500000
6177056.00
6448006.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.500000
1790.00
14.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1057.00
91.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
919136.00
991992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1202.00
27.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
1081.00
1120.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1000.00
515.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
3624434.00
3789541.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
46491000.00
49128057.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
1280.00
176.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-07-20
6.000000
1228.00
64.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-17
0.00
500.00
500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
100.00
70.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
7369600.00
10233978.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
100.00
102.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
91137900.00
101317788.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
1450000.00
1459424.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
14792300.00
15313257.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
25212900.00
26349402.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
111.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
1946800.00
2098075.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
8009900.00
8395784.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
30363200.00
31175006.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
19.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
5.00
4.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-11-15
0.00
6.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-11-15
0.00
20.00
18.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
6.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
2.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
18.00
17.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2041-02-15
0.00
5.00
4.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
20.00
14.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
82.00
56.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
251100000.00
251100000.00
0.0013
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.030000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR034EE57791563BN
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
2020-09-15
1.375000
100.00
101.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
15341900.00
15917962.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
100.00
109.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
5965700.00
6534844.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
36584100.00
39150157.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
40372800.00
40396620.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0003
100000000.00
100000000.00
0.0005
N
Y
Y
N
BMO CAPITAL MARKETS CORP.
BMO CAPITAL MARKETS CORP. 0.040000%
RUC0QBLBRPRCU4W1NE59
0000772028
TPR034EE7779156BMO
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.000000
594946.00
312200.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.000000
100000.00
61144.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.000000
150000.00
64917.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-07-01
3.500000
160000.00
61635.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
72000.00
52804.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
26000.00
23169.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
50000.00
21266.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.500000
203500.00
78577.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.000000
60000.00
30012.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
426000.00
174913.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
157690.00
61868.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
485000.00
243450.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-08-01
4.000000
174784.00
68277.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
85000.00
36581.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
158500.00
68868.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
145000.00
87330.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
73000.00
38019.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
37000.00
23792.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
59000.00
32976.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
205000.00
116759.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.000000
34998.00
22425.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
164000.00
67689.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
140500.00
59049.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
111000.00
48942.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
84276.00
45529.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-02-01
3.000000
66000.00
42867.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
185000.00
98865.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
134178.00
61411.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
92000.00
67954.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
167500.00
94753.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
46000.00
27540.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
71000.00
51090.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.500000
249000.00
166980.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
97000.00
58220.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
686000.00
429245.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
395000.00
296738.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
88000.00
68066.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
45000.00
35463.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
125000.00
84623.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
51000.00
34989.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
36000.00
29443.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
45000.00
34860.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
87000.00
72496.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
176000.00
133992.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
105000.00
74049.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
32853.00
23925.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
67000.00
51299.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
57026.00
38743.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
152000.00
93751.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
34000.00
27541.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
32000.00
25437.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
23000.00
18699.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
16506616.00
17183947.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
123560.00
113256.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1258.00
1345.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
361384.00
388808.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
70885.00
77427.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
1386438.00
1482466.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
2.500000
36676.00
38192.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.500000
1177192.00
1290511.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
2.500000
11673660.00
12185712.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
179390.00
186174.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
976138.00
1000714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1298400.00
1420724.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
903172.00
960211.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1249574.00
1285325.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1216696.00
1355649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1873830.00
2085561.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1765497.00
1937380.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1627975.00
1855541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
510849.00
540112.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
1243612.00
1350351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
1896652.00
1975904.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
327193.00
355644.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
471166.00
514103.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1007706.00
1102150.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
1700667.00
1513477.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
4017438.00
4466229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1156972.00
1215475.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.000000
506043.00
332665.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
12162133.00
9135309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
31000.00
32190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
1011800.00
1070974.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.000000
2358693.00
2485491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-05-01
2.500000
1430472.00
1488849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
39400129.00
41016870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
37026085.00
39173771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
245875.00
252320.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
10773600.00
11404588.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
2123019.00
2249873.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
154878.00
165549.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
5.000000
118380.00
127423.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
10135888.00
10750489.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2465408.00
2621267.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
5.500000
4353.00
3200.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
1217552.00
1312918.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
996425.00
1073865.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
122738.00
135805.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1273860.00
1388509.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-15
3.500000
93851.00
103311.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
3759.00
4322.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
874129.00
936321.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1137227.00
1214811.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
15645.00
17409.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
1021912.00
1079461.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
4741997.00
5102552.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
333234.00
368728.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
11503.00
12547.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
991513.00
1081716.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
2536518.00
2710614.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1001.00
1098.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
3089186.00
3348747.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1561796.00
1672816.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1015401.00
1109459.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
4747439.00
5076848.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
944139.00
1009478.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
4935461.00
5238119.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1894307.00
2096076.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
5.000000
377620.00
416739.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
673269.00
719914.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
2768704.00
2945399.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
267675.00
284883.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-15
3.500000
165493.00
183531.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
107438.00
119422.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1000.00
1104.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1177902.00
1270024.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
262346.00
285333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1000.00
1071.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1115902.00
1189979.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
13820.00
15362.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
691356.00
765116.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
10050311.00
10713739.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
13238.00
14112.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1539750.00
1688484.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
369155.00
408498.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1000.00
1097.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
309480.00
340909.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
7005565.00
7717031.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
5012766.00
5484564.00
Agency Mortgage-Backed Securities
Y
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
250000000.00
250000000.00
0.0013
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC.
CITIGROUP GLOBAL MARKETS INC. 0.040000%
MBNUM2BPBDO7JBLYG310
0000315030
TPR034EE8779156CGM
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
110281771.00
94738650.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
500000.00
493979.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
155000.00
159793.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
79672.00
62041.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.500000
26065.00
18715.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
4.500000
11502584.00
11083422.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.000000
27201390.00
25708683.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
1472116.00
1283545.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
160000.00
155894.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
4000000.00
4100870.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
19100000.00
19810578.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
4199522.00
4389834.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
968919.00
954504.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
5100000.00
4940126.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
201726.00
204503.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
7300000.00
6691256.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
3207514.00
2811574.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
100000.00
101815.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
6.000000
1000.00
814.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.500000
1175375.00
447389.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
12972618.00
13151170.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
2.500000
22179442.00
22522818.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
6336774.00
6895521.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
11922398.00
12681897.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
4854897.00
4578852.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
6937766.00
7288068.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1039797.00
882984.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
4556977.00
4804194.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
68062.00
73448.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1127739.00
1198820.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
3845383.00
3706195.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
6.000000
5538645.00
3457469.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
4112582.00
4318262.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
4975508.00
5223448.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
1148560.00
1234278.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
866812.00
966594.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1082634.00
1146525.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
2029915.00
2194951.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1046134.00
1122492.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
3601193.00
3694204.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
2291186.00
2308146.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
1177448.00
1210313.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
180000.00
177861.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
600000.00
611698.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
200000.00
206403.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
8115000.00
8247819.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
819000.00
832530.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
900000.00
905701.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
5057398.00
4946723.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
1103336.00
924201.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
100000.00
99657.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.500000
23220601.00
22259625.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
418200.00
427517.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
600000.00
609545.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
500000.00
514543.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
217267.00
224354.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
4971902.00
4423768.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
87271.00
91441.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1934705.00
2030984.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.500000
2592205.00
2816052.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
1750123.00
1911174.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
6.000000
1283988.00
922549.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
6480733.00
6997405.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1283639.00
1343764.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1625077.00
1583113.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1214894.00
1301939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
17008169.00
17046662.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
73000.00
77115.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1308936.00
1434518.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
4923406.00
4924087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1628435.00
1700003.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1321996.00
1387685.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
7800000.00
8091564.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
6.000000
1959396.00
2052381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
762634.00
355104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1503058.00
1665135.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
168072.00
173578.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1962347.00
2076116.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
84000.00
56192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
6.000000
1257443.00
544722.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
1784352.00
1686396.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1015421.00
865725.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1285948.00
1420145.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
200000.00
193740.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
479455.00
488608.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
2593000.00
2465992.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
1569920.00
1621161.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
1283153.00
1362344.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
3814261.00
4096811.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
2.500000
1746310.00
1801003.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
2639707.00
2811138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
1068260.00
1141310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
598000.00
608273.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
4944000.00
4553177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1502752.00
1571437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
3196663.00
3342474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
2897766.00
3185972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
3398490.00
3690313.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1871095.00
2029603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
2056524.00
2231191.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2342083.00
2248299.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1928042.00
2114590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
21870847.00
22507771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
9204561.00
9642484.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
100000.00
89773.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1087090.00
1173286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
4329255.00
4537332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
2972308.00
2946721.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
3471981.00
3146807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
15587827.00
15320575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1429078.00
1413559.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1418031.00
1336469.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
2279235.00
2466566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1045906.00
905278.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2548223.00
2728104.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
100781.00
99915.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1363120.00
1510038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
6023396.00
5210892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1608339.00
1764681.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
200000.00
207442.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
3300000.00
3394414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
2565424.00
2782181.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
17000000.00
18829594.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1102506.00
1190049.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1829156.00
2024416.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
2941699.00
3240781.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1024133.00
997285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1880219.00
1969643.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
5108706.00
5471259.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
18291431.00
15328703.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
13040000.00
12874714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
2.500000
6019626.00
6217868.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
2121000.00
2146450.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1030000.00
1056406.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
2250000.00
2414107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1063196.00
1127925.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1134638.00
1234892.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1448862.00
1564119.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
7592585.00
7773870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
2745611.00
2976367.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
2153820.00
2334566.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.500000
1673473.00
1836037.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1274947.00
1348111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1053495.00
1158714.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1888188.00
1865407.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1396218.00
1514208.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
9213003.00
9773813.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
2278093.00
1787097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1066770.00
1158712.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
22777515.00
24270550.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1683070.00
1854167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1074210.00
1189750.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
2171086.00
2121864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
3576287.00
3826185.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1980641.00
2101518.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1640014.00
1560511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2560065.00
2560739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
7844210.00
8639757.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
3223735.00
2968908.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
9929625.00
10334246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1380932.00
1484054.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
6308183.00
6758047.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
2458412.00
2631343.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2266342.00
2444248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
9086484.00
9134246.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1221026.00
1272580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
2618941.00
2838514.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1067436.00
1154799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
4290022.00
4534443.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
6440424.00
6988816.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
12343648.00
13174373.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1120255.00
1225166.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1624542.00
1793296.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
1268906.00
1291085.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
665994.00
619752.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
1426145.00
1561286.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.500000
1178540.00
1334535.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.500000
1034521.00
1164351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
2394758.00
2512610.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
6240457.00
6628870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1023475.00
1089095.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1552184.00
1693916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
24118679.00
24346777.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
12034848.00
12150686.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
9926571.00
10147324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
14019158.00
13820253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1443105.00
1568021.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
3646844.00
3933297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
3146285.00
3413236.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
2003786.00
2101263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
4617882.00
4855341.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
4492221.00
4583527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
2834482.00
2984543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
116178.00
129178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1264534.00
1373755.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1451432.00
1577647.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1145598.00
1230090.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1046906.00
1099375.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1383708.00
1538560.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
1554458.00
1738495.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
2254803.00
2216449.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
1505931.00
1611801.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
5748916.00
6151502.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
9323203.00
10128094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1442324.00
1550333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2525664.00
2741869.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1162401.00
1285231.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
4636816.00
4973781.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
5865678.00
6361859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2361696.00
2501693.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
7957350.00
8538084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1247663.00
1308853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
2687857.00
2848295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
6841277.00
7401560.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
7296549.00
7856949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1882479.00
1938315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
2973988.00
3220654.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
14759016.00
15658464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
2085000.00
2054758.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2435597.00
2736944.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
3252000.00
3313538.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
85566.00
88067.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
100000.00
99094.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
20533535.00
20610716.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
1743399.00
1704917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
19280000.00
20365648.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
100000.00
99846.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
502000.00
492548.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2400000.00
2434852.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
3257130.00
3196138.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
653176.00
688975.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
56561.00
52638.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
7870249.00
7537501.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
50000.00
51245.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
100000.00
100972.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
250000.00
249163.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
22246182.00
22457329.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
90000.00
92290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
960000.00
973917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
5865642.00
5885924.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
150000.00
136554.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
3334031.00
3608111.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
666590.00
706318.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
7713009.00
8339888.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
6585357.00
7023399.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
5000000.00
5485681.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
2.500000
14014179.00
14069004.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
2816993.00
3010638.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
6.000000
6376344.00
5353372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2177803.00
1916088.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
10690497.00
10419083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
7170000.00
7673328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
750000.00
635603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
9153999.00
9539951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
10145916.00
9041379.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
33419833.00
31739739.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1900000.00
1933887.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
10011468.00
8758432.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1000000.00
999500.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
39367617.00
41072412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
475000.00
481157.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
21371824.00
23481399.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
75000.00
65981.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
350000.00
288476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
820000.00
634916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2176000.00
1884741.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1685683.00
1333754.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1882873.00
1652052.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1253001.00
1127389.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
487894.00
434954.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
561818.00
508578.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.500000
500000.00
497114.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
5243000.00
4957075.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
3050261.00
2852444.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.500000
268736.00
214175.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
6969366.00
6346422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
2799000.00
2762402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
2197463.00
2150759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
216000.00
213038.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1111759.00
982983.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
7993390.00
8139504.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1247200000.00
1247200000.00
0.0064
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC.
DEUTSCHE BANK SECURITIES INC. 0.020000%
9J6MBOOO7BECTDTUZW19
0000058056
TPR034EEB7791561DE
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
2020-07-23
0.00
151168800.00
151130554.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
7251300.00
7620861.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
45332000.00
45248589.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Standard and Poor's Ratings Services
A-2
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
200000000.00
200000000.00
0.0010
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.000000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR034EEC7791561CR
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
2044-05-15
3.375000
15386300.00
22499867.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
11769100.00
18000547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
15958000.00
22499906.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
20024700.00
22499923.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
19952100.00
22499932.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
20225100.00
22499938.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
20997400.00
22499974.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0000
150000000.00
150000000.00
0.0008
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.040000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR034EED779156CRE
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
2049-10-20
2.500000
36104391.00
37500000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
35487104.00
37500000.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
26596700.00
37499891.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
33374600.00
37499984.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
33253600.00
37499999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
33192800.00
37499910.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
28676300.00
30728376.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
250000000.00
250000000.00
0.0013
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC.
DEUTSCHE BANK SECURITIES INC. 0.040000%
9J6MBOOO7BECTDTUZW19
0000058056
TPR034EEE779156DEU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
14000000.00
10343871.00
Agency Mortgage-Backed Securities
FED FARM CRD DISCOUNT NT
2020-05-21
0.00
99000000.00
98991090.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-01-01
5.500000
22800000.00
10609200.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-08-19
0.00
2000000.00
1999090.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-05-11
0.00
8729000.00
8728721.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-07-20
0.00
18173000.00
18167003.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-06-17
0.00
29995000.00
29989331.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2030-01-23
2.080000
59925000.00
64421439.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
1000.00
943.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-02-06
1.970000
83000000.00
83406340.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-04-22
0.625000
45875000.00
45889642.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.00
63005000.00
57054808.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
693000.00
100064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
26100000.00
11646840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
19841920.00
7076508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
2000000.00
540807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
10802257.00
4472652.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
793000.00
606107.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
20224373.00
9921346.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
24168000.00
11540186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.500000
14519304.00
4356545.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
12929592.00
4530931.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
19000000.00
9842690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
93439220.00
35999153.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
4577422.00
3245631.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
21250000.00
15797607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
1168.00
328.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
9784000.00
4012321.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
506000.00
226207.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
1475000.00
1036826.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
13513000.00
10311777.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
5765000.00
4981053.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
2459706.00
2348713.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
6054108.00
4563192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
5294116.00
5169292.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
8639190.00
6992007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
19000000.00
16908499.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
6550000.00
5550546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4908970.00
3954888.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2123471.00
2293848.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1000.00
806.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
3471725.00
3107290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1175.00
1078.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
14144000.00
11660562.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
2795145.00
2509710.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1888000.00
1852049.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
12329400.00
10788853.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
12543829.00
10896656.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
2735071.00
2600018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2000000.00
2099783.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5178774.00
5552239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
4170000.00
4437198.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
2938825.00
2507580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
23500000.00
20258174.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
572000.00
495095.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
3643000.00
3363166.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
4299528.00
4129840.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2866000.00
2915334.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
234000.00
214996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
15193000.00
15817991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
333000.00
350301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
6000000.00
5858583.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
11268384.00
11003389.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1089000.00
1124355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
47638.00
49242.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1286000.00
1189279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-08-01
7.000000
17800000.00
1174454.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.500000
176480000.00
4567660.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
58451000.00
21053877.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
2540000.00
737917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
58000000.00
59549320.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.500000
1932.00
702.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
65277014.00
19049132.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-01
0.00
27842600.00
27826256.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-26
0.00
39218800.00
39216251.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-29
0.00
41572000.00
41544562.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-23
0.00
51048000.00
51039934.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-21
0.00
29990500.00
29988851.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
25272500.00
30567512.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
21206900.00
28717759.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
20232000.00
26921764.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
50630900.00
52710963.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
34695000.00
34963712.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
50027700.00
53237090.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
16012100.00
17910549.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
25194000.00
27064856.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
39840100.00
43138301.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
30161000.00
34368158.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
43478100.00
47050427.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
34019600.00
37628782.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-30
0.259036
50264700.00
50425696.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
50300000.00
52735894.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
24542600.00
27185547.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
50001200.00
51377544.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
49400000.00
51437948.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
39548100.00
39800021.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
47000500.00
49507789.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
45299800.00
47880388.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
31877200.00
32288500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
41888800.00
46292143.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
46072300.00
48504726.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
37394100.00
38171149.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
24889100.00
27338282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
51700900.00
53282431.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
50042400.00
52287705.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
47278200.00
49122464.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
49939400.00
51876465.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-30
2.500000
26797800.00
27128229.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.500000
40594200.00
41408455.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
30094200.00
33485872.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
40973200.00
43847114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
50111900.00
52060993.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
33573600.00
33811631.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.234036
50000000.00
49992500.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
30563000.00
30581032.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F2
Standard and Poor's Ratings Services
A-2
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
2500000000.00
2500000000.00
0.0129
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.020000%
1VUV7VQFKUOQSJ21A208
0001330437
TPR034EEF7791562CR
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
2047-02-15
3.000000
26624600.00
37499932.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
26343300.00
37499880.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
33525100.00
37499951.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
36149800.00
37499952.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
26603300.00
30000473.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
33192800.00
37499910.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
35613300.00
37499953.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
250000000.00
250000000.00
0.0013
N
Y
Y
N
HSBC SECURITIES (USA) INC.
HSBC SECURITIES (USA) INC. 0.040000%
CYYGQCGNHMHPSMRL3R97
0000853784
TPR034EF07791561HS
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2021-12-10
2.875000
15000000.00
15788573.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2030-08-09
3.930000
4850000.00
5056118.00
Agency Debentures and Agency Strips
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-10-28
0.712000
350000000.00
349978844.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2020-08-17
0.165036
25000000.00
25005616.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2021-10-27
0.891380
106500000.00
106266156.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-15
0.00
71000.00
67150.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-15
0.00
70000.00
65184.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-03-15
0.00
190000.00
188904.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-09-15
0.00
162000.00
161599.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-09-15
0.00
162000.00
159525.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-03-15
0.00
162000.00
157461.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-03-15
0.00
162000.00
151788.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-09-15
0.00
317000.00
295188.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-03-15
0.00
162000.00
149296.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-09-15
0.00
162000.00
148195.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2020-07-15
0.00
3045000.00
3040804.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2021-07-15
0.00
2230000.00
2214731.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-01-15
0.00
3397000.00
3359582.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2022-07-15
0.00
3386000.00
3337865.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-01-15
0.00
126000.00
122529.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2024-07-15
0.00
3847000.00
3708785.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-01-15
0.00
4977000.00
4770659.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2025-07-15
0.00
4386000.00
4185301.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2026-01-15
0.00
34000.00
32244.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-01-15
0.00
2509000.00
2337008.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2027-07-15
0.00
3328000.00
3043978.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-01-15
0.00
3517000.00
3184784.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2028-07-15
0.00
3386000.00
3013659.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-01-15
0.00
3386000.00
2992350.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-01-15
0.00
3386000.00
2967297.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2030-07-15
0.00
3386000.00
2905669.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-07-15
0.00
3386000.00
2843407.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
22920000.00
36176735.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-04-05
1.875000
5000000.00
5160330.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-12
2.875000
40000000.00
43395093.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-07-02
1.750000
9773000.00
10331694.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-10-08
0.00
250000.00
231069.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-03-17
0.00
1274000.00
1102377.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
150000000.00
51581110.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
2.500000
31682848.00
32412304.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
2531460.00
1688314.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
1755520.00
1506218.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-15
2.500000
4253816.00
4424998.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
6636160.00
6908262.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-15
3.000000
2317150.00
2466304.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-15
2.500000
1424706.00
1490934.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2043-10-15
3.500000
1124282.00
450385.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-01-15
3.500000
368770.00
231609.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-01-15
4.500000
1537406.00
280795.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-15
2.500000
11051780.00
11504357.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2034-03-15
0.00
1517000.00
1198738.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2037-01-15
0.00
1000000.00
737510.00
Agency Debentures and Agency Strips
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2042-12-15
0.00
1900000.00
1137443.00
Agency Debentures and Agency Strips
Y
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
750000000.00
750000000.00
0.0039
N
Y
Y
N
HSBC Bank Plc
HSBC BANK PLC 0.040000%
MP6I5ZYZBEU3UXPYFY54
0001140465
TPR034EF17791561GS
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
2027-11-15
6.125000
9597500.00
13843884.71
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
20714200.00
29175315.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
5866000.00
8315657.65
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
33000000.00
50265006.78
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
15000000.00
24782002.99
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
111225400.00
118488269.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
71138800.00
80196404.65
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
22325900.00
31003416.36
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
36000000.00
55065775.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
5000000.00
5615877.46
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
14535000.00
16158525.19
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
4700000.00
6544048.46
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
10515000.00
13551729.69
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
1494900.00
1552629.30
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
50000000.00
61247611.26
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
21000000.00
24755128.73
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
50000000.00
54770140.11
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
111485000.00
114397299.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
5000000.00
5588185.30
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
6425000.00
7100394.87
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-09-15
2.750000
52776900.00
57967864.79
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
3500000.00
3952800.19
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
54000000.00
61331853.81
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
144665600.00
157187919.50
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
339000.00
384841.11
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
115000000.00
118757494.90
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1100000000.00
1100000000.00
0.0057
N
Y
Y
N
MORGAN STANLEY & CO. LLC
MORGAN STANLEY & CO. LLC 0.030000%
9R7GPTSO7KV3UQJZQ078
0000356630
TPR034EF3779156MOR
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-01-01
8.500000
8000.00
21.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-09-01
7.000000
3000.00
6.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-09-01
7.000000
5000.00
11.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-02-01
5.000000
4000.00
20.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
88000.00
57809.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-02-01
7.000000
5000.00
5.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
900000.00
404716.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-07-01
4.000000
320000.00
184190.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-05-01
8.500000
10000.00
5.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
3.000000
2100000.00
1693967.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.000000
15000.00
9581.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
419090.00
191811.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
2025000.00
1534001.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
31040000.00
25088020.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.500000
385020.00
249197.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
65923.00
67681.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2738437.00
2960729.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
2411376.00
2607229.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2022-10-11
1.375000
502000.00
514327.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
300000.00
303917.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-12-28
1.875000
151000.00
153492.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-05-01
8.500000
25000.00
31.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-06-01
6.500000
24000.00
108.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
4000.00
2402.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
145000.00
51281.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.000000
1350000.00
440186.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2000.00
991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
25000.00
13627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.500000
2200000.00
705708.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.500000
8000.00
333.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
1065250.00
975477.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
1499000.00
1104819.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
25000.00
18825.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
1427620.00
1058800.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
2655160.00
2624799.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
1863980.00
1935113.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
1396437.00
1471849.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
1311069.00
1370216.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.500000
34483830.00
29007095.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.500000
1123831.00
1222627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
26763690.00
24680195.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
23698870.00
25330276.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
87551829.00
95065829.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-03-01
5.500000
12000.00
72.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
13000.00
377.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.500000
3000.00
18.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-09-01
4.000000
62100.00
727.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
73000.00
42239.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
570970.00
549987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
31653230.00
33513441.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.000000
4885900.00
194228.00
Agency Mortgage-Backed Securities
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
2029-01-15
0.00
103000.00
90259.00
Agency Debentures and Agency Strips
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0003
250000000.00
250000000.00
0.0013
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.040000%
7TK5RJIZDFROZCA6XF66
0000812291
TPR034EF4779156MIZ
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
2783282.00
2319944.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-05-01
3.500000
1741000.00
1384262.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
4160000.00
3536698.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.500000
93000.00
78947.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
5800000.00
4482367.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
3874865.00
3455294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
2439279.00
1641063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.500000
65000.00
46902.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.500000
29310.00
23097.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
22015000.00
14693555.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
8514.00
5801.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
5700000.00
4640483.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.500000
5800000.00
4498615.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
5800000.00
4687807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.500000
4000.00
3398.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
51333.00
40467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
481637.00
369063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
70797216.00
62396297.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
3922158.00
3361298.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
385000.00
264445.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
13000000.00
10986177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
468209.00
328121.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
23000000.00
17423347.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1030163.00
779588.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
817000.00
724696.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-06-01
2.500000
3000000.00
2661474.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
1298102.00
1178922.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-08-01
5.000000
265106.00
185916.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-09-01
5.000000
186489.00
121476.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1697226.00
1073030.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
1560.00
1007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
681384.00
509390.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
323234.00
276308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
51359535.00
46876460.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
600000.00
519690.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
830000.00
746793.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-08-20
4.000000
97626.00
62749.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
20000000.00
13421539.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
20000000.00
13900840.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
50000000.00
35954681.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
35095.00
27978.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
20000000.00
14254309.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
73000.00
60571.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
50000000.00
35005137.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
250000000.00
162286626.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
6724806.00
5402564.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
20208.00
15311.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
11500000.00
8694873.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
7827442.00
5940778.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
7826766.00
6413324.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
7825818.00
6857848.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1109438.00
793031.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
5005056.00
4183155.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
818953.00
683729.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
6600000.00
4718761.00
Agency Mortgage-Backed Securities
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
500000000.00
500000000.00
0.0026
N
Y
Y
N
MUFG SECURITIES AMERICAS INC.
MUFG SECURITIES AMERICAS INC. 0.040000%
K5HU16E3LMSVCCJJJ255
0000867626
TPR034EF77791562MU
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-02-01
5.500000
46998240.00
2160256.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
5000000.00
1910321.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
43971968.00
14533368.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
36856200.00
15085299.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-11-01
2.500000
3500000.00
999576.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-04-01
3.500000
2150000.00
652258.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.000000
5000000.00
2497129.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-03-01
3.000000
4658992.00
2395404.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-07-01
3.500000
25002500.00
9543089.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-07-01
3.500000
20000000.00
6441220.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
3.000000
100000.00
80686.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-01-01
3.500000
500000.00
397900.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.000000
100000.00
80847.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.000000
5000000.00
3617005.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.000000
10000000.00
651498.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-04-01
4.500000
13991840.00
1182315.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-04-01
4.500000
5365248.00
511991.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.500000
5035792.00
332776.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
3938792.00
3876656.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-08-01
6.000000
23233248.00
2308762.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-12-01
2.500000
7545992.00
2501993.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
10500272.00
5105351.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
17000000.00
2649444.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.500000
10110864.00
1538078.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
115000.00
34670.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
951022.00
261659.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
69300000.00
15925777.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-03-01
3.500000
3020000.00
1013483.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.500000
2905000.00
1032016.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-11-01
3.000000
40520.00
11901.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
10200000.00
4095910.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.000000
1139510.00
827004.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.000000
1184504.00
803303.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
1103702.00
825429.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.500000
1817356.00
1352443.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-09-01
4.000000
1521510.00
848600.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-04-01
3.500000
2479148.00
1925975.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
1474974.00
1253717.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-12-01
4.000000
1562486.00
1275614.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-10-01
3.500000
1849312.00
1429785.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.500000
1582464.00
1328459.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-02-01
4.000000
1201478.00
1093432.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-03-01
4.000000
1059830.00
948471.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-09-01
4.000000
300000.00
182560.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-10-01
4.500000
1372050.00
757675.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
850000.00
269658.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.000000
6000000.00
2523855.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
4104968.00
2290537.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.000000
10000000.00
4719652.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.000000
7454832.00
3936916.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
13100000.00
5542654.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
79037.00
37797.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
1197922.00
604757.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-02-01
3.000000
62000.00
36624.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
4558656.00
2839475.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
700000.00
416490.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.000000
700000.00
546661.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.000000
6219056.00
3511821.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-08-01
4.000000
9820000.00
4238001.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
5670832.00
3496552.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
3500000.00
2458865.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
1748246.00
1770025.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
395000.00
261220.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.000000
1227278.00
849666.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
2500000.00
2026354.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
1140198.00
1170096.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
1420000.00
1056433.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
21320840.00
19858246.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
1000000.00
807747.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
2480000.00
1795284.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
1357654.00
897617.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
1481192.00
1230608.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
1793820.00
1805207.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-06-01
4.000000
1292980.00
800478.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.000000
1199464.00
1155594.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
1578002.00
1294210.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
1145402.00
1072616.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
1443704.00
1342227.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
1009800.00
456969.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
35561920.00
28624515.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
1774298.00
1292385.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
1329914.00
1365589.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
1042008.00
1071936.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-09-01
3.000000
2300000.00
1712174.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.500000
494457.00
301585.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-04-01
4.000000
2000000.00
1557903.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-07-01
4.500000
409070.00
259607.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-11-01
4.500000
761989.00
597923.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-05-01
4.000000
3000000.00
2150205.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-09-01
4.500000
562975.00
399875.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.000000
1100000.00
461996.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.000000
450615.00
152856.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
625000.00
225297.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
420659.00
325782.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
430000.00
284229.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.000000
493126.00
396247.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
260000.00
195659.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
6500000.00
6830571.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.500000
4000000.00
170794.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.000000
440000.00
139526.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
20000000.00
3671781.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
2450000.00
1369333.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
3165000.00
1709851.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-12-01
4.000000
5600000.00
3474682.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-01-01
4.000000
5615000.00
3480095.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
2000000.00
1456505.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
725000.00
492554.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
1000000.00
619645.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
70000.00
58349.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.000000
955000.00
685783.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
1500000.00
925178.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
500000.00
306164.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-02-01
6.000000
12440094.00
57538.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
2900000.00
61471.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.500000
2000000.00
499595.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-02-01
3.000000
1150000.00
749763.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-07-01
2.500000
3170000.00
2239311.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-08-01
3.500000
1375000.00
917301.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2033-01-01
2.500000
7650000.00
5739913.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-07-01
2.500000
3591000.00
1264961.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.500000
1450000.00
818186.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
550000.00
243355.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
2359000.00
1873777.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-11-01
3.500000
5000000.00
3100483.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
1455000.00
962783.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
17894144.00
14578368.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
7569640.00
7620956.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-07-01
4.000000
1300000.00
974703.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
39817216.00
29634470.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-05-01
3.000000
11082840.00
11731005.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
8437184.00
8904000.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.000000
3351404.00
3128092.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
4.500000
5837288.00
5569665.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
728707.00
760632.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
5845832.00
6064168.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
6129584.00
6519049.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
2120732.00
2250295.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
39081792.00
40685470.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
6844768.00
4984439.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
9788784.00
2625181.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-08-01
2.500000
1146396.00
603288.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2031-12-01
2.500000
1093686.00
813151.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2032-07-01
3.500000
1133180.00
865903.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
13000000.00
4796462.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.500000
5749968.00
2677109.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
11337008.00
10764715.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
24098880.00
19834233.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
1860000.00
1279176.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2039-02-01
5.000000
1467798.00
1573588.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
1239504.00
947796.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
6326784.00
5948372.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
5002184.00
4283134.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
13658656.00
11273809.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
3016964.00
3195660.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
1051290.00
1128966.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
1549066.00
1569611.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
1753888.00
1883754.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
1113106.00
1208792.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
6713160.00
7269626.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
1675826.00
1336871.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
4.000000
1194428.00
1332058.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
1499300.00
1609398.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
2270316.00
2485135.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
2215932.00
2389363.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.000000
5438792.00
6075587.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
1493048.00
1673699.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1170724.00
1321466.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
2612064.00
2860333.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
4275008.00
4587823.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
1763604.00
1969091.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
2260912.00
2492212.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
3562028.00
3839723.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1958754.00
2157944.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
8387216.00
9103139.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
2425144.00
2684910.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1479354.00
1684915.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
2242044.00
2422974.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1052162.00
1152127.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
1065916.00
1145355.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
1732896.00
1840310.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
11309888.00
11754501.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
1621342.00
1766205.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
2.500000
1030562.00
1080543.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
2.500000
6381320.00
6407338.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2980264.00
3155950.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
2488456.00
2679027.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
3149864.00
3360513.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
1112616.00
1213596.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
17935584.00
18975932.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-10-01
3.000000
3883372.00
3977363.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-09-01
3.000000
2759720.00
2678268.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.500000
530328.00
553936.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.000000
1102400.00
1075854.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-02-01
3.500000
6396752.00
6817432.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
1758938.00
1826017.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
8072672.00
9204671.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
3.500000
2207844.00
2340148.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.000000
45200.00
46674.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-04-01
2.500000
2183760.00
2287235.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
540000.00
555264.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
1684920.00
1726519.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
3333864.00
3444212.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
4427328.00
4770166.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
1170878.00
1338900.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
7590600.00
7977167.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2021-11-01
5.370000
5126000.00
3468746.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
5.960000
2203796.00
2189301.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
6697912.00
1960143.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
15071296.00
3764134.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
4469000.00
1285730.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
5200000.00
2430924.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
666953.00
254240.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
540000.00
155437.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.000000
624993.00
193963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
8000000.00
1405895.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
51900000.00
13202692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
71791616.00
32272793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
500000.00
259319.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
8900000.00
1767700.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.000000
25000.00
10622.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
4278840.00
802864.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
110000.00
36155.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
4.000000
2599764.00
870053.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
5000000.00
2603664.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
5000000.00
2564252.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
1500312.00
219510.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
29605632.00
10750517.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
3227020.00
1690436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
2756952.00
1577769.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
6684912.00
2233947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
144000.00
59338.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
3601000.00
828207.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
125000.00
48750.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
2.500000
99885.00
74412.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.500000
5250000.00
1759947.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
31452640.00
13286414.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
17000000.00
8225824.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
455000.00
205058.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1500000.00
843376.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1031760.00
799190.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
315000.00
193513.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
27100000.00
18917528.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
12255000.00
6151782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
1658000.00
1312613.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
80000.00
67110.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4000000.00
3206683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
4615768.00
2273285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
120000.00
58835.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
4600000.00
2544134.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
1500000.00
610651.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
10000000.00
4170381.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
9850176.00
5255376.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
220558.00
122561.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
2900000.00
2446628.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
4003712.00
2550833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
40900000.00
16678899.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
750000.00
428765.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.500000
515000.00
409075.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
5200000.00
3590426.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.000000
6700000.00
3974649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
104000.00
76084.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
2000000.00
1276265.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
9180960.00
6891581.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1255912.00
1268253.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
5200000.00
4435467.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2504072.00
1805358.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
3900000.00
2738453.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
4.000000
6997824.00
4917865.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
5600000.00
4662494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
9800000.00
8517446.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
14059632.00
13297117.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
13180176.00
12582017.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1557374.00
1113347.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1248186.00
958462.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1585570.00
1712649.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
1590330.00
1521087.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
2989752.00
3161109.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
2706280.00
2875587.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
7000000.00
6537833.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
5687960.00
6132627.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1568458.00
1745820.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
8765472.00
9300954.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
5889000.00
3719279.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
39500000.00
30512403.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
150851328.00
136579709.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
1291012.00
1182859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
5399920.00
4036057.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
3209556.00
3476465.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
4850000.00
4755939.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
2945170.00
2993248.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1106094.00
1188177.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1526996.00
1666180.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
1186738.00
1224710.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1077436.00
1043663.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
1127450.00
1021590.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1300510.00
1392491.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
2511056.00
2657994.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.500000
1599856.00
1713573.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
1326688.00
1355579.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
3.000000
2251608.00
2371351.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
2101140.00
2394568.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
12398016.00
13126628.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
13834736.00
10242188.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
28670112.00
30818026.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
2136620.00
2128682.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.000000
25000.00
25699.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
34672576.00
36435955.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-03-01
2.500000
19035500.00
19641284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
16053920.00
16816544.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
99481600.00
103563717.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1350000000.00
1350000000.00
0.0069
N
Y
Y
N
NATIXIS-NEW YORK BRANCH
NATIXIS-NEW YORK BRANCH 0.040000%
TPR034EF9779156NAT
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2038-04-30
4.080000
40000.00
41596.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
5.500000
7790415.00
6693676.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
6561130.00
7542962.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2032-12-07
3.280000
1000.00
1024.00
Agency Debentures and Agency Strips
FEDERAL FARM CREDIT BANK
2033-04-26
3.900000
2000.00
2047.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2031-03-15
0.00
8000.00
6826.00
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2029-03-15
0.00
5000.00
4401.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
1000.00
878.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-01-15
0.00
3000.00
2604.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-05-15
0.00
4000.00
3462.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-05-15
0.00
9000.00
8666.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-15
0.00
2000.00
1780.00
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2618.00
1408.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
26476080.00
13623659.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-02-20
5.500000
1027119.00
1018621.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1015523.00
1059384.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
5.500000
1099998.00
1227152.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
1065999.00
1177171.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
1097166.00
1183574.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
5.500000
1052420.00
1192292.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1003611.00
1089707.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1141510.00
1246051.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1141398.00
1277072.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
350288.00
382838.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2044-07-15
4.000000
2240.00
813.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
2586.00
434.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-13
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-28
0.00
1000.00
999.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
6800.00
14337.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
19574400.00
41602558.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
30764000.00
47442600.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
4678400.00
7059014.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
600.00
819.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
18378400.00
22633238.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
10833800.00
15312204.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
3511500.00
4870473.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
41939500.00
64337844.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
7977500.00
11281679.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
100.00
113.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
48174900.00
51783055.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
1033400.00
1179901.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
1100.00
1351.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
10999800.00
12864049.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
19552300.00
21363401.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
1298100.00
1334093.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
100.00
110.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
688500.00
714969.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
34585200.00
38444867.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
316000.00
334170.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
100.00
108.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
207100.00
232246.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
35500.00
39872.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
100.00
114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
4419900.00
4608073.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
25000000.00
26318100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
95041300.00
97810308.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.375000
300.00
307.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
200.00
202.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
200.00
200.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
500000000.00
500000000.00
0.0026
N
Y
Y
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.040000%
5U0XI89JRFVHWIBS4F54
0001158084
TPR034EFA779156SUM
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-09-01
2.500000
501346547.00
494526591.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
510000000.00
351844487.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
212873138.00
99229093.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
745000000.00
569084386.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1460736965.00
1030804381.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
500000000.00
303664878.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
561500000.00
589741226.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
739500000.00
380520685.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
295000000.00
310986662.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
4000000000.00
4000000000.00
0.0206
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL, INC.
NOMURA SECURITIES INTERNATIONAL, INC. 0.040000%
OXTKY6Q8X53C9ILVV871
0000072267
TPR034EFE779156NOM
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
59751394.00
39397628.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.000000
55840884.00
47344644.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
3839421.00
4087216.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2022-04-08
0.950000
16677000.00
16731176.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
32055084.00
33815615.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
3146835.00
1265527.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.500000
1458247.00
874619.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1401455.00
1084310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
38662564.00
27732565.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
41245979.00
26802666.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
38306614.00
34269399.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
4912934.00
3400793.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1273069.00
1205929.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
6995320.00
6258470.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
4059578.00
3626000.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
31866208.00
26533886.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
30619374.00
25398543.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
4089763.00
3567020.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1504268.00
1124603.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
36023824.00
29136295.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
44244404.00
28017332.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
846034.00
652233.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
3712384.00
3648862.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1085525.00
1137546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
904738.00
962710.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
25000000.00
26427636.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
3455409.00
3657497.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
5502504.00
5742479.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
532000.00
411053.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
36120106.00
29206923.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
26029797.00
21936430.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
9692743.00
1220541.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-03-01
6.000000
14495541.00
470680.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
53876315.00
46664940.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
47333009.00
48865226.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
9804960.00
10270734.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
46031918.00
47920787.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
1060466.00
1103981.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
127523374.00
59155772.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
240392958.00
148116725.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
168200960.00
118814553.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
266552331.00
280861502.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
66283670.00
70502400.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
201569274.00
213791649.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
9758200.00
11478758.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
28535300.00
29736065.00
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1500000000.00
1500000000.00
0.0077
N
Y
Y
N
WELLS FARGO SECURITIES, LLC
WELLS FARGO SECURITIES, LLC 0.000000%
VYVVCKR63DVZZN70PB21
0001224385
TPR034F00779156WEL
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
2020-05-05
0.00
165500.00
165498.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-12
0.00
13251900.00
13251608.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-19
0.00
973600.00
973550.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-21
0.00
6201800.00
6201459.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-07
0.00
5678000.00
5677926.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-14
0.00
778300.00
778274.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.500000
9873900.00
9945862.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
542000.00
545959.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-15
1.375000
786500.00
791693.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
9378600.00
9451237.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-31
2.500000
14915600.00
15100740.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
1949200.00
1961868.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
611800.00
615785.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
162300.00
163334.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-31
1.375000
10524300.00
10657745.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
8829700.00
8918216.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
608100.00
614814.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
135400.00
137048.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
4444300.00
4474478.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
44900.00
45313.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
34500.00
34836.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
1907400.00
1926784.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
107700.00
108718.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.750000
215700.00
217454.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-15
1.500000
12171100.00
12261919.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
11748900.00
11835942.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
143600.00
144742.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
899500.00
906577.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
14691900.00
14800249.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-30
2.500000
771600.00
781114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
69524000.00
70050644.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
321000.00
323360.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
4019300.00
4047796.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.375000
701000.00
703543.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
25395900.00
25397486.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
122914000.00
122986519.00
U.S. Treasuries (including strips)
Y
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0000
350000000.00
350000000.00
0.0018
N
Y
Y
N
J.P. MORGAN SECURITIES LLC
J.P. MORGAN SECURITIES LLC 0.040000%
ZBUT11V806EZRVTWT807
0000782124
TPR034F09779156JP
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
48500000.00
652259.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
355000.00
67663.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-05-01
7.500000
1464088.00
39218.00
Agency Mortgage-Backed Securities
Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
2549001DPIFGXC1TOL40
2020-05-08
0.045000
7000000.00
7001036.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-01-01
5.500000
3720000.00
81589.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-09-01
5.500000
1318990.00
110400.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.500000
5904760.00
80968.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.500000
2273724.00
155482.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.500000
2086000.00
95898.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.500000
125000.00
27663.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
21500000.00
5409238.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-11-01
3.000000
11750000.00
1780677.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
1411972.00
630346.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
2754760.00
889937.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
2446584.00
990236.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
379464.00
277361.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2022-09-01
5.000000
2250000.00
17276.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-04-01
5.000000
889918.00
19940.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
28647392.00
18637519.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-05-01
3.000000
42250000.00
27348917.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
5904592.00
4114417.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
3300000.00
2469243.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
6500000.00
4292248.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
129350656.00
134092292.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
3142876.00
1051704.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
3057876.00
2341204.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2024-06-01
5.000000
764798.00
12379.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
2000000.00
2101593.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
6022328.00
6496256.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
6938568.00
7346351.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
26742720.00
27908994.00
Agency Mortgage-Backed Securities
FEDERAL FARM CREDIT BANK
2032-08-25
2.940000
3000000.00
3533188.00
Agency Debentures and Agency Strips
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.000000
2036172.00
2100313.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
4.500000
19756352.00
19747301.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
2.500000
1103076.00
1136218.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
500000.00
530427.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2020-12-28
1.875000
19000000.00
19329653.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-01-05
2.000000
7630000.00
7899704.00
Agency Debentures and Agency Strips
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
42850000.00
804870.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-12-01
5.000000
5705232.00
125214.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-11-01
7.000000
182674.00
13670.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
6.000000
1300736.00
17671.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-05-01
5.500000
86968576.00
1304951.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-07-01
7.500000
3630000.00
81255.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
4424688.00
621008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
5.000000
2539492.00
659064.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
2846684.00
809770.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
50517312.00
21807764.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
48700000.00
19363546.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
5.500000
2514430.00
907315.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.000000
6500000.00
3870692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
3000000.00
1573620.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
4436600.00
3749736.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.500000
5730000.00
2021508.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
23200000.00
5990602.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
994742.00
224285.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
410972.00
262823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.500000
2863812.00
13424.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.000000
17051.00
9219.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
1405776.00
802072.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
9256624.00
8447782.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1035900.00
823991.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
253559.00
202294.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
6000000.00
3757695.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
28731808.00
25827417.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
613490.00
487259.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
55417408.00
40819012.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
3866000.00
3342043.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
5274264.00
5497692.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
12932496.00
13749488.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2797368.00
2990497.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
4748784.00
4986626.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
2214048.00
2330199.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
556388.00
431249.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
4654864.00
3942291.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
20851616.00
16284522.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3759388.00
3206480.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
25492992.00
24687837.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.000000
9879760.00
10194340.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.500000
28493632.00
30140808.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
5830000.00
5933033.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
14896000.00
15713953.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
3200000.00
3351310.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
161000.00
151372.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-05-01
2.500000
35000000.00
31914993.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
3000000.00
3180178.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
681227.00
33580.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
600000.00
18007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
1620000.00
677192.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
125000.00
94137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
195000.00
138897.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
19940096.00
21292677.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.000000
1027000.00
10687.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-08-01
4.500000
1174400.00
66384.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
1000000.00
246853.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-04-15
3.500000
1100000.00
524795.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
3554540.00
1225437.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2042-12-15
3.500000
1000000.00
407630.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-20
2.500000
111659.00
91203.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
7924616.00
4588213.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
25000.00
10292.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
2561116.00
1286730.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
794122.00
560955.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
3599992.00
2239315.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2026-01-20
5.500000
86915.00
70671.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
250000000.00
262574010.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
57596672.00
59397124.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2030-10-20
8.500000
86295.00
65209.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
34915136.00
17966101.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
14467728.00
7316036.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
5.000000
1561462.00
1414980.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
5.000000
20203872.00
21978333.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-08-15
4.500000
2359548.00
1091766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2041-08-20
5.000000
6000000.00
1423334.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
2584612.00
920664.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-04-15
5.000000
222711.00
85701.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
4274256.00
2805820.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-15
3.000000
769953.00
786649.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
217030.00
86773.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
204750.00
208963.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-08-15
5.500000
50690.00
11227.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-07-20
4.000000
2084892.00
2199510.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
2845504.00
2351957.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-15
2.500000
4131496.00
4346586.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
1800000.00
1765302.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
5107.00
5518.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
2009576.00
2183766.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
573017.00
612384.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
5334512.00
5677130.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
84807.00
90828.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
69732.00
74751.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
165925.00
177437.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
2536876.00
2758044.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1414724.00
1507792.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-15
3.000000
1309522.00
1398956.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
1788154.00
1902704.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1739986.00
1873938.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
3030868.00
3201289.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
8960640.00
9523590.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
562008.00
607172.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
4935696.00
5335814.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
7977448.00
8627398.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
3001536.00
3235291.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
5511976.00
5946782.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
3669628.00
3929883.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
1361118.00
1479327.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
332412.00
355571.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1091656.00
1175586.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1494934.00
1603470.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1442564.00
1535342.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1987264.00
2117216.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1274694.00
1366762.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
6142240.00
6543413.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
12013472.00
12888553.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
32125760.00
34346185.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
4686168.00
5046140.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
3751270.00
4056525.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
3156224.00
3390659.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2610216.00
2813078.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
2874408.00
3210204.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
5.000000
1343102.00
1516680.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1110390.00
1192082.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1094646.00
1189238.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
723430.00
790423.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1183126.00
1294484.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
2621950.00
2848810.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1227534.00
1340240.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1451222.00
1567126.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1237270.00
1328904.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
2004196.00
2135240.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
7667088.00
8224910.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
4656144.00
5008796.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1395288.00
1509315.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1175408.00
1284344.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
3325352.00
3620907.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2273840.00
2450557.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2623600.00
2814479.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
2153736.00
2372453.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
2595180.00
2850011.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
2804736.00
3008793.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1156230.00
1230636.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1269020.00
1366883.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1189726.00
1306543.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
3052090.00
3256126.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
4952688.00
5328818.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
4919992.00
5248890.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1272030.00
1377562.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
10825000.00
3161529.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-06-15
4.000000
412830.00
332382.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
973772.00
864846.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
1595384.00
929163.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
1203046.00
1009435.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
7910.00
5976.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-02-15
4.000000
5991960.00
4641558.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
2433100.00
2022569.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-11-15
4.000000
322675.00
262240.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
2738720.00
2458179.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2024-09-20
4.500000
10000000.00
535533.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2025-11-15
7.500000
2900000.00
7131.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
340000.00
10030.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
5000000.00
734194.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
499998.00
46966.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
1000000.00
209792.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2035-04-15
5.000000
150564.00
9637.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
49999.00
22320.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
999999.00
787994.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-07-15
6.500000
10904656.00
2462080.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2028-12-20
3.000000
24271328.00
7406852.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-04-15
3.500000
2043308.00
1595127.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2037-10-15
7.000000
1200000.00
118987.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
1000000.00
30576.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
1000000.00
140494.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1000000.00
466875.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-04-15
4.000000
473268.00
242511.00
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-08-15
0.00
99345200.00
72413312.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
120311200.00
86624666.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-15
0.00
110000.00
110114.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-08-15
0.00
144472883.00
130074282.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
35811456.00
32786892.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-05-15
0.00
117838592.00
104977335.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-05-15
0.00
33313536.00
24841504.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
20259424.00
14386723.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
43485133.00
30784821.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
1557440.00
1047333.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1750000000.00
1750000000.00
0.0090
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC.
CITIGROUP GLOBAL MARKETS INC. 0.040000%
MBNUM2BPBDO7JBLYG310
0000315030
TPR034F117791561CG
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
955000.00
290414.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-03-01
3.000000
1000000.00
154308.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2027-12-01
2.500000
259000.00
78105.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.500000
196000.00
64917.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2033-09-01
4.000000
2794122.00
2344338.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.000000
4893247.00
2063808.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
141000.00
78821.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.500000
901353.00
328371.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
472000.00
301122.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
254781.00
202662.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.500000
974875.00
772638.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
100130.00
85831.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
273000.00
244830.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
278000.00
240583.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
1360000.00
1089295.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
161010.00
108683.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-05-01
3.500000
164999936.00
135346856.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.000000
409784.00
52271.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-01-01
5.000000
818000.00
125341.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
4000000.00
1533446.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-05-01
3.500000
3595000.00
2033662.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.000000
7484000.00
3160282.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
205000.00
62001.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2023-07-01
2.500000
5000000.00
749233.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-07-01
2.500000
1500000.00
563029.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-07-01
2.500000
2682644.00
970877.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
115220.00
76116.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-01-01
3.000000
165000.00
102545.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
360253.00
274858.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
755000.00
271756.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
3000000.00
3128360.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
354638.00
371727.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
1045000.00
502181.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
995000.00
797208.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
2000000.00
1463761.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-10-01
4.500000
434000.00
240654.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
2819056.00
3034329.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2558320.00
2741952.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
1323597.00
1424991.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
191000.00
203796.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.000000
1082519.00
1169087.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
3.000000
1136500.00
1211705.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
1100000.00
1149828.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
250000.00
263194.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-02-01
4.500000
7500000.00
116436.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2023-01-01
2.500000
5290659.00
496055.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1160261.00
479146.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
940000.00
586244.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-03-01
3.500000
2000000.00
1522937.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-06-01
3.000000
495000.00
409287.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.000000
3478146.00
2673487.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
304000.00
257759.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
2186229.00
2423361.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
72071.00
59683.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
200000.00
167290.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
2.500000
1158857.00
1086366.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
825000.00
811893.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1267909.00
1361771.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1475576.00
1595336.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
191497.00
206205.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
10213475.00
10516417.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
200000.00
211137.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1827667.00
1971494.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.500000
355674.00
372570.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
653000.00
635073.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
6438750.00
6614092.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
6688825.00
6936452.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
360000.00
378270.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
200000.00
208225.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.500000
270000.00
283967.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
22906512.00
24985466.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
15283810.00
16850496.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
130845811.00
140176324.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
32222698.00
35302422.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
35166103.00
38523630.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.500000
2576070.00
1382284.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
2855528.00
2793106.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1000.00
987.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
2.500000
795000.00
812309.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
3970.00
4043.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
1000000.00
68000.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
4811054.00
4724988.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
371745.00
221450.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2048-02-15
5.000000
507219.00
109043.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1260635.00
1376156.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
4593011.00
4881592.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
2700181.00
2974401.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1316253.00
1433613.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1752313.00
1892260.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1053154.00
1165316.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1899586.00
2068959.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1594759.00
1736953.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1339624.00
1450760.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1331521.00
1456847.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1248084.00
1359368.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
4884513.00
5274625.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-05-15
4.000000
710901.00
466927.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
120884.00
100439.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2033-04-15
5.500000
6196997.00
190717.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-11-20
5.500000
8084469.00
245213.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2036-09-20
5.500000
5528471.00
164616.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2039-12-20
5.500000
8130000.00
854751.00
Agency Mortgage-Backed Securities
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
2040-01-20
5.500000
10000000.00
1098123.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
500000000.00
500000000.00
0.0026
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.020000%
549300HN4UKV1E2R3U73
TPR034F127791562BO
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
2025-11-15
2.250000
59602900.00
66119810.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2030-02-15
0.00
38408839.00
35574190.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
99700000.00
99700000.00
0.0005
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.040000%
549300HN4UKV1E2R3U73
TPR034F13779156BOF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2037-10-01
3.000000
6813403.00
5240685.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-05-01
3.500000
5789000.00
4358442.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
50000000.00
4833491.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-07-01
2.500000
11962000.00
3982296.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2041-08-01
4.500000
15982238.00
4893639.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
10588380.00
4502913.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
4724598.00
4092248.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
6136996.00
5031695.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
5000000.00
4068185.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
6126972.00
5027097.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.000000
6995910.00
4940468.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
12859603.00
4782973.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
9908145.00
5067914.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
6159515.00
4767846.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
4095765.00
4091553.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
3873760.00
4118033.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
3764137.00
3985073.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
4774827.00
4948079.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.500000
3819643.00
3984573.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
4545751.00
3939186.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
4300000.00
4402795.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
5096958.00
4481629.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-01-01
3.000000
5000000.00
5167940.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-05-01
3.000000
3934772.00
4163007.00
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
3948028.00
4389575.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
12251233.00
4961511.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
7100000.00
4318355.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.980000
4905901.00
5076120.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
7400000.00
4174794.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
11533341.00
4709471.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
7729791.00
4592226.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-12-01
3.500000
7899459.00
3119263.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
8400000.00
4918308.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
8320103.00
5359025.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
7492533.00
3863823.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
13567371.00
4818123.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
7200000.00
4095754.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
7100000.00
4587083.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
8600000.00
5398008.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
6700000.00
4731369.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-05-01
2.500000
6837951.00
3818827.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
9479686.00
4818723.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
5321910.00
4270484.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
5400000.00
4402147.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
8593944.00
3968666.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
6634056.00
3801633.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-03-01
4.000000
6092653.00
4283007.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
5947474.00
4096839.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
5256157.00
3961963.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-04-01
4.000000
4898428.00
3845919.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
5421100.00
5357261.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
5471025.00
4424999.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
4179711.00
4291417.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
7237000.00
4759949.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4534097.00
4353266.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
7800000.00
5277539.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-03-01
3.500000
5353812.00
4714859.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.000000
5304678.00
4243018.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
5060472.00
3891845.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
4809105.00
4536607.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
4900000.00
4512655.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
4424290.00
4795352.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
4035706.00
4280964.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
4500000.00
4720818.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
3915101.00
4051828.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4537483.00
4893948.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
4438706.00
4865980.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.500000
3856018.00
4044495.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4048104.00
4327911.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4713347.00
4989208.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
7026000.00
4825943.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
4650000.00
4695179.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
4625836.00
3792229.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
5600379.00
5365659.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-08-01
5.000000
7370693.00
5168996.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.000000
4743384.00
4988068.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
4834938.00
5189807.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
36000000.00
4212362.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.000000
35000000.00
4172063.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
18450622.00
3878439.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
26585000.00
4506207.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
12719074.00
5345464.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
9449090.00
4238513.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
8973507.00
5103642.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2039-09-01
3.500000
5537000.00
5142536.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.500000
5035964.00
5199644.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
44655000.00
5264733.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
30455000.00
4581818.00
Agency Mortgage-Backed Securities
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
388600000.00
388600000.00
0.0020
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.020000%
549300HN4UKV1E2R3U73
TPR034F147791563BO
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
2022-01-31
1.500000
102175100.00
104844199.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
77281000.00
77849193.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
0.00
111516987.00
105660672.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
282700000.00
282700000.00
0.0015
N
Y
Y
N
BOFA SECURITIES, INC.
BOFA SECURITIES, INC. 0.000000%
549300HN4UKV1E2R3U73
TPR034F157791561BO
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
2024-11-15
7.500000
99685500.00
135223714.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
114004200.00
118990972.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
121101200.00
125702492.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
26715100.00
28082913.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1+
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0000
400000000.00
400000000.00
0.0021
N
Y
Y
N
ABN AMRO BANK N.V.
Joint Account III 0.030000%
BFXS5XCH7N0Y05NIXW11
TPR034F16779156ABN
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.500000
14881524.84
2537700.58
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
8809350.71
3656365.68
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
17727722.83
6042015.92
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-02-01
5.000000
28562369.07
4490556.38
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
18245901.27
6893185.80
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-02-01
3.500000
1938068.30
771074.13
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
8936816.38
6826292.86
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
33127747.06
29204431.47
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
21306808.51
14796013.80
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
19280212.83
9419858.16
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
13818705.88
11970211.77
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
3417529.41
3053069.22
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
7837392.71
7571474.75
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
17072838.76
13824115.98
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
1196372.29
1000705.36
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
1769895.39
1446215.24
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
13849736.31
10152762.20
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
98445.65
90227.98
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
35815286.24
33369562.52
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2040-02-01
2.500000
110348671.81
112919470.40
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
1519568.79
1621499.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
16596475.27
6620591.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
4062179.47
2978261.73
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
16549021.39
7806392.00
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
26362317.43
15661705.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
18551563.61
13852991.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
4729310.19
3769155.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
25621634.79
19982471.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.500000
25161472.63
7649156.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
25019325.69
8891748.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
21672837.06
10806619.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
1176.08
650.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
2287550.80
930284.20
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
6484123.87
2282705.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
3354317.75
1124773.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
15166349.17
8926747.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
445764.71
300385.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
9071983.38
6857053.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
16597629.80
11163492.07
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
5144459.03
4316847.08
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
267635.64
257721.09
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
13665769.21
12189995.32
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1163179.91
713708.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
22826.87
18978.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
16154342.81
11225939.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
1401476.81
1365241.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
999236.57
983049.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1096946.70
840166.17
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1381618.73
1124191.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
3863294.12
2777787.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
25849.90
22890.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
31939359.16
28497661.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1149511.28
761176.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1017692.71
976024.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3511.88
3740.71
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
32382522.82
27728810.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
112158.11
94783.69
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
26725083.71
23802587.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3916961.96
3518504.78
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
20224370.71
17300235.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
15676551.39
13368402.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
32406510.91
35955289.05
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
36513383.49
39339605.28
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
8677208.22
9224131.79
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
5062965.81
2775535.37
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0003
631500000.00
631500000.00
0.0032
N
Y
Y
N
BANK OF AMERICA, NATIONAL ASSOCIATION
Joint Account III 0.040000%
B4TYDEB6GKMZO031MB27
0000838440
TPR034F16779156BAN
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
2045-09-20
3.500000
895327402.84
382614705.90
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
371470588.24
371470588.24
0.0019
N
Y
Y
N
BOFA SECURITIES, INC.
Joint Account III 0.040000%
549300HN4UKV1E2R3U73
TPR034F16779156BOF
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
85995441.18
40384367.05
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
55515573.62
44945632.12
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
57119845.13
49495972.23
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
61692144.36
43181289.47
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
57011820.00
42659397.06
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
38321256.55
39803666.40
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
45542294.12
44001524.01
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
38640252.46
38466518.64
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
54936785.29
46091034.19
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
46391475.88
36382281.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
74294117.65
48416600.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
74659331.93
45788973.62
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
74543947.96
47243549.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
107496851.99
48440960.10
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
52142386.65
35816927.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
46693594.40
37286645.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
45690882.35
39132540.14
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
41902626.78
40363335.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
43039710.88
44891274.82
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
48726540.00
42684986.93
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
49347145.51
40499834.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
64145391.85
47748795.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
49482111.18
41799143.99
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
50640771.03
46035079.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
41953813.20
46786058.63
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
36289631.90
37058835.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
35773205.31
39198158.19
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
42191752.00
42865555.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
47598375.65
48986947.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
12775488.68
13936377.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.000000
106007057.31
37399513.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
39484047.90
41359693.54
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1300147058.82
1300147058.82
0.0067
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
Joint Account III 0.040000%
L3I9ZG2KFGXZ61BMYR72
0000009631
TPR034F16779156THE
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-03-01
4.000000
18385554.89
8147783.88
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2021-05-01
6.500000
458330.07
5210.99
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
74636.61
27575.75
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2029-04-01
6.000000
6586.92
107.73
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2038-09-01
7.000000
2774495.99
531035.04
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
360070.16
316119.24
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
3103117.45
2645430.77
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2028-05-01
3.000000
742.94
306.83
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
6165389.48
3354583.72
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
26502.20
28405.61
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
5693211.73
5018965.12
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
2984.39
1655.27
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
3.000000
744650779.96
780532744.40
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-05-01
4.000000
4554906.97
2014252.46
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
1898743.68
759464.19
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
29643352.94
12252799.85
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
3665382.02
2779969.24
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2035-04-01
3.500000
6352634.43
2932816.76
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
8701503.14
5015052.79
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
472329.31
152583.77
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.000000
2043187.05
918128.93
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
1092625.01
1152004.59
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
2109770.18
2304096.84
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
779141.73
541876.03
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.000000
12968038.24
9309381.32
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
3036176.22
2420130.88
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
7173596.32
5670981.44
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
27851540.78
21815316.09
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
825994.57
581502.29
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
24644873.68
22307238.24
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
9063882.35
7604444.25
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
1062190.43
1107506.13
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
941484.03
1051061.91
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
804865.32
791724.18
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-06-01
5.000000
1349175.98
1480659.48
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
33446063.18
28794301.93
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1274569.08
1413004.28
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1125448.90
1271872.95
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1059012.87
1178647.94
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1093342.70
1216853.70
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
609249.65
671320.16
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
2175677.98
2397156.91
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
853007.91
934019.70
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
836016.10
926935.02
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
954307.20
1030306.37
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
558491.17
614610.72
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
835158.75
913203.23
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-02-01
4.500000
1152624.94
1276937.58
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1558153.44
1723183.71
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
842870.48
922735.17
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
1038136.97
1156862.68
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
4419477.71
4887570.77
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
951456.53
1052231.30
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
974871.81
1079596.80
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
759267.31
844954.43
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
3876584.59
4276656.19
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
3289112.77
3753555.02
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
5835328.94
6502686.26
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
5.000000
985676.40
1127010.56
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2050-04-01
5.000000
1354485.78
1561815.40
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
31389893.23
33770117.77
Agency Mortgage-Backed Securities
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
2545638.16
2912895.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
1004.46
23.03
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
466181.47
118282.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-06-01
2.500000
1582122.95
516542.48
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
4721274.53
1171652.41
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
6479514.67
1685428.92
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
746.66
309.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
1342353.55
509903.56
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
40519.27
9335.06
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1523029.41
711993.96
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
10500449.76
4760708.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
1804520.17
871601.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
42902595.14
17468778.85
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1907.13
576.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
1522.29
415.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
19201504.16
5679031.21
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
13102113.86
3473522.66
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
6096342.75
3416078.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1974413.72
1546051.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
743.68
277.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
854.38
340.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
15601021.76
4223348.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
19369120.60
8837259.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
3872196.04
1477129.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1944366.21
1382022.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
3397442.51
1579700.22
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
114305.21
42693.11
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
125729.42
55155.95
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
846.21
453.19
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
742.94
456.17
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
778.60
490.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1778109.35
1321876.60
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
36404117.65
29379034.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
326094.71
224512.37
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.500000
743.68
488.11
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
170308.86
133000.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4272577.44
3208762.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
742.94
367.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
1738177.75
711833.49
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
749.63
274.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
3065908.73
924856.27
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
2366431.09
1277877.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
763.00
331.35
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
742.94
565.38
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
742.94
368.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
1982023.67
1273245.16
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1854381.18
1662349.46
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
757.80
524.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
742.94
405.65
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
307422.37
186458.18
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
742.94
510.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
743.68
652.30
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
742.94
706.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
2682974.56
2216847.32
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
742.94
670.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
7493729.67
5686445.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
11217386.51
9285986.10
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
10878727.17
10328757.54
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
742.94
546.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
2973.25
2926.45
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
742.94
602.53
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1485.88
1136.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
742.94
731.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
742.94
754.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
421687.47
365883.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
1485882.35
1259941.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
7984631.77
7032028.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
1142672.50
1252202.84
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
1120013.54
1287340.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
1699929.65
737877.29
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
33883615.41
22099286.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
638681.27
530855.24
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
742.94
690.94
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1103179.98
1217032.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
844927.68
926260.43
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
4235263.96
4057559.86
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
3533168.21
3116756.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
2872992.91
2990642.10
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
10399666.07
8960248.74
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
5024802.41
4975185.83
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
6195273.54
6820716.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
1841430.97
2043469.36
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1520517.53
1686389.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
2680086.00
2922092.40
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1242927.96
1355163.34
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
871930.62
950576.15
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1132094.51
1232965.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1897095.09
2067812.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1359259.17
1486406.87
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1223028.28
1360692.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1099753.54
1211744.49
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1523103.71
1667714.23
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
833395.75
912616.31
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1429932.94
1631850.98
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
1266339.52
1433334.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
930987.76
1025476.50
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
1137121.25
1244868.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
4669213.67
4905891.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
933560.57
1017617.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
744.43
618.13
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.000000
742.94
432.39
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
19705251.71
17900618.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1221766.76
1150249.76
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
3452.45
3310.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2786029.41
2611566.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6353229.52
5690576.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
742.94
700.59
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2111412.08
1832639.75
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
82972197.33
79426805.52
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2062273.95
1878049.80
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
4487364.71
4737060.55
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1242932.42
1308821.64
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
48745422.59
51065755.67
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.500000
1746665.85
1982655.91
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.500000
1907851.40
2147167.61
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
5069921.23
5567232.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
4852392.51
4584597.88
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
2584868.43
1160974.12
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
7508278.69
1752119.04
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.000000
67081.64
42688.66
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2024-09-01
4.000000
3253508.80
265184.68
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
3129904.94
1722854.58
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.000000
9222741.01
3522816.81
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
40177217.22
25401066.70
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
7238787.92
7594885.57
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
871.47
919.02
Agency Mortgage-Backed Securities
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
742.94
28.97
Agency Mortgage-Backed Securities
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
63396433.59
67501241.54
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
1485882352.94
1485882352.94
0.0076
N
Y
Y
N
BNP PARIBAS
Joint Account I 0.030000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR034F17779156BNP
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
2021-03-25
0.00
220.00
219.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2036-02-15
0.00
88.00
77.88
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-11-15
0.00
670736.00
548094.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
2563616.00
1918846.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-11-15
0.00
74756.00
55216.48
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.00
3946360.00
2857357.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
0.00
7392000.00
5337741.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
0.00
440000.00
316802.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-05-15
0.00
2904000.00
2068969.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
2420000.00
1716198.88
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
0.00
44.00
30.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
665588.00
462329.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-08-15
0.00
9284000.00
6413898.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-02-15
0.00
4467408.00
3070324.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-05-15
0.00
85140000.00
58398377.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
25300000.00
17333359.12
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
946572.00
1251915.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
3160960.00
4496398.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
5109632.00
7262699.84
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
62295156.00
74502133.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
8823188.00
9189658.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
42181040.00
47459195.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
44.00
50.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-01-31
1.375000
4333692.00
4388737.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
27660072.00
31373281.72
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
440.00
474.76
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
141597720.00
146378344.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
44.00
45.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
132.00
135.96
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
484.00
499.84
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
22489852.00
23447335.12
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.420036
56810600.00
57148365.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
88.00
95.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
484.00
498.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
19090500.00
19108559.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2032-02-15
0.00
39.60
36.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2033-08-15
0.00
6.60
6.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-02-15
0.00
18.48
16.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2034-08-15
0.00
3.52
3.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
95.92
80.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
0.00
3.08
3.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.00
14043.04
13848.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-02-15
0.00
16.72
16.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
0.00
2.64
2.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-08-15
0.00
9352636.04
9109710.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
0.00
18388.92
17834.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2027-08-15
0.00
43339.56
41357.80
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2035-05-15
0.00
13735.04
11829.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-02-15
0.00
1320000.00
1212354.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
63.36
51.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2038-11-15
0.00
14.52
11.44
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2039-08-15
0.00
20829.60
16639.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-02-15
0.00
15.40
12.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-08-15
0.00
13136.64
10175.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-11-15
0.00
364069.64
279512.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.00
14828.00
11137.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2042-08-15
0.00
3.52
2.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.00
216452.28
158050.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
3.08
2.20
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-02-15
0.00
8.80
6.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-05-15
0.00
5416.84
3877.72
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
593767.68
409440.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-08-15
0.00
4400.00
3016.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
1108535.56
754699.88
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0003
528000000.00
528000000.00
0.0027
N
Y
Y
N
BANK OF NOVA SCOTIA (THE)
Joint Account I 0.020000%
L3I9ZG2KFGXZ61BMYR72
0000009631
TPR034F17779156THE
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
2045-02-15
2.500000
27570752.00
35193792.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
30409720.00
42500768.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
17069932.00
23309346.72
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
8009936.00
11393963.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
20277620.00
25416029.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
1456180.00
1488636.60
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
17726852.00
20184607.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
4372368.00
4758119.08
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
10994280.00
11948225.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
68987160.00
78817762.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
37272972.00
45787282.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
44.00
48.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
1878360.00
2151814.72
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
9703584.00
10513123.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
440.00
487.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
394592.00
439938.40
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
7356712.00
7646901.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
33912472.00
36751783.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
2362052.00
2435418.48
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
22814440.00
26250871.24
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
434852.00
440463.32
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
26487692.00
28401671.76
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
5274676.00
5894154.64
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
37273720.00
37817901.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
29589516.00
30673212.68
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
44.00
44.44
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
3764332.00
3973302.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
440.00
454.52
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
198000.00
217377.16
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
176.00
183.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
8471760.00
9126212.04
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
3930520.00
4446033.24
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
979440.00
1112826.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
440.00
500.28
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
27412924.00
29467055.64
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
528000000.00
528000000.00
0.0027
N
Y
Y
N
WELLS FARGO SECURITIES, LLC
Joint Account I 0.020000%
VYVVCKR63DVZZN70PB21
0001224385
TPR034F17779156WEL
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
2022-04-30
1.875000
40928844.00
42278554.56
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
33176.00
34242.12
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
2081112.00
2147926.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
406032.00
419298.44
U.S. Treasuries (including strips)
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0002
44000000.00
44000000.00
0.0002
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR034F1A779156BBA
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
2044-05-15
3.375000
257901700.00
378426954.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
146495900.00
180411604.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
224970100.00
254694586.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
318044700.00
357497834.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
331329500.00
358971267.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
1500000000.00
1500000000.00
0.0077
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.100000%
ES7IP3U3RHIGC71XBU11
0001000275
TPR034F1B779156ROY
Other Instrument
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2020-07-01
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
2965000000.00
2965000000.00
0.0153
N
N
N
N
Forward Settling Repo The response for Item C.7 is Y. The response for Item C.8 is N
FIXED INCOME CLEARING CORPORATION
FIXED INCOME CLEARING CORPORATION 0.050000%
549300H47WTHXPU08X20
0001232861
TPR034F1C779156SSB
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
2022-07-15
1.750000
1199450000.00
1245908297.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
1108090000.00
1151092757.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
2350000000.00
2350000000.00
0.0121
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0000312070
TPR034F1D779156ABA
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
2044-11-15
3.000000
222891500.00
310161933.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
251525700.00
295590791.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
398613400.00
414248735.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0005
1000000000.00
1000000000.00
0.0051
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.100000%
ES7IP3U3RHIGC71XBU11
0001000275
TPR034F1E779156ROY
Other Instrument
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
2020-05-07
2020-05-07
2020-07-01
Y
Royal Bank of Canada
1.0000
7
N
Fitch, Inc.
F1+
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1+
N
N
0.0010
3000000000.00
3000000000.00
0.0154
N
N
N
N
Forward Settling Repo The response for Item C.7 is Y. The response for Item C.8 is N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.040000%
7TK5RJIZDFROZCA6XF66
0000812291
TPR034F227791561MI
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
2020-06-23
0.00
9004000.00
9002613.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-18
0.00
2785300.00
2784874.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-06-25
0.00
59631500.00
59623748.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2020-07-02
0.00
81605000.00
81588842.00
U.S. Treasuries (including strips)
Y
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
150000000.00
150000000.00
0.0008
N
Y
Y
N
BARCLAYS CAPITAL INC.
BARCLAYS CAPITAL INC. 0.070000%
AC28XWWI3WIBK2824319
0001453735
TPR034F23779156BAR
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
2025-11-30
2.875000
165495300.00
189697315.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
61042100.00
65302730.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0007
250000000.00
250000000.00
0.0013
N
Y
Y
N
BNP PARIBAS
BNP PARIBAS 0.030000%
R0MUWSFPU8MPRO8K5P83
0001272025
TPR034F247791564BN
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
2047-02-15
0.00
100.00
71.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
6538200.00
14216274.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
182.00
295.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
1956200.00
2808456.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
3581300.00
5036911.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
1550300.00
1848161.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
33805200.00
35104476.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
26916600.00
28083509.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
90306800.00
101601416.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2037-02-15
0.00
8.00
7.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2031-05-15
0.00
9.00
8.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.00
3.00
3.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.00
6.00
6.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2029-08-15
0.00
106.00
98.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-05-15
0.00
7.00
5.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2043-08-15
0.00
20.00
14.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2044-11-15
0.00
34.00
24.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-08-15
0.00
131.00
90.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2046-11-15
0.00
2.00
2.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.00
145.00
100.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-02-15
0.00
17.00
12.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2048-05-15
0.00
79.00
53.00
U.S. Treasuries (including strips)
UNITED STATES DEPARTMENT OF THE TREASURY
254900HROIFWPRGM1V77
2049-08-15
0.00
95.00
64.00
U.S. Treasuries (including strips)
Y
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0003
185000000.00
185000000.00
0.0010
N
Y
Y
N
Goldman Sachs Financial Square Funds - Government
2020-05-07
Peter W. Fortner
Peter W. Fortner
Assistant Treasurer