0001145549-18-002957.txt : 20180507
0001145549-18-002957.hdr.sgml : 20180507
20180507162152
ACCESSION NUMBER: 0001145549-18-002957
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180430
FILED AS OF DATE: 20180507
DATE AS OF CHANGE: 20180507
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 18811506
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004506
Schwab Government Money Fund
C000012381
Sweep Shares
SWGXX
C000151955
Investor Shares
SNVXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-04-30
0000857156
549300I77JNLD629OV19
S000004506
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Exempt Government
N
22
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C000151955
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Investment Advisor and its affiliates Contractual 204,532
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.995000%
3130A8F81
US3130A8F818
U.S. Government Agency Debt
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0184
97197856.09
97197856.09
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.470000%
3130AAST6
US3130AAST67
U.S. Government Agency Debt
Y
2018-05-11
2018-05-11
2018-05-11
N
N
N
0.0182
97005052.73
97005052.73
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.489000%
3130AAT65
US3130AAT650
U.S. Government Agency Debt
Y
2018-05-15
2018-05-15
2018-05-15
N
N
N
0.0182
193013876.70
193013876.70
0.0078
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.752000%
3130ABA30
US3130ABA302
U.S. Government Agency Debt
Y
2018-05-24
2018-07-24
2018-07-24
N
N
N
0.0178
96995743.64
96995743.64
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.737000%
3130ACRL0
US3130ACRL07
U.S. Government Agency Debt
Y
2018-05-03
2018-08-03
2018-08-03
N
N
N
0.0178
249986820.00
249986820.00
0.0101
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WG7
US313385WG73
U.S. Government Agency Debt
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0171
1174944775.00
1174944775.00
0.0477
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WJ1
US313385WJ13
U.S. Government Agency Debt
Y
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0171
399943600.00
399943600.00
0.0162
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WP7
US313385WP72
U.S. Government Agency Debt
Y
2018-05-09
2018-05-09
2018-05-09
N
N
N
0.0171
238910136.00
238910136.00
0.0097
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WR3
US313385WR39
U.S. Government Agency Debt
Y
2018-05-11
2018-05-11
2018-05-11
N
N
N
0.0171
240886971.00
240886971.00
0.0098
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WW2
US313385WW24
U.S. Government Agency Debt
Y
2018-05-16
2018-05-16
2018-05-16
N
N
N
0.0171
115918336.00
115918336.00
0.0047
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385WX0
US313385WX07
U.S. Government Agency Debt
Y
2018-05-17
2018-05-17
2018-05-17
N
N
N
0.0171
480638769.00
480638769.00
0.0195
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385XC5
US313385XC50
U.S. Government Agency Debt
Y
2018-05-22
2018-05-22
2018-05-22
N
N
N
0.0172
287716032.00
287716032.00
0.0117
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385XD3
U.S. Government Agency Debt
Y
2018-05-23
2018-05-23
2018-05-23
N
N
N
0.0172
67929756.00
67929756.00
0.0028
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YH3
US313385YH39
U.S. Government Agency Debt
Y
2018-06-20
2018-06-20
2018-06-20
N
N
N
0.0175
249402750.00
249402750.00
0.0101
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YK6
US313385YK67
U.S. Government Agency Debt
Y
2018-06-22
2018-06-22
2018-06-22
N
N
N
0.0175
448882200.00
448882200.00
0.0182
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YY6
US313385YY61
U.S. Government Agency Debt
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0186
1580460847.20
1580460847.20
0.0641
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385YZ3
US313385YZ37
U.S. Government Agency Debt
Y
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0186
184379325.00
184379325.00
0.0075
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZE9
U.S. Government Agency Debt
Y
2018-07-11
2018-07-11
2018-07-11
N
N
N
0.0186
797112800.00
797112800.00
0.0323
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZG4
US313385ZG47
U.S. Government Agency Debt
Y
2018-07-13
2018-07-13
2018-07-13
N
N
N
0.0186
1158684107.00
1158684107.00
0.0470
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZM1
US313385ZM15
U.S. Government Agency Debt
Y
2018-07-18
2018-07-18
2018-07-18
N
N
N
0.0186
764357259.00
764357259.00
0.0310
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZP4
US313385ZP46
U.S. Government Agency Debt
Y
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0186
920740058.50
920740058.50
0.0373
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZU3
US313385ZU31
U.S. Government Agency Debt
Y
2018-07-25
2018-07-25
2018-07-25
N
N
N
0.0186
238962960.00
238962960.00
0.0097
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZV1
US313385ZV14
U.S. Government Agency Debt
Y
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0186
238950720.00
238950720.00
0.0097
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ZW9
US313385ZW96
U.S. Government Agency Debt
Y
2018-07-27
2018-07-27
2018-07-27
N
N
N
0.0186
149336550.00
149336550.00
0.0061
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.000000%
3134G9TE7
S6XOOCT0IEG5ABCC6L87
US3134G9TE75
U.S. Government Agency Debt
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0500
3000000.00
3000000.00
0.0001
N
Y
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000%
3135G0WJ8
B1V7KEBTPIMZEU4LTD58
US3135G0WJ89
U.S. Government Agency Debt
Y
2018-05-21
2018-05-21
2018-05-21
N
N
N
0.0173
13565512.59
13565512.59
0.0006
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.700000%
AC28XWWI3WIBK2824319
0001484219
ARP0GOCQ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AL5347 X
2045-03-15
3.000000
2787130.00
2235846.86
Agency Mortgage-Backed Securities
GNII SF BE2182 C
2048-03-20
4.500000
2910865.00
3125698.44
Agency Mortgage-Backed Securities
GNII SF MA4657 M
2047-08-20
6.000000
3114798.00
2462273.96
Agency Mortgage-Backed Securities
GNMI SF BC6984 X
2047-09-15
5.000000
2385626.00
2279901.22
Agency Mortgage-Backed Securities
GNMI SF 635161 X
2047-01-15
3.000000
2558162.00
2360295.54
Agency Mortgage-Backed Securities
GNMI SF BD6826 X
2047-10-15
5.000000
2582444.00
2728053.10
Agency Mortgage-Backed Securities
GNRA 2015-11O FC
549300M8ZYFG0OCMTT87
2065-05-20
2.124700
9400000.00
7383938.20
Agency Collateralized Mortgage Obligation
GNRA 2016-1O FE
549300M8ZYFG0OCMTT87
2066-04-20
2.424700
9800000.00
8853776.38
Agency Collateralized Mortgage Obligation
GNRA 2017-9O FB
549300M8ZYFG0OCMTT87
2067-04-20
2.550000
10000000.00
10185452.99
Agency Collateralized Mortgage Obligation
GNII SF MA5078 M
2048-03-20
4.000000
3153082.00
3235144.28
Agency Mortgage-Backed Securities
GNII SF MA5080 M
2048-03-20
5.000000
2132074.00
2246905.73
Agency Mortgage-Backed Securities
GNMI SF BC1374 X
2047-09-15
4.500000
2151215.00
2215838.67
Agency Mortgage-Backed Securities
GNRA 2016-8O FA
549300M8ZYFG0OCMTT87
2066-08-20
2.324700
7700000.00
7658768.76
Agency Collateralized Mortgage Obligation
FNRM CL112PD R10F112
2040-10-25
3.000000
243815042.00
19389075.25
Agency Collateralized Mortgage Obligation
GNRA 2013-H13 FT
549300M8ZYFG0OCMTT87
2063-05-20
2.510000
13400000.00
8364343.40
Agency Collateralized Mortgage Obligation
GNRA 2015-22O FD
549300M8ZYFG0OCMTT87
2065-09-20
2.044700
40834586.00
32048218.72
Agency Collateralized Mortgage Obligation
GNRA 2016-4O FK
549300M8ZYFG0OCMTT87
2066-02-20
2.624700
45319990.00
39913189.64
Agency Collateralized Mortgage Obligation
GNRA 2015-17O FL
549300M8ZYFG0OCMTT87
2065-06-20
2.034700
50978895.00
40986599.18
Agency Collateralized Mortgage Obligation
GNRA 2015-20O FC
549300M8ZYFG0OCMTT87
2065-08-20
2.194700
62450386.00
52448644.41
Agency Collateralized Mortgage Obligation
GNRA 2017-7O FG
549300M8ZYFG0OCMTT87
2067-02-20
2.034700
18600000.00
16570411.44
Agency Collateralized Mortgage Obligation
GNRA 2015-33O FA
549300M8ZYFG0OCMTT87
2065-12-20
2.234700
29648474.00
25438435.65
Agency Collateralized Mortgage Obligation
GNRA 2015-28O FJ
549300M8ZYFG0OCMTT87
2065-03-20
2.074700
34071704.00
7364149.47
Agency Collateralized Mortgage Obligation
GNRA 2015-14O FB
549300M8ZYFG0OCMTT87
2065-05-20
2.004700
11576169.00
9276417.40
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FE
549300M8ZYFG0OCMTT87
2066-03-20
2.724700
15000000.00
13038389.04
Agency Collateralized Mortgage Obligation
GNRA 2015-14O FA
549300M8ZYFG0OCMTT87
2065-06-20
2.144700
17458931.00
14997433.28
Agency Collateralized Mortgage Obligation
GNMI SF BB3519 X
2047-09-15
4.500000
3497061.00
3608642.51
Agency Mortgage-Backed Securities
GNII SF MA4591 M
2047-07-20
6.000000
2869602.00
2221542.05
Agency Mortgage-Backed Securities
GNMI SF BA5780 X
2047-05-15
5.000000
3093317.00
3007951.21
Agency Mortgage-Backed Securities
GNMI SF BC3744 X
2047-09-15
4.500000
3104200.00
3203139.21
Agency Mortgage-Backed Securities
GNRA 2014-60 W
549300M8ZYFG0OCMTT87
2029-02-20
4.295040
2500000.00
582442.08
Agency Collateralized Mortgage Obligation
GNRA 2015-27 GB
549300M8ZYFG0OCMTT87
2043-11-20
5.650670
2500000.00
1458424.51
Agency Collateralized Mortgage Obligation
GNMI SF AP6814 X
2045-10-15
3.500000
2725011.00
2176501.32
Agency Mortgage-Backed Securities
FNRM CL106KM R13F106
2043-07-25
3.000000
2000000.00
886335.95
Agency Collateralized Mortgage Obligation
GNRA 2015-42 QA
549300M8ZYFG0OCMTT87
2043-11-20
4.608510
2000000.00
1086042.79
Agency Collateralized Mortgage Obligation
GNII SF MA3247 M
2045-11-20
5.000000
8567187.00
3270715.41
Agency Mortgage-Backed Securities
FNRM CL022PA R07F022
2037-03-25
5.500000
4000000.00
195388.95
Agency Collateralized Mortgage Obligation
GNMI SF AA4562 X
2042-11-15
3.000000
4139000.00
2207285.41
Agency Mortgage-Backed Securities
GNMI SF AI4466 X
2044-09-15
4.000000
4212720.00
2229057.23
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-01-15
5.500000
3131750.00
291870.78
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-12-15
5.500000
3250000.00
591792.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
6.500000
3431939.00
1047051.33
Agency Collateralized Mortgage Obligation
GNMI SF AK8651 X
2045-02-15
3.500000
3432529.00
2714810.00
Agency Mortgage-Backed Securities
GNRA 2015-49 TC
549300M8ZYFG0OCMTT87
2043-08-20
5.168950
2000000.00
1452288.28
Agency Collateralized Mortgage Obligation
GNII SF MA1289 M
2043-09-20
5.500000
10515642.00
2708760.13
Agency Mortgage-Backed Securities
FNRM CL085KP R11F085
2051-09-25
7.000000
11000000.00
1077176.54
Agency Collateralized Mortgage Obligation
GNMI SF AD2458 X
2043-06-15
3.500000
5473817.00
3444301.29
Agency Mortgage-Backed Securities
FNRM CL065HJ R12F065
2040-07-25
5.000000
5500000.00
1423852.22
Agency Collateralized Mortgage Obligation
FNRM CL071JT R09F071
2036-06-25
6.000000
6000000.00
531929.34
Agency Collateralized Mortgage Obligation
GNMI SF AD2293 X
2043-03-15
3.500000
6641175.00
3704852.04
Agency Mortgage-Backed Securities
GNII SF MA2962 M
2045-07-20
4.000000
6650520.00
3251683.69
Agency Mortgage-Backed Securities
GNII SF MA2965 M
2045-07-20
5.500000
4391121.00
2175400.78
Agency Mortgage-Backed Securities
GNMI SF AD2459 X
2043-06-15
3.500000
4524332.00
2300158.54
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-08-15
5.000000
5000000.00
390120.67
Agency Collateralized Mortgage Obligation
GNRA 2015-151 UC
549300M8ZYFG0OCMTT87
2045-07-20
5.540000
5000000.00
4193465.63
Agency Collateralized Mortgage Obligation
GNMI SF 734219 X
2041-02-15
4.500000
5023000.00
2179960.11
Agency Mortgage-Backed Securities
GNMI SF AD8787 X
2043-03-15
3.500000
5132468.00
2886006.42
Agency Mortgage-Backed Securities
GNMI SF AL2997 X
2045-07-15
3.500000
3859757.00
2693499.15
Agency Mortgage-Backed Securities
GNMI SF AD2291 X
2043-03-15
3.500000
3922692.00
2829565.28
Agency Mortgage-Backed Securities
GNMI SF AJ4153 X
2044-09-15
3.500000
3974514.00
3060782.80
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-08-15
6.000000
10997556.00
750355.93
Agency Collateralized Mortgage Obligation
GNMI SF AE8420 X
2044-06-15
4.000000
622247.00
315696.72
Agency Mortgage-Backed Securities
FNRM CL019UB R13F019
2041-09-25
1.250000
1000000.00
447651.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
4.500000
1500000.00
258777.23
Agency Collateralized Mortgage Obligation
GNRA 2011-009 C
549300M8ZYFG0OCMTT87
2041-09-16
3.511000
1580000.00
1035649.77
Agency Collateralized Mortgage Obligation
GNMI SF 778960 X
2042-03-15
3.500000
1581752.00
745912.78
Agency Mortgage-Backed Securities
GNRA 2016-7O FK
2066-03-20
2.574700
55000000.00
49170906.08
Agency Collateralized Mortgage Obligation
GNMI SF 736710 X
2040-05-15
5.000000
27258944.00
3088591.08
Agency Mortgage-Backed Securities
GNRA 2016-4O F
2066-11-20
2.424700
27700000.00
27186719.44
Agency Collateralized Mortgage Obligation
GNMI SF 487821 X
2039-03-15
5.000000
35595597.00
2105836.81
Agency Mortgage-Backed Securities
FNRM RC029JC R11F029
2041-03-25
4.000000
13005712.00
654334.95
Agency Collateralized Mortgage Obligation
GNII SF MA0028 M
2039-02-20
6.500000
16105618.00
3209165.24
Agency Mortgage-Backed Securities
GNMI SP 782958 X
2040-05-15
5.000000
18083565.00
2062120.47
Agency Mortgage-Backed Securities
GNII SF MA4961 M
2048-01-20
3.000000
2213302.00
2147559.41
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
2.104000
36523354.00
19891885.05
Agency Collateralized Mortgage Obligation
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0170
497000004.97
497000004.97
0.0202
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.690000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GOCW1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
436900.00
567271.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.125000
24000.00
23357.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
16485300.00
16610761.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-07-15
0.875000
25700000.00
25713029.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
35000000.00
34362504.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
47883300.00
47557555.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.625000
53169500.00
52902332.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
5674100.00
5671419.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
5881800.00
5831962.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
7117900.00
7552850.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
1.875000
7440000.00
7158678.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-15
4.000000
8847900.00
8972786.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
11437500.00
10978822.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
2367800.00
2325706.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
2808400.00
2773892.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
2900000.00
2827027.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
3647000.00
3611879.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
95.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.500000
100.00
99.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.625000
100.00
99.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
100.00
99.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
200.00
196.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
17300.00
21229.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
86302700.00
85985861.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
101702800.00
99941213.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
13951600.00
13354015.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
1587100.00
1572795.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
1593500.00
1936298.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
2021400.00
2015895.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
2094500.00
2082682.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
2297000.00
2238419.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.875000
422000.00
416627.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
667600.00
732577.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
2.250000
791900.00
787994.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-31
0.750000
799900.00
797710.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
3.625000
1034700.00
1063222.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-24
0.00
29800.00
29764.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
54700.00
52581.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
137300.00
159011.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
250000.00
244170.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
254100.00
252255.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
5254000.00
4668234.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
1.375000
1289200.00
1268248.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
3995000.00
4087644.93
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0170
449999910.00
449999910.00
0.0183
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.700000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GOKZ5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBE7949
2047-02-01
4.000000
145582.00
140027.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7468
2047-08-01
4.000000
222412.00
218065.43
Agency Mortgage-Backed Securities
02.500 FGPC G15601 G
2029-01-01
2.500000
134967058.00
84279155.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAQ7140
2043-01-01
4.000000
10000000.00
5533912.11
Agency Mortgage-Backed Securities
04.000 FGPC Q55493 G
2048-04-01
4.000000
16032504.00
16407283.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0819
2043-10-01
4.500000
1762675.00
1007451.80
Agency Mortgage-Backed Securities
GNCL CL BF4544
2059-06-15
3.430000
2329356.00
2333672.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9411
2047-04-01
4.000000
6247455.00
5963376.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7193
2046-05-01
4.000000
6437700.00
6145472.62
Agency Mortgage-Backed Securities
GNPL PN AO0029
2036-10-15
3.870000
6596670.00
6165792.25
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
13776000.00
13185936.47
U.S. Treasuries (including strips)
FNMS 03.500 CLAS8121
2046-10-01
3.500000
46529519.00
41480411.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3773
2047-07-01
4.000000
23754770.00
23311009.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9442
2046-11-01
3.500000
24113014.00
20763025.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0147
2047-08-01
4.500000
1984946.00
2013008.67
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
2057-02-01
3.500000
668440.00
624374.01
Agency Mortgage-Backed Securities
03.000 FGPC G08741 G
2047-01-01
3.000000
738986.00
658152.96
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
1072504.00
514954.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2638
2045-09-01
3.500000
1358208.00
1100915.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1040
2043-11-01
4.000000
50010570.00
26683652.62
Agency Mortgage-Backed Securities
GNII SF MA1997 M
2044-05-20
4.500000
60954058.00
19665324.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9925
2047-07-01
4.500000
31765592.00
31696439.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9737
2047-06-01
4.500000
46499733.00
46069834.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6727
2042-03-01
3.500000
31229852.00
15798069.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7505
2046-07-01
3.500000
18251662.00
15991572.57
Agency Mortgage-Backed Securities
GNMI SP 782885 X
2039-12-15
5.500000
25966105.00
1667615.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2833
2042-02-01
4.000000
29171136.00
16321410.00
Agency Mortgage-Backed Securities
GNII SF MA2224 M
2044-09-20
4.000000
18416256.00
6266997.02
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0172
399999800.00
399999800.00
0.0162
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.690000%
AC28XWWI3WIBK2824319
0001484219
ARP0GOXS7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 776954 X
2042-11-15
2.500000
60295.00
40345.32
Agency Mortgage-Backed Securities
FNMA REMIC TRUST 2001-T10 A2 20411225 7.5
2041-12-25
7.500000
50000000.00
1502614.34
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
11.633100
94600000.00
18640489.78
Agency Collateralized Mortgage Obligation
FNRM RC029JC R11F029
2041-03-25
4.000000
1288.00
64.80
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2040-02-25
8.061210
5000000.00
3168356.35
Agency Collateralized Mortgage Obligation
GNMI SF 691344 X
2038-09-15
6.500000
81346.00
2652.19
Agency Mortgage-Backed Securities
FNRM CL065HJ R12F065
2040-07-25
5.000000
1000000.00
258882.22
Agency Collateralized Mortgage Obligation
GNII SF MA1601 M
2044-01-20
4.000000
985000.00
314395.25
Agency Mortgage-Backed Securities
GNII SF MA2372 M
2044-11-20
4.000000
4725000.00
1689771.50
Agency Mortgage-Backed Securities
GNMI SF AM7420 X
2045-04-15
4.000000
4757914.00
1858031.00
Agency Mortgage-Backed Securities
GNII SF MA0395 M
2042-09-20
5.000000
4378677.00
877367.77
Agency Mortgage-Backed Securities
GNMI SP 783143 X
2040-10-15
4.000000
4415000.00
936883.26
Agency Mortgage-Backed Securities
GNMI SF 711068 X
2040-01-15
5.000000
4570000.00
1162236.99
Agency Mortgage-Backed Securities
GNMI SF 733692 X
2040-05-15
5.000000
4237621.00
1138976.53
Agency Mortgage-Backed Securities
GNMI SF 711197 X
2040-03-15
5.000000
4608000.00
1143846.33
Agency Mortgage-Backed Securities
GNMI SF 723616 X
2040-01-15
5.000000
3520000.00
840121.85
Agency Mortgage-Backed Securities
FNRM CL043HJ R10F043
2040-05-25
5.500000
3290000.00
475163.98
Agency Collateralized Mortgage Obligation
GNMI SF 736661 X
2040-04-15
4.000000
3419000.00
799780.82
Agency Mortgage-Backed Securities
GNII SF MA4903 M
2047-11-20
5.000000
1646771.00
1678523.68
Agency Mortgage-Backed Securities
GNII SF MA4963 M
2047-12-20
4.000000
1652039.00
1680171.30
Agency Mortgage-Backed Securities
GNII SF BB8316 C
2047-09-20
3.500000
1661175.00
1654674.80
Agency Mortgage-Backed Securities
GNII SF AW6056 C
2046-11-20
3.500000
1667430.00
1515918.63
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
1678120.00
1659280.14
Agency Mortgage-Backed Securities
GNMI SF AH3056 X
2045-04-15
4.500000
1598136.00
979806.14
Agency Mortgage-Backed Securities
GNII SF MA4779 M
2047-10-20
4.000000
135316.00
133513.62
Agency Mortgage-Backed Securities
GNII SF 004344 M
2039-01-20
6.000000
824768.00
43693.37
Agency Mortgage-Backed Securities
GNMI SF AP5305 X
2046-01-15
5.000000
830548.00
337958.65
Agency Mortgage-Backed Securities
GNMI SF AZ2361 X
2047-04-15
5.000000
791915.00
613500.54
Agency Mortgage-Backed Securities
GNMI SF BE3553 X
2048-02-15
4.000000
749826.00
768637.86
Agency Mortgage-Backed Securities
GNII SF MA5018 M
2048-02-20
3.000000
401355.00
390460.47
Agency Mortgage-Backed Securities
GNMI SP 783655 X
2040-05-15
6.500000
408945.00
85714.20
Agency Mortgage-Backed Securities
GNMI SP 782565 X
2039-02-15
5.000000
19163740.00
1653785.42
Agency Mortgage-Backed Securities
GNMI SF 677385 X
2040-06-15
5.000000
11105190.00
1862636.09
Agency Mortgage-Backed Securities
GNMI SF 720199 X
2039-07-15
5.000000
12060880.00
1135152.24
Agency Mortgage-Backed Securities
GNMI SF 724600 X
2040-05-15
5.000000
12918268.00
1874579.51
Agency Mortgage-Backed Securities
GNMI SF 717941 X
2039-09-15
5.000000
13067255.00
1453019.99
Agency Mortgage-Backed Securities
GNMI SF 677135 X
2040-06-15
5.000000
14439749.00
1445661.21
Agency Mortgage-Backed Securities
GNRA 2015-29O FJ
2065-11-20
2.255000
9000000.00
7803717.93
Agency Collateralized Mortgage Obligation
GNMI SF 736678 X
2040-04-15
5.000000
9016665.00
868395.74
Agency Mortgage-Backed Securities
GNMI SF 726114 X
2039-12-15
5.000000
9997564.00
988930.20
Agency Mortgage-Backed Securities
GNMI SF 710719 X
2039-07-15
5.500000
8622991.00
757107.56
Agency Mortgage-Backed Securities
GNRA 2016-4O F
2066-11-20
2.424700
8700000.00
8538789.14
Agency Collateralized Mortgage Obligation
GNMI SF 716738 X
2039-06-15
5.000000
6438186.00
1302231.99
Agency Mortgage-Backed Securities
GNHF RF BE5468 H
2067-12-20
4.605000
3683255.00
3988566.66
Agency Mortgage-Backed Securities
GNMI SF 779579 X
2041-10-15
3.500000
3499000.00
904802.31
Agency Mortgage-Backed Securities
GNMI SF 737898 X
2041-01-15
4.000000
3499000.00
1447852.81
Agency Mortgage-Backed Securities
GNMI SF BD6110 X
2047-11-15
3.500000
135826.00
135208.89
Agency Mortgage-Backed Securities
GNMI SP 784242 X
2041-06-15
6.000000
138110.00
106765.18
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-069 A-2 20270925 FLT
2027-09-25
3.187000
7000000.00
6857599.00
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
16040580.00
974824.22
Agency Collateralized Mortgage Obligation
GNMI SF BA4513 X
2047-05-15
5.000000
107020.00
88732.15
Agency Mortgage-Backed Securities
GNMI SF AH8961 X
2044-09-15
4.000000
1526950.00
1003841.63
Agency Mortgage-Backed Securities
GNMI SP 782579 X
2039-02-15
5.500000
1492908.00
45759.55
Agency Mortgage-Backed Securities
GNMI SF AE8861 X
2044-01-15
4.000000
1424355.00
1122227.06
Agency Mortgage-Backed Securities
GNII SF MA2753 M
2045-04-20
3.000000
1425000.00
869468.55
Agency Mortgage-Backed Securities
GNII SF 004268 M
2038-10-20
6.000000
3058394.00
121352.96
Agency Mortgage-Backed Securities
GNMI SF AM8610 X
2045-06-15
4.000000
3100000.00
1296246.87
Agency Mortgage-Backed Securities
GNMI SF AD2294 X
2043-03-15
3.500000
3160249.00
1519125.77
Agency Mortgage-Backed Securities
GNMI SF 738003 X
2041-02-15
4.500000
2960000.00
765444.60
Agency Mortgage-Backed Securities
GNII SF 741915 C
2040-04-20
5.000000
2986963.00
839653.53
Agency Mortgage-Backed Securities
GNRA 2016-4O FB
2066-01-20
2.375000
7700000.00
6405045.91
Agency Collateralized Mortgage Obligation
GNMI SF 748479 X
2040-08-15
4.000000
5739000.00
1145847.94
Agency Mortgage-Backed Securities
GNMI SF 738108 X
2041-03-15
4.500000
6206006.00
1580464.46
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.014000
6379768.00
3889764.42
Agency Collateralized Mortgage Obligation
GNMI SF 709788 X
2039-09-15
5.500000
3486754.00
129954.85
Agency Mortgage-Backed Securities
GNMI SP 783390 X
2041-08-15
4.000000
3225000.00
907955.56
Agency Mortgage-Backed Securities
GNII SF MA4382 M
2047-04-20
3.500000
160000.00
142794.74
Agency Mortgage-Backed Securities
GNII SF MA3668 M
2036-07-20
6.000000
1362486.00
758539.15
Agency Mortgage-Backed Securities
GNII SF AX3424 C
2046-10-20
3.000000
1376596.00
1307162.01
Agency Mortgage-Backed Securities
GNMI SF AI0347 X
2045-09-15
3.000000
1346259.00
986711.80
Agency Mortgage-Backed Securities
GNMI SP 782916 X
2040-02-15
5.500000
1290000.00
166012.10
Agency Mortgage-Backed Securities
GNII SF AV4989 C
2046-09-20
3.000000
1314212.00
1037152.64
Agency Mortgage-Backed Securities
GNMI SF AE8860 X
2044-01-15
4.000000
1401439.00
1018328.17
Agency Mortgage-Backed Securities
GNMI SF AD2434 X
2043-05-15
3.500000
1384414.00
771814.52
Agency Mortgage-Backed Securities
GNMI SF AS8159 X
2046-06-15
5.000000
927588.00
755279.72
Agency Mortgage-Backed Securities
GNII SF 005085 M
2038-10-20
6.000000
587042.00
90004.04
Agency Mortgage-Backed Securities
GNII SF MA3936 M
2046-08-20
3.000000
565000.00
477555.49
Agency Mortgage-Backed Securities
GNMI SF AY3980 X
2047-04-15
5.000000
568168.00
181426.46
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-08-15
6.000000
3002444.00
204854.76
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2044-09-25
4.676750
4000000.00
2384558.44
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-040 A-2 20240925 3.2
2024-09-25
3.241000
4461000.00
4469395.60
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KS05 B 20230125 FLT
2023-01-25
7.813130
5000000.00
5009373.93
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-051 A-1 20250425 2.8
2025-04-25
2.887000
255000.00
238545.56
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-042 A-1 20240625 2.2
2024-06-25
2.267000
500000.00
413998.60
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-063 A-2 20270125 FLT
2027-01-25
3.430000
1285000.00
1285591.10
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2043-11-25
5.284730
2250000.00
791586.73
Agency Collateralized Mortgage Obligation
GNMI SP 782836 X
2039-01-15
5.500000
2545664.00
97276.85
Agency Mortgage-Backed Securities
GNMI SF 352966 X
2024-05-15
7.500000
29377.00
46.31
Agency Mortgage-Backed Securities
GNII SF 003094 M
2031-06-20
6.000000
30000.00
360.09
Agency Mortgage-Backed Securities
GNII SF MA1156 M
2043-07-20
3.000000
1000.00
519.63
Agency Mortgage-Backed Securities
GNMI SF 675121 X
2038-02-15
5.000000
685000.00
25696.02
Agency Mortgage-Backed Securities
GNMI SF 673234 X
2038-11-15
6.000000
657402.00
32933.97
Agency Mortgage-Backed Securities
GNMI SF 664392 X
2037-10-15
6.500000
668351.00
26831.92
Agency Mortgage-Backed Securities
GNMI SF 371249 X
2024-01-15
7.000000
47600.00
213.98
Agency Mortgage-Backed Securities
GNII SF 002495 M
2027-10-20
6.500000
500000.00
3667.47
Agency Mortgage-Backed Securities
GNII SF 002534 M
2028-01-20
6.500000
419036.00
3183.80
Agency Mortgage-Backed Securities
GNII SF 003543 M
2034-04-20
5.000000
428000.00
24503.89
Agency Mortgage-Backed Securities
GNMI SF 615860 X
2033-08-15
4.500000
392231.00
36157.60
Agency Mortgage-Backed Securities
GNMI SF 711321 X
2039-01-15
6.000000
703000.00
38248.71
Agency Mortgage-Backed Securities
GNMI SF 694462 X
2038-10-15
6.000000
706209.00
31697.08
Agency Mortgage-Backed Securities
GNII SF MA0934 M
2043-04-20
3.500000
961313.00
386459.02
Agency Mortgage-Backed Securities
GNMI SF 678279 X
2038-12-15
6.000000
1008160.00
29402.62
Agency Mortgage-Backed Securities
GNII SF 004346 M
2039-01-20
7.000000
40000.00
2352.83
Agency Mortgage-Backed Securities
GNMI SF 689791 X
2038-08-15
6.000000
33662.00
1301.39
Agency Mortgage-Backed Securities
GNMI SF 704415 X
2039-03-15
6.500000
34157.00
4122.71
Agency Mortgage-Backed Securities
GNMI SF 698392 X
2039-07-15
4.000000
125000.00
22018.25
Agency Mortgage-Backed Securities
GNMI SF 615371 X
2033-07-15
4.500000
197605.00
14134.72
Agency Mortgage-Backed Securities
GNMI SF 458883 X
2028-04-15
7.000000
189100.00
67.09
Agency Mortgage-Backed Securities
GNII SF 002671 M
2028-11-20
6.000000
172212.00
1944.27
Agency Mortgage-Backed Securities
GNMI SF 428113 X
2039-02-15
4.500000
50000.00
4746.41
Agency Mortgage-Backed Securities
GNMI SF 716812 X
2039-04-15
4.500000
50000.00
6412.33
Agency Mortgage-Backed Securities
GNMI SF 721338 X
2040-10-15
5.000000
50000.00
7482.21
Agency Mortgage-Backed Securities
GNMI SF 745056 X
2040-05-15
5.000000
45000.00
14761.11
Agency Mortgage-Backed Securities
GNMI SF 714504 X
2039-05-15
5.000000
45805.00
8075.98
Agency Mortgage-Backed Securities
GNMI SP 781014 X
2029-04-15
6.000000
1681759.00
27587.98
Agency Mortgage-Backed Securities
GNMI SF 670636 X
2039-08-15
6.000000
139430.00
31636.14
Agency Mortgage-Backed Securities
GNII SF MA1227 M
2043-08-20
5.000000
128000.00
31695.99
Agency Mortgage-Backed Securities
GNMI SF 726382 X
2039-10-15
5.000000
135000.00
37512.06
Agency Mortgage-Backed Securities
GNMI SF 673497 X
2038-04-15
5.000000
125000.00
4581.80
Agency Mortgage-Backed Securities
GNMI SF 721187 X
2039-08-15
5.000000
125000.00
20908.39
Agency Mortgage-Backed Securities
GNII SF 004041 M
2037-10-20
7.000000
125000.00
5274.12
Agency Mortgage-Backed Securities
GNMI SF 683097 X
2038-02-15
5.000000
115000.00
2675.01
Agency Mortgage-Backed Securities
GNMI SF 487721 X
2039-03-15
4.500000
400000.00
41621.31
Agency Mortgage-Backed Securities
GNMI SF 679384 X
2038-05-15
5.000000
400000.00
34480.06
Agency Mortgage-Backed Securities
GNMI SF 692486 X
2039-04-15
5.000000
300000.00
29480.47
Agency Mortgage-Backed Securities
GNMI SF 723430 X
2039-11-15
4.500000
150000.00
17263.89
Agency Mortgage-Backed Securities
GNII SF 003890 M
2036-08-20
6.000000
635723.00
23794.38
Agency Mortgage-Backed Securities
GNII SF 004639 M
2040-02-20
6.000000
100229.00
11460.45
Agency Mortgage-Backed Securities
GNMI SF 767207 X
2041-07-15
4.000000
100000.00
16750.46
Agency Mortgage-Backed Securities
GNMI SF AP0313 X
2045-09-15
4.000000
1490151.00
1043591.87
Agency Mortgage-Backed Securities
GNMI SF 617740 X
2037-10-15
6.000000
1495570.00
35288.46
Agency Mortgage-Backed Securities
GNMI SF 729351 X
2041-07-15
4.500000
300000.00
29157.81
Agency Mortgage-Backed Securities
GNMI SF 713872 X
2039-09-15
4.500000
300000.00
22336.26
Agency Mortgage-Backed Securities
GNII SF 004520 M
2039-08-20
5.000000
280000.00
33472.18
Agency Mortgage-Backed Securities
GNMI SF 770399 X
2041-06-15
4.500000
175000.00
29178.39
Agency Mortgage-Backed Securities
GNMI SF 707286 X
2039-02-15
5.000000
175000.00
5362.49
Agency Mortgage-Backed Securities
GNMI SP 783391 X
2040-07-15
6.000000
167242.00
22557.68
Agency Mortgage-Backed Securities
GNMI SF 698010 X
2039-01-15
5.000000
150000.00
5719.44
Agency Mortgage-Backed Securities
GNMI SP 781961 X
2035-07-15
5.000000
150000.00
11472.87
Agency Mortgage-Backed Securities
GNMI SF 704142 X
2038-12-15
6.500000
155345.00
4556.65
Agency Mortgage-Backed Securities
GNMI SF 354635 X
2023-08-15
7.500000
112079.00
326.46
Agency Mortgage-Backed Securities
GNMI SF 615509 X
2033-08-15
4.500000
112415.00
10337.60
Agency Mortgage-Backed Securities
GNMI SF 720156 X
2039-07-15
4.500000
150000.00
18315.17
Agency Mortgage-Backed Securities
GNMI SF 676843 X
2038-05-15
6.000000
1360461.00
43117.32
Agency Mortgage-Backed Securities
GNMI SF 617370 X
2037-01-15
6.000000
1334057.00
46351.72
Agency Mortgage-Backed Securities
GNMI SF 620614 X
2033-09-15
4.500000
101057.00
8536.75
Agency Mortgage-Backed Securities
GNII SF 003081 M
2031-05-20
7.000000
103312.00
741.40
Agency Mortgage-Backed Securities
GNMI SF 697656 X
2038-10-15
6.500000
2326084.00
25923.90
Agency Mortgage-Backed Securities
GNMI SF 617658 X
2037-08-15
6.500000
2422118.00
17811.25
Agency Mortgage-Backed Securities
GNMI SF 659629 X
2036-09-15
6.000000
2093170.00
27444.18
Agency Mortgage-Backed Securities
GNMI SF 702740 X
2038-12-15
6.000000
1859593.00
41202.48
Agency Mortgage-Backed Securities
GNMI SP 782428 X
2038-10-15
5.000000
275000.00
16612.54
Agency Mortgage-Backed Securities
GNMI SP 782727 X
2039-07-15
5.000000
263264.00
32271.56
Agency Mortgage-Backed Securities
GNMI SF 744060 X
2041-05-15
6.000000
254623.00
14004.10
Agency Mortgage-Backed Securities
GNMI SP 782044 X
2032-12-15
6.500000
228424.00
22622.25
Agency Mortgage-Backed Securities
GNII SF 004145 M
2038-05-20
6.000000
212481.00
11233.65
Agency Mortgage-Backed Securities
GNMI SF 716309 X
2039-06-15
5.500000
55256.00
6848.89
Agency Mortgage-Backed Securities
GNMI SF AD7260 X
2043-03-15
3.000000
58590.00
26137.31
Agency Mortgage-Backed Securities
GNMI SF 487790 X
2039-03-15
5.000000
50000.00
2869.05
Agency Mortgage-Backed Securities
GNMI SF 736066 X
2040-06-15
5.000000
50000.00
8911.78
Agency Mortgage-Backed Securities
GNMI SF 701379 X
2039-03-15
5.000000
50000.00
992.43
Agency Mortgage-Backed Securities
GNMI SF 700916 X
2038-11-15
6.000000
46740.00
1036.32
Agency Mortgage-Backed Securities
GNII SF 002884 M
2030-02-20
8.000000
55000.00
223.21
Agency Mortgage-Backed Securities
GNMI SF 476975 X
2029-02-15
6.000000
50000.00
774.47
Agency Mortgage-Backed Securities
GNMI SF 750588 X
2041-06-15
5.000000
84417.00
14010.81
Agency Mortgage-Backed Securities
GNMI SF AE7026 X
2043-06-15
3.000000
87505.00
40074.62
Agency Mortgage-Backed Securities
GNMI SF 614430 X
2033-08-15
4.500000
85000.00
9894.42
Agency Mortgage-Backed Securities
GNMI SF 354685 X
2023-11-15
7.000000
69300.00
534.29
Agency Mortgage-Backed Securities
GNMI SF 604550 X
2033-08-15
5.000000
75000.00
3887.58
Agency Mortgage-Backed Securities
GNII SF 001754 M
2024-06-20
7.500000
60000.00
135.57
Agency Mortgage-Backed Securities
GNII SF 001453 M
2020-08-20
9.500000
66668.00
6.48
Agency Mortgage-Backed Securities
GNII SF 002839 M
2029-11-20
7.500000
50327.00
195.02
Agency Mortgage-Backed Securities
GNMI SF 701363 X
2039-02-15
4.500000
225000.00
13562.28
Agency Mortgage-Backed Securities
GNII SF 004469 M
2039-06-20
5.000000
205000.00
26363.88
Agency Mortgage-Backed Securities
GNMI SF 692379 X
2039-02-15
5.000000
200000.00
18270.44
Agency Mortgage-Backed Securities
GNMI SF 648609 X
2035-11-15
4.500000
200282.00
18185.83
Agency Mortgage-Backed Securities
GNMI SF 745325 X
2040-08-15
5.000000
474515.00
27899.46
Agency Mortgage-Backed Securities
GNII SF MA1012 M
2043-05-20
3.500000
448000.00
196516.63
Agency Mortgage-Backed Securities
GNII SF MA3172 M
2045-10-20
3.000000
450000.00
299135.61
Agency Mortgage-Backed Securities
GNMI SF 595800 X
2035-08-15
4.500000
25002.00
4178.64
Agency Mortgage-Backed Securities
GNMI SF 400607 X
2038-04-15
6.000000
1178102.00
90806.52
Agency Mortgage-Backed Securities
GNMI SF 754215 X
2041-09-15
4.000000
22941.00
3699.72
Agency Mortgage-Backed Securities
GNII SF MA1373 M
2043-09-20
2.500000
25000.00
16259.52
Agency Mortgage-Backed Securities
GNMI SF 737275 X
2040-05-15
4.500000
9727.00
984.83
Agency Mortgage-Backed Securities
GNMI SF 576520 X
2032-02-15
6.000000
25000.00
854.85
Agency Mortgage-Backed Securities
GNMI SF 608259 X
2033-08-15
4.500000
25000.00
1351.30
Agency Mortgage-Backed Securities
GNMI SF 615869 X
2033-08-15
4.500000
25000.00
2122.59
Agency Mortgage-Backed Securities
GNMI SF 698483 X
2039-08-15
4.500000
425000.00
47989.33
Agency Mortgage-Backed Securities
GNII SF 005334 M
2042-02-20
5.000000
426559.00
76184.93
Agency Mortgage-Backed Securities
GNMI SF 691573 X
2038-08-15
5.000000
25000.00
386.05
Agency Mortgage-Backed Securities
GNMI SF 745177 X
2040-07-15
5.000000
25000.00
6173.20
Agency Mortgage-Backed Securities
GNMI SF 704182 X
2039-01-15
5.000000
25000.00
1553.48
Agency Mortgage-Backed Securities
GNMI SF 698343 X
2039-05-15
5.000000
25000.00
1352.97
Agency Mortgage-Backed Securities
GNMI SF 697070 X
2039-04-15
5.000000
25000.00
10578.85
Agency Mortgage-Backed Securities
GNMI SF 739182 X
2040-06-15
4.500000
25000.00
1718.70
Agency Mortgage-Backed Securities
GNMI SF 736062 X
2040-06-15
4.500000
25000.00
3237.28
Agency Mortgage-Backed Securities
GNMI SP 780896 X
2028-11-15
7.000000
91300.00
561.83
Agency Mortgage-Backed Securities
GNMI SF 603405 X
2033-01-15
5.500000
41278536.00
701381.06
Agency Mortgage-Backed Securities
GNII SF 003474 M
2033-11-20
6.000000
8600000.00
350164.08
Agency Mortgage-Backed Securities
GNII SF 002139 M
2025-12-20
7.500000
100000.00
414.58
Agency Mortgage-Backed Securities
GNII SF 001326 M
2020-01-20
9.000000
100000.00
47.15
Agency Mortgage-Backed Securities
GNII SF 002909 M
2030-04-20
8.000000
100128.00
353.29
Agency Mortgage-Backed Securities
GNMI SF 615899 X
2033-08-15
5.500000
100000.00
3155.60
Agency Mortgage-Backed Securities
GNMI SF 622104 X
2033-09-15
4.500000
80000.00
7810.63
Agency Mortgage-Backed Securities
GNII SF 001790 M
2024-07-20
8.000000
81000.00
85.96
Agency Mortgage-Backed Securities
GNMI SF 615947 X
2033-09-15
5.000000
1652060.00
105904.02
Agency Mortgage-Backed Securities
GNMI SF 698325 X
2039-05-15
4.500000
74000.00
19546.65
Agency Mortgage-Backed Securities
GNII SF MA1090 M
2043-03-20
3.500000
75000.00
33303.21
Agency Mortgage-Backed Securities
GNMI SF 737036 X
2040-02-15
5.000000
475000.00
47397.85
Agency Mortgage-Backed Securities
GNII SF 004047 M
2037-11-20
5.000000
31000.00
1555.27
Agency Mortgage-Backed Securities
GNII SF 004578 M
2039-11-20
5.000000
29000.00
4248.69
Agency Mortgage-Backed Securities
GNII SF MA2373 M
2044-11-20
4.500000
2578686.00
750422.09
Agency Mortgage-Backed Securities
GNMI SF 465540 X
2028-07-15
6.000000
150000.00
1357.16
Agency Mortgage-Backed Securities
GNMI SF 622533 X
2033-10-15
6.000000
350000.00
6823.06
Agency Mortgage-Backed Securities
GNII SF 002629 M
2028-08-20
6.000000
350000.00
4864.47
Agency Mortgage-Backed Securities
GNMI SF 595180 X
2032-11-15
6.000000
265935.00
21857.45
Agency Mortgage-Backed Securities
GNMI SF 553170 X
2033-04-15
6.000000
295000.00
14526.68
Agency Mortgage-Backed Securities
GNMI SF 647976 X
2035-08-15
4.500000
250000.00
14248.60
Agency Mortgage-Backed Securities
GNII SF 001562 M
2021-02-20
10.000000
250000.00
0.18
Agency Mortgage-Backed Securities
GNMI SF 724033 X
2039-11-15
6.000000
79690.00
5542.91
Agency Mortgage-Backed Securities
GNMI SF 722258 X
2039-09-15
4.500000
75000.00
5195.73
Agency Mortgage-Backed Securities
GNMI SF 737014 X
2040-02-15
4.500000
75000.00
10231.39
Agency Mortgage-Backed Securities
GNMI SF 737376 X
2040-03-15
4.500000
75000.00
9712.57
Agency Mortgage-Backed Securities
GNMI SF 487722 X
2039-03-15
5.000000
75000.00
4120.81
Agency Mortgage-Backed Securities
GNMI SF 771471 X
2041-11-15
4.000000
75000.00
10731.12
Agency Mortgage-Backed Securities
GNMI SF 697957 X
2039-03-15
4.500000
500000.00
34124.09
Agency Mortgage-Backed Securities
GNMI SF 487816 X
2039-03-15
5.000000
508831.00
30335.50
Agency Mortgage-Backed Securities
GNMI SP 782510 X
2038-12-15
6.500000
354059.00
16038.05
Agency Mortgage-Backed Securities
GNMI SP 781840 X
2034-09-15
4.500000
347755.00
29474.23
Agency Mortgage-Backed Securities
GNMI SF 698402 X
2039-07-15
4.500000
325000.00
38575.04
Agency Mortgage-Backed Securities
GNMI SF 704598 X
2039-06-15
5.000000
64729.00
5170.75
Agency Mortgage-Backed Securities
GNMI SF 711729 X
2043-03-15
2.500000
59115.00
37618.27
Agency Mortgage-Backed Securities
GNMI SF AD2433 X
2043-05-15
3.500000
2568595.00
1595081.15
Agency Mortgage-Backed Securities
GNMI SP 782938 X
2040-03-15
5.500000
2286177.00
160759.67
Agency Mortgage-Backed Securities
GNMI SF AD8788 X
2043-03-15
3.500000
2156485.00
1279802.02
Agency Mortgage-Backed Securities
GNII SF MA3667 M
2046-05-20
5.500000
2102143.00
1033352.71
Agency Mortgage-Backed Securities
GNMI SF 737532 X
2040-10-15
4.000000
2117000.00
746572.60
Agency Mortgage-Backed Securities
GNMI SP 784154 X
2044-03-15
5.000000
2080798.00
1370037.56
Agency Mortgage-Backed Securities
GNMI SF 700918 X
2038-11-15
5.500000
1925000.00
69176.91
Agency Mortgage-Backed Securities
GNII SF AO6437 C
2045-08-20
3.500000
1838768.00
1458091.90
Agency Mortgage-Backed Securities
GNMI SF AA8616 X
2043-01-15
2.500000
215589.00
108123.00
Agency Mortgage-Backed Securities
GNMI SP 783932 X
2044-03-15
5.000000
4300000.00
1685714.35
Agency Mortgage-Backed Securities
GNMI SF AD9113 X
2043-05-15
3.500000
3961016.00
1739744.97
Agency Mortgage-Backed Securities
GNMI SF 723228 X
2039-10-15
5.000000
4000000.00
861533.68
Agency Mortgage-Backed Securities
GNMI SF 711184 X
2040-02-15
5.000000
4004651.00
757850.84
Agency Mortgage-Backed Securities
GNMI SF 691199 X
2038-05-15
5.500000
4026333.00
90429.86
Agency Mortgage-Backed Securities
GNMI SP 783538 X
2034-12-15
5.000000
3735000.00
968796.63
Agency Mortgage-Backed Securities
GNMI SF AG8820 X
2043-12-15
4.500000
1828343.00
1098196.85
Agency Mortgage-Backed Securities
GNMI SF AD2148 X
2043-01-15
3.500000
1733115.00
823661.61
Agency Mortgage-Backed Securities
GNMI SF AL3131 X
2045-02-15
4.000000
1771550.00
1211464.46
Agency Mortgage-Backed Securities
GNRM 2009-025 NA
549300M8ZYFG0OCMTT87
2035-07-20
4.500000
1701000.00
280201.06
Agency Collateralized Mortgage Obligation
GNMI SF AM8650 X
2045-05-15
4.000000
1035508.00
1015437.06
Agency Mortgage-Backed Securities
GNRA 2017-0O FB
2067-04-20
2.550000
5300000.00
5327820.12
Agency Collateralized Mortgage Obligation
GNMI SF 723526 X
2039-12-15
4.500000
5384927.00
1516457.52
Agency Mortgage-Backed Securities
GNMI SP 783537 X
2037-07-15
5.000000
5570000.00
1061525.88
Agency Mortgage-Backed Securities
GNMI SF 711067 X
2040-01-15
5.000000
5001758.00
1173088.87
Agency Mortgage-Backed Securities
GNMI SF BC3563 X
2047-08-15
5.000000
83594.00
73296.26
Agency Mortgage-Backed Securities
GNII SF 005207 M
2039-09-20
6.000000
466094.00
63967.53
Agency Mortgage-Backed Securities
GNII SF AM4381 C
2045-05-20
3.500000
1230816.00
932329.70
Agency Mortgage-Backed Securities
GNMI SF AT2379 X
2046-05-15
4.500000
1242328.00
1254214.23
Agency Mortgage-Backed Securities
GNII SF BD9020 C
2047-11-20
3.500000
1230091.00
1226185.98
Agency Mortgage-Backed Securities
GNII SF MA5022 M
2048-02-20
5.000000
1089563.00
1144945.71
Agency Mortgage-Backed Securities
GNMI SF AJ6678 X
2044-09-15
4.000000
1115837.00
870274.59
Agency Mortgage-Backed Securities
GNMI SF AO0497 X
2045-08-15
3.500000
1139529.00
902328.19
Agency Mortgage-Backed Securities
GNMI SF AP6783 X
2045-10-15
4.000000
1044492.00
783112.85
Agency Mortgage-Backed Securities
GNII SF AY0558 C
2047-10-20
4.500000
1155536.00
1155527.52
Agency Mortgage-Backed Securities
GNMI SF AL5835 X
2045-04-15
4.000000
1178147.00
920928.06
Agency Mortgage-Backed Securities
GNMI SF 694553 X
2038-12-15
5.500000
21557422.00
662640.39
Agency Mortgage-Backed Securities
GNMI SF 704544 X
2039-05-15
5.000000
22202771.00
1413251.50
Agency Mortgage-Backed Securities
GNRA 2016-1O F
2066-05-20
2.375000
24600000.00
22536440.67
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FK
2066-03-20
2.574700
25200000.00
22529215.15
Agency Collateralized Mortgage Obligation
GNMI SF 698342 X
2039-05-15
5.000000
14446845.00
823109.17
Agency Mortgage-Backed Securities
GNMI SP 782882 X
2040-01-15
5.500000
15795093.00
1180420.59
Agency Mortgage-Backed Securities
GNMI SF AU9426 X
2046-08-15
3.500000
1320604.00
996108.29
Agency Mortgage-Backed Securities
GNRA 2012-H11 FA
2062-02-20
2.390500
45600000.00
31068730.66
Agency Collateralized Mortgage Obligation
GNRA 2012-H12 FA
2062-04-20
2.240500
11254111.00
6955764.56
Agency Collateralized Mortgage Obligation
GNMI SF 644503 X
2035-06-15
5.500000
4950555.00
723995.96
Agency Mortgage-Backed Securities
GNII SF 003760 M
2035-09-20
5.500000
2010084.00
159405.54
Agency Mortgage-Backed Securities
GNII SF MA1839 M
2044-04-20
4.000000
100000.00
32607.79
Agency Mortgage-Backed Securities
GNII SF MA4653 M
2047-08-20
4.000000
94997.00
88689.03
Agency Mortgage-Backed Securities
GNMI SF BB1137 X
2047-06-15
5.000000
483597.00
305402.26
Agency Mortgage-Backed Securities
GNMI SF AW2781 X
2046-10-15
2.500000
478569.00
435588.15
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-025 A-2 20221025 2.6
2022-10-25
2.682000
214000.00
210891.44
Agency Collateralized Mortgage Obligation
GNMI SF AW9674 X
2046-12-15
4.500000
2681211.00
1852103.99
Agency Mortgage-Backed Securities
GNMI SF 795306 X
2042-12-15
3.000000
2714787.00
1372077.79
Agency Mortgage-Backed Securities
GNMI SF 778960 X
2042-03-15
3.500000
2749248.00
1296473.30
Agency Mortgage-Backed Securities
GNMI SF AE7455 X
2043-05-15
3.000000
2428336.00
1198942.44
Agency Mortgage-Backed Securities
GNMI SF AO9451 X
2046-01-15
4.000000
2442946.00
972576.27
Agency Mortgage-Backed Securities
GNII SF 003432 M
2033-08-20
6.500000
254272.00
11607.59
Agency Mortgage-Backed Securities
GNRM 2010-162 PQ
549300M8ZYFG0OCMTT87
2039-06-16
4.500000
3000000.00
217062.49
Agency Collateralized Mortgage Obligation
GNMI SP 783931 X
2041-06-15
5.000000
2800000.00
1140992.05
Agency Mortgage-Backed Securities
GNMI SP 782810 X
2039-11-15
4.500000
2860000.00
1041951.81
Agency Mortgage-Backed Securities
GNRA 2015-165 EB
549300M8ZYFG0OCMTT87
2045-10-20
5.797000
500000.00
388243.86
Agency Collateralized Mortgage Obligation
GNII SF 004522 M
2039-08-20
6.000000
498871.00
63683.69
Agency Mortgage-Backed Securities
GNII SF MA3802 M
2046-07-20
3.000000
350000.00
283553.12
Agency Mortgage-Backed Securities
GNMI SF 307145 X
2021-07-15
8.000000
35000.00
131.32
Agency Mortgage-Backed Securities
GNII SF MA4453 M
2047-04-20
4.500000
9246.00
6646.35
Agency Mortgage-Backed Securities
GNMI SF AD5926 X
2043-05-15
3.000000
6087.00
2348.12
Agency Mortgage-Backed Securities
GNMI SF 741895 X
2039-08-15
5.500000
684650.00
48856.26
Agency Mortgage-Backed Securities
GNMI SF BB3477 X
2047-09-15
5.000000
693595.00
656497.51
Agency Mortgage-Backed Securities
GNMI SF 620270 X
2036-02-15
6.000000
695830.00
48969.05
Agency Mortgage-Backed Securities
GNMI SF 711856 X
2039-04-15
5.500000
655793.00
74262.86
Agency Mortgage-Backed Securities
GNMI SF AM2757 X
2045-04-15
4.000000
658564.00
492238.34
Agency Mortgage-Backed Securities
GNMI SF 739675 X
2040-12-15
4.000000
664744.00
366586.91
Agency Mortgage-Backed Securities
GNMI SF 728286 X
2039-11-15
5.000000
600755.00
197693.43
Agency Mortgage-Backed Securities
GNMI SF AI3214 X
2044-05-15
4.000000
602010.00
275639.97
Agency Mortgage-Backed Securities
GNMI SF 615272 X
2033-07-15
4.500000
430002.00
55681.74
Agency Mortgage-Backed Securities
GNMI SF 763890 X
2043-10-15
3.000000
81212.00
52523.91
Agency Mortgage-Backed Securities
GNMI SF AO9092 X
2045-11-15
4.000000
81232.00
37404.22
Agency Mortgage-Backed Securities
GNII SF 005269 M
2038-10-20
6.000000
716677.00
107749.42
Agency Mortgage-Backed Securities
GNMI SF 599626 X
2035-10-15
4.500000
732519.00
60049.17
Agency Mortgage-Backed Securities
GNII SF MA3596 M
2046-04-20
3.000000
743700.00
547449.40
Agency Mortgage-Backed Securities
GNMI SP 783173 X
2039-12-15
6.000000
697000.00
70173.36
Agency Mortgage-Backed Securities
GNMI SF 723185 X
2039-10-15
5.000000
701832.00
260216.76
Agency Mortgage-Backed Securities
GNMI SF 698223 X
2039-06-15
4.000000
710000.00
100415.78
Agency Mortgage-Backed Securities
GNII SF MA4584 M
2047-07-20
2.500000
675170.00
609891.65
Agency Mortgage-Backed Securities
GNMI SF AC7814 X
2042-12-15
3.500000
683763.00
481972.82
Agency Mortgage-Backed Securities
GNII SF AK1020 C
2044-10-20
3.500000
1012539.00
201090.57
Agency Mortgage-Backed Securities
GNMI SF 759192 X
2026-02-15
3.500000
1000000.00
160195.32
Agency Mortgage-Backed Securities
GNMI SF 720197 X
2039-07-15
4.500000
1000000.00
349635.34
Agency Mortgage-Backed Securities
GNII SF MA0321 M
2042-08-20
5.000000
1000000.00
198760.94
Agency Mortgage-Backed Securities
GNMI SF 736553 X
2040-02-15
5.000000
1000000.00
220844.44
Agency Mortgage-Backed Securities
GNMI SF 705750 X
2039-01-15
5.000000
1000000.00
50784.19
Agency Mortgage-Backed Securities
GNII SF MA3038 M
2045-08-20
5.500000
986252.00
405116.80
Agency Mortgage-Backed Securities
GNMI SF 687833 X
2038-08-15
6.000000
988000.00
49989.98
Agency Mortgage-Backed Securities
GNMI SF 697587 X
2038-11-15
6.000000
992550.00
84123.16
Agency Mortgage-Backed Securities
GNMI SP 782835 X
2039-12-15
6.000000
994408.00
61024.73
Agency Mortgage-Backed Securities
GNMI SF 700899 X
2038-11-15
6.000000
997595.00
14615.54
Agency Mortgage-Backed Securities
GNII SF MA1843 M
2038-10-20
6.000000
954554.00
315164.53
Agency Mortgage-Backed Securities
GNII SF 004316 M
2038-12-20
6.000000
958946.00
46858.49
Agency Mortgage-Backed Securities
GNMI SF 662554 X
2037-08-15
6.500000
4794681.00
44721.04
Agency Mortgage-Backed Securities
GNMI SF 693649 X
2038-07-15
5.500000
4820190.00
111457.76
Agency Mortgage-Backed Securities
GNMI SF 677084 X
2038-07-15
5.500000
4482773.00
123750.69
Agency Mortgage-Backed Securities
GNMI SF 700922 X
2038-11-15
5.500000
4532169.00
150840.45
Agency Mortgage-Backed Securities
GNMI SF 716813 X
2039-04-15
5.000000
4563174.00
367329.56
Agency Mortgage-Backed Securities
GNMI SF 697651 X
2038-10-15
6.000000
4095607.00
61630.08
Agency Mortgage-Backed Securities
GNMI SF 676678 X
2038-01-15
6.000000
4224000.00
109158.12
Agency Mortgage-Backed Securities
GNII SF 004543 M
2039-09-20
6.000000
4272920.00
531911.82
Agency Mortgage-Backed Securities
GNMI SF 762510 X
2041-03-15
5.000000
1010318.00
175888.37
Agency Mortgage-Backed Securities
GNMI SF 689844 X
2038-09-15
6.500000
1012503.00
49306.03
Agency Mortgage-Backed Securities
GNMI SF AM8631 X
2045-07-15
4.000000
46340.00
34095.48
Agency Mortgage-Backed Securities
GNMI SF AO0544 X
2045-08-15
3.000000
41184.00
27961.89
Agency Mortgage-Backed Securities
GNMI SF 723058 X
2040-06-15
5.000000
42658.00
13011.03
Agency Mortgage-Backed Securities
GNMI SF 697057 X
2039-02-15
5.000000
44067.00
15576.80
Agency Mortgage-Backed Securities
GNMI SF AU1959 X
2046-10-15
3.000000
39908.00
37883.00
Agency Mortgage-Backed Securities
GNMI SP 782920 X
2040-03-15
5.500000
4615273.00
318941.59
Agency Mortgage-Backed Securities
GNMI SF AD3542 X
2043-05-15
3.500000
120615.00
64173.71
Agency Mortgage-Backed Securities
GNMI SF 627048 X
2046-01-15
4.500000
125000.00
95774.14
Agency Mortgage-Backed Securities
GNMI JP 782080 X
2021-02-15
4.500000
3500000.00
92115.78
Agency Mortgage-Backed Securities
GNMI SP 783386 X
2040-09-15
5.000000
3525958.00
672391.24
Agency Mortgage-Backed Securities
GNMI SF 697914 X
2039-03-15
5.000000
3276370.00
176896.02
Agency Mortgage-Backed Securities
GNMI SF 650341 X
2035-11-15
4.500000
1636276.00
128393.03
Agency Mortgage-Backed Securities
GNMI SP 782775 X
2039-10-15
6.000000
1522000.00
93485.81
Agency Mortgage-Backed Securities
GNMI SF AO2429 X
2045-08-15
3.000000
50000.00
41716.79
Agency Mortgage-Backed Securities
GNMI SF AN3099 X
2045-11-15
4.000000
44198.00
29375.19
Agency Mortgage-Backed Securities
GNII SF AB9541 C
2042-12-20
3.500000
45088.00
18576.46
Agency Mortgage-Backed Securities
GNII SF 004494 M
2039-07-20
4.000000
1680965.00
333466.07
Agency Mortgage-Backed Securities
GNII SP 783284 C
2040-06-20
5.500000
1692382.00
132097.60
Agency Mortgage-Backed Securities
GNMI SP 782387 X
2038-08-15
5.000000
1587511.00
96517.84
Agency Mortgage-Backed Securities
GNMI SF 615466 X
2034-06-15
5.000000
200000.00
11306.82
Agency Mortgage-Backed Securities
GNMI SF AJ6902 X
2044-10-15
3.000000
139450.00
95247.63
Agency Mortgage-Backed Securities
GNMI SF AO0288 X
2045-08-15
3.000000
129732.00
101618.67
Agency Mortgage-Backed Securities
GNMI SF 666332 X
2043-03-15
3.000000
130785.00
75936.53
Agency Mortgage-Backed Securities
GNMI SF AC6292 X
2043-02-15
3.500000
134941.00
102851.93
Agency Mortgage-Backed Securities
GNMI SP 784079 X
2043-06-15
2.500000
125606.00
88050.21
Agency Mortgage-Backed Securities
GNMI SF AE1986 X
2043-06-15
3.500000
126284.00
76904.76
Agency Mortgage-Backed Securities
GNMI SF 723341 X
2039-09-15
6.000000
120262.00
22579.37
Agency Mortgage-Backed Securities
GNMI SF AE4614 X
2043-05-15
3.500000
752001.00
332398.97
Agency Mortgage-Backed Securities
GNMI SF 439084 X
2039-02-15
6.000000
758983.00
67367.40
Agency Mortgage-Backed Securities
GNII SF 004168 M
2038-06-20
5.000000
760062.00
45437.96
Agency Mortgage-Backed Securities
GNMI SP 783978 X
2043-12-15
5.000000
770627.00
439791.34
Agency Mortgage-Backed Securities
GNMI SF 737359 X
2040-03-15
5.000000
711674.00
173122.44
Agency Mortgage-Backed Securities
GNMI SF 753314 X
2040-12-15
4.000000
850000.00
381896.65
Agency Mortgage-Backed Securities
GNMI SF AE9888 X
2043-05-15
3.500000
850172.00
503705.60
Agency Mortgage-Backed Securities
GNII SF 003986 M
2037-05-20
6.000000
852000.00
41202.95
Agency Mortgage-Backed Securities
GNMI SF 550726 X
2035-11-15
4.500000
798651.00
69061.50
Agency Mortgage-Backed Securities
GNMI SF 683913 X
2038-01-15
5.000000
816778.00
60982.52
Agency Mortgage-Backed Securities
GNMI SF 719718 X
2039-09-15
5.500000
817589.00
108287.26
Agency Mortgage-Backed Securities
GNII SF MA1998 M
2044-05-20
5.000000
825000.00
243158.07
Agency Mortgage-Backed Securities
GNMI SF 648165 X
2038-11-15
6.000000
796480.00
49682.84
Agency Mortgage-Backed Securities
GNMI SF 723437 X
2039-11-15
5.000000
797908.00
100343.38
Agency Mortgage-Backed Securities
GNMI SF 329773 X
2022-09-15
8.000000
665000.00
691.43
Agency Mortgage-Backed Securities
GNMI SF 620951 X
2033-09-15
4.500000
679948.00
71197.28
Agency Mortgage-Backed Securities
GNMI SF 606211 X
2033-08-15
4.500000
588000.00
80827.18
Agency Mortgage-Backed Securities
GNII SF MA3177 M
2045-10-20
5.500000
400623.00
156502.55
Agency Mortgage-Backed Securities
GNII SF 003952 M
2037-02-20
5.000000
412277.00
15096.94
Agency Mortgage-Backed Securities
GNII SF MA0300 M
2027-08-20
3.000000
398207.00
134481.59
Agency Mortgage-Backed Securities
GNMI SF 697576 X
2038-11-15
5.000000
16662619.00
563856.26
Agency Mortgage-Backed Securities
GNMI SF 697747 X
2039-03-15
5.000000
12993054.00
636678.48
Agency Mortgage-Backed Securities
GNMI SF 662385 X
2037-07-15
5.500000
9025727.00
213648.14
Agency Mortgage-Backed Securities
GNMI SF 698101 X
2039-04-15
5.000000
9628596.00
526025.29
Agency Mortgage-Backed Securities
GNMI SF 704185 X
2039-01-15
5.500000
10618827.00
188715.30
Agency Mortgage-Backed Securities
GNMI SP 782728 X
2038-11-15
5.500000
8201613.00
447959.36
Agency Mortgage-Backed Securities
GNMI SP 782371 X
2038-08-15
5.000000
8431290.00
529583.40
Agency Mortgage-Backed Securities
GNMI SF 487847 X
2039-04-15
5.000000
8565899.00
561052.15
Agency Mortgage-Backed Securities
GNMI SP 782443 X
2038-10-15
5.000000
6489465.00
424907.78
Agency Mortgage-Backed Securities
GNMI SF AE9868 X
2043-06-15
2.500000
306384.00
105254.78
Agency Mortgage-Backed Securities
GNMI SF 667703 X
2037-05-15
5.500000
3796024.00
161180.88
Agency Mortgage-Backed Securities
GNMI SF 689825 X
2038-08-15
6.000000
3823782.00
46446.46
Agency Mortgage-Backed Securities
GNII SF 514520 C
2038-07-20
5.500000
3614284.00
519983.82
Agency Mortgage-Backed Securities
GNMI SF 733792 X
2040-07-15
5.000000
3698726.00
373347.32
Agency Mortgage-Backed Securities
GNMI SF 688141 X
2038-12-15
5.000000
3702252.00
209285.84
Agency Mortgage-Backed Securities
GNMI SP 782068 X
2036-03-15
5.000000
3708020.00
259163.22
Agency Mortgage-Backed Securities
GNMI SF 697582 X
2038-11-15
5.500000
3714457.00
67335.77
Agency Mortgage-Backed Securities
GNMI SP 784149 X
2041-06-15
6.000000
136589.00
90875.87
Agency Mortgage-Backed Securities
GNMI SP 783985 X
2042-05-15
5.000000
638910.00
289058.00
Agency Mortgage-Backed Securities
GNMI SF AH3713 X
2044-07-15
4.000000
654000.00
257529.45
Agency Mortgage-Backed Securities
GNMI SF AW5811 X
2047-03-15
4.500000
597475.00
349488.73
Agency Mortgage-Backed Securities
GNMI SF 778693 X
2041-12-15
4.000000
600000.00
126789.60
Agency Mortgage-Backed Securities
GNMI SP 783609 X
2040-10-15
4.500000
600000.00
124139.81
Agency Mortgage-Backed Securities
GNMI SF 728319 X
2039-11-15
5.000000
600000.00
184632.23
Agency Mortgage-Backed Securities
GNMI SF 731657 X
2040-07-15
5.500000
583914.00
62228.67
Agency Mortgage-Backed Securities
GNMI SF 666271 X
2042-10-15
3.000000
102711.00
49954.70
Agency Mortgage-Backed Securities
GNII SF MA4719 M
2047-09-20
3.500000
103128.00
100481.38
Agency Mortgage-Backed Securities
GNII SF MA2194 M
2029-09-20
3.000000
104517.00
49323.82
Agency Mortgage-Backed Securities
GNMI SF 701501 X
2038-12-15
5.000000
105000.00
20987.24
Agency Mortgage-Backed Securities
GNMI SF AK6887 X
2045-02-15
3.000000
101523.00
72503.35
Agency Mortgage-Backed Securities
GNMI SF AX2578 X
2046-12-15
2.500000
101628.00
93320.74
Agency Mortgage-Backed Securities
GNMI SF AV9679 X
2046-11-15
2.500000
101710.00
92903.35
Agency Mortgage-Backed Securities
GNMI SF 711565 X
2041-03-15
5.500000
101820.00
45196.72
Agency Mortgage-Backed Securities
GNMI SF 705470 X
2039-02-15
4.500000
100000.00
11705.91
Agency Mortgage-Backed Securities
GNMI SP 783276 X
2041-03-15
4.500000
100000.00
17483.19
Agency Mortgage-Backed Securities
GNMI SF 687836 X
2038-08-15
6.000000
1572970.00
51151.33
Agency Mortgage-Backed Securities
GNMI SF 698484 X
2039-08-15
5.000000
1496614.00
131383.29
Agency Mortgage-Backed Securities
GNMI SF 723352 X
2039-09-15
5.000000
3248362.00
274702.08
Agency Mortgage-Backed Securities
GNMI SP 782523 X
2035-11-15
5.000000
3006366.00
343727.03
Agency Mortgage-Backed Securities
GNMI SP 783024 X
2040-07-15
5.000000
3081000.00
501899.98
Agency Mortgage-Backed Securities
GNMI SF 677219 X
2038-08-15
5.000000
3152008.00
127393.58
Agency Mortgage-Backed Securities
GNMI SF 717175 X
2039-06-15
4.500000
2989000.00
475925.69
Agency Mortgage-Backed Securities
GNMI SF AD6493 X
2043-05-15
3.500000
109424.00
53279.33
Agency Mortgage-Backed Securities
GNMI SF 777672 X
2043-02-15
3.500000
109794.00
62151.50
Agency Mortgage-Backed Securities
GNMI SF AO0257 X
2045-07-15
3.000000
112815.00
84200.91
Agency Mortgage-Backed Securities
GNMI SF 701823 X
2039-04-15
5.000000
308950.00
39993.84
Agency Mortgage-Backed Securities
GNMI SF AD3518 X
2043-04-15
3.500000
310003.00
172311.63
Agency Mortgage-Backed Securities
GNII SF AO9118 C
2045-09-20
3.500000
295065.00
282997.36
Agency Mortgage-Backed Securities
GNMI SF 733873 X
2040-08-15
5.000000
299418.00
43087.67
Agency Mortgage-Backed Securities
GNMI SF 660406 X
2042-04-15
3.500000
300000.00
160345.07
Agency Mortgage-Backed Securities
GNMI SF 616913 X
2042-02-15
3.500000
300000.00
134882.26
Agency Mortgage-Backed Securities
GNMI SF AD2224 X
2043-02-15
3.500000
281582.00
123804.94
Agency Mortgage-Backed Securities
GNMI SF 685882 X
2038-05-15
5.000000
281873.00
10671.63
Agency Mortgage-Backed Securities
GNMI SF AC3733 X
2042-12-15
2.500000
282258.00
141938.83
Agency Mortgage-Backed Securities
GNMI SF AW1722 X
2046-12-15
2.500000
284290.00
261700.18
Agency Mortgage-Backed Securities
GNMI SF 717196 X
2039-06-15
5.000000
291879.00
20589.58
Agency Mortgage-Backed Securities
GNMI SF AD2435 X
2043-05-15
3.500000
278612.00
129341.44
Agency Mortgage-Backed Securities
GNMI SF 737054 X
2040-03-15
5.000000
278613.00
58813.61
Agency Mortgage-Backed Securities
GNMI SF AD5457 X
2043-06-15
3.500000
278845.00
147506.68
Agency Mortgage-Backed Securities
GNII SF MA1155 M
2043-07-20
2.500000
281476.00
161335.06
Agency Mortgage-Backed Securities
GNMI SF 762489 X
2041-03-15
5.000000
270990.00
58967.45
Agency Mortgage-Backed Securities
GNMI SF 675180 X
2038-03-15
5.000000
6944554.00
415624.39
Agency Mortgage-Backed Securities
GNMI SP 781746 X
2034-05-15
5.000000
7990750.00
584064.40
Agency Mortgage-Backed Securities
GNMI SF 697583 X
2038-11-15
5.500000
5661154.00
80479.63
Agency Mortgage-Backed Securities
GNII SF 004222 M
2038-08-20
6.000000
5875183.00
234980.21
Agency Mortgage-Backed Securities
GNMI SP 782487 X
2038-12-15
5.000000
6280448.00
470762.99
Agency Mortgage-Backed Securities
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2048-05-25
2.196000
3190904.00
3161640.22
Agency Collateralized Mortgage Obligation
GNMI SF 696186 X
2038-08-15
6.000000
3193691.00
112184.87
Agency Mortgage-Backed Securities
GNMI SP 782929 X
2039-12-15
5.500000
3242503.00
258259.69
Agency Mortgage-Backed Securities
GNMI SF AD9015 X
2043-04-15
3.000000
171193.00
78811.94
Agency Mortgage-Backed Securities
GNMI SF 698308 X
2039-05-15
4.500000
175000.00
28042.74
Agency Mortgage-Backed Securities
GNMI SF AQ0567 X
2047-01-15
4.000000
157446.00
116942.53
Agency Mortgage-Backed Securities
GNMI SF 635074 X
2046-04-15
4.500000
159022.00
120609.30
Agency Mortgage-Backed Securities
GNMI SF 702190 X
2039-07-15
4.000000
162233.00
18485.83
Agency Mortgage-Backed Securities
GNMI SF 748482 X
2040-08-15
5.000000
152862.00
40297.80
Agency Mortgage-Backed Securities
GNMI SF 669069 X
2037-06-15
6.500000
966167.00
12758.45
Agency Mortgage-Backed Securities
GNMI SF 760404 X
2041-11-15
5.000000
966853.00
91737.65
Agency Mortgage-Backed Securities
GNII SF MA4721 M
2047-09-20
4.500000
934933.00
868206.14
Agency Mortgage-Backed Securities
GNMI SP 783176 X
2040-11-15
4.000000
937000.00
283844.74
Agency Mortgage-Backed Securities
GNMI SF 737213 X
2040-05-15
4.500000
938614.00
128424.94
Agency Mortgage-Backed Securities
GNMI SF 692734 X
2039-08-15
5.000000
952381.00
136289.36
Agency Mortgage-Backed Securities
GNMI SF 692511 X
2039-04-15
5.500000
952831.00
92432.79
Agency Mortgage-Backed Securities
GNII SF MA4652 M
2047-08-20
3.500000
191753.00
184462.14
Agency Mortgage-Backed Securities
GNMI SF AA4613 X
2043-01-15
3.000000
141862.00
62860.86
Agency Mortgage-Backed Securities
GNMI SF AB9203 X
2042-11-15
3.000000
149376.00
67231.71
Agency Mortgage-Backed Securities
GNMI SP 782776 X
2038-09-15
6.000000
1366343.00
105321.02
Agency Mortgage-Backed Securities
GNMI SF 679371 X
2038-04-15
5.000000
1367945.00
122691.91
Agency Mortgage-Backed Securities
GNMI SF AN1007 X
2045-05-15
4.000000
1327181.00
668142.00
Agency Mortgage-Backed Securities
GNMI SF 687922 X
2038-09-15
6.000000
1331000.00
50919.55
Agency Mortgage-Backed Securities
GNII SF MA2521 M
2045-01-20
3.500000
1342696.00
585173.74
Agency Mortgage-Backed Securities
GNMI SF 751020 X
2040-09-15
5.000000
1354502.00
418937.81
Agency Mortgage-Backed Securities
GNMI SF 685381 X
2038-11-15
6.000000
1431420.00
66411.42
Agency Mortgage-Backed Securities
GNMI SF AD2436 X
2043-05-15
3.500000
1434546.00
588807.36
Agency Mortgage-Backed Securities
GNII SF 005056 M
2041-04-20
5.000000
1440000.00
221662.77
Agency Mortgage-Backed Securities
GNMI SF 713865 X
2039-09-15
5.000000
1400000.00
123606.40
Agency Mortgage-Backed Securities
GNMI SF 604264 X
2035-11-15
4.500000
1415819.00
225983.61
Agency Mortgage-Backed Securities
GNMI SF 618650 X
2036-09-15
6.500000
1416424.00
62738.41
Agency Mortgage-Backed Securities
GNMI SF 764243 X
2041-07-15
4.000000
1417000.00
285011.28
Agency Mortgage-Backed Securities
GNMI SF 669068 X
2037-06-15
6.000000
1378006.00
78386.80
Agency Mortgage-Backed Securities
GNMI SP 782436 X
2038-10-15
6.000000
1380673.00
61153.69
Agency Mortgage-Backed Securities
GNMI SP 782353 X
2038-06-15
6.000000
1384219.00
50885.34
Agency Mortgage-Backed Securities
GNMI SP 784070 X
2040-03-15
5.500000
1389293.00
840317.03
Agency Mortgage-Backed Securities
GNMI SF 737902 X
2041-01-15
4.000000
1400000.00
590016.00
Agency Mortgage-Backed Securities
GNII SF MA0857 M
2035-03-20
6.000000
1355000.00
302058.02
Agency Mortgage-Backed Securities
GNII SF 005240 M
2038-11-20
6.000000
865602.00
140758.43
Agency Mortgage-Backed Securities
GNII SF 004718 M
2040-06-20
6.500000
877648.00
71026.81
Agency Mortgage-Backed Securities
GNMI SF 757038 X
2040-12-15
4.000000
877764.00
426353.02
Agency Mortgage-Backed Securities
GNII SF MA0323 M
2038-05-20
6.000000
880650.00
156028.43
Agency Mortgage-Backed Securities
GNMI SF 723237 X
2039-10-15
5.000000
889792.00
90250.90
Agency Mortgage-Backed Securities
GNMI SF 743941 X
2040-08-15
6.000000
902967.00
87162.12
Agency Mortgage-Backed Securities
GNMI SF 682306 X
2038-03-15
6.000000
904270.00
57503.83
Agency Mortgage-Backed Securities
GNMI SP 782713 X
2039-07-15
5.500000
915588.00
53066.53
Agency Mortgage-Backed Securities
GNMI SF 736605 X
2040-03-15
5.000000
592658.00
224978.77
Agency Mortgage-Backed Securities
GNMI SF 695746 X
2038-11-15
6.000000
558597.00
30734.20
Agency Mortgage-Backed Securities
GNMI SF 698462 X
2039-08-15
5.000000
564930.00
46813.33
Agency Mortgage-Backed Securities
GNMI SF AO3591 X
2045-08-15
3.000000
572458.00
396120.80
Agency Mortgage-Backed Securities
GNMI SF AF0129 X
2043-06-15
3.500000
541534.00
332084.32
Agency Mortgage-Backed Securities
GNII SF MA4260 M
2047-02-20
2.500000
549660.00
486813.70
Agency Mortgage-Backed Securities
GNMI SF 726300 X
2039-09-15
4.000000
550000.00
279830.83
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-F09 A 20220525 FLT
2022-05-25
2.263130
4270000.00
1808220.23
Agency Collateralized Mortgage Obligation
GNMI SF 733747 X
2040-06-15
5.000000
2300000.00
670383.45
Agency Mortgage-Backed Securities
GNMI SF 718073 X
2039-12-15
5.000000
2300000.00
269699.36
Agency Mortgage-Backed Securities
GNMI SP 781846 X
2034-09-15
6.500000
2311000.00
113684.00
Agency Mortgage-Backed Securities
GNMI SF 675130 X
2038-02-15
5.500000
2424155.00
76153.14
Agency Mortgage-Backed Securities
GNMI SP 782619 X
2039-04-15
5.000000
2210965.00
284312.00
Agency Mortgage-Backed Securities
GNII SF 004992 M
2038-10-20
6.500000
2230720.00
420851.52
Agency Mortgage-Backed Securities
GNMI SF 618700 X
2036-09-15
6.500000
2289475.00
67998.09
Agency Mortgage-Backed Securities
GNMI SF 602553 X
2036-03-15
5.500000
2294717.00
109292.14
Agency Mortgage-Backed Securities
GNMI SF 707116 X
2039-01-15
6.000000
2150563.00
70491.33
Agency Mortgage-Backed Securities
GNMI SF 680687 X
2038-01-15
6.000000
2161149.00
71331.19
Agency Mortgage-Backed Securities
GNMI SF 736667 X
2040-03-15
5.000000
2165265.00
298463.92
Agency Mortgage-Backed Securities
GNMI SF 688110 X
2038-12-15
5.500000
2184531.00
99565.99
Agency Mortgage-Backed Securities
GNMI SF 737011 X
2040-02-15
5.000000
2100000.00
490316.62
Agency Mortgage-Backed Securities
GNMI SF 723449 X
2039-11-15
5.000000
2100000.00
513110.81
Agency Mortgage-Backed Securities
GNMI SF 411048 X
2038-10-15
5.000000
2084687.00
123322.24
Agency Mortgage-Backed Securities
GNMI SF 683958 X
2038-02-15
6.000000
2091097.00
68659.43
Agency Mortgage-Backed Securities
GNMI SF 688099 X
2038-11-15
6.000000
1952000.00
64293.41
Agency Mortgage-Backed Securities
GNMI SF 702839 X
2038-10-15
5.000000
1960086.00
639343.14
Agency Mortgage-Backed Securities
GNMI SP 783263 X
2040-12-15
5.000000
1966178.00
271912.44
Agency Mortgage-Backed Securities
GNII SF 004404 M
2024-04-20
4.000000
2000000.00
214471.11
Agency Mortgage-Backed Securities
GNMI SF 733627 X
2040-05-15
5.000000
2030000.00
496987.89
Agency Mortgage-Backed Securities
GNMI SF 621244 X
2037-05-15
5.500000
1880866.00
55340.79
Agency Mortgage-Backed Securities
GNMI SF 714055 X
2039-05-15
5.000000
1883977.00
424081.58
Agency Mortgage-Backed Securities
GNMI SF 699113 X
2038-09-15
6.000000
1884870.00
33484.90
Agency Mortgage-Backed Securities
GNMI SF 662537 X
2037-08-15
6.500000
1914541.00
60070.11
Agency Mortgage-Backed Securities
GNMI SP 782379 X
2038-08-15
6.000000
1929744.00
51219.52
Agency Mortgage-Backed Securities
GNII SF MA4717 M
2047-08-20
2.500000
1839907.00
1689860.50
Agency Mortgage-Backed Securities
GNMI SF 723339 X
2039-09-15
5.000000
1850000.00
348712.74
Agency Mortgage-Backed Securities
GNII SP 783050 M
2040-07-20
5.000000
1850000.00
305664.18
Agency Mortgage-Backed Securities
GNII SF MA0158 M
2042-06-20
5.500000
274859.00
46953.91
Agency Mortgage-Backed Securities
GNMI SF AB8367 X
2043-02-15
2.500000
259518.00
152599.60
Agency Mortgage-Backed Securities
GNMI SF 726333 X
2039-09-15
4.000000
260880.00
68742.52
Agency Mortgage-Backed Securities
GNMI SF 747148 X
2040-09-15
4.000000
265897.00
83824.11
Agency Mortgage-Backed Securities
GNMI SF AD5950 X
2043-03-15
3.500000
267370.00
178519.38
Agency Mortgage-Backed Securities
GNMI SF AV1864 X
2047-01-15
4.500000
267503.00
255044.45
Agency Mortgage-Backed Securities
GNMI SF 796410 X
2043-04-15
3.500000
246406.00
123401.87
Agency Mortgage-Backed Securities
GNMI SF 698095 X
2039-04-15
4.500000
250000.00
16518.29
Agency Mortgage-Backed Securities
GNMI SF 638595 X
2039-02-15
6.000000
250622.00
55470.23
Agency Mortgage-Backed Securities
GNMI SF 668745 X
2038-02-15
6.000000
254715.00
20872.07
Agency Mortgage-Backed Securities
GNMI SP 783510 X
2040-07-15
6.500000
237888.00
55007.62
Agency Mortgage-Backed Securities
GNMI SF 737205 X
2040-04-15
5.000000
4362748.00
623041.26
Agency Mortgage-Backed Securities
GNMI SP 782664 X
2039-05-15
5.000000
4011987.00
315735.68
Agency Mortgage-Backed Securities
GNII SF 004599 M
2039-12-20
5.000000
4072262.00
615572.53
Agency Mortgage-Backed Securities
GNMI SP 782294 X
2038-03-15
5.500000
3766382.00
168399.79
Agency Mortgage-Backed Securities
GNMI SF AM9010 X
2045-08-15
4.500000
55791.00
44103.10
Agency Mortgage-Backed Securities
GNMI SF AK4661 X
2045-12-15
3.000000
56012.00
49943.38
Agency Mortgage-Backed Securities
GNMI SP 784071 X
2041-06-15
6.000000
58426.00
37357.60
Agency Mortgage-Backed Securities
GNMI SF AE3298 X
2046-10-15
2.500000
50935.00
46674.22
Agency Mortgage-Backed Securities
GNMI SF 606285 X
2036-05-15
5.000000
274804.00
11047.52
Agency Mortgage-Backed Securities
GNII SF 003931 M
2036-12-20
6.000000
1089364.00
50429.72
Agency Mortgage-Backed Securities
GNMI SP 783873 X
2041-08-15
5.000000
1029296.00
375179.92
Agency Mortgage-Backed Securities
GNMI SF 617446 X
2037-03-15
6.000000
1800000.00
94942.27
Agency Mortgage-Backed Securities
GNMI SF 698236 X
2039-06-15
5.000000
1815110.00
147228.06
Agency Mortgage-Backed Securities
GNMI SF 698507 X
2038-10-15
6.000000
1815415.00
99027.01
Agency Mortgage-Backed Securities
GNMI SP 782665 X
2039-05-15
5.000000
1824205.00
146847.95
Agency Mortgage-Backed Securities
GNMI SF 737904 X
2041-01-15
3.500000
1748333.00
650712.14
Agency Mortgage-Backed Securities
GNMI SF 676722 X
2038-02-15
5.500000
1752000.00
56362.45
Agency Mortgage-Backed Securities
GNMI SF 704154 X
2039-01-15
5.500000
1794365.00
166578.65
Agency Mortgage-Backed Securities
GNMI MH 558954 X
2029-05-15
5.250000
1700000.00
470591.17
Agency Mortgage-Backed Securities
GNMI SF 723541 X
2039-12-15
5.000000
1700210.00
172310.78
Agency Mortgage-Backed Securities
GNII SF MA4777 M
2047-10-20
3.000000
1704050.00
1631427.67
Agency Mortgage-Backed Securities
GNMI SF 704439 X
2039-03-15
4.500000
1725000.00
298810.01
Agency Mortgage-Backed Securities
GNMI SF 711315 X
2035-12-15
4.500000
1728399.00
141333.23
Agency Mortgage-Backed Securities
GNMI SF 723943 X
2039-09-15
5.500000
1001079.00
188165.40
Agency Mortgage-Backed Securities
GNMI SP 783314 X
2041-05-15
5.000000
5142756.00
659601.88
Agency Mortgage-Backed Securities
GNMI SP 782949 X
2040-05-15
5.000000
5214000.00
437991.18
Agency Mortgage-Backed Securities
GNMI SF 697851 X
2039-02-15
5.000000
4887781.00
125960.72
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-03-15
2.014000
5000000.00
1894061.01
Agency Collateralized Mortgage Obligation
GNII SF 003785 M
2035-11-20
5.000000
5070804.00
358630.11
Agency Mortgage-Backed Securities
GNMI SF AM8968 X
2045-07-15
4.500000
217064.00
146869.31
Agency Mortgage-Backed Securities
GNMI SF 566494 X
2033-09-15
4.500000
743125.00
92625.21
Agency Mortgage-Backed Securities
GNMI SF AL2303 X
2045-03-15
3.000000
81481.00
47707.01
Agency Mortgage-Backed Securities
GNMI SF AC6072 X
2043-06-15
3.000000
82250.00
37149.67
Agency Mortgage-Backed Securities
GNMI SF AA4258 X
2042-08-15
3.000000
85377.00
56586.83
Agency Mortgage-Backed Securities
GNMI SF AC3732 X
2042-12-15
2.500000
88197.00
53753.70
Agency Mortgage-Backed Securities
GNMI SF 737285 X
2040-05-15
4.000000
206595.00
70362.01
Agency Mortgage-Backed Securities
GNMI SF 764477 X
2041-05-15
5.000000
211764.00
46024.70
Agency Mortgage-Backed Securities
GNMI SF AA6008 X
2043-01-15
3.500000
201679.00
120838.59
Agency Mortgage-Backed Securities
GNMI SF 756956 X
2040-11-15
5.000000
202422.00
71377.98
Agency Mortgage-Backed Securities
GNMI SF 705468 X
2039-02-15
5.000000
194953.00
11482.04
Agency Mortgage-Backed Securities
GNMI SP 783625 X
2042-07-15
3.000000
199057.00
93820.46
Agency Mortgage-Backed Securities
GNMI SF 728627 X
2040-01-15
4.500000
200000.00
29312.28
Agency Mortgage-Backed Securities
GNMI SF 681592 X
2038-10-15
5.000000
200000.00
37632.51
Agency Mortgage-Backed Securities
GNMI SF 733600 X
2040-04-15
5.000000
200000.00
53986.93
Agency Mortgage-Backed Securities
GNMI SP 783735 X
2041-04-15
5.000000
182415.00
48660.32
Agency Mortgage-Backed Securities
GNMI SF 673844 X
2039-01-15
6.000000
182653.00
45167.98
Agency Mortgage-Backed Securities
GNMI SP 782434 X
2038-08-15
4.500000
184955.00
12991.51
Agency Mortgage-Backed Securities
GNMI SF 768767 X
2041-05-15
5.000000
188486.00
75008.22
Agency Mortgage-Backed Securities
GNMI SF 619283 X
2035-01-15
6.000000
873539.00
94651.72
Agency Mortgage-Backed Securities
GNMI SF 603102 X
2033-09-15
4.500000
911000.00
69367.24
Agency Mortgage-Backed Securities
GNMI SF 599602 X
2035-10-15
4.500000
913745.00
108195.94
Agency Mortgage-Backed Securities
GNMI SF 587345 X
2032-10-15
6.000000
822517.00
45671.39
Agency Mortgage-Backed Securities
GNMI SF 520220 X
2034-06-15
5.000000
829253.00
129324.41
Agency Mortgage-Backed Securities
GNMI SF 597579 X
2035-10-15
4.500000
844056.00
66535.38
Agency Mortgage-Backed Securities
GNMI SF 635397 X
2035-08-15
5.500000
847500.00
29860.26
Agency Mortgage-Backed Securities
GNMI SF AU0789 X
2046-08-15
3.000000
87322.00
79224.81
Agency Mortgage-Backed Securities
GNMI SF 767047 X
2043-05-15
3.000000
464900.00
347855.19
Agency Mortgage-Backed Securities
GNMI SF AA6411 X
2043-05-15
3.500000
470501.00
258739.27
Agency Mortgage-Backed Securities
GNMI SF AA6300 X
2043-04-15
3.500000
474135.00
269247.10
Agency Mortgage-Backed Securities
GNMI SF 647470 X
2035-11-15
4.500000
442244.00
86771.16
Agency Mortgage-Backed Securities
GNMI SF 487861 X
2039-04-15
5.500000
448414.00
81687.90
Agency Mortgage-Backed Securities
GNII SF 003319 M
2032-12-20
5.000000
25002.00
733.99
Agency Mortgage-Backed Securities
GNMI SF 734428 X
2041-05-15
4.500000
1250000.00
380613.09
Agency Mortgage-Backed Securities
GNMI SF 700933 X
2038-11-15
6.000000
1275570.00
48604.70
Agency Mortgage-Backed Securities
GNMI SF 697825 X
2039-02-15
5.000000
1279107.00
85971.64
Agency Mortgage-Backed Securities
GNMI SF 732517 X
2040-07-15
5.500000
1279823.00
196736.14
Agency Mortgage-Backed Securities
GNMI SF 617704 X
2037-09-15
6.000000
1230704.00
49170.13
Agency Mortgage-Backed Securities
GNII SF MA4650 M
2047-07-20
2.500000
1237877.00
1134532.56
Agency Mortgage-Backed Securities
GNMI SF 652947 X
2036-02-15
6.000000
1242019.00
109476.50
Agency Mortgage-Backed Securities
GNMI SP 782745 X
2038-11-15
6.000000
1244839.00
52132.51
Agency Mortgage-Backed Securities
GNMI SF 698380 X
2039-07-15
5.500000
1188861.00
401664.52
Agency Mortgage-Backed Securities
GNMI SF 682999 X
2038-12-15
6.000000
1200000.00
84731.27
Agency Mortgage-Backed Securities
GNII SF MA1842 M
2035-05-20
5.500000
1212857.00
360128.11
Agency Mortgage-Backed Securities
GNMI SF 736517 X
2040-04-15
5.000000
1215000.00
137388.21
Agency Mortgage-Backed Securities
GNMI SF 688022 X
2038-10-15
6.000000
1220892.00
56704.30
Agency Mortgage-Backed Securities
GNMI SF 743981 X
2040-10-15
5.000000
1183236.00
325833.24
Agency Mortgage-Backed Securities
GNMI SF 705395 X
2039-01-15
6.000000
1103207.00
66017.79
Agency Mortgage-Backed Securities
GNMI SF 697558 X
2038-11-15
5.500000
1117950.00
53579.59
Agency Mortgage-Backed Securities
GNMI SP 781802 X
2033-12-15
4.500000
1122043.00
85145.48
Agency Mortgage-Backed Securities
GNMI SF 677190 X
2038-06-15
5.000000
1036296.00
76752.86
Agency Mortgage-Backed Securities
GNMI SF 733733 X
2040-06-15
5.000000
1174378.00
246131.85
Agency Mortgage-Backed Securities
GNMI SF AE7209 X
2043-08-15
3.000000
25000.00
12828.17
Agency Mortgage-Backed Securities
GNMI SF AD3757 X
2043-05-15
3.000000
11211.00
8151.70
Agency Mortgage-Backed Securities
GNMI SF 616066 X
2033-10-15
4.500000
25000.00
573.87
Agency Mortgage-Backed Securities
GNMI SF 697853 X
2039-02-15
5.000000
28345976.00
235152.57
Agency Mortgage-Backed Securities
GNMI SF 697946 X
2039-03-15
5.000000
15677855.00
632144.65
Agency Mortgage-Backed Securities
GNMI SF 676977 X
2038-05-15
5.000000
16054000.00
580082.56
Agency Mortgage-Backed Securities
GNII SF AX5994 C
2047-01-20
3.500000
453746.00
445459.02
Agency Mortgage-Backed Securities
GNMI SF AM0247 X
2045-03-15
3.500000
429619.00
335946.89
Agency Mortgage-Backed Securities
GNMI SF 711740 X
2043-04-15
2.500000
430166.00
310325.24
Agency Mortgage-Backed Securities
GNMI SF 704769 X
2039-11-15
5.000000
434582.00
36672.80
Agency Mortgage-Backed Securities
GNMI SF 714635 X
2039-05-15
5.000000
437670.00
46885.38
Agency Mortgage-Backed Securities
GNMI SP 782696 X
2039-06-15
5.000000
438000.00
62931.96
Agency Mortgage-Backed Securities
GNMI SF 737382 X
2040-03-15
5.000000
413162.00
59665.96
Agency Mortgage-Backed Securities
GNMI SF AD2412 X
2043-05-15
3.500000
420073.00
125899.54
Agency Mortgage-Backed Securities
GNII SF MA1093 M
2043-06-20
5.000000
420245.00
144735.49
Agency Mortgage-Backed Securities
GNII SF 004855 M
2040-11-20
5.000000
400000.00
68881.22
Agency Mortgage-Backed Securities
GNMI SF 732485 X
2040-02-15
6.000000
400000.00
93639.29
Agency Mortgage-Backed Securities
GNMI SF AD1716 X
2043-02-15
3.000000
27280.00
15272.25
Agency Mortgage-Backed Securities
GNMI SF 710718 X
2039-07-15
5.000000
1318392.00
100299.64
Agency Mortgage-Backed Securities
GNMI SF 726836 X
2039-10-15
5.500000
1247235.00
86862.03
Agency Mortgage-Backed Securities
GNMI SF AI5185 X
2044-12-15
3.500000
90248.00
58177.09
Agency Mortgage-Backed Securities
GNMI SF AD0757 X
2043-06-15
3.000000
90823.00
38097.89
Agency Mortgage-Backed Securities
GNMI SF 758905 X
2043-05-15
3.000000
91064.00
73021.25
Agency Mortgage-Backed Securities
GNMI SF AU0776 X
2046-06-15
3.000000
91157.00
86112.83
Agency Mortgage-Backed Securities
GNMI SF 717944 X
2039-09-15
5.000000
91564.00
24262.34
Agency Mortgage-Backed Securities
GNII SF 003249 M
2032-06-20
6.000000
15000000.00
242715.07
Agency Mortgage-Backed Securities
GNII SF 003160 M
2031-11-20
6.000000
15066501.00
227398.64
Agency Mortgage-Backed Securities
GNII SF 003187 M
2032-01-20
6.000000
18092997.00
279521.50
Agency Mortgage-Backed Securities
GNII SF 003172 M
2031-12-20
6.000000
20000000.00
310319.23
Agency Mortgage-Backed Securities
GNII SF 003200 M
2032-02-20
6.000000
5041960.00
87390.01
Agency Mortgage-Backed Securities
GNII SF 003442 M
2033-09-20
5.000000
5359493.00
361325.84
Agency Mortgage-Backed Securities
GNMI SF 573801 X
2032-07-15
6.500000
7567296.00
87404.16
Agency Mortgage-Backed Securities
GNMI SF 365091 X
2024-07-15
8.500000
7672893.00
55388.66
Agency Mortgage-Backed Securities
GNMI SF 582021 X
2032-08-15
6.500000
3969584.00
50807.30
Agency Mortgage-Backed Securities
GNMI SF 615639 X
2033-09-15
4.500000
4012485.00
228030.71
Agency Mortgage-Backed Securities
GNMI SF 615519 X
2033-09-15
4.500000
4176701.00
248051.08
Agency Mortgage-Backed Securities
GNMI SF 481597 X
2029-07-15
6.000000
3000000.00
76787.49
Agency Mortgage-Backed Securities
GNMI SF 510766 X
2035-02-15
4.500000
3635280.00
218699.27
Agency Mortgage-Backed Securities
GNMI SF 612376 X
2033-11-15
5.500000
3810739.00
189011.76
Agency Mortgage-Backed Securities
GNMI SF 520782 X
2035-03-15
5.000000
2274999.00
164246.20
Agency Mortgage-Backed Securities
GNMI SF 603382 X
2033-01-15
5.500000
1968000.00
48207.03
Agency Mortgage-Backed Securities
GNMI SF 615516 X
2033-09-15
4.500000
959081.00
74215.87
Agency Mortgage-Backed Securities
GNMI SF 625548 X
2033-12-15
6.000000
970201.00
50519.13
Agency Mortgage-Backed Securities
GNMI SF 622504 X
2033-10-15
5.000000
996889.00
85682.60
Agency Mortgage-Backed Securities
GNMI SP 783406 X
2040-09-15
5.000000
884762.00
112472.83
Agency Mortgage-Backed Securities
GNMI SP 782557 X
2039-01-15
5.000000
835000.00
91138.26
Agency Mortgage-Backed Securities
GNMI SF 710551 X
2040-04-15
5.000000
844792.00
475346.74
Agency Mortgage-Backed Securities
GNMI SF 641734 X
2035-09-15
4.500000
1154384.00
59967.91
Agency Mortgage-Backed Securities
GNMI SF 640964 X
2035-05-15
5.500000
1214343.00
44649.26
Agency Mortgage-Backed Securities
GNMI SF 602394 X
2033-09-15
4.500000
1250221.00
78270.26
Agency Mortgage-Backed Securities
GNMI SF 613028 X
2033-08-15
5.000000
1009152.00
76061.78
Agency Mortgage-Backed Securities
GNMI SF 622278 X
2035-04-15
5.000000
2000000.00
101584.97
Agency Mortgage-Backed Securities
GNMI SF 604548 X
2033-08-15
4.500000
2004918.00
135501.82
Agency Mortgage-Backed Securities
GNII SF 003557 M
2034-05-20
6.000000
1550000.00
92089.52
Agency Mortgage-Backed Securities
GNMI SF 593721 X
2033-08-15
5.500000
1563162.00
481379.91
Agency Mortgage-Backed Securities
GNMI SF 520202 X
2034-04-15
5.500000
1588853.00
93234.41
Agency Mortgage-Backed Securities
GNMI SF 615279 X
2033-07-15
5.000000
1593448.00
89152.71
Agency Mortgage-Backed Securities
GNMI SF 574694 X
2034-09-15
5.500000
1112388.00
86262.30
Agency Mortgage-Backed Securities
GNMI SF AB2872 X
2042-09-15
3.000000
97122.00
62751.08
Agency Mortgage-Backed Securities
GNII SF MA1350 M
2028-10-20
3.000000
99032.00
39702.34
Agency Mortgage-Backed Securities
GNMI SF AP0273 X
2045-08-15
3.500000
100000.00
80486.99
Agency Mortgage-Backed Securities
GNMI SF 704870 X
2040-02-15
4.000000
100000.00
10926.06
Agency Mortgage-Backed Securities
GNMI SF AD2661 X
2043-04-15
3.000000
92306.00
32019.63
Agency Mortgage-Backed Securities
GNMI SF 719454 X
2040-11-15
4.000000
95000.00
30357.73
Agency Mortgage-Backed Securities
GNMI SF AD2414 X
2043-05-15
3.500000
500000.00
274712.76
Agency Mortgage-Backed Securities
GNII SF 004076 M
2038-01-20
7.500000
486038.00
58867.28
Agency Mortgage-Backed Securities
GNMI SF AE3299 X
2046-09-15
2.500000
478104.00
438306.26
Agency Mortgage-Backed Securities
GNMI SF 736157 X
2041-05-15
5.000000
479330.00
216097.74
Agency Mortgage-Backed Securities
GNII SF MA0467 M
2039-07-20
6.000000
480000.00
93662.21
Agency Mortgage-Backed Securities
GNMI SF AM8203 X
2045-05-15
4.000000
482680.00
333887.36
Agency Mortgage-Backed Securities
GNMI SP 783622 X
2041-06-15
6.000000
552399.00
109234.40
Agency Mortgage-Backed Securities
GNMI SP 782996 X
2040-06-15
5.000000
552594.00
74993.04
Agency Mortgage-Backed Securities
GNMI SF AM6398 X
2045-05-15
3.500000
553885.00
424661.64
Agency Mortgage-Backed Securities
GNII SF MA0318 M
2042-08-20
3.500000
529000.00
200100.18
Agency Mortgage-Backed Securities
GNMI SF 646027 X
2037-09-15
6.000000
538491.00
94282.30
Agency Mortgage-Backed Securities
GNII SF MA0157 M
2042-06-20
5.000000
540000.00
95076.10
Agency Mortgage-Backed Securities
GNMI SF 702172 X
2039-07-15
4.000000
540428.00
150666.53
Agency Mortgage-Backed Securities
GNII SF 004170 M
2038-06-20
6.000000
509128.00
25457.71
Agency Mortgage-Backed Securities
GNMI SP 782808 X
2039-10-15
5.500000
517000.00
28646.16
Agency Mortgage-Backed Securities
GNMI SF 667421 X
2039-10-15
5.000000
523286.00
87054.99
Agency Mortgage-Backed Securities
GNMI SP 783720 X
2040-09-15
6.000000
96063.00
22971.60
Agency Mortgage-Backed Securities
GNII SF AC3886 C
2042-12-20
3.500000
31222.00
11088.43
Agency Mortgage-Backed Securities
GNMI SF AO8124 X
2045-09-15
4.500000
30284.00
18688.71
Agency Mortgage-Backed Securities
GNMI SP 784312 X
2045-09-15
5.500000
25391.00
22635.06
Agency Mortgage-Backed Securities
GNMI SF 658570 X
2036-08-15
6.000000
2957680.00
58789.60
Agency Mortgage-Backed Securities
GNMI SF 676978 X
2038-05-15
5.500000
2701000.00
89940.02
Agency Mortgage-Backed Securities
GNMI SF 645916 X
2036-05-15
6.000000
2743530.00
124553.05
Agency Mortgage-Backed Securities
GNMI SF 617567 X
2037-06-15
6.000000
2792800.00
74903.71
Agency Mortgage-Backed Securities
GNMI SF 672415 X
2037-12-15
6.000000
2575749.00
64519.84
Agency Mortgage-Backed Securities
GNMI SF 671536 X
2037-09-15
6.500000
2612635.00
133569.61
Agency Mortgage-Backed Securities
GNMI SF 658133 X
2036-10-15
6.500000
2626430.00
52351.82
Agency Mortgage-Backed Securities
GNMI SP 782449 X
2038-09-15
6.000000
2660119.00
81289.23
Agency Mortgage-Backed Securities
GNMI SF 668973 X
2037-03-15
6.000000
2665216.00
66500.02
Agency Mortgage-Backed Securities
GNMI SF 698235 X
2039-06-15
5.000000
2500000.00
158090.06
Agency Mortgage-Backed Securities
GNII SF 004052 M
2037-11-20
7.500000
2535683.00
59989.81
Agency Mortgage-Backed Securities
GNMI SF 633231 X
2034-08-15
6.500000
164753.00
15172.90
Agency Mortgage-Backed Securities
GNMI SP 782162 X
2036-03-15
5.000000
100000.00
10358.19
Agency Mortgage-Backed Securities
GNMI SF AE3307 X
2046-10-15
2.500000
96182.00
87998.80
Agency Mortgage-Backed Securities
GNMI SF 520313 X
2035-02-15
5.000000
325000.00
52621.48
Agency Mortgage-Backed Securities
GNMI SF AC6066 X
2043-06-15
3.000000
60897.00
34027.26
Agency Mortgage-Backed Securities
GNMI SF AV7453 X
2046-09-15
3.000000
61410.00
58206.73
Agency Mortgage-Backed Securities
GNII SF 003840 M
2036-04-20
5.000000
3000000.00
153261.48
Agency Mortgage-Backed Securities
GNMI SF 487820 X
2039-03-15
5.000000
2884347.00
213737.01
Agency Mortgage-Backed Securities
GNMI SF 724230 X
2039-08-15
5.000000
2900000.00
634684.71
Agency Mortgage-Backed Securities
GNMI SF 676797 X
2038-04-15
6.000000
2912574.00
85750.03
Agency Mortgage-Backed Securities
GNMI SF AU1961 X
2046-11-15
2.500000
79378.00
72770.69
Agency Mortgage-Backed Securities
GNMI SF 698094 X
2039-04-15
4.500000
75000.00
5595.71
Agency Mortgage-Backed Securities
GNMI SF 666391 X
2043-08-15
3.000000
71176.00
36695.85
Agency Mortgage-Backed Securities
GNMI SF AZ2142 X
2047-03-15
4.000000
523675.00
475111.66
Agency Mortgage-Backed Securities
GNMI SF 755661 X
2040-12-15
3.500000
528063.00
289616.05
Agency Mortgage-Backed Securities
GNMI SF 737794 X
2040-12-15
4.000000
500000.00
210662.41
Agency Mortgage-Backed Securities
GNMI SP 783653 X
2040-08-15
5.000000
500000.00
150930.57
Agency Mortgage-Backed Securities
GNMI SP 783065 X
2040-06-15
5.000000
505941.00
56699.08
Agency Mortgage-Backed Securities
GNMI SF 767167 X
2041-07-15
4.500000
497666.00
86656.07
Agency Mortgage-Backed Securities
GNMI SF 723934 X
2039-08-15
5.500000
385003.00
23597.80
Agency Mortgage-Backed Securities
GNMI SP 782200 X
2037-10-15
5.000000
388946.00
23244.11
Agency Mortgage-Backed Securities
GNMI SF BA2361 X
2047-06-15
5.000000
388989.00
315530.01
Agency Mortgage-Backed Securities
GNII SF MA2759 M
2038-09-20
6.000000
389944.00
134387.51
Agency Mortgage-Backed Securities
GNMI SF 685650 X
2038-04-15
6.000000
353978.00
47293.98
Agency Mortgage-Backed Securities
GNII SF 004928 M
2038-12-20
6.000000
363718.00
40960.03
Agency Mortgage-Backed Securities
GNII SF 004559 M
2039-10-20
5.000000
375000.00
48822.14
Agency Mortgage-Backed Securities
GNII SF 004837 M
2040-10-20
6.000000
378545.00
43869.57
Agency Mortgage-Backed Securities
GNMI SF 667428 X
2039-11-15
5.000000
326335.00
60723.36
Agency Mortgage-Backed Securities
GNMI SP 782858 X
2039-11-15
6.000000
327790.00
24378.24
Agency Mortgage-Backed Securities
GNMI SF 749370 X
2041-05-15
5.000000
345405.00
109598.71
Agency Mortgage-Backed Securities
GNMI SF 710177 X
2039-03-15
5.000000
316705.00
41136.91
Agency Mortgage-Backed Securities
GNMI SF AW1711 X
2046-11-15
2.500000
318712.00
279603.63
Agency Mortgage-Backed Securities
GNII SF MA2227 M
2044-09-20
5.500000
325000.00
115334.39
Agency Mortgage-Backed Securities
GNMI SP 782090 X
2036-05-15
6.500000
325000.00
19784.95
Agency Mortgage-Backed Securities
GNMI SF 721215 X
2039-11-15
5.000000
300000.00
54871.90
Agency Mortgage-Backed Securities
GNMI SF AK1681 X
2044-11-15
3.000000
63981.00
38527.21
Agency Mortgage-Backed Securities
GNII SF MA3428 M
2031-02-20
3.000000
67933.00
45074.88
Agency Mortgage-Backed Securities
GNMI SF 354674 X
2023-10-15
7.000000
37100.00
118.40
Agency Mortgage-Backed Securities
GNMI SF AD1624 X
2043-01-15
3.500000
9407.00
4759.11
Agency Mortgage-Backed Securities
GNMI SF 603130 X
2033-10-15
6.000000
30000.00
722.52
Agency Mortgage-Backed Securities
GNII SF 001344 M
2020-02-20
9.000000
30000.00
11.45
Agency Mortgage-Backed Securities
GNMI SF 725985 X
2040-03-15
4.500000
4035.00
614.56
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-J18 A-2 20220825 3.0
2022-08-25
3.065000
6300000.00
6294796.20
Agency Collateralized Mortgage Obligation
GNMI SF 658059 X
2036-08-15
6.500000
670610.00
9689.55
Agency Mortgage-Backed Securities
GNMI SF 622534 X
2033-10-15
4.500000
30267.00
2683.73
Agency Mortgage-Backed Securities
GNMI SF 425656 X
2026-07-15
8.500000
30336.00
817.49
Agency Mortgage-Backed Securities
GNMI SF 619585 X
2033-09-15
4.500000
30473.00
1534.37
Agency Mortgage-Backed Securities
GNMI SF 586343 X
2035-01-15
6.000000
31988.00
796.20
Agency Mortgage-Backed Securities
GNMI SF 263815 X
2019-07-15
10.000000
495000.00
223.98
Agency Mortgage-Backed Securities
GNMI SF 604623 X
2033-09-15
5.000000
500000.00
30334.06
Agency Mortgage-Backed Securities
GNMI SF 587307 X
2032-09-15
6.000000
500000.00
8683.43
Agency Mortgage-Backed Securities
GNMI SF 335228 X
2023-12-15
7.500000
456093.00
1671.66
Agency Mortgage-Backed Securities
GNMI SF 649515 X
2035-10-15
4.500000
465462.00
41294.87
Agency Mortgage-Backed Securities
GNMI SF 348705 X
2023-06-15
7.500000
469000.00
477.98
Agency Mortgage-Backed Securities
GNMI SF 291118 X
2020-07-15
9.000000
480000.00
305.21
Agency Mortgage-Backed Securities
GNMI SF 328182 X
2022-08-15
8.500000
484898.00
524.84
Agency Mortgage-Backed Securities
GNMI SF 359964 X
2023-12-15
7.500000
486400.00
4474.44
Agency Mortgage-Backed Securities
GNMI SF 380324 X
2024-01-15
7.500000
406701.00
334.80
Agency Mortgage-Backed Securities
GNMI SF 373654 X
2026-04-15
6.500000
416548.00
7164.20
Agency Mortgage-Backed Securities
GNII SF 002973 M
2030-09-20
8.000000
438882.00
1054.21
Agency Mortgage-Backed Securities
GNII SF MA4381 M
2047-04-20
3.000000
80000.00
70372.49
Agency Mortgage-Backed Securities
GNMI SF BC1388 X
2047-09-15
4.500000
724895.00
747425.30
Agency Mortgage-Backed Securities
GNMI SF AV7452 X
2046-09-15
3.000000
743428.00
677887.90
Agency Mortgage-Backed Securities
GNMI SP 782559 X
2039-01-15
6.500000
696295.00
28484.50
Agency Mortgage-Backed Securities
GNMI SF 362613 X
2026-01-15
7.500000
491181.00
2283.75
Agency Mortgage-Backed Securities
GNMI SF 704090 X
2038-12-15
6.000000
955263.00
38416.55
Agency Mortgage-Backed Securities
GNII SF 003978 M
2037-04-20
7.000000
40000.00
2646.90
Agency Mortgage-Backed Securities
GNMI SF BB2738 X
2047-06-15
3.000000
41374.00
39009.06
Agency Mortgage-Backed Securities
GNMI SF 438562 X
2041-04-15
5.000000
36478.00
13779.95
Agency Mortgage-Backed Securities
GNMI SF 727742 X
2040-03-15
6.000000
37297.00
11374.81
Agency Mortgage-Backed Securities
GNMI SF 687928 X
2038-09-15
6.500000
38660.00
6496.25
Agency Mortgage-Backed Securities
GNMI SF 442018 X
2026-09-15
8.500000
360000.00
1568.68
Agency Mortgage-Backed Securities
GNII SF 002687 M
2028-12-20
6.000000
365000.00
4395.80
Agency Mortgage-Backed Securities
GNMI SF 663134 X
2037-03-15
5.500000
3293398.00
155291.81
Agency Mortgage-Backed Securities
GNRA 2016-2O FA
549300M8ZYFG0OCMTT87
2066-10-20
2.345000
3400000.00
3322818.40
Agency Collateralized Mortgage Obligation
GNMI SF 458058 X
2029-03-15
7.000000
189100.00
2752.93
Agency Mortgage-Backed Securities
GNMI SF 417276 X
2026-02-15
7.000000
189800.00
582.96
Agency Mortgage-Backed Securities
GNMI SF 446688 X
2028-08-15
7.000000
191000.00
1285.14
Agency Mortgage-Backed Securities
GNMI SF 562477 X
2034-02-15
5.500000
192360.00
16435.81
Agency Mortgage-Backed Securities
GNMI SF 330551 X
2022-11-15
7.000000
199300.00
625.99
Agency Mortgage-Backed Securities
GNMI SF 466888 X
2028-07-15
7.000000
182900.00
1321.11
Agency Mortgage-Backed Securities
GNMI SF 351416 X
2024-01-15
7.000000
183100.00
428.81
Agency Mortgage-Backed Securities
GNMI SF 357309 X
2023-08-15
7.000000
183600.00
669.14
Agency Mortgage-Backed Securities
GNMI SF 352110 X
2023-08-15
7.000000
185300.00
428.80
Agency Mortgage-Backed Securities
GNMI SF 373655 X
2026-04-15
6.500000
187147.00
631.35
Agency Mortgage-Backed Securities
GNMI SF 510399 X
2035-01-15
5.000000
175000.00
18838.84
Agency Mortgage-Backed Securities
GNMI SF 352126 X
2023-06-15
7.000000
176000.00
575.05
Agency Mortgage-Backed Securities
GNMI SF 509701 X
2029-08-15
7.000000
179600.00
902.04
Agency Mortgage-Backed Securities
GNMI SF AZ0524 X
2047-04-15
4.500000
1505523.00
1345265.17
Agency Mortgage-Backed Securities
GNMI SF AZ3483 X
2047-12-15
3.500000
1508994.00
1505835.20
Agency Mortgage-Backed Securities
GNMI SF 713592 X
2039-07-15
4.000000
50000.00
8950.00
Agency Mortgage-Backed Securities
GNMI SP 782071 X
2033-05-15
7.000000
44956.00
5690.77
Agency Mortgage-Backed Securities
GNMI SF 711598 X
2041-10-15
4.000000
1700000.00
1137081.04
Agency Mortgage-Backed Securities
GNMI SF 423030 X
2026-03-15
6.500000
222660.00
3727.98
Agency Mortgage-Backed Securities
GNII SF 001268 M
2023-07-20
8.000000
223000.00
290.00
Agency Mortgage-Backed Securities
GNMI SF 449782 X
2027-12-15
7.000000
226900.00
1671.37
Agency Mortgage-Backed Securities
GNMI SF 231558 X
2024-04-15
7.500000
202834.00
556.74
Agency Mortgage-Backed Securities
GNMI SF 412382 X
2027-12-15
7.000000
204600.00
2964.89
Agency Mortgage-Backed Securities
GNII SF 001272 M
2019-10-20
9.000000
210000.00
45.96
Agency Mortgage-Backed Securities
GNMI SF 458926 X
2028-09-15
7.000000
216000.00
825.99
Agency Mortgage-Backed Securities
GNMI SF 410455 X
2028-03-15
7.000000
217500.00
374.81
Agency Mortgage-Backed Securities
GNMI SF 732531 X
2040-08-15
5.000000
125000.00
11656.61
Agency Mortgage-Backed Securities
GNMI SF 748616 X
2038-11-15
6.500000
114179.00
3695.41
Agency Mortgage-Backed Securities
GNMI SF BD8747 X
2048-01-15
5.000000
766264.00
811273.06
Agency Mortgage-Backed Securities
GNMI SF 331818 X
2022-11-15
7.000000
50000.00
71.40
Agency Mortgage-Backed Securities
GNII SF 001554 M
2024-01-20
7.500000
50000.00
86.88
Agency Mortgage-Backed Securities
GNMI SF 621640 X
2033-09-15
4.500000
39174.00
3531.76
Agency Mortgage-Backed Securities
GNMI SF 570442 X
2031-10-15
6.000000
40000.00
1198.60
Agency Mortgage-Backed Securities
GNII SF 001920 M
2024-12-20
7.500000
40000.00
531.80
Agency Mortgage-Backed Securities
GNMI SF 358226 X
2023-08-15
7.000000
40600.00
146.37
Agency Mortgage-Backed Securities
GNMI SF 398922 X
2026-10-15
8.500000
42947.00
154.84
Agency Mortgage-Backed Securities
GNMI SF 420660 X
2026-01-15
7.500000
513761.00
885.57
Agency Mortgage-Backed Securities
GNMI SF 594891 X
2032-09-15
6.500000
523987.00
18241.64
Agency Mortgage-Backed Securities
GNMI SF 315111 X
2021-12-15
9.000000
488763.00
214.39
Agency Mortgage-Backed Securities
GNII SF 004060 M
2037-12-20
6.000000
850622.00
35136.52
Agency Mortgage-Backed Securities
GNMI SF 673304 X
2045-09-15
3.000000
772301.00
627244.03
Agency Mortgage-Backed Securities
GNMI SF BB8071 X
2047-08-15
5.000000
781270.00
742482.92
Agency Mortgage-Backed Securities
GNMI SP 783091 X
2040-06-15
5.500000
782345.00
128222.22
Agency Mortgage-Backed Securities
GNMI SF 697650 X
2038-10-15
6.000000
87000.00
2703.94
Agency Mortgage-Backed Securities
GNMI SF 550684 X
2035-10-15
4.500000
622582.00
22908.54
Agency Mortgage-Backed Securities
GNMI SF 415731 X
2026-03-15
6.500000
665000.00
30128.90
Agency Mortgage-Backed Securities
GNMI SF 548259 X
2031-12-15
5.500000
684700.00
106327.79
Agency Mortgage-Backed Securities
GNMI SF 602117 X
2033-02-15
6.000000
690000.00
8077.78
Agency Mortgage-Backed Securities
GNMI SF 368055 X
2023-11-15
7.500000
525300.00
5518.86
Agency Mortgage-Backed Securities
GNMI SF 454446 X
2028-06-15
7.000000
533200.00
3814.33
Agency Mortgage-Backed Securities
GNMI SF 271730 X
2020-01-15
9.000000
545000.00
247.21
Agency Mortgage-Backed Securities
GNMI SF 579077 X
2031-12-15
6.000000
590000.00
13717.16
Agency Mortgage-Backed Securities
GNII SF 002658 M
2028-10-20
6.500000
594000.00
4257.12
Agency Mortgage-Backed Securities
GNMI SF 252943 X
2018-06-15
9.000000
500000.00
5.81
Agency Mortgage-Backed Securities
GNMI SF 415014 X
2026-01-15
7.500000
500072.00
1668.58
Agency Mortgage-Backed Securities
GNMI SF 360841 X
2024-04-15
7.500000
501270.00
3027.35
Agency Mortgage-Backed Securities
GNMI SF 408247 X
2026-03-15
6.500000
510467.00
2352.48
Agency Mortgage-Backed Securities
GNMI SF AU2553 X
2046-07-15
4.000000
397519.00
196931.62
Agency Mortgage-Backed Securities
GNMI SF 733119 X
2040-04-15
5.000000
400000.00
51289.47
Agency Mortgage-Backed Securities
GNMI SP 782114 X
2036-09-15
5.000000
400000.00
33586.42
Agency Mortgage-Backed Securities
GNMI SF 565184 X
2037-06-15
5.500000
8658740.00
503452.92
Agency Mortgage-Backed Securities
GNMI SP 783403 X
2041-09-15
3.500000
3847578.00
1226151.20
Agency Mortgage-Backed Securities
GNRA 2017-1O FC
549300M8ZYFG0OCMTT87
2066-12-20
2.525000
3500000.00
3514758.10
Agency Collateralized Mortgage Obligation
GNMI SF BA0244 X
2047-04-15
4.000000
138432.00
129297.84
Agency Mortgage-Backed Securities
GNMI SP 780378 X
2019-01-15
11.000000
645762.00
0.09
Agency Mortgage-Backed Securities
GNII SF MA5138 M
2048-04-20
4.500000
593377.00
620898.42
Agency Mortgage-Backed Securities
GNII SF 004195 M
2038-07-20
6.000000
595987.00
27857.81
Agency Mortgage-Backed Securities
GNII SF 004063 M
2037-12-20
7.500000
578154.00
26453.86
Agency Mortgage-Backed Securities
GNII SF MA4455 M
2047-05-20
5.500000
579309.00
443858.61
Agency Mortgage-Backed Securities
GNMI SF AJ3086 X
2046-06-15
4.000000
104440.00
56023.39
Agency Mortgage-Backed Securities
GNMI SP 782461 X
2032-03-15
7.500000
100000.00
26274.74
Agency Mortgage-Backed Securities
GNMI SF 654673 X
2041-09-15
4.500000
100000.00
7387.68
Agency Mortgage-Backed Securities
GNMI SP 782442 X
2038-10-15
5.000000
100000.00
5268.57
Agency Mortgage-Backed Securities
GNII SF AY2390 C
2047-11-20
3.500000
1578703.00
1573479.49
Agency Mortgage-Backed Securities
GNMI SF AV1814 X
2046-08-15
3.000000
1460247.00
1360170.39
Agency Mortgage-Backed Securities
GNII SF MA3737 M
2046-06-20
4.000000
1485000.00
918912.32
Agency Mortgage-Backed Securities
GNMI SP 782405 X
2038-09-15
5.500000
2958065.00
176932.22
Agency Mortgage-Backed Securities
GNII SF 005069 M
2031-07-20
7.500000
109122.00
7946.65
Agency Mortgage-Backed Securities
GNMI SF 681615 X
2038-11-15
5.000000
110000.00
24251.48
Agency Mortgage-Backed Securities
GNMI SF 681706 X
2038-12-15
6.000000
113276.00
17927.37
Agency Mortgage-Backed Securities
GNMI SF AV7558 X
2046-09-15
2.500000
307292.00
280450.30
Agency Mortgage-Backed Securities
GNMI SF 685628 X
2038-04-15
5.000000
285757.00
29925.59
Agency Mortgage-Backed Securities
GNMI SP 782028 X
2035-11-15
7.500000
278000.00
32487.55
Agency Mortgage-Backed Securities
GNII SF MA4380 M
2047-03-20
2.500000
269619.00
241207.24
Agency Mortgage-Backed Securities
FNRM RC035CD R18F035
2048-05-25
3.000000
7977260.00
7743252.40
Agency Collateralized Mortgage Obligation
GNMI SF 642005 X
2036-05-15
6.500000
384174.00
32493.42
Agency Mortgage-Backed Securities
GNAR AF 082854 M
2041-06-20
2.625000
3224781.00
410800.17
Agency Mortgage-Backed Securities
GNMI SF 722282 X
2039-09-15
4.500000
175000.00
32742.35
Agency Mortgage-Backed Securities
GNMI SF 732515 X
2040-06-15
6.000000
159759.00
32269.85
Agency Mortgage-Backed Securities
GNMI SF 733153 X
2040-05-15
4.500000
150000.00
32201.23
Agency Mortgage-Backed Securities
GNMI SF 699271 X
2038-09-15
6.500000
153918.00
7026.73
Agency Mortgage-Backed Securities
GNMI SF BC7080 X
2047-10-15
5.000000
949142.00
965788.89
Agency Mortgage-Backed Securities
GNII SF MA4067 M
2046-11-20
2.500000
886485.00
751451.02
Agency Mortgage-Backed Securities
GNMI SF 469794 X
2028-12-15
7.000000
113900.00
1015.77
Agency Mortgage-Backed Securities
GNMI SF 395470 X
2026-04-15
6.500000
114786.00
440.74
Agency Mortgage-Backed Securities
GNMI SF 456169 X
2028-04-15
7.000000
121700.00
2371.89
Agency Mortgage-Backed Securities
GNMI SP 780742 X
2024-09-15
7.000000
188500.00
1350.51
Agency Mortgage-Backed Securities
GNMI SF 741902 X
2040-04-15
6.000000
169924.00
32533.39
Agency Mortgage-Backed Securities
GNMI SP 780464 X
2026-11-15
7.000000
147000.00
754.54
Agency Mortgage-Backed Securities
GNMI SF 745831 X
2040-09-15
4.000000
150000.00
42544.56
Agency Mortgage-Backed Securities
GNMI SF AQ0568 X
2047-01-15
4.000000
1299912.00
918905.20
Agency Mortgage-Backed Securities
GNMI SF BC1382 X
2047-09-15
4.500000
1310866.00
1350036.98
Agency Mortgage-Backed Securities
GNMI SF 521285 X
2035-04-15
5.500000
180000.00
20296.80
Agency Mortgage-Backed Securities
GNMI SF 352050 X
2023-10-15
7.000000
181000.00
159.43
Agency Mortgage-Backed Securities
GNMI SF 698033 X
2039-01-15
5.500000
1459000.00
20997.36
Agency Mortgage-Backed Securities
GNII SF BG1321 C
2048-03-20
4.000000
1420192.00
1458166.18
Agency Mortgage-Backed Securities
GNMI SF 671529 X
2037-09-15
6.500000
855880.00
24644.13
Agency Mortgage-Backed Securities
GNMI SF 422413 X
2026-01-15
7.500000
122189.00
736.07
Agency Mortgage-Backed Securities
GNMI SF 626967 X
2045-08-15
3.000000
590000.00
542009.59
Agency Mortgage-Backed Securities
GNMI SF AE3344 X
2046-05-15
2.500000
555840.00
503942.20
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-032 A-1 20230225 3.0
2023-02-25
3.016000
47000000.00
29185861.52
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-034 A-1 20230225 2.6
2023-02-25
2.669000
50000000.00
33938540.89
Agency Collateralized Mortgage Obligation
FHLMC SERIES K-036 A-1 20230425 2.7
2023-04-25
2.777000
5000000.00
3211845.53
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F39 A 20241125 FLT
2024-11-25
2.203130
300000.00
300265.06
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-1501 A-3 20300425 3.5
2030-04-25
3.511000
1067070.00
1057389.54
Agency Collateralized Mortgage Obligation
GNMI SF 615514 X
2033-08-15
4.500000
25411.00
1960.53
Agency Mortgage-Backed Securities
GNMI SF 587128 X
2032-06-15
6.000000
26000.00
375.17
Agency Mortgage-Backed Securities
GNMI SF 486600 X
2028-10-15
7.500000
26927.00
36.72
Agency Mortgage-Backed Securities
GNMI SF 411796 X
2027-06-15
8.500000
27248.00
191.55
Agency Mortgage-Backed Securities
GNMI SF 644935 X
2035-07-15
6.000000
28571.00
822.29
Agency Mortgage-Backed Securities
GNMI SF 617301 X
2036-11-15
6.500000
2216456.00
21779.68
Agency Mortgage-Backed Securities
GNMI SF 752187 X
2046-01-15
3.000000
2143769.00
1938338.63
Agency Mortgage-Backed Securities
GNMI SF AP0269 X
2045-07-15
4.000000
2106230.00
1571801.73
Agency Mortgage-Backed Securities
GNMI SF BC3027 X
2048-03-15
3.000000
2040719.00
1994772.12
Agency Mortgage-Backed Securities
GNII SF 711724 C
2043-02-20
3.500000
2050000.00
1537498.76
Agency Mortgage-Backed Securities
GNMI SF 687923 X
2038-09-15
6.000000
2076376.00
46881.79
Agency Mortgage-Backed Securities
GNII SF MA5017 M
2048-02-20
2.500000
2011209.00
1889132.66
Agency Mortgage-Backed Securities
GNMI SF AY1159 X
2047-02-15
4.500000
1836371.00
1291556.69
Agency Mortgage-Backed Securities
GNMI SF AV8042 X
2046-09-15
3.000000
1800000.00
1662246.90
Agency Mortgage-Backed Securities
GNMI SF 645960 X
2036-08-15
6.500000
251943.00
7632.99
Agency Mortgage-Backed Securities
GNMI SP 781001 X
2029-03-15
7.500000
230000.00
1764.37
Agency Mortgage-Backed Securities
GNMI SF BC1368 X
2047-09-15
4.500000
234277.00
241685.77
Agency Mortgage-Backed Securities
GNMI SF AZ5517 X
2047-04-15
3.000000
236655.00
225929.85
Agency Mortgage-Backed Securities
GNMI SF 705092 X
2040-08-15
5.000000
245089.00
33405.14
Agency Mortgage-Backed Securities
GNMI SP 780931 X
2028-12-15
7.000000
213700.00
2034.91
Agency Mortgage-Backed Securities
GNMI SF 704573 X
2039-06-15
5.500000
3785762.00
167782.81
Agency Mortgage-Backed Securities
GNMI SF 697645 X
2038-10-15
5.500000
54468.00
1047.54
Agency Mortgage-Backed Securities
GNMI SF 698611 X
2038-11-15
6.000000
50000.00
3564.56
Agency Mortgage-Backed Securities
GNII SF 005068 M
2038-12-20
7.000000
50277.00
10174.77
Agency Mortgage-Backed Securities
GNMI SF BB3515 X
2047-09-15
4.000000
272247.00
277936.52
Agency Mortgage-Backed Securities
GNMI SF BB3385 X
2047-08-15
3.000000
1013848.00
978114.01
Agency Mortgage-Backed Securities
GNMI SF 697944 X
2039-03-15
5.000000
1022327.00
37072.52
Agency Mortgage-Backed Securities
GNMI SF AZ5544 X
2047-07-15
3.000000
1026114.00
977461.87
Agency Mortgage-Backed Securities
GNII SF AY2401 C
2048-03-20
3.500000
1738583.00
1742372.42
Agency Mortgage-Backed Securities
GNMI SF 617256 X
2036-10-15
6.500000
1031047.00
19282.61
Agency Mortgage-Backed Securities
GNMI SF BE6273 X
2048-02-15
3.500000
1001482.00
1007294.57
Agency Mortgage-Backed Securities
GNMI SP 780959 X
2021-04-15
11.000000
5188000.00
95.07
Agency Mortgage-Backed Securities
GNRA 2016-1O FE
549300M8ZYFG0OCMTT87
2066-04-20
2.424700
4900000.00
4426888.19
Agency Collateralized Mortgage Obligation
GNMI SF 701819 X
2039-04-15
5.000000
5000000.00
546308.29
Agency Mortgage-Backed Securities
GNMI SF 389817 X
2024-06-15
7.500000
50540.00
201.49
Agency Mortgage-Backed Securities
GNMI SF 607527 X
2034-06-15
5.000000
51017.00
17638.46
Agency Mortgage-Backed Securities
GNMI SF 433970 X
2028-09-15
7.000000
54000.00
456.62
Agency Mortgage-Backed Securities
GNMI SF 352902 X
2024-04-15
7.000000
56400.00
230.28
Agency Mortgage-Backed Securities
GNMI SF 357924 X
2023-07-15
7.000000
47800.00
200.61
Agency Mortgage-Backed Securities
GNMI SF 605460 X
2034-06-15
4.500000
50000.00
4212.30
Agency Mortgage-Backed Securities
GNMI SF 577297 X
2031-11-15
6.000000
50000.00
1312.45
Agency Mortgage-Backed Securities
GNII SF 001756 M
2022-01-20
8.000000
705122.00
373.24
Agency Mortgage-Backed Securities
GNMI SF 419902 X
2025-11-15
7.500000
719220.00
9577.03
Agency Mortgage-Backed Securities
GNMI SF 336471 X
2023-06-15
7.000000
92700.00
54.14
Agency Mortgage-Backed Securities
GNMI SF 569702 X
2032-02-15
7.000000
73300.00
596.46
Agency Mortgage-Backed Securities
GNMI SF 431301 X
2026-09-15
8.500000
73990.00
1353.64
Agency Mortgage-Backed Securities
GNMI SF 329845 X
2022-12-15
7.500000
74867.00
221.77
Agency Mortgage-Backed Securities
GNMI SF 615459 X
2033-08-15
5.000000
75000.00
2023.36
Agency Mortgage-Backed Securities
GNMI SF 404483 X
2024-12-15
8.500000
59153.00
163.69
Agency Mortgage-Backed Securities
GNII SF 001148 M
2023-05-20
8.000000
61394.00
124.53
Agency Mortgage-Backed Securities
GNMI SF 491584 X
2034-01-15
5.500000
64422.00
7522.36
Agency Mortgage-Backed Securities
GNMI SF 647769 X
2035-09-15
4.500000
65401.00
10889.92
Agency Mortgage-Backed Securities
GNMI SF 681624 X
2038-11-15
6.000000
221699.00
35780.54
Agency Mortgage-Backed Securities
GNMI SF 698654 X
2038-11-15
6.000000
203598.00
32369.85
Agency Mortgage-Backed Securities
GNMI SF AQ0573 X
2047-02-15
4.000000
209915.00
171067.14
Agency Mortgage-Backed Securities
GNMI SF 626938 X
2045-04-15
4.000000
212000.00
179145.47
Agency Mortgage-Backed Securities
GNMI SP 780914 X
2028-11-15
6.000000
200000.00
2839.53
Agency Mortgage-Backed Securities
GNMI SP 781205 X
2030-07-15
8.500000
201505.00
636.21
Agency Mortgage-Backed Securities
GNMI SF AX2595 X
2047-08-15
3.000000
199353.00
192423.92
Agency Mortgage-Backed Securities
GNII SF 001871 M
2024-09-20
9.000000
891825.00
632.02
Agency Mortgage-Backed Securities
GNMI SF 609413 X
2033-05-15
5.500000
892906.00
27222.47
Agency Mortgage-Backed Securities
GNMI SF 487108 X
2029-04-15
6.000000
745000.00
8198.53
Agency Mortgage-Backed Securities
GNII SF 002717 M
2029-02-20
7.500000
810000.00
4601.95
Agency Mortgage-Backed Securities
GNMI SF AY1221 X
2047-01-15
3.000000
472836.00
450549.17
Agency Mortgage-Backed Securities
GNMI SP 780311 X
2021-12-15
9.500000
451693.00
661.03
Agency Mortgage-Backed Securities
GNMI SF 620539 X
2033-08-15
4.500000
25152.00
1336.99
Agency Mortgage-Backed Securities
GNII SF 003555 M
2034-05-20
5.000000
25000.00
1727.80
Agency Mortgage-Backed Securities
GNMI SF 552152 X
2031-11-15
6.000000
25000.00
970.80
Agency Mortgage-Backed Securities
GNMI SF 490070 X
2028-12-15
6.000000
25000.00
1159.82
Agency Mortgage-Backed Securities
GNII SF MA5135 M
2048-04-20
3.000000
1253000.00
1224803.32
Agency Mortgage-Backed Securities
GNMI SF BD5955 X
2047-11-15
5.000000
1051937.00
1112271.98
Agency Mortgage-Backed Securities
GNMI SP 781315 X
2031-07-15
6.500000
1063480.00
7964.36
Agency Mortgage-Backed Securities
GNMI SF 661591 X
2037-01-15
6.500000
1067123.00
40759.37
Agency Mortgage-Backed Securities
GNMI SP 782076 X
2036-03-15
5.500000
1140668.00
55055.76
Agency Mortgage-Backed Securities
GNMI SF 710137 X
2040-11-15
4.000000
23801.00
6535.71
Agency Mortgage-Backed Securities
GNII SF MA1519 M
2043-08-20
2.500000
25000.00
16615.18
Agency Mortgage-Backed Securities
GNMI SF 714529 X
2039-06-15
4.000000
25000.00
7885.32
Agency Mortgage-Backed Securities
GNMI SF 720822 X
2039-06-15
4.500000
14084.00
1071.53
Agency Mortgage-Backed Securities
GNMI SF 659686 X
2036-10-15
6.500000
15012.00
411.11
Agency Mortgage-Backed Securities
GNMI SF 717109 X
2039-05-15
4.000000
20028.00
3001.66
Agency Mortgage-Backed Securities
GNMI SP 780386 X
2023-12-15
7.000000
21000.00
75.70
Agency Mortgage-Backed Securities
GNMI SF 431842 X
2026-12-15
8.500000
25000.00
442.61
Agency Mortgage-Backed Securities
GNMI SF 282746 X
2020-04-15
9.000000
25000.00
3.39
Agency Mortgage-Backed Securities
GNMI SF 604944 X
2034-01-15
4.500000
25000.00
2106.97
Agency Mortgage-Backed Securities
GNMI SF 613853 X
2033-08-15
4.500000
25000.00
2149.91
Agency Mortgage-Backed Securities
GNMI SF 598644 X
2033-04-15
5.000000
25000.00
1513.56
Agency Mortgage-Backed Securities
FNRM CL112PD R10F112
2040-10-25
3.000000
56534958.00
4495869.27
Agency Collateralized Mortgage Obligation
GNMI SF 635077 X
2046-05-15
2.500000
432635.00
377737.26
Agency Mortgage-Backed Securities
GNMI SF 708146 X
2039-02-15
6.000000
412624.00
15476.60
Agency Mortgage-Backed Securities
GNMI SF 723539 X
2039-12-15
5.000000
25675.00
3387.64
Agency Mortgage-Backed Securities
GNMI SF 699513 X
2038-10-15
5.000000
25000.00
1083.88
Agency Mortgage-Backed Securities
GNMI SF AN6704 X
2045-07-15
4.000000
25000.00
20675.27
Agency Mortgage-Backed Securities
GNMI SF 740434 X
2040-05-15
4.500000
25000.00
936.97
Agency Mortgage-Backed Securities
GNMI SF 732462 X
2040-05-15
4.500000
25000.00
4031.38
Agency Mortgage-Backed Securities
GNMI SF 697748 X
2039-03-15
4.500000
25000.00
2274.81
Agency Mortgage-Backed Securities
GNMI SF 366766 X
2024-04-15
6.500000
6731189.00
28486.08
Agency Mortgage-Backed Securities
GNII SF 002975 M
2030-09-20
9.000000
3854974.00
1978.19
Agency Mortgage-Backed Securities
GNMI SF 370869 X
2023-10-15
7.000000
3928432.00
11713.33
Agency Mortgage-Backed Securities
GNMI SF 466419 X
2028-12-15
7.000000
104200.00
294.47
Agency Mortgage-Backed Securities
GNII SF 002004 M
2025-05-20
7.500000
105000.00
460.71
Agency Mortgage-Backed Securities
GNMI SF 446726 X
2028-09-15
7.000000
108393.00
821.06
Agency Mortgage-Backed Securities
GNMI SF 486540 X
2028-09-15
7.000000
110200.00
329.58
Agency Mortgage-Backed Securities
GNMI SF 598487 X
2032-12-15
6.000000
100000.00
2550.05
Agency Mortgage-Backed Securities
GNII SF 001596 M
2021-04-20
9.000000
100000.00
60.64
Agency Mortgage-Backed Securities
GNMI SF 352138 X
2023-07-15
7.000000
2921044.00
5936.82
Agency Mortgage-Backed Securities
GNII SF 002380 M
2027-02-20
8.500000
2985559.00
5456.61
Agency Mortgage-Backed Securities
GNMI SF 604562 X
2018-08-15
3.500000
3000000.00
9502.62
Agency Mortgage-Backed Securities
GNMI SF 355509 X
2023-09-15
8.000000
2100000.00
9770.17
Agency Mortgage-Backed Securities
GNMI SF 264514 X
2018-12-15
10.000000
2110000.00
118.64
Agency Mortgage-Backed Securities
GNMI SF 375030 X
2024-04-15
6.500000
2110034.00
10797.15
Agency Mortgage-Backed Securities
GNMI SF 553247 X
2033-05-15
5.500000
2732640.00
93758.93
Agency Mortgage-Backed Securities
GNMI SF 360226 X
2024-02-15
6.500000
1915297.00
3624.94
Agency Mortgage-Backed Securities
GNMI SF 372212 X
2025-09-15
7.000000
1968216.00
22242.89
Agency Mortgage-Backed Securities
GNMI SF 343426 X
2024-02-15
6.000000
1000000.00
20622.07
Agency Mortgage-Backed Securities
GNII SF 002501 M
2027-10-20
9.000000
859653.00
2487.57
Agency Mortgage-Backed Securities
GNMI SF 486538 X
2028-09-15
7.000000
100700.00
1830.98
Agency Mortgage-Backed Securities
GNMI SF 417226 X
2026-01-15
7.000000
96200.00
244.99
Agency Mortgage-Backed Securities
GNMI SF 406475 X
2026-04-15
7.000000
96400.00
671.98
Agency Mortgage-Backed Securities
GNMI SF 427302 X
2026-06-15
7.000000
96700.00
1221.27
Agency Mortgage-Backed Securities
GNMI SF 595887 X
2033-06-15
5.500000
100000.00
12581.20
Agency Mortgage-Backed Securities
GNMI SF 579204 X
2032-03-15
6.000000
100000.00
3150.61
Agency Mortgage-Backed Securities
GNMI SF 416033 X
2025-12-15
7.000000
92700.00
1159.21
Agency Mortgage-Backed Securities
GNMI SF 585115 X
2033-01-15
6.000000
1213117.00
32131.27
Agency Mortgage-Backed Securities
GNII SF 002143 M
2025-12-20
9.000000
1000000.00
2591.69
Agency Mortgage-Backed Securities
GNMI SF 424629 X
2027-01-15
7.000000
94000.00
121.13
Agency Mortgage-Backed Securities
GNMI SF 577638 X
2032-08-15
6.000000
75000.00
1565.44
Agency Mortgage-Backed Securities
GNII SF 002713 M
2029-02-20
6.000000
80160.00
1019.51
Agency Mortgage-Backed Securities
GNMI SF 412583 X
2026-04-15
6.500000
1014247.00
5788.05
Agency Mortgage-Backed Securities
GNMI SF 290406 X
2020-07-15
10.000000
1020000.00
541.23
Agency Mortgage-Backed Securities
GNMI SF 352045 X
2023-10-15
6.500000
1078400.00
4941.49
Agency Mortgage-Backed Securities
GNMI SF 604661 X
2033-10-15
5.000000
1099400.00
106587.17
Agency Mortgage-Backed Securities
GNII SF 000058 M
2022-07-20
9.000000
930000.00
1356.65
Agency Mortgage-Backed Securities
GNMI SF 431529 X
2026-11-15
7.750000
935025.00
3210.87
Agency Mortgage-Backed Securities
GNMI SF 345910 X
2023-12-15
6.000000
2003013.00
8565.87
Agency Mortgage-Backed Securities
GNII SF 001940 M
2025-01-20
9.000000
1450590.00
2319.05
Agency Mortgage-Backed Securities
GNII SF 003238 M
2032-05-20
6.000000
1300000.00
19441.13
Agency Mortgage-Backed Securities
GNMI SF 602212 X
2033-03-15
6.000000
1309906.00
40687.46
Agency Mortgage-Backed Securities
GNII SF 003231 M
2032-04-20
8.000000
1363507.00
11131.58
Agency Mortgage-Backed Securities
GNII SF 002038 M
2025-07-20
8.500000
1400000.00
974.71
Agency Mortgage-Backed Securities
GNMI SF 584019 X
2032-08-15
6.000000
1428251.00
32930.10
Agency Mortgage-Backed Securities
GNMI SF 383551 X
2024-02-15
6.500000
1448208.00
10020.40
Agency Mortgage-Backed Securities
GNMI SF 247370 X
2026-04-15
6.500000
1109963.00
21803.07
Agency Mortgage-Backed Securities
GNMI SF 350926 X
2023-08-15
7.000000
93600.00
16.63
Agency Mortgage-Backed Securities
GNMI SF 349721 X
2023-08-15
7.000000
93600.00
594.75
Agency Mortgage-Backed Securities
GNMI SF 362571 X
2023-08-15
7.000000
93600.00
1449.69
Agency Mortgage-Backed Securities
GNMI SF 457801 X
2028-08-15
7.000000
93600.00
958.34
Agency Mortgage-Backed Securities
GNMI SF 685796 X
2038-05-15
6.500000
93140.00
6549.83
Agency Mortgage-Backed Securities
GNMI SP 780468 X
2023-12-15
7.000000
94400.00
475.10
Agency Mortgage-Backed Securities
GNII SF MA1265 M
2028-09-20
3.000000
75000.00
32088.25
Agency Mortgage-Backed Securities
GNMI SF 751645 X
2040-10-15
4.000000
500000.00
125260.96
Agency Mortgage-Backed Securities
GNMI SF BC3613 X
2047-08-15
5.000000
490044.00
422243.54
Agency Mortgage-Backed Securities
GNMI SP 780113 X
2024-10-15
7.000000
490500.00
2704.65
Agency Mortgage-Backed Securities
GNMI SF AK0616 X
2044-11-15
4.000000
493483.00
193565.97
Agency Mortgage-Backed Securities
GNII SF 004149 M
2038-05-20
7.500000
495486.00
14187.50
Agency Mortgage-Backed Securities
GNMI SF 253461 X
2019-12-15
9.000000
25000.00
85.50
Agency Mortgage-Backed Securities
GNMI SF 278770 X
2019-11-15
9.500000
25000.00
51.92
Agency Mortgage-Backed Securities
GNMI SF 287226 X
2020-04-15
9.500000
25000.00
26.29
Agency Mortgage-Backed Securities
GNMI SF 668585 X
2037-08-15
6.000000
536627.00
37039.80
Agency Mortgage-Backed Securities
GNMI SF AS0118 X
2046-04-15
2.500000
536966.00
482638.39
Agency Mortgage-Backed Securities
GNMI SF AV9701 X
2047-01-15
3.000000
516862.00
494878.47
Agency Mortgage-Backed Securities
GNMI SF 343633 X
2023-07-15
7.000000
143100.00
886.75
Agency Mortgage-Backed Securities
GNMI SF 612039 X
2033-09-15
6.000000
125000.00
3914.64
Agency Mortgage-Backed Securities
GNMI SF 339023 X
2023-08-15
7.000000
127000.00
1169.05
Agency Mortgage-Backed Securities
GNMI SF 352025 X
2023-11-15
7.500000
128099.00
208.34
Agency Mortgage-Backed Securities
GNMI SF 646918 X
2035-09-15
4.500000
131962.00
11770.04
Agency Mortgage-Backed Securities
GNMI SF 670351 X
2037-09-15
5.000000
30000.00
2735.08
Agency Mortgage-Backed Securities
GNMI SF 662122 X
2037-02-15
6.000000
30231.00
9807.30
Agency Mortgage-Backed Securities
GNII SF MA1229 M
2039-01-20
6.000000
30544.00
8227.33
Agency Mortgage-Backed Securities
GNMI SP 780898 X
2028-11-15
7.000000
30700.00
205.44
Agency Mortgage-Backed Securities
GNMI SF 701563 X
2039-01-15
5.000000
25000.00
1209.29
Agency Mortgage-Backed Securities
GNMI SF 662560 X
2037-08-15
6.500000
25008.00
2618.19
Agency Mortgage-Backed Securities
GNMI SF 682907 X
2040-11-15
6.000000
25386.00
5802.73
Agency Mortgage-Backed Securities
GNMI SF 304488 X
2021-03-15
9.000000
160000.00
306.60
Agency Mortgage-Backed Securities
GNMI SF 366808 X
2024-06-15
7.000000
164000.00
904.14
Agency Mortgage-Backed Securities
GNMI SF 433649 X
2028-03-15
7.000000
167100.00
1079.01
Agency Mortgage-Backed Securities
GNMI SF 385710 X
2024-05-15
7.000000
167300.00
525.88
Agency Mortgage-Backed Securities
GNMI SF 354618 X
2023-07-15
7.000000
168000.00
328.70
Agency Mortgage-Backed Securities
GNMI SF 486056 X
2031-02-15
7.000000
144000.00
934.85
Agency Mortgage-Backed Securities
GNMI SF 503405 X
2029-04-15
6.500000
150000.00
668.68
Agency Mortgage-Backed Securities
GNII SF 001398 M
2020-05-20
9.000000
150030.00
43.48
Agency Mortgage-Backed Securities
GNMI SF 345071 X
2023-11-15
7.000000
150100.00
3501.41
Agency Mortgage-Backed Securities
GNMI SF 396018 X
2024-06-15
7.500000
155000.00
1139.39
Agency Mortgage-Backed Securities
GNMI SF 356952 X
2023-06-15
7.000000
140300.00
388.04
Agency Mortgage-Backed Securities
GNMI SF 622603 X
2033-11-15
6.000000
140649.00
6533.35
Agency Mortgage-Backed Securities
GNMI SF 325576 X
2028-06-15
7.000000
140808.00
121.96
Agency Mortgage-Backed Securities
GNMI SF 462883 X
2028-01-15
7.000000
141300.00
852.86
Agency Mortgage-Backed Securities
GNMI SF 461028 X
2027-11-15
7.000000
141800.00
1309.96
Agency Mortgage-Backed Securities
GNMI SF 274845 X
2019-11-15
9.000000
365000.00
442.51
Agency Mortgage-Backed Securities
GNMI SF 648346 X
2035-10-15
4.500000
371707.00
17224.66
Agency Mortgage-Backed Securities
GNMI SF 299710 X
2021-03-15
9.000000
375000.00
420.78
Agency Mortgage-Backed Securities
GNMI SF 621697 X
2033-10-15
4.500000
377000.00
21628.47
Agency Mortgage-Backed Securities
GNMI SF 622071 X
2033-09-15
4.500000
305000.00
24805.71
Agency Mortgage-Backed Securities
GNMI SF 468231 X
2028-09-15
7.000000
308600.00
3940.17
Agency Mortgage-Backed Securities
GNMI SF 378055 X
2023-12-15
7.500000
319876.00
3905.02
Agency Mortgage-Backed Securities
GNII SF 003024 M
2031-01-20
6.000000
272643.00
3991.42
Agency Mortgage-Backed Securities
GNMI SF 570503 X
2031-12-15
6.500000
276928.00
979.82
Agency Mortgage-Backed Securities
GNMI SF 433419 X
2027-02-15
7.000000
283900.00
1410.79
Agency Mortgage-Backed Securities
GNMI SF 619584 X
2033-08-15
4.500000
296242.00
21240.72
Agency Mortgage-Backed Securities
GNMI SF 278752 X
2019-10-15
9.000000
235000.00
345.00
Agency Mortgage-Backed Securities
GNMI SF 386697 X
2025-03-15
9.000000
240000.00
165.56
Agency Mortgage-Backed Securities
GNMI SF 494837 X
2029-06-15
7.000000
255500.00
1413.08
Agency Mortgage-Backed Securities
GNII SF 002476 M
2027-08-20
9.000000
217585.00
579.74
Agency Mortgage-Backed Securities
GNMI SF 354827 X
2024-05-15
7.000000
218500.00
812.30
Agency Mortgage-Backed Securities
GNMI SF 462680 X
2028-04-15
7.000000
221200.00
798.94
Agency Mortgage-Backed Securities
GNMI SP 782925 X
2040-03-15
4.500000
75000.00
12609.47
Agency Mortgage-Backed Securities
GNMI SF 743107 X
2040-08-15
5.000000
75000.00
15081.60
Agency Mortgage-Backed Securities
GNMI SF 487833 X
2039-04-15
4.000000
75000.00
12095.48
Agency Mortgage-Backed Securities
GNMI SF 748495 X
2040-08-15
4.000000
75000.00
13726.56
Agency Mortgage-Backed Securities
GNMI SF 768132 X
2041-07-15
4.500000
75000.00
9264.78
Agency Mortgage-Backed Securities
GNMI SF 761750 X
2041-05-15
4.500000
75000.00
7236.96
Agency Mortgage-Backed Securities
GNMI SF 706016 X
2039-01-15
6.000000
68778.00
6953.61
Agency Mortgage-Backed Securities
GNMI SF 744371 X
2041-09-15
4.000000
70000.00
25627.05
Agency Mortgage-Backed Securities
GNMI SF 674446 X
2037-09-15
6.000000
497000.00
20154.99
Agency Mortgage-Backed Securities
GNMI SF 676361 X
2037-10-15
7.000000
498628.00
7285.83
Agency Mortgage-Backed Securities
GNMI SF 435016 X
2031-01-15
9.000000
398104.00
2907.70
Agency Mortgage-Backed Securities
GNMI SF 648132 X
2036-07-15
6.000000
75000.00
5641.48
Agency Mortgage-Backed Securities
GNII SF MA4776 M
2047-10-20
2.500000
76917.00
71717.52
Agency Mortgage-Backed Securities
GNMI SF 700825 X
2038-10-15
6.000000
78018.00
5513.99
Agency Mortgage-Backed Securities
GNMI SF AX5926 X
2047-01-15
4.000000
78446.00
68847.67
Agency Mortgage-Backed Securities
GNMI SF BA9799 X
2047-06-15
4.500000
386143.00
372200.83
Agency Mortgage-Backed Securities
GNMI SP 781587 X
2033-02-15
6.000000
350000.00
6760.48
Agency Mortgage-Backed Securities
GNMI SF 680581 X
2040-07-15
5.500000
335343.00
24117.81
Agency Mortgage-Backed Securities
GNMI SF BC8602 X
2047-09-15
3.000000
310210.00
300500.72
Agency Mortgage-Backed Securities
GNMI SP 781807 X
2034-09-15
4.500000
62000.00
5396.80
Agency Mortgage-Backed Securities
GNMI SF 726375 X
2039-10-15
5.000000
65000.00
17242.27
Agency Mortgage-Backed Securities
GNMI SP 780105 X
2025-01-15
7.000000
67500.00
331.36
Agency Mortgage-Backed Securities
GNMI SF 632233 X
2038-03-15
6.000000
58725.00
2494.07
Agency Mortgage-Backed Securities
GNII SF 004752 M
2038-11-20
7.500000
59530.00
4412.96
Agency Mortgage-Backed Securities
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0170
489999706.00
489999706.00
0.0199
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.680000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GOXU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G08697 G
2046-03-01
3.000000
268475858.00
206000000.46
Agency Mortgage-Backed Securities
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0170
199999760.00
199999760.00
0.0081
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.690000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GOXW8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC G08393 G
2040-03-01
5.000000
1027416.00
147413.68
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
490132.34
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
44880.27
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
2038-10-01
6.500000
1107430.00
72858.17
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894040.00
111615.99
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
2037-08-01
6.500000
895378.00
62377.68
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
2025-09-01
5.000000
905489.00
64147.55
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
2027-06-01
4.000000
912271.00
86134.98
Agency Mortgage-Backed Securities
FNMS 04.500 CN257240
2018-06-01
4.500000
1000000.00
111.60
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0323
2020-02-01
4.500000
1010000.00
27117.13
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
41781.51
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
274188.66
Agency Mortgage-Backed Securities
04.500 FGPC Q51467 G
2047-10-01
4.500000
853795.00
862213.47
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
564471.22
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
2022-02-01
5.000000
880684.00
12765.68
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
426941.26
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
25587.98
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
30297.94
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
2025-04-01
5.000000
683720.00
34518.01
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
46257.03
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
2023-05-01
4.000000
751292.00
39706.93
Agency Mortgage-Backed Securities
06.500 FGPC A79286 G
2038-07-01
6.500000
500000.00
28001.85
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
2057.41
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
10532.92
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
2040-05-01
6.500000
593946.00
61961.71
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
2025-09-01
5.000000
597400.00
43166.36
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
28797.47
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
2034-12-01
5.500000
398455.00
17441.07
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
2025-09-01
5.500000
400031.00
42883.74
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
231889.33
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
2034-10-01
5.500000
422852.00
16175.00
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
2037-10-01
6.500000
462653.00
32171.81
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
2021-05-01
6.500000
500000.00
1478.94
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
2025-09-01
5.000000
182783.00
15910.38
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
2026-01-01
3.500000
251000.00
40839.76
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
32269.28
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
2040-01-01
6.000000
341017.00
32498.10
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
199962.38
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
60440.50
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
2026-06-01
5.000000
1281351.00
140499.10
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
2026-01-01
3.500000
1299846.00
208656.34
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
456476.08
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
2021-04-01
5.000000
1322616.00
12594.95
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
36987.98
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
198602.96
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
2034-07-01
5.500000
1177570.00
101274.67
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0943
2020-08-01
4.000000
5964684.00
79789.62
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
4024996.00
183778.16
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
2037-03-01
6.500000
4203655.00
215765.33
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
175056.94
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
168230.56
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
163663.90
Agency Mortgage-Backed Securities
FNMS 04.500 CNAC7932
2019-08-01
4.500000
3541644.00
17753.01
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
41115.13
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
58516.73
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
134135.55
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
3302805.00
42631.07
Agency Mortgage-Backed Securities
FNMS 04.500 CI665164
2018-05-25
4.500000
3308441.00
212.10
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
2039-12-01
5.500000
3331416.00
733070.84
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
42950.91
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
2021-12-01
6.500000
2494024.00
15294.82
Agency Mortgage-Backed Securities
FNMS 05.500 CI761495
2019-09-01
5.500000
2636638.00
28823.96
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
449637.90
Agency Mortgage-Backed Securities
FNMS 05.000 CI555549
2018-06-01
5.000000
2800000.00
165.61
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
2037-06-01
6.500000
2230000.00
66100.61
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
2037-08-01
6.500000
2364120.00
44601.10
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA1254
2019-04-01
4.500000
2403596.00
12688.86
Agency Mortgage-Backed Securities
FNMS 04.500 CI720688
2018-06-01
4.500000
2000000.00
401.60
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
33626.10
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
67528.01
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
2000000.00
132401.28
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
48308.51
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
2036-02-01
6.500000
2093181.00
347186.67
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
62878.56
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
2041-07-01
6.000000
1710541.00
1380747.00
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
2039-10-01
6.500000
1731147.00
193638.96
Agency Mortgage-Backed Securities
FNMS 04.500 CI773529
2019-03-01
4.500000
1793300.00
12712.77
Agency Mortgage-Backed Securities
FNMS 05.000 CN257378
2018-09-01
5.000000
1426690.00
3142.29
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
240495.91
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
39768.79
Agency Mortgage-Backed Securities
FNMS 04.500 CN929525
2018-06-01
4.500000
1541563.00
838.89
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
28318.69
Agency Mortgage-Backed Securities
FNMS 06.000 CT256171
2026-03-01
6.000000
155600000.00
7313331.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5548
2038-05-01
3.553000
30400000.00
13566556.88
Agency Mortgage-Backed Securities
FNMS 04.000 CI747785
2018-10-01
4.000000
54129654.00
206501.51
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0400
2020-04-01
4.000000
75065095.00
454605.94
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
2033-11-01
5.500000
112553131.00
3125341.68
Agency Mortgage-Backed Securities
04.500 FGPC Q26373 G
2044-05-01
4.500000
17576023.00
7262634.54
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
450867.13
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
2038-10-01
6.000000
18808790.00
584269.28
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
2038-05-01
6.000000
19058057.00
567189.32
Agency Mortgage-Backed Securities
FNMS 04.500 CI697060
2018-05-25
4.500000
19417540.00
3471.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
2038-11-01
6.000000
22862795.00
1063797.14
Agency Mortgage-Backed Securities
FNMS 04.000 CI722702
2018-08-01
4.000000
15723275.00
42073.09
Agency Mortgage-Backed Securities
FNMS 04.500 CI705649
2018-05-25
4.500000
12606930.00
271.31
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
625539.46
Agency Mortgage-Backed Securities
FNMS 04.500 CI727369
2018-08-01
4.500000
13591074.00
20753.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
2036-04-01
6.000000
14395676.00
442915.06
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
126349.51
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
206169.89
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
2039-09-01
6.000000
10608428.00
924436.60
Agency Mortgage-Backed Securities
FNMS 04.500 CN257290
2018-07-01
4.500000
11477059.00
6220.84
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
216177.82
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
2037-12-01
6.000000
88557.00
3483.06
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
10570.89
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
93788.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
2038-09-01
6.000000
27511.00
2754.55
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
2038-07-01
6.000000
36270.00
4541.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
2038-10-01
6.000000
50000.00
2373.63
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
2039-05-01
6.500000
67466.00
5591.25
Agency Mortgage-Backed Securities
FNMS 05.500 CT831437
2026-04-01
5.500000
71879.00
731.17
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
9058.47
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
2037-07-01
6.000000
25935.00
1592.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
2037-08-01
6.000000
26116.00
3602.63
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
2022-07-01
6.500000
1200000.00
9752.84
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
169297.29
Agency Mortgage-Backed Securities
FNMS 04.500 CI744296
2018-09-01
4.500000
1270300.00
1880.92
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
322748.04
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
341360.10
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
10609.99
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
12652.36
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
2034-11-01
5.500000
176471.00
6317.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
2040-04-01
6.000000
10147060.00
695214.29
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
247549.59
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
230454.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD6973
2046-10-01
4.000000
9184077.00
7752300.89
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
213391.23
Agency Mortgage-Backed Securities
FNMS 04.500 CI738204
2018-10-01
4.500000
8973488.00
31198.09
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
2036-11-01
6.500000
6981339.00
187032.84
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
98101.97
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
2040-01-01
5.500000
7112245.00
807934.90
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
2037-09-01
6.500000
6437794.00
169757.23
Agency Mortgage-Backed Securities
04.500 FGPC C90705 G
2023-09-01
4.500000
154864996.00
5174003.95
Agency Mortgage-Backed Securities
FNMS 05.500 CTAL6938
2030-04-01
5.500000
15630264.00
7507344.29
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0174
2019-09-01
4.000000
734044.00
14539.57
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
90140.01
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
97357.03
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
176410.38
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
2022-05-02
5.500000
2250000.00
59966.01
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0968
2019-07-01
4.000000
2322687.00
12610.72
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
2023-11-01
5.500000
2450000.00
68588.34
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
2040-05-01
6.500000
1933190.00
213007.80
Agency Mortgage-Backed Securities
FNMS 05.500 CT255893
2025-09-01
5.500000
127620000.00
6881122.70
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
397393.72
Agency Mortgage-Backed Securities
FNMS 04.500 CI254720
2018-05-25
4.500000
16566858.00
381.01
Agency Mortgage-Backed Securities
FNMS 05.500 CI889115
2019-12-01
5.500000
17450042.00
4456.85
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
386599.58
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
827.55
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
2039-10-01
6.500000
1198846.00
79037.38
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
231134.65
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
399456.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL3685
2043-05-01
4.000000
1309139.00
693394.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4224
2046-03-01
4.000000
6079859.00
5440696.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4501
2046-03-01
4.000000
6249052.00
5199013.94
Agency Mortgage-Backed Securities
03.000 FGPC J30510 G
2030-01-01
3.000000
5400281.00
3632488.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2325
2047-05-01
4.000000
3967532.00
3869247.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9411
2047-04-01
4.000000
4000000.00
3818115.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2333
2047-05-01
4.000000
3420960.00
3460374.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1789
2047-10-01
4.000000
1856401.00
1893597.46
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679708
2041-09-01
2.532000
133986953.00
5640424.67
Agency Mortgage-Backed Securities
FMAR 1L0174 G
2035-08-01
3.333000
139140000.00
6379581.12
Agency Mortgage-Backed Securities
FMAR 847415 G
2035-06-01
3.544000
181700423.00
9611626.35
Agency Mortgage-Backed Securities
FNMS 06.000 CL817753
2036-04-01
6.000000
33381310.00
1153794.45
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806506
2044-10-01
2.482000
106300000.00
5556152.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HY469617
2021-11-01
3.441000
16900000.00
15065800.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV3250
2043-12-01
4.000000
12768980.00
5299246.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1046
2043-11-01
4.500000
13700000.00
7741738.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX4979
2044-10-01
4.000000
11795110.00
7645153.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HY469454
2022-01-01
3.100000
12300000.00
11405984.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2707
2046-07-01
4.000000
9948022.00
7336015.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW3579
2044-06-01
4.000000
10000000.00
6097139.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC6520
2046-05-01
4.000000
10067486.00
6238203.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY1942
2045-01-01
4.000000
10198767.00
7039642.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA3533
2046-01-01
4.000000
9392687.00
6221164.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD0850
2046-06-01
4.000000
9405585.00
6805289.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4510
2045-12-01
4.000000
9527730.00
5599694.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5839
2045-09-01
4.000000
9582268.00
5468811.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA7070
2046-05-01
4.000000
9015100.00
5572602.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HY471918
2022-07-01
2.893330
9159822.00
8127592.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4407
2046-03-01
4.000000
9337512.00
5769275.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7188
2046-05-01
4.000000
7705865.00
5498202.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4508
2045-11-01
4.000000
8154768.00
5770527.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD6461
2046-09-01
4.000000
8692071.00
6558114.50
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL1952
2022-05-01
3.145470
8977277.00
8159862.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8370
2046-11-01
3.500000
8989335.00
8085135.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2388
2046-02-01
3.500000
6988106.00
5572485.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM0488
2022-09-01
2.841670
7700000.00
7140219.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC6099
2046-06-01
4.000000
6266078.00
5453469.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2228
2046-08-01
4.000000
6317441.00
5519752.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC8075
2046-06-01
4.000000
6608039.00
5252650.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC8948
2046-06-01
4.000000
6834427.00
5128251.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD3932
2046-08-01
4.000000
6842174.00
5209337.12
Agency Mortgage-Backed Securities
04.000 FGPC Q50908 G
2047-09-01
4.000000
5632580.00
5649821.00
Agency Mortgage-Backed Securities
04.000 FGPC Q48014 G
2047-05-01
4.000000
5634646.00
5453957.85
Agency Mortgage-Backed Securities
04.000 FGPC Q49468 G
2047-07-01
4.000000
5800000.00
5695177.15
Agency Mortgage-Backed Securities
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0170
334999799.00
334999799.00
0.0136
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.680000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GOXX6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
5778300.00
7549493.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
5947400.00
7116856.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
7369300.00
7001339.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
7504000.00
7373272.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-30
0.750000
9002800.00
8960889.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
53068800.00
52311734.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
58567900.00
55911311.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.250000
73265100.00
71979165.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
16841400.00
16110985.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
17480300.00
16565772.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
19815700.00
18734387.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
20004200.00
19567136.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
26950200.00
26135681.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
33135500.00
31281549.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
11838100.00
11013330.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
13519600.00
13268739.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
14155500.00
14263230.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
14456900.00
13934028.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
16260800.00
20000370.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
16357800.00
19324618.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
5502500.00
5410439.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.181240
100.00
100.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
36919600.00
35986258.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
38215800.00
36625627.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.500000
179866000.00
177448600.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
188866100.00
183624691.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.375000
197116300.00
195403462.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
34821600.00
33399639.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
1833100.00
1826370.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-31
0.00
2725000.00
2720830.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-15
1.000000
3362500.00
3354362.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
3376000.00
3240612.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.750000
4000000.00
3993752.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
4490700.00
4449359.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
790400.00
752362.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
863200.00
853150.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
1007200.00
1223871.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
1057200.00
1064855.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
1737500.00
1736679.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
1787900.00
1768814.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
402800.00
399765.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-07-05
0.00
447000.00
445517.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
519800.00
515395.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.000000
667700.00
656704.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
786100.00
741408.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
8.500000
91400.00
102656.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
94000.00
90712.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-31
1.500000
113500.00
113614.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
199900.00
194555.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-30
1.250000
264000.00
264048.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
383000.00
393754.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-08
0.00
100.00
98.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-06-21
0.00
200.00
199.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
0.00
300.00
295.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
400.00
386.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-24
0.00
1800.00
1797.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
27800.00
27010.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-07-19
0.00
52000.00
51790.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
100.00
95.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
100.00
99.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
100.00
127.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
100.00
115.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
200.00
198.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-06
0.00
386000.00
383353.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
100.00
130.97
U.S. Treasuries (including strips)
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0170
1114998662.00
1114998662.00
0.0452
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.690000%
AC28XWWI3WIBK2824319
0001484219
ARP0GPBH2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 658389 X
2040-06-15
5.000000
12684618.00
3098650.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4101
2047-10-01
3.500000
258542176.00
249999999.61
Agency Mortgage-Backed Securities
GNII SF MA3311 M
2045-12-20
4.000000
3197382.00
1701349.53
Agency Mortgage-Backed Securities
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
244999755.00
244999755.00
0.0099
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.680000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GPBL3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.500000
411900.00
412160.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
495700.00
605097.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.500000
86400.00
85898.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-06-30
1.375000
92300.00
92634.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
113900.00
111839.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-30
1.375000
149700.00
149460.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
272700.00
263597.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.250000
291700.00
291143.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-24
0.00
500.00
499.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
1100.00
1090.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-07-19
0.00
1100.00
1095.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
8.125000
1700.00
1851.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-15
1.250000
31900.00
31875.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
100.00
97.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
100.00
122.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
100.00
129.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
200.00
197.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-06-07
0.00
100.00
99.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
100.00
95.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
100.00
95.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
93.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
100.00
98.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
100.00
96.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
162785300.00
162187674.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
210959000.00
203471197.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.500000
49999900.00
49922792.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
74583900.00
75539938.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
77599400.00
70851484.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
131188300.00
132380555.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.375000
25051200.00
24928254.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
25793000.00
25229459.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
1.375000
27146000.00
26675538.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
28398900.00
27193106.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
38905900.00
37787576.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
40694900.00
39291890.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
20328900.00
19714497.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
20786600.00
20523838.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
20814800.00
22830926.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
23492100.00
23085195.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
24004500.00
23074081.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
24999900.00
24661919.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.625000
9654600.00
9590493.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
11383100.00
11606665.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
6.750000
17491100.00
22654548.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
18236500.00
17632106.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
2806400.00
2642111.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
3104800.00
3741637.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
751000.00
943852.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-31
2.375000
757300.00
765116.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.500000
897600.00
881730.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-10
0.00
945900.00
945367.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-06-21
0.00
1103600.00
1100750.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
1266300.00
1235502.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
499000.00
496184.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.212900
545700.00
548967.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
689000.00
578993.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.625000
700000.00
696482.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
725500.00
719991.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-15
0.875000
728400.00
724851.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.250000
342600.00
336586.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.375000
380200.00
379944.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
402100.00
385644.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
402700.00
385187.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
18515500.00
19156103.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
5782200.00
5466674.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
7264900.00
7031638.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.500000
8100900.00
8071059.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
9149200.00
9077076.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
3113100.00
3082517.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
3514600.00
3405435.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.125000
4926000.00
4900364.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
4999900.00
4969077.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
5000100.00
4792044.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
5160200.00
5122742.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
1803000.00
1783753.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
1915400.00
1937442.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
2267500.00
2206991.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
2405900.00
2379900.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
300.00
287.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
300.00
387.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
900.00
894.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
240112000.00
239379658.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-04
0.00
50000000.00
49568900.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.857500
100000000.00
100000000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
18486000.00
18445571.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.125000
6778200.00
6596815.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
7560000.00
9054108.82
U.S. Treasuries (including strips)
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
1564997183.00
1564997183.00
0.0635
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N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.680000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GPBQ2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
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254900HROIFWPRGM1V77
2025-04-30
2.875000
33400.00
33298.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
400.00
512.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
5700.00
7409.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
619200.00
627010.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.625000
101834100.00
101365150.63
U.S. Treasuries (including strips)
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0167
100000080.00
100000080.00
0.0041
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.690000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GPBY5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS9590
2047-05-01
4.000000
4474119.00
4308891.49
Agency Mortgage-Backed Securities
GNII SF MA5136 M
2048-04-20
3.500000
16953830.00
17035690.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH5765
2047-11-01
5.000000
2352608.00
2291903.66
Agency Mortgage-Backed Securities
GNII SF 003898 M
2036-09-20
5.500000
300000.00
10868.29
Agency Mortgage-Backed Securities
GNII SF 003965 M
2037-03-20
5.500000
150000.00
6589.27
Agency Mortgage-Backed Securities
GNMI SF 693569 X
2038-07-15
5.500000
150000.00
5255.28
Agency Mortgage-Backed Securities
GNII SF MA0027 M
2042-04-20
6.000000
181067.00
25503.89
Agency Mortgage-Backed Securities
GNMI SF 704178 X
2039-01-15
5.500000
5069632.00
122229.88
Agency Mortgage-Backed Securities
GNMI SP 782579 X
2039-02-15
5.500000
5080931.00
155737.07
Agency Mortgage-Backed Securities
GNII SF 005085 M
2038-10-20
6.000000
5158496.00
790889.75
Agency Mortgage-Backed Securities
GNMI SF 696189 X
2038-08-15
5.500000
5271824.00
75166.50
Agency Mortgage-Backed Securities
GNMI SF 672676 X
2038-04-15
5.500000
6861749.00
292755.06
Agency Mortgage-Backed Securities
GNII SF 004246 M
2038-09-20
6.500000
8723305.00
382546.41
Agency Mortgage-Backed Securities
GNMI SF 690922 X
2038-06-15
5.500000
4439114.00
76732.20
Agency Mortgage-Backed Securities
GNMI SF 700926 X
2038-11-15
5.500000
4700250.00
166185.28
Agency Mortgage-Backed Securities
GNMI SF BA5509 X
2047-06-15
5.000000
4793652.00
1994746.12
Agency Mortgage-Backed Securities
GNMI SF BA5814 X
2047-06-15
5.000000
4828401.00
4296552.19
Agency Mortgage-Backed Securities
GNII SF 004006 M
2037-07-20
6.000000
4840800.00
210862.54
Agency Mortgage-Backed Securities
GNMI SF 688386 X
2038-04-15
5.500000
3905746.00
54440.61
Agency Mortgage-Backed Securities
GNMI SF 682587 X
2038-04-15
5.500000
3925527.00
177260.02
Agency Mortgage-Backed Securities
GNII SF 004017 M
2037-08-20
6.000000
3946399.00
171691.04
Agency Mortgage-Backed Securities
GNMI SF BE7988 X
2048-01-15
5.000000
4185032.00
4181393.49
Agency Mortgage-Backed Securities
GNII SF MA2753 M
2045-04-20
3.000000
25000000.00
15253834.28
Agency Mortgage-Backed Securities
GNII SF MA3174 M
2045-10-20
4.000000
25000000.00
12242410.73
Agency Mortgage-Backed Securities
GNMI SF 697584 X
2038-11-15
5.500000
26413089.00
330974.61
Agency Mortgage-Backed Securities
GNMI SF 698028 X
2039-01-15
5.000000
35784421.00
387275.25
Agency Mortgage-Backed Securities
GNMI SF 676389 X
2038-01-15
5.500000
37722201.00
1037162.06
Agency Mortgage-Backed Securities
GNMI SF 691344 X
2038-09-15
6.500000
15963353.00
520466.78
Agency Mortgage-Backed Securities
GNII SF MA2891 M
2045-06-20
3.000000
16400000.00
10640108.21
Agency Mortgage-Backed Securities
GNII SF MA4779 M
2047-10-20
4.000000
20000000.00
19733603.72
Agency Mortgage-Backed Securities
GNII SF 004696 M
2040-05-20
4.500000
20114384.00
3645752.20
Agency Mortgage-Backed Securities
GNII SP 783038 M
2040-07-20
5.500000
23208584.00
2503819.48
Agency Mortgage-Backed Securities
GNMI SF 702547 X
2038-11-15
5.500000
9543428.00
202005.90
Agency Mortgage-Backed Securities
GNII SF MA4720 M
2047-09-20
4.000000
10000000.00
9687067.80
Agency Mortgage-Backed Securities
GNII SF 004029 M
2037-09-20
6.500000
10942187.00
457414.74
Agency Mortgage-Backed Securities
GNII SF 004196 M
2038-07-20
6.500000
12472343.00
576825.23
Agency Mortgage-Backed Securities
GNII SF MA1839 M
2044-04-20
4.000000
50000000.00
16303894.37
Agency Mortgage-Backed Securities
GNII SF MA2522 M
2045-01-20
4.000000
50000000.00
19750269.26
Agency Mortgage-Backed Securities
GNII SF MA2304 M
2044-10-20
4.000000
50000000.00
17308270.23
Agency Mortgage-Backed Securities
GNII SF MA1225 M
2043-08-20
4.000000
50000000.00
14831527.92
Agency Mortgage-Backed Securities
GNII SF 004771 M
2040-08-20
4.500000
50000000.00
9166463.50
Agency Mortgage-Backed Securities
GNMI SP 782514 X
2038-12-15
6.000000
55834376.00
13058859.36
Agency Mortgage-Backed Securities
GNII SP 781998 M
2035-11-20
5.500000
305467.00
22232.70
Agency Mortgage-Backed Securities
GNMI SF 701340 X
2039-02-15
5.000000
324470.00
70013.51
Agency Mortgage-Backed Securities
GNMI SF BB1137 X
2047-06-15
5.000000
327344.00
206725.02
Agency Mortgage-Backed Securities
GNMI SF 728837 X
2040-01-15
5.000000
367434.00
78167.10
Agency Mortgage-Backed Securities
GNII SF 003796 M
2035-12-20
5.500000
428000.00
27231.73
Agency Mortgage-Backed Securities
GNII SF 005063 M
2041-05-20
6.000000
437354.00
64035.27
Agency Mortgage-Backed Securities
GNII SF 004472 M
2039-06-20
6.500000
210000.00
17506.52
Agency Mortgage-Backed Securities
GNMI SF AT6459 X
2046-07-15
5.000000
225001.00
161402.06
Agency Mortgage-Backed Securities
GNMI SF 550764 X
2035-12-15
5.500000
260000.00
12695.66
Agency Mortgage-Backed Securities
GNMI SP 784298 X
2046-07-15
5.000000
268239.00
210297.32
Agency Mortgage-Backed Securities
GNII SF 004426 M
2039-04-20
6.000000
288828.00
17346.82
Agency Mortgage-Backed Securities
GNII SF 003432 M
2033-08-20
6.500000
62168.00
2837.99
Agency Mortgage-Backed Securities
GNII SF 003320 M
2032-12-20
5.500000
72748.00
2115.90
Agency Mortgage-Backed Securities
GNII SF 003544 M
2034-04-20
5.500000
75000.00
4727.88
Agency Mortgage-Backed Securities
GNII SF 002279 M
2026-09-20
6.000000
75000.00
1441.35
Agency Mortgage-Backed Securities
GNII SF 003443 M
2033-09-20
5.500000
94000.00
5517.04
Agency Mortgage-Backed Securities
GNII SF 003724 M
2035-06-20
5.500000
25000.00
1721.86
Agency Mortgage-Backed Securities
GNII SF 003473 M
2033-11-20
5.500000
25000.00
1408.72
Agency Mortgage-Backed Securities
GNII SF 002614 M
2028-07-20
6.000000
25000.00
237.37
Agency Mortgage-Backed Securities
GNII SF 003461 M
2033-10-20
6.500000
25000.00
984.00
Agency Mortgage-Backed Securities
GNII SF 003213 M
2032-03-20
5.500000
30000.00
595.32
Agency Mortgage-Backed Securities
GNII SF 003335 M
2033-01-20
6.500000
55000.00
1302.52
Agency Mortgage-Backed Securities
GNMI SF 595260 X
2032-12-15
5.500000
1702622.00
44999.92
Agency Mortgage-Backed Securities
GNII SF 003284 M
2032-09-20
5.500000
2120000.00
46379.34
Agency Mortgage-Backed Securities
GNII SF 003306 M
2032-11-20
5.500000
2662000.00
69139.94
Agency Mortgage-Backed Securities
GNII SF 003171 M
2031-12-20
5.500000
3275672.00
83413.58
Agency Mortgage-Backed Securities
GNII SF 002198 M
2026-04-20
6.000000
210000.00
1854.21
Agency Mortgage-Backed Securities
GNII SF 003459 M
2033-10-20
5.500000
233000.00
13243.85
Agency Mortgage-Backed Securities
GNII SF 003199 M
2032-02-20
5.500000
235002.00
5224.17
Agency Mortgage-Backed Securities
GNII SF 003546 M
2034-04-20
6.500000
360000.00
13103.60
Agency Mortgage-Backed Securities
GNII SF 003120 M
2031-08-20
6.500000
400000.00
2922.92
Agency Mortgage-Backed Securities
GNII SF 002686 M
2028-12-20
5.500000
453276.00
5278.50
Agency Mortgage-Backed Securities
GNMI SF 630924 X
2035-07-15
5.500000
100000.00
1312.72
Agency Mortgage-Backed Securities
GNII SF 003626 M
2034-10-20
6.500000
100000.00
5321.67
Agency Mortgage-Backed Securities
GNII SF 003760 M
2035-09-20
5.500000
142000.00
11261.02
Agency Mortgage-Backed Securities
GNII SF 003248 M
2032-06-20
5.500000
145000.00
5688.95
Agency Mortgage-Backed Securities
GNMI SF 588092 X
2032-10-15
5.500000
150000.00
6044.74
Agency Mortgage-Backed Securities
GNII SF 003415 M
2033-07-20
5.500000
177000.00
8821.33
Agency Mortgage-Backed Securities
GNII SF 002589 M
2028-05-20
6.000000
60000.00
548.09
Agency Mortgage-Backed Securities
GNII SF 004171 M
2038-06-20
6.500000
25000.00
1440.87
Agency Mortgage-Backed Securities
GNII SF 005288 M
2042-01-20
5.500000
25594.00
4444.25
Agency Mortgage-Backed Securities
GNMI SF 690847 X
2038-06-15
5.500000
28554.00
1042.48
Agency Mortgage-Backed Securities
GNII SF 004372 M
2039-02-20
6.500000
39000.00
2451.93
Agency Mortgage-Backed Securities
GNII SF 004292 M
2038-11-20
6.500000
39000.00
2079.54
Agency Mortgage-Backed Securities
GNMI SF 666101 X
2038-03-15
5.500000
41000.00
2183.34
Agency Mortgage-Backed Securities
GNMI SF 615895 X
2033-08-15
5.000000
4786322.00
356271.21
Agency Mortgage-Backed Securities
GNII SF 003295 M
2032-10-20
5.500000
6003734.00
150991.63
Agency Mortgage-Backed Securities
GNII SF 003736 M
2035-07-20
5.500000
765000.00
55311.77
Agency Mortgage-Backed Securities
GNMI SF 553347 X
2033-07-15
5.000000
1306051.00
144570.60
Agency Mortgage-Backed Securities
GNII SF 004084 M
2038-02-20
5.500000
181981.00
8193.85
Agency Mortgage-Backed Securities
GNMI SP 782836 X
2039-01-15
5.500000
183029.00
6994.04
Agency Mortgage-Backed Securities
GNMI SP 782495 X
2038-12-15
5.500000
209361.00
11778.98
Agency Mortgage-Backed Securities
GNII SF 004544 M
2039-09-20
6.500000
100000.00
10767.56
Agency Mortgage-Backed Securities
GNMI SF BA5850 X
2047-06-15
5.000000
102715.00
94684.43
Agency Mortgage-Backed Securities
GNMI SF 704005 X
2038-11-15
6.500000
106705.00
3402.63
Agency Mortgage-Backed Securities
GNMI SF AA8616 X
2043-01-15
2.500000
112210.00
56275.98
Agency Mortgage-Backed Securities
GNMI SF AP9661 X
2047-05-15
5.000000
113171.00
54878.71
Agency Mortgage-Backed Securities
GNMI SF 672935 X
2038-08-15
5.500000
136950.00
9295.92
Agency Mortgage-Backed Securities
GNMI SF 701694 X
2039-02-15
5.500000
75160.00
4686.02
Agency Mortgage-Backed Securities
GNII SF 004268 M
2038-10-20
6.000000
2468663.00
97953.23
Agency Mortgage-Backed Securities
GNII SF 004370 M
2039-02-20
5.500000
2489993.00
150422.75
Agency Mortgage-Backed Securities
GNMI SF 724600 X
2040-05-15
5.000000
2554099.00
370627.21
Agency Mortgage-Backed Securities
GNII SF 004194 M
2038-07-20
5.500000
1719082.00
88845.69
Agency Mortgage-Backed Securities
GNMI SF 687708 X
2038-07-15
5.000000
1744061.00
311504.48
Agency Mortgage-Backed Securities
GNII SF 003807 M
2036-01-20
5.500000
1984361.00
109223.18
Agency Mortgage-Backed Securities
GNII SF 005338 M
2042-03-20
6.000000
1992352.00
327914.31
Agency Mortgage-Backed Securities
GNMI SF 701417 X
2039-04-15
5.000000
1999800.00
222549.81
Agency Mortgage-Backed Securities
GNMI SF 677101 X
2038-07-15
5.500000
2041841.00
53817.58
Agency Mortgage-Backed Securities
GNMI SF 730133 X
2040-05-15
5.000000
1535047.00
99666.53
Agency Mortgage-Backed Securities
GNII SF MA2676 M
2045-03-20
2.500000
1547281.00
1073002.85
Agency Mortgage-Backed Securities
GNMI SP 782474 X
2038-12-15
5.500000
1553042.00
77532.66
Agency Mortgage-Backed Securities
GNMI SP 782333 X
2038-06-15
5.500000
1613767.00
65245.54
Agency Mortgage-Backed Securities
GNMI SP 783655 X
2040-05-15
6.500000
1657843.00
347481.15
Agency Mortgage-Backed Securities
GNMI SF BB8885 X
2047-07-15
5.000000
1695683.00
1368652.31
Agency Mortgage-Backed Securities
GNMI SF AY4224 X
2047-05-15
5.000000
1191676.00
392679.19
Agency Mortgage-Backed Securities
GNII SF 004425 M
2039-04-20
5.500000
1201064.00
114276.49
Agency Mortgage-Backed Securities
GNMI SF AP5305 X
2046-01-15
5.000000
4263052.00
1734680.36
Agency Mortgage-Backed Securities
GNMI SP 783375 X
2041-08-15
5.000000
4331631.00
528214.80
Agency Mortgage-Backed Securities
GNII SF 004344 M
2039-01-20
6.000000
3088329.00
163609.03
Agency Mortgage-Backed Securities
GNMI SF 700918 X
2038-11-15
5.500000
3332424.00
119754.18
Agency Mortgage-Backed Securities
GNMI SF 687179 X
2038-04-15
5.500000
3491380.00
81778.65
Agency Mortgage-Backed Securities
GNMI SF 487821 X
2039-03-15
5.000000
3695269.00
218612.25
Agency Mortgage-Backed Securities
GNMI SF 675513 X
2038-06-15
5.500000
3737869.00
70964.52
Agency Mortgage-Backed Securities
GNMI SF 705143 X
2040-06-15
5.000000
3758100.00
378389.43
Agency Mortgage-Backed Securities
GNII SF 005207 M
2039-09-20
6.000000
2639959.00
362312.43
Agency Mortgage-Backed Securities
GNMI SF 686781 X
2038-06-15
5.500000
2735796.00
109780.93
Agency Mortgage-Backed Securities
GNMI SF BB7223 X
2047-08-15
5.000000
2759264.00
2251954.99
Agency Mortgage-Backed Securities
GNMI SF 654432 X
2036-09-15
6.500000
2762966.00
119374.64
Agency Mortgage-Backed Securities
GNMI SF 680184 X
2038-03-15
5.500000
2864454.00
158579.39
Agency Mortgage-Backed Securities
GNMI SF 726832 X
2039-10-15
5.000000
2950993.00
582793.52
Agency Mortgage-Backed Securities
GNMI SF 709788 X
2039-09-15
5.500000
2189594.00
81608.38
Agency Mortgage-Backed Securities
GNMI SF 618681 X
2036-10-15
6.500000
2256068.00
68694.80
Agency Mortgage-Backed Securities
GNMI SF BA2666 X
2047-06-15
5.000000
76301.00
39912.94
Agency Mortgage-Backed Securities
GNII SF MA0224 M
2042-07-20
5.500000
84200.00
14025.10
Agency Mortgage-Backed Securities
GNII SF 005143 M
2041-08-20
5.500000
90092.00
15438.39
Agency Mortgage-Backed Securities
GNII SF 004562 M
2039-10-20
6.500000
100000.00
7945.29
Agency Mortgage-Backed Securities
GNII SF 004116 M
2038-04-20
6.500000
100000.00
4949.42
Agency Mortgage-Backed Securities
GNMI SF BA4489 X
2047-07-15
5.000000
51365.00
49183.90
Agency Mortgage-Backed Securities
GNMI SP 782131 X
2036-12-15
5.500000
58000.00
2890.68
Agency Mortgage-Backed Securities
GNMI SF 689576 X
2038-07-15
5.500000
60000.00
1690.75
Agency Mortgage-Backed Securities
GNMI SF 692338 X
2039-01-15
5.500000
64000.00
1511.41
Agency Mortgage-Backed Securities
GNII SF 004660 M
2040-03-20
6.000000
66941.00
5663.01
Agency Mortgage-Backed Securities
GNMI SP 782415 X
2038-10-15
6.500000
70584.00
2269.01
Agency Mortgage-Backed Securities
GNMI SF 736078 X
2040-06-15
5.000000
1273037.00
101275.61
Agency Mortgage-Backed Securities
GNMI SP 782938 X
2040-03-15
5.500000
1302164.00
91565.72
Agency Mortgage-Backed Securities
GNMI SF 708520 X
2039-04-15
5.000000
1333305.00
66075.74
Agency Mortgage-Backed Securities
GNMI SF 736663 X
2040-03-15
5.000000
1521279.00
157300.39
Agency Mortgage-Backed Securities
GNMI SF BD6110 X
2047-11-15
3.500000
1000000.00
995456.59
Agency Mortgage-Backed Securities
GNII SF 004522 M
2039-08-20
6.000000
1062540.00
135639.21
Agency Mortgage-Backed Securities
GNMI SF 723434 X
2039-11-15
5.000000
1105637.00
97126.45
Agency Mortgage-Backed Securities
GNMI SF 701007 X
2038-11-15
5.000000
1118000.00
38642.17
Agency Mortgage-Backed Securities
GNMI SF BC6861 X
2047-08-15
5.000000
1135442.00
1073051.85
Agency Mortgage-Backed Securities
GNMI SF 681393 X
2038-06-15
6.500000
1179923.00
191369.99
Agency Mortgage-Backed Securities
GNII SP 782433 M
2038-10-20
6.000000
915844.00
41745.20
Agency Mortgage-Backed Securities
GNII SF 004399 M
2039-03-20
5.500000
933000.00
76124.74
Agency Mortgage-Backed Securities
GNII SF 004661 M
2040-03-20
6.500000
939069.00
86715.39
Agency Mortgage-Backed Securities
GNMI SP 783788 X
2040-12-15
5.500000
944571.00
231904.86
Agency Mortgage-Backed Securities
GNMI SF BA4894 X
2047-06-15
5.000000
957316.00
999008.14
Agency Mortgage-Backed Securities
GNII SF 005177 M
2041-09-20
5.500000
960309.00
170025.89
Agency Mortgage-Backed Securities
GNII SF MA0225 M
2038-03-20
6.000000
696895.00
109289.27
Agency Mortgage-Backed Securities
GNMI SF 723240 X
2039-10-15
5.000000
711455.00
69160.13
Agency Mortgage-Backed Securities
GNMI SF AD0999 X
2043-05-15
2.500000
713726.00
416981.79
Agency Mortgage-Backed Securities
GNII SF 003841 M
2036-04-20
5.500000
740234.00
37425.65
Agency Mortgage-Backed Securities
GNMI SF 671253 X
2038-03-15
5.000000
816489.00
68918.02
Agency Mortgage-Backed Securities
GNMI SP 783179 X
2039-12-15
5.500000
852261.00
65202.92
Agency Mortgage-Backed Securities
GNII SF 004619 M
2040-01-20
5.500000
581278.00
87364.82
Agency Mortgage-Backed Securities
GNII SF 004059 M
2037-12-20
5.500000
642517.00
25989.34
Agency Mortgage-Backed Securities
GNMI SF BA4513 X
2047-05-15
5.000000
657722.00
545328.82
Agency Mortgage-Backed Securities
GNII SF 004266 M
2038-10-20
5.500000
675749.00
30171.78
Agency Mortgage-Backed Securities
GNMI SP 782916 X
2040-02-15
5.500000
683477.00
87957.71
Agency Mortgage-Backed Securities
GNMI SF 697594 X
2038-11-15
6.500000
691490.00
15931.55
Agency Mortgage-Backed Securities
GNMI SF 703495 X
2039-04-15
5.000000
481535.00
58734.00
Agency Mortgage-Backed Securities
GNII SF 004290 M
2038-11-20
5.500000
486044.00
22925.43
Agency Mortgage-Backed Securities
GNMI SF 711752 X
2043-05-15
2.500000
496995.00
409123.27
Agency Mortgage-Backed Securities
GNMI SF AY3841 X
2047-03-15
5.000000
502598.00
249418.64
Agency Mortgage-Backed Securities
GNMI SF 691199 X
2038-05-15
5.500000
538967.00
12104.99
Agency Mortgage-Backed Securities
GNMI SF AY3980 X
2047-04-15
5.000000
568168.00
181426.46
Agency Mortgage-Backed Securities
GNII SF MA3245 M
2045-11-20
4.000000
15000000.00
7581213.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
2040-09-01
5.000000
33917394.00
8673855.75
Agency Mortgage-Backed Securities
GNII SF MA4838 M
2047-10-20
4.000000
10000000.00
9994652.29
Agency Mortgage-Backed Securities
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
244999755.00
244999755.00
0.0099
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.690000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GPCC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CKAT0241
2043-02-01
3.000000
1010.00
549.16
Agency Mortgage-Backed Securities
03.500 FGPC C91442 G
2032-04-01
3.500000
138571.00
53947.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0265
2047-09-01
4.000000
262829.00
258513.27
Agency Mortgage-Backed Securities
GNII SF MA3454 M
2046-02-20
3.500000
403771.00
262834.38
Agency Mortgage-Backed Securities
04.000 FGPC Q37476 G
2045-11-01
4.000000
1047607.00
710899.21
Agency Mortgage-Backed Securities
03.500 FGPC G14893 G
2028-11-01
3.500000
1156004.00
591075.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9977
2047-07-01
4.000000
1252074.00
1229836.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4796
2042-09-01
3.500000
11446525.00
4819384.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2681
2047-09-01
3.500000
25000000.00
24045872.61
Agency Mortgage-Backed Securities
04.500 FGPC G60972 G
2047-05-01
4.500000
35186402.00
34316356.12
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN4403
2027-02-01
3.069000
46851340.00
45408470.99
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1356
2043-01-01
3.500000
61936411.00
40312609.42
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
366100.00
355940.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
505100.00
484372.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
1.500000
563500.00
553192.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
37500.00
36422.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
42600.00
43146.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
144200.00
151987.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
285600.00
283180.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
288000.00
305598.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
290000.00
280388.82
U.S. Treasuries (including strips)
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
149999865.00
149999865.00
0.0061
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.700000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GPCF5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBH7468
2047-08-01
4.000000
192831.00
189062.52
Agency Mortgage-Backed Securities
FNRM RC104PA R17F104
2046-02-25
3.000000
220577.00
213034.56
Agency Collateralized Mortgage Obligation
03.500 FGPC T65450 G
2047-12-01
3.500000
289997.00
273972.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA3513
2037-09-01
3.375000
3500000.00
450777.03
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ4563
2042-12-01
3.500000
444126.00
309642.44
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS9882
2032-07-01
3.500000
513754.00
467755.86
Agency Mortgage-Backed Securities
04.500 FGPC Q48236 G
2047-05-01
4.500000
9473590.00
9026132.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2559
2039-09-01
4.374000
10011057.00
306474.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0880
2047-09-01
4.500000
11508619.00
10583156.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
3506204.00
3379473.66
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
3.552000
4615900.00
311676.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9213
2048-01-01
4.000000
5677245.00
5784233.44
Agency Mortgage-Backed Securities
03.500 FGPC C04445 G
2043-01-01
3.500000
1107988.00
560637.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0399
2047-09-01
4.500000
2654404.00
2574317.11
Agency Mortgage-Backed Securities
FNMS 06.000 CL943026
2037-03-01
6.000000
7145.00
277.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1082
2047-04-01
3.212000
36620.00
20830.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5342
2024-02-01
3.590000
38593.00
37574.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7949
2047-02-01
4.000000
186800.00
179672.70
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333689
2022-08-01
2.027000
49177450.00
404605.06
Agency Mortgage-Backed Securities
FNAR XX.XXX WS304031
2023-05-01
1.996000
35564430.00
329385.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7591
2046-07-01
3.500000
11936695.00
10534608.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5376
2047-12-01
4.500000
12112955.00
11134570.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5377
2047-12-01
4.500000
12257287.00
11006830.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7755
2046-08-01
4.000000
12693142.00
10992427.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7314
2046-06-01
3.500000
12936954.00
10750542.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3935
2047-12-01
3.500000
224402.00
222138.89
Agency Mortgage-Backed Securities
FMAR 1G1317 G
2036-11-01
3.521000
261664.00
3057.54
Agency Mortgage-Backed Securities
FMAR 1Q1736 G
2040-07-01
3.504000
264258.00
139054.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
2045-10-01
2.758000
600000.00
366696.68
Agency Mortgage-Backed Securities
03.000 FGPC G08741 G
2047-01-01
3.000000
630255.00
561315.36
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.631000
667701.00
523148.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9470
2046-07-01
4.000000
348425.00
296746.06
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
10782876.00
10280602.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5378
2047-12-01
4.500000
11898890.00
10597051.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1655
2048-03-01
4.500000
4190811.00
4437501.40
Agency Mortgage-Backed Securities
GNII SF MA3244 M
2045-11-20
3.500000
7162975.00
4466274.67
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
1238838.00
594818.99
Agency Mortgage-Backed Securities
03.500 FGPC C04043 G
2042-06-01
3.500000
4491.00
2014.95
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.380000
128025.00
83913.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM2004
2048-01-01
4.500000
65514597.00
63253772.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
2048-02-01
3.500000
22629050.00
22324616.13
Agency Mortgage-Backed Securities
FNRM RC012JC R18F012
2046-04-25
3.000000
23055179.00
22119908.30
Agency Collateralized Mortgage Obligation
FNMS 04.500 CIAH5621
2026-02-01
4.500000
23438746.00
5243272.58
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.014000
30244706.00
18440291.43
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLCA0131
2047-08-01
4.000000
20491364.00
20344750.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
2035-06-01
3.128000
7386432.00
499601.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
2035-07-01
3.148000
962082.00
141672.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0565
2043-09-01
4.500000
1953201.00
434809.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7414
2046-06-01
4.500000
7918673.00
5611365.04
Agency Mortgage-Backed Securities
GNII SF MA2827 M
2045-05-20
4.000000
84804868.00
40891901.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6727
2042-03-01
3.500000
26012281.00
13158686.13
Agency Mortgage-Backed Securities
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0172
324999415.00
324999415.00
0.0132
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.700000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GPCT5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLAS9448
2047-04-01
3.000000
9934369.00
8992983.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1672
2039-10-01
3.680000
7188633.00
6359415.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8784
2047-02-01
3.000000
7261555.00
6586304.34
Agency Mortgage-Backed Securities
FMAR 849343 G
2043-08-01
2.272000
70000.00
30878.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4856
2040-10-01
3.571000
71000.00
19598.87
Agency Mortgage-Backed Securities
FMAR 2B1638 G
2043-08-01
2.345000
85000.00
35489.26
Agency Mortgage-Backed Securities
FMAR 1B0889 G
2033-05-01
3.398000
200000.00
17181.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WS313731
2029-01-01
2.447000
35843917.00
123595.12
Agency Mortgage-Backed Securities
FMAR 2B0416 G
2042-05-01
2.681000
38135018.00
9336792.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0656
2040-12-01
3.562000
26500000.00
2712435.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WS312434
2025-02-01
2.633000
26749873.00
165542.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
2036-06-01
3.586000
30788872.00
1491254.30
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070146
2029-01-01
2.560000
31774895.00
41735.45
Agency Mortgage-Backed Securities
FMAR 1G2348 G
2037-12-01
3.375000
21605341.00
372151.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4970
2043-09-01
2.881000
8000000.00
2577686.67
Agency Mortgage-Backed Securities
FMAR 1Q1470 G
2036-10-01
3.449000
4665898.00
1420614.71
Agency Mortgage-Backed Securities
FMAR 1N0169 G
2036-07-01
3.246000
4800000.00
318483.27
Agency Mortgage-Backed Securities
FMAR 1J1732 G
2037-06-01
3.722000
5190000.00
389002.01
Agency Mortgage-Backed Securities
FNAR XX.XXX GA418036
2027-07-01
2.975000
23213075.00
339131.50
Agency Mortgage-Backed Securities
FNAR XX.XXX S1954155
2037-12-01
3.735000
12178078.00
334007.52
Agency Mortgage-Backed Securities
FNAR XX.XXX S1872735
2036-06-01
3.565000
12448003.00
350918.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS894931
2036-09-01
3.440000
13422072.00
404656.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD8358
2040-07-01
3.605000
15362330.00
715860.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WE421363
2022-11-01
2.384000
18208440.00
67340.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAQ5110
2042-11-01
3.325000
7936465.00
1885756.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WS594572
2023-12-01
3.588000
1136760.00
27555.80
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995615
2037-10-01
3.317000
300000.00
19838.24
Agency Mortgage-Backed Securities
FMAR 1G1471 G
2037-01-01
3.442000
455000.00
19088.56
Agency Mortgage-Backed Securities
FMAR 1Q1169 G
2037-11-01
3.686000
493000.00
112229.55
Agency Mortgage-Backed Securities
FNAR XX.XXX WS485627
2028-11-01
6.743000
8400000.00
117201.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LB920985
2036-12-01
3.370000
9000000.00
322523.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC7653
2039-12-01
3.560000
10000000.00
545291.64
Agency Mortgage-Backed Securities
FNAR XX.XXX AS313434
2028-08-01
4.734000
7038928.00
43430.43
Agency Mortgage-Backed Securities
FMAR 1Q1434 G
2040-09-01
3.564000
7900000.00
1292915.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7335
2045-04-01
3.283000
1512987.00
484897.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834934
2035-07-01
3.324000
1835000.00
65233.98
Agency Mortgage-Backed Securities
FMAR 1J0358 G
2037-04-01
3.684000
1850000.00
126342.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LB993454
2039-08-01
3.570000
10017847.00
524389.01
Agency Mortgage-Backed Securities
FNAR XX.XXX GA635845
2031-08-01
3.339000
10322013.00
440679.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4506
2043-11-01
2.558000
10488339.00
3114665.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5287
2044-05-01
2.507000
10900000.00
3844939.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT2072
2043-05-01
1.893000
11200000.00
2772123.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3270
2042-08-01
3.473000
11474786.00
2135956.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725884
2038-03-01
3.373000
1900000.00
35778.63
Agency Mortgage-Backed Securities
FMAR 1Q0717 G
2037-06-01
3.478000
1200000.00
70089.29
Agency Mortgage-Backed Securities
FMAR 1N1447 G
2037-02-01
3.236000
1340000.00
58142.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0981
2040-05-01
3.565000
1357000.00
106837.99
Agency Mortgage-Backed Securities
FNAR XX.XXX W2661690
2032-09-01
3.300000
1400000.00
48220.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888776
2037-08-01
3.474000
1490000.00
90707.02
Agency Mortgage-Backed Securities
FNAR XX.XXX GA753705
2033-09-01
2.868000
1101000.00
21319.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0038
2038-09-01
3.114000
3000000.00
239538.40
Agency Mortgage-Backed Securities
FMAR 1N1463 G
2037-05-01
3.620000
3000000.00
96731.54
Agency Mortgage-Backed Securities
FMAR 849294 G
2044-03-01
3.434000
3100000.00
643434.07
Agency Mortgage-Backed Securities
FMAR 1N1582 G
2037-05-01
2.855000
3570000.00
153334.72
Agency Mortgage-Backed Securities
FMAR 1J0405 G
2037-05-01
3.471000
2120000.00
86829.04
Agency Mortgage-Backed Securities
FNAR XX.XXX AM080313
2021-02-01
2.125000
2160000.00
44387.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LB844740
2035-12-01
3.532000
2220751.00
85002.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ982002
2048-04-01
3.375000
2301082.00
268993.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WS557072
2040-06-01
2.682000
2700000.00
43062.66
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725990
2033-11-01
3.241000
2000000.00
37287.96
Agency Mortgage-Backed Securities
FNAR XX.XXX W2844062
2035-11-01
3.276000
2000000.00
53465.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0534
2040-04-01
3.653000
2000000.00
183916.74
Agency Mortgage-Backed Securities
FMAR 847576 G
2035-12-01
3.632000
2075000.00
102262.98
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725988
2036-08-01
3.436000
2100000.00
39075.19
Agency Mortgage-Backed Securities
FNAR XX.XXX W2849045
2036-01-01
3.500000
2100000.00
57972.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LB809205
2035-01-01
3.596000
1500000.00
62944.14
Agency Mortgage-Backed Securities
FMAR 1N1457 G
2037-01-01
3.287000
2742606.00
168934.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO4097
2042-06-01
2.301000
2750000.00
767977.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8797
2044-10-01
2.758000
35000.00
20604.59
Agency Mortgage-Backed Securities
FNMS 03.000 CIBJ4854
2033-01-01
3.000000
111941.00
101543.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1801
2047-10-01
2.982000
57042533.00
50510928.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2956
2047-04-01
3.000000
34384274.00
31147213.50
Agency Mortgage-Backed Securities
02.500 FGPC G18658 G
2032-09-01
2.500000
35255086.00
31946954.39
Agency Mortgage-Backed Securities
FMAR 840512 G
2045-05-01
2.740000
37951733.00
26616766.93
Agency Mortgage-Backed Securities
FMAR 2B0007 G
2041-12-01
3.475000
44571000.00
4850451.54
Agency Mortgage-Backed Securities
FMAR 840721 G
2041-06-01
3.712000
25542311.00
22586353.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC2832
2046-05-01
2.775000
27500455.00
21175656.95
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM3072
2038-09-01
3.562000
22273452.00
20123275.71
Agency Mortgage-Backed Securities
FMAR 2B6341 G
2047-08-01
2.719000
22403896.00
19079147.88
Agency Mortgage-Backed Securities
FNMS 02.500 CIBJ1106
2032-11-01
2.500000
4472835.00
4054801.54
Agency Mortgage-Backed Securities
FMAR 1Q1814 G
2037-06-01
3.291000
5222091.00
3588493.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC1205
2046-07-01
2.711000
25119636.00
19663696.32
Agency Mortgage-Backed Securities
FMAR 840724 G
2043-07-01
3.603000
25189349.00
22846374.26
Agency Mortgage-Backed Securities
FMAR 1Q1593 G
2038-01-01
3.460000
17581664.00
7122574.11
Agency Mortgage-Backed Securities
FNMS 02.500 CKMA2928
2047-01-01
2.500000
456858.00
412854.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC9722
2046-12-01
3.000000
457950.00
414428.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS9562
2047-05-01
3.000000
516763.00
466915.62
Agency Mortgage-Backed Securities
FMAR 1Q1851 G
2039-11-01
3.527000
8484524.00
7516534.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM3452
2033-05-01
3.020000
1685000.00
1373937.09
Agency Mortgage-Backed Securities
02.500 FGPC J37643 G
2032-09-01
2.500000
8354966.00
7560772.00
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH5291
2032-06-01
3.000000
1196620.00
1080954.36
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM2905
2033-04-01
3.180000
750000.00
618017.39
Agency Mortgage-Backed Securities
FNMS 02.000 CIBH4546
2031-12-01
2.000000
793037.00
716911.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH6749
2047-09-01
3.500000
895851.00
812274.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2959
2047-04-01
3.500000
942154.00
851155.19
Agency Mortgage-Backed Securities
FNAR XX.XXX HT471406
2030-05-01
3.100000
2179521.00
1641300.90
Agency Mortgage-Backed Securities
03.500 FGPC G60968 G
2047-03-01
3.500000
6807863.00
6160220.13
Agency Mortgage-Backed Securities
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
365000000.00
365000000.00
0.0148
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.680000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0GPCU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-068 A-2 20270825 3.2
2027-08-25
3.244000
15000000.00
14732580.00
Agency Collateralized Mortgage Obligation
04.500 FGPC Q47501 G
2047-04-01
4.500000
6539.00
5331.99
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK8743
2027-03-01
3.000000
24297.00
7134.89
Agency Mortgage-Backed Securities
GNRM 2008-089 JB
549300M8ZYFG0OCMTT87
2038-08-20
5.750000
27000.00
27763.41
Agency Collateralized Mortgage Obligation
03.500 FGPC G08659 G
2045-08-01
3.500000
40476160.00
25996823.04
Agency Mortgage-Backed Securities
GNRM 2018-30 HA
549300M8ZYFG0OCMTT87
2048-10-16
2.500000
42305680.00
40824112.15
Agency Collateralized Mortgage Obligation
04.000 FGPC V80506 G
2043-10-01
4.000000
61437696.00
34388768.06
Agency Mortgage-Backed Securities
GNRM 2018-47 AH
549300M8ZYFG0OCMTT87
2046-05-16
2.500000
13588976.00
13237642.64
Agency Collateralized Mortgage Obligation
06.000 FGPC G01409 G
2032-05-01
6.000000
21000000.00
258166.41
Agency Mortgage-Backed Securities
GNRM 2018-041 AF
549300M8ZYFG0OCMTT87
2059-11-16
2.650000
28400000.00
26939593.24
Agency Collateralized Mortgage Obligation
FNMS 04.000 CTMA3216
2037-12-01
4.000000
33915584.00
34045143.87
Agency Mortgage-Backed Securities
FNMS 04.000 CTBH5842
2037-07-01
4.000000
9127840.00
8955422.06
Agency Mortgage-Backed Securities
03.500 FGPC D98946 G
2032-02-01
3.500000
3179348.00
731367.16
Agency Mortgage-Backed Securities
03.500 FGPC C91988 G
2038-04-01
3.500000
3592452.00
3611276.81
Agency Mortgage-Backed Securities
FNMS 04.000 CI890794
2026-09-01
4.000000
3600000.00
3166007.09
Agency Mortgage-Backed Securities
04.000 FGPC C91994 G
2038-04-01
4.000000
5434800.00
5614595.26
Agency Mortgage-Backed Securities
06.000 FGPC G12277 G
2021-08-01
6.000000
1576070.00
24999.98
Agency Mortgage-Backed Securities
07.000 FGPC C19905 G
2028-09-01
7.000000
1719876.00
38928.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5226
2043-03-01
4.500000
2025000.00
1105350.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA7934
2034-01-01
4.500000
1253876.00
79887.49
Agency Mortgage-Backed Securities
03.500 FGPC J38610 G
2033-02-01
3.500000
1549958.00
1562583.06
Agency Mortgage-Backed Securities
FNMS 05.000 CI879408
2021-02-01
5.000000
995873.00
26821.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8269
2047-09-01
3.500000
543468.00
535242.33
Agency Mortgage-Backed Securities
04.500 FGPC G04774 G
2038-01-01
4.500000
556972.00
30220.68
Agency Mortgage-Backed Securities
GNRM 2018-62 HA
549300M8ZYFG0OCMTT87
2050-05-16
3.000000
245000.00
243004.88
Agency Collateralized Mortgage Obligation
03.500 FGPC J33632 G
2028-12-01
3.500000
35555.00
7089.43
Agency Mortgage-Backed Securities
FNMS 05.000 ZL310085
2036-11-01
5.000000
63176.00
6759.41
Agency Mortgage-Backed Securities
FREMF MTG TR 2015-KF10 B 20220725 FLT
549300N4KKOO3PDIN555
2022-07-25
7.983130
10000000.00
4531115.21
Agency Collateralized Mortgage Obligation
03.500 FGPC Q51330 G
2047-10-01
3.500000
83077440.00
80763539.31
Agency Mortgage-Backed Securities
GNRA 2008-002 FM
549300M8ZYFG0OCMTT87
2038-01-16
2.396880
100000000.00
10595577.50
Agency Collateralized Mortgage Obligation
GNRA 2009-088 FA
549300M8ZYFG0OCMTT87
2039-10-16
2.646880
100000000.00
11232843.51
Agency Collateralized Mortgage Obligation
GNRM 2010-157 Y
549300M8ZYFG0OCMTT87
2038-04-20
2.750000
100000000.00
10804235.14
Agency Collateralized Mortgage Obligation
GNRM 2010-162 MD
549300M8ZYFG0OCMTT87
2040-12-20
3.000000
200000000.00
25406277.66
Agency Collateralized Mortgage Obligation
GNRA 2014-017 AM
549300M8ZYFG0OCMTT87
2048-06-16
2.523000
250000.00
123427.75
Agency Collateralized Mortgage Obligation
04.500 FGPC C91336 G
2030-09-01
4.500000
39436160.00
6708950.93
Agency Mortgage-Backed Securities
GNRA 2017-12 FJ
549300M8ZYFG0OCMTT87
2047-07-20
2.162000
40000000.00
36977392.77
Agency Collateralized Mortgage Obligation
03.500 FGPC U90354 G
2042-11-01
3.500000
16190944.00
11054430.41
Agency Mortgage-Backed Securities
04.000 FGPC G67704 G
2047-08-01
4.000000
23798176.00
22622680.00
Agency Mortgage-Backed Securities
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2023-05-25
3.147110
6570400.00
26948.88
Agency Collateralized Mortgage Obligation
GNRM 2010-067 JD
549300M8ZYFG0OCMTT87
2039-05-20
4.500000
8261000.00
5487369.87
Agency Collateralized Mortgage Obligation
GNRM 2018-30 BH
549300M8ZYFG0OCMTT87
2057-11-16
2.500000
13262656.00
11965871.81
Agency Collateralized Mortgage Obligation
03.500 FGPC K92502 G
2035-03-01
3.500000
2042188.00
1560287.18
Agency Mortgage-Backed Securities
FNMS 06.000 CL970872
2038-12-01
6.000000
3500000.00
287022.96
Agency Mortgage-Backed Securities
04.500 FGPC C91309 G
2030-07-01
4.500000
1883088.00
232627.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH9417
2047-09-01
4.500000
1982338.00
1962762.74
Agency Mortgage-Backed Securities
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2024-02-25
2.897110
2000000.00
36871.05
Agency Collateralized Mortgage Obligation
FNMS 04.500 CRMA1711
2043-11-01
4.500000
1000000.00
698056.18
Agency Mortgage-Backed Securities
03.000 FGPC Q15475 G
2043-02-01
3.000000
1272574.00
524326.01
Agency Mortgage-Backed Securities
GNRM 2010-039 MA
549300M8ZYFG0OCMTT87
2038-03-20
3.000000
774999.00
7877.03
Agency Collateralized Mortgage Obligation
GNRM 2014-030 PB
549300M8ZYFG0OCMTT87
2044-02-20
7.000000
861390.00
1145302.33
Agency Collateralized Mortgage Obligation
GNRM 2010-116 YL
549300M8ZYFG0OCMTT87
2039-12-20
4.000000
928650.00
572835.51
Agency Collateralized Mortgage Obligation
04.000 FGPC J15848 G
2026-06-01
4.000000
500000.00
102946.56
Agency Mortgage-Backed Securities
04.500 FGPC C91355 G
2031-01-01
4.500000
500000.00
115976.94
Agency Mortgage-Backed Securities
GNRM 2016-83 BM
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
533890.00
482501.84
Agency Collateralized Mortgage Obligation
GNRM 2010-042 PC
549300M8ZYFG0OCMTT87
2039-07-20
5.000000
545000.00
568302.44
Agency Collateralized Mortgage Obligation
04.500 FGPC A85470 G
2039-04-01
4.500000
167215.00
39212.03
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3153
2037-10-01
4.000000
175000.00
170326.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU1251
2028-07-01
3.500000
260000.00
115451.74
Agency Mortgage-Backed Securities
GNRM 2016-003 AB
549300M8ZYFG0OCMTT87
2048-04-16
2.600000
375000.00
306833.93
Agency Collateralized Mortgage Obligation
06.000 FGPC Z40121 G
2023-12-01
6.000000
32581.00
24852.28
Agency Mortgage-Backed Securities
03.500 FGPC G15559 G
2030-07-01
3.500000
33740.00
16307.73
Agency Mortgage-Backed Securities
03.500 FGPC J14400 G
2026-02-01
3.500000
81506.00
12148.67
Agency Mortgage-Backed Securities
GNRA 2014-029 VL
549300M8ZYFG0OCMTT87
2055-02-16
3.047000
100000.00
67859.37
Agency Collateralized Mortgage Obligation
04.000 FGPC V60471 G
2024-12-01
4.000000
26661.00
12799.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9078
2046-06-01
3.500000
43210240.00
37043195.09
Agency Mortgage-Backed Securities
04.000 FGPC D98917 G
2032-01-01
4.000000
6957920.00
2021611.11
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
2026-01-01
3.500000
1000000.00
162708.22
Agency Mortgage-Backed Securities
GNII SF MA4721 M
2047-09-20
4.500000
1347950.00
1251745.81
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
685000.00
649889.21
Agency Collateralized Mortgage Obligation
FNMS 05.000 ZL310159
2043-11-01
5.000000
163274.00
76290.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5161
2044-03-01
4.000000
7932704.00
5077276.72
Agency Mortgage-Backed Securities
06.000 FGPC G14696 G
2024-03-01
6.000000
975000.00
150518.51
Agency Mortgage-Backed Securities
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0170
499999100.00
499999100.00
0.0203
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.680000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GPS19
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
59900.00
58178.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
684600.00
656506.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
1.500000
1729000.00
1697374.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
2523300.00
2439672.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
23486200.00
21849897.94
U.S. Treasuries (including strips)
03.500 FGPC G14893 G
2028-11-01
3.500000
438046.00
223976.86
Agency Mortgage-Backed Securities
GNII SF MA3454 M
2046-02-20
3.500000
6902837.00
4493395.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0265
2047-09-01
4.000000
32447706.00
31914905.66
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9048
2043-09-01
3.500000
65870079.00
39418785.46
Agency Mortgage-Backed Securities
Y
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0193
99997240.00
99997240.00
0.0041
N
N
Y
N
Trade was executed as a Treasury Repurchase Agreement, however, counterparty incorrectly delivered non-treasury securities as collateral.
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.690000%
549300QJJX6CVVUXLE15
0000050916
ARP0GPSH4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
100.00
105.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
400.00
377.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
3700.00
3581.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
60100.00
60071.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
116200.00
110643.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
53159600.00
50842033.57
U.S. Treasuries (including strips)
Y
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0178
49999480.00
49999480.00
0.0020
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.730000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GQ6F0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAO4582
2042-06-01
4.000000
5146000.00
2626542.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9532
2042-11-01
2.681000
75880.00
52820.44
Agency Mortgage-Backed Securities
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2030-11-15
6.625000
8787000.00
12007036.42
Agency Debentures and Agency Strips
FNMS 03.000 CIAO8605
2027-07-01
3.000000
1004948.00
403386.72
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
600.00
785.82
U.S. Treasuries (including strips)
FNAR XX.XXX LBAL9530
2042-07-01
2.662000
5944258.00
3929251.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1195
2047-06-01
4.000000
344826.00
329596.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9800
2047-06-01
4.000000
7101229.00
6864875.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9733
2047-06-01
4.000000
14536128.00
14183855.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0452
2047-09-01
3.500000
3150798.00
3027373.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2720
2043-05-01
3.000000
909000.00
530709.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD8231
2046-10-01
4.000000
1231145.00
1186145.30
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO8495
2027-06-01
2.500000
4303712.00
1643961.96
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3308
2038-03-01
3.000000
1000.00
978.45
Agency Mortgage-Backed Securities
GNAR FT 083068 M
2042-02-20
2.375000
1162.00
397.84
Agency Mortgage-Backed Securities
GNAR AF AJ1952 C
2044-05-20
2.500000
3581.00
531.47
Agency Mortgage-Backed Securities
FNMS 05.000 CL751368
2034-04-01
5.000000
270728.00
27636.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9378
2047-10-01
4.000000
20975391.00
20580015.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2003
2047-10-01
4.000000
24306802.00
23341040.95
Agency Mortgage-Backed Securities
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
2.416880
40077823.00
6144968.98
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBE2033
2047-10-01
3.500000
6035607.00
5960286.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2872
2043-06-01
3.000000
667269.00
393831.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5750
2047-11-01
3.500000
841202.00
825739.67
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO7973
2027-06-01
3.000000
10644960.00
3591617.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC1174
2046-06-01
4.000000
17977952.00
15428627.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1283
2043-02-01
3.000000
2447369.00
1532076.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU5767
2043-09-01
3.500000
2699743.00
1629868.45
Agency Mortgage-Backed Securities
GNII SF MA5138 M
2048-04-20
4.500000
245275.00
256651.10
Agency Mortgage-Backed Securities
FNMS 04.000 I3BF0155
2046-10-01
4.000000
25614495.00
24022691.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO4106
2042-06-01
4.000000
6604748.00
2495228.16
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
1000.00
978.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
1448000.00
1422404.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-15
1.000000
5837000.00
5781367.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
11249500.00
11218866.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-02
0.00
11667700.00
11611426.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
2.000000
100.00
99.73
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0173
178000000.00
178000000.00
0.0072
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.730000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GQ6G8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G61281 G
2048-01-01
3.500000
186843077.00
184019165.88
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
2046-03-01
3.000000
85027131.00
65240834.52
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0173
242000000.00
242000000.00
0.0098
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.710000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GQ6L7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
21130700.00
21090328.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
426300.00
611694.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.250000
150000000.00
149078315.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
1.375000
48809000.00
48015793.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.625000
50341000.00
50109178.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
50370000.00
49689034.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
60584600.00
57687311.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
97329800.00
113802163.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
138609700.00
137175089.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
27260400.00
29461441.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.625000
33897500.00
33655119.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
37000100.00
36376567.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
42766200.00
42443976.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
44470000.00
47338317.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
3654000.00
4749960.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-30
1.375000
13099900.00
13078901.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
16551600.00
18406100.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-06-28
0.00
17371000.00
17320433.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
18562000.00
26817196.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
20472800.00
20357292.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
500.00
548.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
800.00
843.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
1170400.00
1470952.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
2036500.00
2000501.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
2504700.00
3424670.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
100.00
195.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
200.00
177.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
200.00
189.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
200.00
246.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
300.00
252.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
300.00
377.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
100.00
94.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
100.00
95.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
84.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
88.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
99.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-07-31
1.246900
100.00
100.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.250000
100.00
99.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
100.00
95.15
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0171
906000000.00
906000000.00
0.0368
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 1.700000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0GQ6N3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
3309600.00
2781187.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
41128700.00
45131765.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
47156500.00
50038069.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
48104900.00
46818660.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-15
4.000000
110732300.00
112295263.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
119660200.00
117045791.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
4911200.00
4859813.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
12111500.00
12019534.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
18148600.00
17029194.35
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0170
400000000.00
400000000.00
0.0162
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.710000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0GQ6P8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
144458200.00
146575332.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
245502400.00
245097958.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
252136300.00
245097966.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
252273700.00
245097973.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
265545100.00
245097999.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
278835300.00
245097950.46
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0171
1372000000.00
1372000000.00
0.0557
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.710000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0GQ6Q6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIAO6429
2027-07-01
3.000000
21656.00
5841.79
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL9421
2031-03-01
4.000000
60000.00
42216.12
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3250
2028-01-01
3.000000
213000.00
202904.57
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8193
2031-10-01
2.500000
379726.00
314079.82
Agency Mortgage-Backed Securities
05.000 FGPC A91817 G
2040-04-01
5.000000
400080.00
121911.66
Agency Mortgage-Backed Securities
02.500 FGPC V61222 G
2031-06-01
2.500000
10078976.00
7609361.69
Agency Mortgage-Backed Securities
03.000 FGPC Q40958 G
2046-06-01
3.000000
13804688.00
11038958.91
Agency Mortgage-Backed Securities
FMAR 1J2016 G
2039-03-01
3.496000
28667744.00
757883.86
Agency Mortgage-Backed Securities
03.500 FGPC J38543 G
2033-02-01
3.500000
29870752.00
30085337.38
Agency Mortgage-Backed Securities
06.000 FGPC G30452 G
2028-10-01
6.000000
4164000.00
250807.12
Agency Mortgage-Backed Securities
08.500 FGPC C55169 G
2031-07-01
8.500000
6161328.00
56834.91
Agency Mortgage-Backed Securities
04.500 FGPC Q54687 G
2048-03-01
4.500000
7897360.00
8195628.39
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL4466
2027-03-01
3.000000
8363216.00
3602454.22
Agency Mortgage-Backed Securities
04.000 FGPC Q17027 G
2043-04-01
4.000000
9513856.00
5908558.55
Agency Mortgage-Backed Securities
04.000 FGPC Q50119 G
2047-08-01
4.000000
3119804.00
2866625.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD0294
2046-05-01
4.000000
3376920.00
2807610.72
Agency Mortgage-Backed Securities
05.000 FGPC E01654 G
2019-06-01
5.000000
3500000.00
27911.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLAU6258
2043-10-01
5.000000
4071240.00
2756293.76
Agency Mortgage-Backed Securities
03.000 FGPC J24483 G
2028-06-01
3.000000
1738774.00
913218.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8208
2031-10-01
2.500000
2296888.00
1902741.21
Agency Mortgage-Backed Securities
02.500 FGPC G08719 G
2046-08-01
2.500000
2636852.00
2241950.23
Agency Mortgage-Backed Securities
06.000 FGPC A64142 G
2037-08-01
6.000000
2868304.00
140548.28
Agency Mortgage-Backed Securities
06.000 FGPC G30340 G
2027-08-01
6.000000
1393672.00
87242.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD0325
2046-05-01
3.500000
1394932.00
1348850.65
Agency Mortgage-Backed Securities
06.500 FGPC G30254 G
2019-05-01
6.500000
1495000.00
5273.84
Agency Mortgage-Backed Securities
03.500 FGPC T65438 G
2047-08-01
3.500000
999081.00
916339.23
Agency Mortgage-Backed Securities
04.000 FGPC U70906 G
2029-06-01
4.000000
1020156.00
817226.82
Agency Mortgage-Backed Securities
FNMS 05.500 CI800967
2019-10-01
5.500000
1064630.00
7522.07
Agency Mortgage-Backed Securities
06.500 FGPC B16765 G
2019-09-01
6.500000
1222710.00
46403.28
Agency Mortgage-Backed Securities
04.000 FGPC Q27474 G
2044-07-01
4.000000
1250308.00
782391.82
Agency Mortgage-Backed Securities
06.000 FGPC G02680 G
2037-03-01
6.000000
638588.00
13143.73
Agency Mortgage-Backed Securities
FMAR 1J1784 G
2037-07-01
3.310000
650000.00
14129.76
Agency Mortgage-Backed Securities
05.500 FGPC A43847 G
2036-03-01
5.500000
769588.00
70216.02
Agency Mortgage-Backed Securities
05.500 FGPC A41543 G
2035-11-01
5.500000
779242.00
34463.19
Agency Mortgage-Backed Securities
04.000 FGPC J10603 G
2019-08-01
4.000000
804418.00
14309.16
Agency Mortgage-Backed Securities
04.000 FGPC B14498 G
2019-12-01
4.000000
417000.00
5573.74
Agency Mortgage-Backed Securities
05.000 FGPC A77902 G
2038-06-01
5.000000
477434.00
39687.94
Agency Mortgage-Backed Securities
06.000 FGPC A65805 G
2037-09-01
6.000000
540000.00
20958.59
Agency Mortgage-Backed Securities
GNMI SF AX2580 X
2046-12-15
2.500000
607384.00
558698.97
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
214216704.00
102854580.46
Agency Mortgage-Backed Securities
04.000 FGPC Q21759 G
2043-09-01
4.000000
13813728.00
5573523.09
Agency Mortgage-Backed Securities
04.000 FGPC G15631 G
2028-12-01
4.000000
621238.00
119270.18
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3247
2033-01-01
3.000000
518580.00
499824.58
Agency Mortgage-Backed Securities
06.500 FGPC G02233 G
2036-07-01
6.500000
41100000.00
1175664.86
Agency Mortgage-Backed Securities
05.450 FGPC T39002 G
2038-05-01
5.450000
5800000.00
540918.84
Agency Mortgage-Backed Securities
05.000 FGPC U63664 G
2043-12-01
5.000000
3613644.00
2116381.45
Agency Mortgage-Backed Securities
06.000 FGPC G08378 G
2039-10-01
6.000000
1289598.00
475805.16
Agency Mortgage-Backed Securities
03.500 FGPC U41039 G
2028-10-01
3.500000
1101308.00
297803.47
Agency Mortgage-Backed Securities
GNII SF 005116 M
2041-07-20
5.000000
460000.00
77775.59
Agency Mortgage-Backed Securities
GNMI SF 675835 X
2038-07-15
6.000000
144782.00
9535.82
Agency Mortgage-Backed Securities
06.000 FGPC C74752 G
2032-12-01
6.000000
15437540.00
147225.91
Agency Mortgage-Backed Securities
06.000 FGPC A76211 G
2038-04-01
6.000000
2900312.00
74158.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8438
2044-09-01
4.500000
1891590.00
407639.12
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3045
2047-05-01
4.500000
2685164.00
1601438.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL824027
2035-04-01
6.000000
1397014.00
67659.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2833
2046-12-01
3.000000
1506460.00
1328685.72
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0171
200000000.00
200000000.00
0.0081
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.730000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0GQ6S2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 778613 X
2041-11-15
4.000000
42665728.00
6638728.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7082
2046-04-01
3.500000
7462885.00
6162507.38
Agency Mortgage-Backed Securities
GNMI SF AO3606 X
2045-08-15
4.000000
10550409.00
5558802.32
Agency Mortgage-Backed Securities
GNAR AT MA2245 M
2044-09-20
2.750000
24971201.00
5072408.29
Agency Mortgage-Backed Securities
GNMI SF 737273 X
2040-05-15
4.500000
40000000.00
5476719.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ8859
2043-01-01
3.500000
10452009.00
6375594.39
Agency Mortgage-Backed Securities
03.500 FGPC U90354 G
2042-11-01
3.500000
9639671.00
6581523.12
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
9924318.00
4822884.17
Agency Mortgage-Backed Securities
GNII SF MA4384 M
2047-04-20
4.500000
9998334.00
6939078.13
Agency Mortgage-Backed Securities
GNAR AF MA4524 M
2047-05-20
3.000000
1862136.00
1574666.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9368
2042-07-01
3.500000
6072849.00
2850651.19
Agency Mortgage-Backed Securities
GNII SF AV1862 C
2047-01-20
4.000000
6505177.00
6258979.91
Agency Mortgage-Backed Securities
GNII SF MA2826 M
2045-05-20
3.500000
12920480.00
7014533.56
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP1351
2027-07-01
3.000000
15527064.00
5995934.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8376
2046-05-01
3.500000
8033872.00
6575873.31
Agency Mortgage-Backed Securities
GNII SF BE6417 C
2048-03-20
4.000000
4530023.00
4676615.06
Agency Mortgage-Backed Securities
GNII SF BG1392 C
2048-04-20
4.500000
6587649.00
6997209.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS2266
2044-04-01
4.500000
8573235.00
5228668.16
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0173
97860713.00
97860713.00
0.0040
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.740000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0GQ6V5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH5200
2047-07-01
3.500000
5077510.00
4818699.69
Agency Mortgage-Backed Securities
GNII SF BA6387 C
2047-06-20
4.500000
5150306.00
4906722.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2403
2046-12-01
3.500000
7959786.00
7624974.31
Agency Mortgage-Backed Securities
GNMI SF AZ1046 X
2047-01-15
4.000000
2117762.00
2013697.11
Agency Mortgage-Backed Securities
GNII SF BA2736 C
2047-07-20
4.000000
2137862.00
2045948.13
Agency Mortgage-Backed Securities
03.000 FGPC J37792 G
2027-10-01
3.000000
2263096.00
2151317.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8000
2047-03-01
4.000000
3000503.00
2837612.89
Agency Mortgage-Backed Securities
GNII SF AY1133 C
2046-12-20
4.000000
3599855.00
3415973.00
Agency Mortgage-Backed Securities
GNII SF AP4025 C
2045-11-20
3.500000
1480811.00
1413050.21
Agency Mortgage-Backed Securities
03.000 FGPC G08803 G
2048-03-01
3.000000
25059.00
24092.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1828
2047-10-01
4.000000
115073.00
110306.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ1898
2047-11-01
3.000000
273751.00
262846.53
Agency Mortgage-Backed Securities
04.500 FGPC Q54041 G
2048-02-01
4.500000
1566800.00
1481828.61
Agency Mortgage-Backed Securities
GNII SF BC6719 C
2047-09-20
4.000000
1639821.00
1575211.10
Agency Mortgage-Backed Securities
GNMI SF AT8316 X
2046-10-15
4.000000
1759053.00
1690864.18
Agency Mortgage-Backed Securities
GNII SF AS7862 C
2046-09-20
4.000000
1116734.00
1072968.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3188
2032-11-01
3.000000
1139445.00
1078667.57
Agency Mortgage-Backed Securities
GNMI SF AX5812 X
2046-12-15
4.000000
1221893.00
1161410.90
Agency Mortgage-Backed Securities
GNII SF AP4015 C
2045-11-20
3.500000
1259807.00
1208383.45
Agency Mortgage-Backed Securities
03.500 FGPC V83444 G
2047-09-01
3.500000
380210.00
362336.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3776
2047-07-01
4.500000
600921.00
569584.37
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
2045-06-01
3.770000
1000000.00
953827.69
Agency Mortgage-Backed Securities
GNMI SF BC6984 X
2047-09-15
5.000000
1005338.00
960784.02
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH8718
2032-12-01
3.000000
285676.00
273526.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5780
2032-07-01
3.140000
48388000.00
45819828.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7338
2047-04-01
3.500000
10617283.00
10108266.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5393
2047-09-01
4.000000
25092136.00
24064593.37
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4675
2027-03-01
3.069000
28000000.00
26832687.58
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7938
2030-02-01
3.040000
36995000.00
35205140.79
Agency Mortgage-Backed Securities
GNII SF BC6860 C
2047-08-20
4.500000
1506417.00
1427659.30
Agency Mortgage-Backed Securities
GNII SF BA2564 C
2047-05-20
4.500000
1425905.00
1352685.12
Agency Mortgage-Backed Securities
03.000 FGPC G18670 G
2032-12-01
3.000000
498728.00
476823.35
Agency Mortgage-Backed Securities
GNII SF MA4586 M
2047-07-20
3.500000
349422.00
331419.51
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
8619413.00
8217914.79
Agency Mortgage-Backed Securities
GNII SF MA4718 M
2047-09-20
3.000000
29746620.00
28331533.92
Agency Mortgage-Backed Securities
03.500 FGPC G08774 G
2047-08-01
3.500000
3812627.00
3601794.14
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3218
2032-12-01
3.000000
4300000.00
4110909.17
Agency Mortgage-Backed Securities
GNII SF AX3811 C
2047-01-20
4.000000
5042156.00
4780798.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2946
2047-06-01
4.000000
2412448.00
2281852.75
Agency Mortgage-Backed Securities
GNII SF MA4777 M
2047-10-20
3.000000
196153.00
187793.45
Agency Mortgage-Backed Securities
GNII SF AY6016 C
2047-02-20
4.000000
1954468.00
1870591.95
Agency Mortgage-Backed Securities
GNII SF BB7869 C
2047-08-20
4.000000
1064326.00
1006974.77
Agency Mortgage-Backed Securities
GNII SF MA4690 M
2032-09-20
3.000000
646236.00
615636.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9574
2047-04-01
4.000000
52649364.00
50166542.99
Agency Mortgage-Backed Securities
GNII SF MA4652 M
2047-08-20
3.500000
88633974.00
85263920.83
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0174
369000000.00
369000000.00
0.0150
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.730000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GQ6Z6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CKAT0241
2043-02-01
3.000000
75444435.00
41021040.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4796
2042-09-01
3.500000
1709340.00
719691.52
Agency Mortgage-Backed Securities
03.500 FGPC C91442 G
2032-04-01
3.500000
16536.00
6437.73
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ6284
2042-12-01
3.500000
313912.00
198529.50
Agency Mortgage-Backed Securities
04.000 FGPC Q37476 G
2045-11-01
4.000000
379293.00
257385.73
Agency Mortgage-Backed Securities
GNII SF MA3454 M
2046-02-20
3.500000
468187.00
304765.92
Agency Mortgage-Backed Securities
03.500 FGPC G14893 G
2028-11-01
3.500000
847541.00
433355.33
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1356
2043-01-01
3.500000
3935889.00
2561755.73
Agency Mortgage-Backed Securities
04.500 FGPC G60972 G
2047-05-01
4.500000
4476197.00
4365515.13
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN4403
2027-02-01
3.069000
5539347.00
5368753.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0265
2047-09-01
4.000000
53551650.00
52672317.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9977
2047-07-01
4.000000
55494702.00
54509083.99
Agency Mortgage-Backed Securities
FREMF MTG TR 2018-KI01 C 20200925 FLT
2020-09-25
9.579700
438877.00
383293.14
Agency Collateralized Mortgage Obligation
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
104200.00
103317.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
202800.00
213752.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
1566000.00
1661692.81
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0173
160000000.00
160000000.00
0.0065
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.740000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GQ728
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 676723 X
2038-02-15
6.000000
3895.00
73.75
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
2057-02-01
3.500000
899272.00
839988.73
Agency Mortgage-Backed Securities
GNII SF MA3803 M
2046-07-20
3.500000
904741.00
700743.32
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
959290.00
731628.68
Agency Mortgage-Backed Securities
GNII SF BE1545 C
2048-03-20
4.500000
1616225.00
1714613.83
Agency Mortgage-Backed Securities
GNRA 2016-4O FG
549300M8ZYFG0OCMTT87
2066-10-20
2.325000
1880631.00
1757305.66
Agency Collateralized Mortgage Obligation
GNRM 2013-090 BV
549300M8ZYFG0OCMTT87
2037-10-20
3.500000
9943733.00
8676343.38
Agency Collateralized Mortgage Obligation
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0174
14000000.00
14000000.00
0.0006
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.730000%
549300QJJX6CVVUXLE15
0000050916
ARP0GQ736
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3597 M
2046-04-20
3.500000
3403264.00
2404719.47
Agency Mortgage-Backed Securities
GNII SF MA4511 M
2047-06-20
4.000000
17196000.00
14695298.14
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
202286534.00
200015510.53
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
37101500.00
37020359.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
28200.00
29821.21
U.S. Treasuries (including strips)
FNMS 05.000 CLAE0495
2040-08-01
5.000000
6969.00
1057.32
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1006
2026-09-01
3.500000
206304.00
31308.68
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
300.00
304.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
21377300.00
20604134.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
25697400.00
23802813.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
400.00
377.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
744900.00
725927.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
1997000.00
1900824.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
5399900.00
5263388.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
21138400.00
21008090.61
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0173
319000000.00
319000000.00
0.0129
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.710000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GQ769
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
8600.00
8370.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
157600.00
166111.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
3506300.00
3720557.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
15044400.00
14545798.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
20285400.00
20090053.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
40980000.00
40632772.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
24408300.00
23406668.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
30257000.00
30644843.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
30348100.00
30333761.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
37631100.00
36549419.60
U.S. Treasuries (including strips)
FNMS 03.500 CRAS9048
2043-09-01
3.500000
1024.00
612.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9977
2047-07-01
4.000000
35866731.00
35229717.11
Agency Mortgage-Backed Securities
04.000 FGPC Q37476 G
2045-11-01
4.000000
105242496.00
71416864.16
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN4403
2027-02-01
3.069000
265072.00
256908.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA0671
2047-11-01
3.000000
3100656.00
2877820.16
Agency Mortgage-Backed Securities
03.500 FGPC C91442 G
2032-04-01
3.500000
3850568.00
1499087.77
Agency Mortgage-Backed Securities
04.000 FGPC G60084 G
2045-05-01
4.000000
11312127.00
7093718.37
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ6284
2042-12-01
3.500000
32940736.00
20832933.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4796
2042-09-01
3.500000
38582635.00
16244629.71
Agency Mortgage-Backed Securities
FNMS 05.500 CZ995375
2048-08-01
5.500000
63693418.00
2189176.07
Agency Mortgage-Backed Securities
04.500 FGPC U49004 G
2026-07-01
4.500000
72904641.00
13981281.06
Agency Mortgage-Backed Securities
04.500 FGPC G60972 G
2047-05-01
4.500000
82720859.00
80675439.78
Agency Mortgage-Backed Securities
GNII SF MA3454 M
2046-02-20
3.500000
93158971.00
60641750.94
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0171
500000000.00
500000000.00
0.0203
N
Y
Y
N
Trade was executed as a Treasury Repurchase Agreement, however, counterparty incorrectly delivered non-treasury securities as collateral.
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.720000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GQ777
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
100.00
93.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
4548700.00
4676222.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
4664800.00
4503974.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
98.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
129.99
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0172
9000000.00
9000000.00
0.0004
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.740000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GQ785
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ3846
2047-12-01
4.000000
1647339.00
1677846.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3874
2048-01-01
4.000000
1951952.00
1987896.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8134
2048-01-01
4.000000
110304.00
112389.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ5444
2033-05-01
3.500000
1611444.00
1641789.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1802
2047-10-01
4.000000
1648513.00
1678810.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5858
2047-11-01
4.000000
1919440.00
1955949.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8556
2048-03-01
4.000000
5717577.00
5831756.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8552
2048-03-01
4.000000
6537591.00
6666374.14
Agency Mortgage-Backed Securities
04.000 FGPC G61263 G
2047-07-01
4.000000
25301502.00
25764829.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3461
2048-01-01
4.000000
51856738.00
52808150.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4605
2048-02-01
4.000000
124394833.00
126744748.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0639
2048-03-01
4.000000
214541642.00
218539847.88
Agency Mortgage-Backed Securities
04.000 FGPC Q54410 G
2048-02-01
4.000000
2191459.00
2235364.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4779
2048-01-01
4.000000
2306689.00
2351773.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4745
2048-01-01
4.000000
4870917.00
4966716.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8546
2048-02-01
4.000000
5244740.00
5347174.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3284
2047-12-01
4.000000
5399446.00
5496916.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4634
2048-03-01
4.000000
1151050.00
1174235.32
Agency Mortgage-Backed Securities
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0174
449000000.00
449000000.00
0.0182
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.710000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0GQ793
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
31970000.00
31718930.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-31
1.000000
111945000.00
112344452.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
118063000.00
113592574.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-05-31
1.000000
10529000.00
10566570.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
210539800.00
205177309.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
119245500.00
111525311.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
58933200.00
57239323.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
119187000.00
115298436.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
124996100.00
118936344.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
12625000.00
12523526.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
126002800.00
123996972.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
122666300.00
118063196.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
129951500.00
125915154.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
128845000.00
138775682.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-15
1.125000
136096000.00
135535707.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
118806700.00
117851790.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
131434000.00
117841923.62
U.S. Treasuries (including strips)
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0171
1732250005.00
1732250005.00
0.0703
N
Y
Y
N
The Charles Schwab Family of Funds
2018-05-07
Mark Fischer
Mark Fischer
Chief Financial Officer