0001145549-18-006552.txt : 20181005
0001145549-18-006552.hdr.sgml : 20181005
20181005144249
ACCESSION NUMBER: 0001145549-18-006552
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20181005
DATE AS OF CHANGE: 20181005
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: 181110305
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
2018-09-30
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
7
7
10181580563.99
10168063172.19
10433205677.23
9231667554.60
14321546450.99
14308915032.13
13573951978.09
13169915831.23
0.00
0.7108
0.7106
0.7454
0.6713
0.9998
1.0000
0.9697
0.9577
0.0000
0.68
13748666526.25
13748657343.27
3185360.65
11771562.77
13740071141.83
13739795724.9900
1.0000
0.0212
1.0000
1.0000
1.0000
1.0000
0.0000
C000012381
0.00
9391412199.16
9391155221.8400
1.0000
1.0000
1.0000
1.0000
0.0000
1071256570.06
1698064471.97
1167370070.86
1235701817.19
1289113342.56
1609081193.19
1250110762.19
1619583980.59
0.00
0.00
4777850745.67
6162431462.94
0.0147
N
C000151955
0.00
4348658942.67
4348640503.1500
1.0000
1.0000
1.0000
1.0000
0.0000
233560938.37
107205004.17
182410451.48
134630232.03
235102298.82
213429428.49
276927557.66
156933762.80
0.00
0.00
928001246.33
612198427.49
0.0176
Y
Investment Advisor and its affiliates Contractual 446,300
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385M86
2549001DPIFGXC1TOL40
US313385M868
U.S. Government Agency Debt
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0217
2395435.20
2395435.20
0.0002
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385P34
2549001DPIFGXC1TOL40
US313385P341
U.S. Government Agency Debt
Y
2018-11-13
2018-11-13
2018-11-13
N
N
N
0.0218
94757180.00
94757180.00
0.0069
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385S80
2549001DPIFGXC1TOL40
US313385S808
U.S. Government Agency Debt
Y
2018-12-12
2018-12-12
2018-12-12
N
N
N
0.0221
49185604.00
49185604.00
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385T71
2549001DPIFGXC1TOL40
US313385T715
U.S. Government Agency Debt
Y
2018-12-19
2018-12-19
2018-12-19
N
N
N
0.0221
99523800.00
99523800.00
0.0072
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385T97
2549001DPIFGXC1TOL40
US313385T970
U.S. Government Agency Debt
Y
2018-12-21
2018-12-21
2018-12-21
N
N
N
0.0221
274652292.00
274652292.00
0.0200
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385U61
2549001DPIFGXC1TOL40
US313385U614
U.S. Government Agency Debt
Y
2018-12-26
2018-12-26
2018-12-26
N
N
N
0.0221
158175744.00
158175744.00
0.0115
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.130000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0HXML3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
02.500 FGPC G18665 G
2032-11-01
2.500000
48295461.00
41851566.53
Agency Mortgage-Backed Securities
02.500 FGPC G18540 G
2030-02-01
2.500000
315439463.00
164148433.97
Agency Mortgage-Backed Securities
Y
2018-10-02
2018-10-02
2018-10-02
N
N
N
0.0213
200000000.00
200000000.00
0.0146
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.120000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HXNC2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-23
0.00
449500.00
442397.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
24976000.00
29011801.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
600.00
587.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
11309900.00
10978041.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
8119000.00
8002210.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
256442300.00
248642746.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
105138100.00
103306939.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
100.00
94.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
69018500.00
67969607.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
25341900.00
24747555.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
238700.00
230024.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
13774400.00
16208359.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
100.00
94.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-28
0.00
300.00
296.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
668800.00
668266.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
1300.00
1298.96
U.S. Treasuries (including strips)
Y
2018-10-02
2018-10-02
2018-10-02
N
N
N
0.0216
499997950.00
499997950.00
0.0364
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.130000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HXNU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G08816 G
2048-06-01
3.500000
37958705.00
36873470.37
Agency Mortgage-Backed Securities
03.000 FGPC K93695 G
2036-10-01
3.000000
3077787.00
2664231.11
Agency Mortgage-Backed Securities
04.000 FGPC Q37496 G
2045-11-01
4.000000
4963259.00
3157150.00
Agency Mortgage-Backed Securities
04.000 FGPC Q46098 G
2047-02-01
4.000000
972683.00
923270.74
Agency Mortgage-Backed Securities
04.000 FGPC Q56096 G
2048-05-01
4.000000
12425616.00
12344616.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3209
2047-12-01
3.000000
15260222.00
14040546.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3148
2047-10-01
3.500000
18058529.00
16586967.49
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
300300.00
298301.02
U.S. Treasuries (including strips)
FNMS 03.500 CLAK6756
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
1165156.00
507139.81
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI1990
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
6260380.00
1374385.64
Agency Mortgage-Backed Securities
FNMS 03.500 CIBD9188
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1083580.00
997475.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8463
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
2309000.00
1866343.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9416
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2829565.00
2595149.13
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0106
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
471408.00
378073.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1496977.00
1509322.15
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM1304
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.000000
54500975.00
40600577.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK2457
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
6740225.00
6502662.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1294
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
800000.00
833755.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0625
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
4238000.00
1594405.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3275
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.000000
18133526.00
16926365.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE6708
2047-02-01
3.500000
3029221.00
2367832.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1774
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1487672.00
1546348.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6956
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
3740341.00
3636366.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
2047-09-01
3.500000
34074262.00
31420977.53
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
2057-02-01
3.500000
20922457.00
18332454.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2049
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
12919186.00
13326066.26
Agency Mortgage-Backed Securities
GNII SF MA5265 M
2048-05-20
4.500000
8587147.00
8837350.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3331
2048-04-01
3.000000
15269127.00
14337365.02
Agency Mortgage-Backed Securities
03.500 FGPC V83951 G
2048-02-01
3.500000
1272923.00
1224752.87
Agency Mortgage-Backed Securities
Y
2018-10-02
2018-10-02
2018-10-02
N
N
N
0.0213
249999892.50
249999892.50
0.0182
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.120000%
549300QJJX6CVVUXLE15
0000050916
ARP0HXOF4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
2.250000
100.00
99.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
506600.00
503227.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
17300.00
17221.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
5100.00
4945.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.250000
11500.00
11298.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
100.00
98.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.242900
19000.00
19072.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1100.00
1025.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
800.00
774.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
5400.00
5248.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-27
0.00
5400.00
5370.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
400.00
444.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
100.00
92.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.132900
678200.00
681104.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
9700.00
9122.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
25445500.00
24244902.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
6100.00
6096.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
400.00
386.34
U.S. Treasuries (including strips)
Y
2018-10-02
2018-10-02
2018-10-02
N
N
N
0.0213
24999981.00
24999981.00
0.0018
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.140000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HY1M2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
11.863800
94599647.00
18585401.40
Agency Collateralized Mortgage Obligation
04.000 FGPC V84638 G
2048-09-01
4.000000
87100759.00
88242388.65
Agency Mortgage-Backed Securities
04.000 FGPC G67714 G
2048-07-01
4.000000
202636164.00
203907211.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK4828
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
253243799.00
249999999.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
222000000.00
219156402.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3384
2048-06-01
4.000000
252057887.00
249999999.98
Agency Mortgage-Backed Securities
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
16039544.00
908505.48
Agency Collateralized Mortgage Obligation
Y
2018-10-03
2018-10-03
2018-10-03
N
N
N
0.0211
1000004460.00
1000004460.00
0.0728
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.170000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HYH11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
11.863800
353.00
69.35
Agency Collateralized Mortgage Obligation
03.500 FGPC G08823 G
2048-07-01
3.500000
210000000.00
204657379.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0346
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
184374505.00
171693629.22
Agency Mortgage-Backed Securities
04.500 FGPC V84153 G
2048-05-01
4.500000
174270056.00
176621847.02
Agency Mortgage-Backed Securities
04.000 FGPC V84534 G
2048-08-01
4.000000
208415005.00
209930377.23
Agency Mortgage-Backed Securities
04.000 FGPC V84638 G
2048-09-01
4.000000
121199241.00
122787799.45
Agency Mortgage-Backed Securities
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
1036.00
58.68
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLAS8817
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
160788573.00
144743444.77
Agency Mortgage-Backed Securities
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0212
1000008700.00
1000008700.00
0.0728
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.190000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HYHD5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC073KA R13F073
2042-10-25
3.000000
360203.00
163808.62
Agency Collateralized Mortgage Obligation
03.000 FGPC V60874 G
2030-06-01
3.000000
2102275.00
1273237.32
Agency Mortgage-Backed Securities
03.500 FGPC Q41183 G
2046-06-01
3.500000
28179.00
22711.80
Agency Mortgage-Backed Securities
GNII SF MA5265 M
2048-05-20
4.500000
460681.00
474103.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8836
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
3735913.00
3775439.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0037
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.276000
1212047.00
1083221.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
459136.00
421652.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9597
2047-05-01
4.000000
11907377.00
10329519.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
2047-09-01
3.500000
13104.00
12083.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
2047-09-01
3.500000
10495987.00
9678688.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8239
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1030372.00
1022477.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806481
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.635000
20721374.00
2228686.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6756
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
1078159.00
469273.95
Agency Mortgage-Backed Securities
FNRM RC133HC R12F133
2041-09-25
2.500000
1432138.00
602969.40
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
50536896.00
23397906.44
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
10449615.00
4407116.09
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1916112.00
1884536.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.431000
4725581.00
2667243.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
3254734.00
3185980.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
3870726.00
3840551.87
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
5988754.00
5952076.93
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
143499.00
143908.71
Agency Collateralized Mortgage Obligation
04.000 FGPC G67713 G
2048-06-01
4.000000
8934296.00
8844111.93
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
406849.00
375733.70
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
25459179.00
25067141.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
2042-07-01
2.658000
318900.00
176570.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7179
2046-05-01
4.000000
2606666.00
2059898.41
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
9469848.00
9771330.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3307
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2618066.00
2487334.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1624
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.845000
13293699.00
646253.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1545
2047-07-01
4.000000
248365.00
222646.60
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
262295.00
86734.63
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.686000
689447.00
654544.14
Agency Mortgage-Backed Securities
FNMS 03.500 CL890664
2045-03-01
3.500000
3282780.00
2387614.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LB971852
B1V7KEBTPIMZEU4LTD58
2038-02-01
3.506000
11639575.00
649769.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
2046-11-01
3.000000
3314886.00
2754504.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3058
2047-07-01
4.000000
8365308.00
7310785.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1731
2047-09-01
4.000000
9630526.00
9110540.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1000
2048-01-01
3.500000
77333.00
73505.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8806
2047-02-01
3.500000
5688790.00
4849577.68
Agency Mortgage-Backed Securities
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0214
150001330.50
150001330.50
0.0109
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.140000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0HYHP8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2024-11-15
3.500000
25000000.00
195294.19
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-072 A-2 20271225 3.4
2027-12-25
3.444000
27600000.00
27265929.60
Agency Collateralized Mortgage Obligation
GNRA 2014-017 AM
549300M8ZYFG0OCMTT87
2048-06-16
2.527000
250000.00
118557.48
Agency Collateralized Mortgage Obligation
GNRM 2016-83 BM
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
533883.00
466754.15
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-02-25
3.064000
2000000.00
31806.73
Agency Collateralized Mortgage Obligation
GNRM 2018-73 BA
549300M8ZYFG0OCMTT87
2058-04-16
3.000000
7384944.00
6284395.34
Agency Collateralized Mortgage Obligation
GNRM 2018-16 VB
549300M8ZYFG0OCMTT87
2041-10-16
3.000000
4969624.00
4519261.76
Agency Collateralized Mortgage Obligation
GNRA 2018-16 BC
549300M8ZYFG0OCMTT87
2058-06-16
3.250000
20193312.00
18167125.17
Agency Collateralized Mortgage Obligation
GNRM 2014-064 AB
549300M8ZYFG0OCMTT87
2046-11-16
2.200000
2805000.00
1501015.22
Agency Collateralized Mortgage Obligation
GNRM 2017-83 AB
549300M8ZYFG0OCMTT87
2052-01-16
2.600000
14553680.00
13643538.73
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-055 1A1C 20430325 6.5
2043-03-25
6.500000
2000000.00
615154.06
Agency Collateralized Mortgage Obligation
FNRM CL031UP R16F031
2044-08-25
3.000000
240000.00
184903.29
Agency Collateralized Mortgage Obligation
FNRM RC085HA R17F085
2046-12-25
3.000000
17667264.00
14612506.37
Agency Collateralized Mortgage Obligation
FNRM RC068CB R18F068
2048-09-25
3.500000
31106624.00
29276248.03
Agency Collateralized Mortgage Obligation
FNRM RC070CB R18F070
2048-10-25
4.000000
9561680.00
9762647.39
Agency Collateralized Mortgage Obligation
GNRM 2018-47 DB
549300M8ZYFG0OCMTT87
2058-02-16
2.500000
6708936.00
5586074.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
47209408.00
997155.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-12-15
3.000000
1000000.00
153090.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-03-15
3.000000
7000000.00
6447399.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-06-15
4.000000
17510336.00
17630404.37
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2003-W18 1-A-7 20430825 5.8
2043-08-25
5.807000
28500000.00
19805668.26
Agency Collateralized Mortgage Obligation
GNRM 2011-121 B
549300M8ZYFG0OCMTT87
2043-06-16
3.328000
140000.00
137521.02
Agency Collateralized Mortgage Obligation
GNRM 2011-049 A
549300M8ZYFG0OCMTT87
2038-07-16
2.450000
434983.00
6093.47
Agency Collateralized Mortgage Obligation
GNRM 2010-067 JD
549300M8ZYFG0OCMTT87
2039-05-20
4.500000
8261000.00
4555446.00
Agency Collateralized Mortgage Obligation
GNRM 2014-039 PB
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
8122.00
7516.69
Agency Collateralized Mortgage Obligation
GNRM 2018-30 BH
549300M8ZYFG0OCMTT87
2057-11-16
2.500000
13262656.00
10926187.16
Agency Collateralized Mortgage Obligation
GNRM 2013-162 AD
549300M8ZYFG0OCMTT87
2039-05-16
1.750000
25000000.00
10382745.81
Agency Collateralized Mortgage Obligation
FNRM CL026BD R13F026
2043-04-25
3.500000
2764000.00
2719560.41
Agency Collateralized Mortgage Obligation
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0213
200000308.00
200000308.00
0.0146
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.170000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HYJ43
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBAH1234
2041-01-01
3.493000
20000.00
4607.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH2851
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
174521.00
23432.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH4428
2041-01-01
3.500000
15000.00
4971.79
Agency Mortgage-Backed Securities
FNMS 04.000 CTAH3659
2031-02-01
4.000000
6000000.00
1234734.97
Agency Mortgage-Backed Securities
FNMS 05.500 CL357961
2035-09-01
5.500000
6548438.00
396464.75
Agency Mortgage-Backed Securities
FNMS 04.500 ZI310178
B1V7KEBTPIMZEU4LTD58
2020-09-01
4.500000
2847983.00
59413.83
Agency Mortgage-Backed Securities
FNMS 05.000 CI357923
2020-08-01
5.000000
2778111.00
46318.95
Agency Mortgage-Backed Securities
FNMS 06.000 CL257207
2038-04-01
6.000000
941270.00
32551.63
Agency Mortgage-Backed Securities
FNMS 06.500 CT256708
2027-03-01
6.500000
4732058.00
229023.20
Agency Mortgage-Backed Securities
FNMS 06.000 CT255466
2024-10-01
6.000000
1253268.00
53816.23
Agency Mortgage-Backed Securities
FNMS 06.000 CT256517
2026-12-01
6.000000
5381753.00
197189.22
Agency Mortgage-Backed Securities
FNAR XX.XXX WS563477
2040-11-01
3.147000
150000.00
2052.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WE421363
2022-11-01
2.494000
29421.00
87.35
Agency Mortgage-Backed Securities
FNAR XX.XXX WS312434
2025-02-01
2.676000
26322.00
118.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS313731
2029-01-01
2.483000
79245.00
132.68
Agency Mortgage-Backed Securities
FNMS 07.000 CT254494
B1V7KEBTPIMZEU4LTD58
2022-09-01
7.000000
2048322.00
17669.66
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
2023-08-01
5.500000
2999385.00
66668.81
Agency Mortgage-Backed Securities
FNMS 06.500 CT254139
2021-12-01
6.500000
10000000.00
52855.56
Agency Mortgage-Backed Securities
FNMS 05.500 CT254192
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.500000
8105637.00
55340.51
Agency Mortgage-Backed Securities
FNMS 06.500 CT254344
2022-06-01
6.500000
20000000.00
129723.09
Agency Mortgage-Backed Securities
FNAR XX.XXX PA070945
2018-10-25
3.375000
18750000.00
191.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
2031-02-01
5.858000
1500000.00
2842.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128938
2019-07-01
2.480000
1998672.00
486.49
Agency Mortgage-Backed Securities
FNMS 06.500 CT252642
2019-08-01
6.500000
96940483.00
73642.97
Agency Mortgage-Backed Securities
FNMS 05.500 CT254690
2023-04-01
5.500000
2000000.00
29604.26
Agency Mortgage-Backed Securities
FNMS 05.500 CT257282
2028-07-01
5.500000
3180991.00
101659.11
Agency Mortgage-Backed Securities
FNMS 05.500 CT257537
2029-01-01
5.500000
3950734.00
113143.70
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
2027-05-01
6.000000
421915.00
18038.28
Agency Mortgage-Backed Securities
FNMS 06.000 CT256752
2027-06-01
6.000000
150157.00
7833.27
Agency Mortgage-Backed Securities
FNAR XX.XXX AM066386
2019-03-01
2.829000
5250000.00
912.36
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070146
2029-01-01
2.515000
196784.00
159.44
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004593
2024-05-01
4.792000
100000.00
124.42
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004584
2024-02-01
5.000000
1000000.00
578.55
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004588
2024-02-01
5.000000
250000.00
140.22
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013205
2025-07-01
4.500000
900000.00
418.68
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029139
2026-07-01
3.600000
836134.00
1458.15
Agency Mortgage-Backed Securities
FNAR XX.XXX AS076007
2018-11-01
2.112000
3000000.00
144.68
Agency Mortgage-Backed Securities
FNMS 06.000 CT256803
2027-07-01
6.000000
5864791.00
257537.75
Agency Mortgage-Backed Securities
FNMS 06.000 CT257500
2028-11-01
6.000000
1257763.00
49258.90
Agency Mortgage-Backed Securities
FNMS 05.500 CT256640
2027-03-01
5.500000
15742210.00
491512.75
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004589
2024-03-01
5.000000
1030000.00
1609.51
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004591
2024-04-01
5.000000
1000000.00
429.72
Agency Mortgage-Backed Securities
FNMS 06.000 NP256651
2037-03-01
6.000000
7500000.00
95336.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2415
2042-02-01
4.000000
425000.00
104756.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH6613
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
96011.00
11403.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH8457
2041-04-01
5.000000
233606.00
49061.77
Agency Mortgage-Backed Securities
Farm Federal Credit Bank
2020-06-19
1.228300
1000.00
1001.02
Agency Debentures and Agency Strips
FNMS 03.500 CIAH9377
2026-04-01
3.500000
1315000.00
272849.05
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI2095
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
89739.00
12764.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI4890
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
927000.00
227818.36
Agency Mortgage-Backed Securities
FMAR 2B0007 G
2041-12-01
3.475000
2267781.00
205125.97
Agency Mortgage-Backed Securities
FMAR 2B0214 G
2042-02-01
3.622000
1743000.00
182165.71
Agency Mortgage-Backed Securities
FMAR 848592 G
2036-05-01
3.654000
760000.00
179037.97
Agency Mortgage-Backed Securities
FMAR 848737 G
2036-12-01
3.786000
1305000.00
307337.32
Agency Mortgage-Backed Securities
FNMS 05.500 CT256600
2027-02-01
5.500000
306238.00
9854.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WS594572
2023-12-01
3.585000
1136760.00
24146.03
Agency Mortgage-Backed Securities
FNMS 06.000 CT255858
2025-07-01
6.000000
650000.00
30834.37
Agency Mortgage-Backed Securities
GNII SF MA5267 M
2048-06-20
5.500000
2917892.00
3064058.56
Agency Mortgage-Backed Securities
FNMS 05.000 ZT310156
2025-06-01
5.000000
316227.00
121269.12
Agency Mortgage-Backed Securities
GNII SF MA4069 M
2046-09-20
3.500000
1000.00
768.63
Agency Mortgage-Backed Securities
GNII SF MA4132 M
2046-12-20
6.000000
359883.00
208887.73
Agency Mortgage-Backed Securities
FNMS 06.500 CT254441
2022-08-01
6.500000
26438400.00
178196.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL357264
2032-09-01
6.000000
40700000.00
177531.91
Agency Mortgage-Backed Securities
FNMS 05.500 CT257006
2027-12-01
5.500000
24117486.00
492137.87
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2946
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.000000
8081659.00
6523669.06
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA3064
B1V7KEBTPIMZEU4LTD58
2032-05-01
2.000000
36140.00
28144.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3187
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
155713.00
136543.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1024.00
1031.55
Agency Mortgage-Backed Securities
FNAR XX.XXX S1914522
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.892000
45031410.00
2355908.81
Agency Mortgage-Backed Securities
FNMS 06.000 CT257048
2028-01-01
6.000000
5355917.00
278379.80
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2260
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.500000
560000.00
329432.47
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2388
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
2088005.00
1367615.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2771
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1701000.00
1401127.13
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
11424074.00
8888301.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM1418
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
3911000.00
3354542.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1583
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
100000.00
83567.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1806
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.061000
43556763.00
37992919.28
Agency Mortgage-Backed Securities
FNMS 06.000 CT254440
2022-07-01
6.000000
2848026.00
17531.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LB889789
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.936000
5955000.00
465277.25
Agency Mortgage-Backed Securities
FNMS 05.500 CT257204
2028-04-01
5.500000
3938528.00
181546.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD0916
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
55000.00
44690.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WS133451
2023-04-01
6.093000
1250000.00
3414.31
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD3765
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
669019.00
515189.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD9761
B1V7KEBTPIMZEU4LTD58
2047-01-01
2.480000
1634382.00
1284671.09
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH6932
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
14000.00
10936.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBK6206
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.728000
10827934.00
9716626.78
Agency Mortgage-Backed Securities
FNAR XX.XXX W2844062
2035-11-01
3.397000
2000000.00
27059.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LB844740
2035-12-01
4.209000
2220751.00
83801.08
Agency Mortgage-Backed Securities
FNAR XX.XXX AM080313
2021-02-01
2.125000
2160000.00
37334.93
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064728
2027-10-01
3.647000
500000.00
316.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LB879696
B1V7KEBTPIMZEU4LTD58
2037-12-01
3.520000
30000.00
2560.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC6052
2031-06-01
3.500000
4200000.00
2592621.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LB782155
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.150000
800000.00
19346.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LB805386
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.168000
1554000.00
55975.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LB814251
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.656000
580933.00
9834.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834934
2035-07-01
4.306000
1835000.00
59383.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LB835504
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.655000
1700000.00
33828.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LB841031
2035-11-01
3.585000
906000.00
2013.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735982
2035-11-01
3.770000
225000.00
12550.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745196
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.435000
18310000.00
901912.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745064
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.421000
2514.00
114.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
2036-06-01
3.962000
30788872.00
1355908.03
Agency Mortgage-Backed Securities
FNAR XX.XXX AM066244
2019-01-01
5.679000
2000000.00
335.45
Agency Mortgage-Backed Securities
FMAR 848748 G
2037-04-01
3.724000
885000.00
232789.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LB672154
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.365000
350000.00
3328.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LB704342
2033-05-01
4.170000
1000000.00
13568.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725884
2038-03-01
3.746000
1900000.00
32132.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725887
2033-05-01
3.628000
17737.00
151.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WS725990
2033-11-01
3.849000
2000000.00
29847.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1772
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
2519000.00
1039885.90
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS2536
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
11377616.00
5798556.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3637
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1100000.00
494964.09
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS5927
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
1020000.00
559669.93
Agency Mortgage-Backed Securities
FMAR 840786 G
2045-03-01
2.522000
1721670.00
1477811.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0983
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
32383.00
6803.44
Agency Mortgage-Backed Securities
FNMS 02.500 CNAR8197
B1V7KEBTPIMZEU4LTD58
2023-03-01
2.500000
4217146.00
896429.57
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS0189
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.500000
550000.00
244247.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0232
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
600000.00
208995.89
Agency Mortgage-Backed Securities
FMAR 840721 G
2041-06-01
3.731000
9500000.00
7518723.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0522
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
1000000.00
513045.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0657
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
350000.00
155442.72
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR1368
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1835908.00
748591.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR1404
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
5000000.00
3094799.27
Agency Mortgage-Backed Securities
FNMS 03.000 CIAR1466
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
1487355.00
452198.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2605
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
224200.00
141561.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2100
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
433923.00
239374.88
Agency Mortgage-Backed Securities
FNMS 03.000 CRAR4445
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
1325000.00
878620.86
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP2109
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.000000
1005000.00
457576.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP2906
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
4686000.00
2291688.33
Agency Mortgage-Backed Securities
FNMS 02.000 CIAP6042
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.000000
1500000.00
793780.56
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP8813
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
40000.00
22851.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ0534
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
500000.00
259706.21
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ9355
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
50000.00
12762.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8195
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
652100.00
494143.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8383
2045-10-01
4.500000
90000.00
55465.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL8867
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.000000
32000.00
20503.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM2905
2033-04-01
3.180000
750000.00
601549.04
Agency Mortgage-Backed Securities
FNMS 03.500 CTAP1997
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
463953.00
278231.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP2088
2042-08-01
4.000000
240000.00
88023.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9476
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.518000
37560890.00
30708529.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9511
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
730218.00
605279.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9521
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
6479528.00
5741893.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9612
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
499844.00
373780.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9927
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
833230.00
719311.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL8951
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
9390182.00
7801534.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9222
2046-08-01
4.000000
245000.00
185313.58
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9227
B1V7KEBTPIMZEU4LTD58
2036-10-01
3.000000
9585.00
7620.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL9376
2031-08-01
3.000000
246790.00
179758.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9371
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1015000.00
832065.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9446
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
500000.00
438338.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9432
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
8000.00
6503.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7963
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.500000
857710.00
524840.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9837
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
41112537.00
32593359.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9865
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
20264484.00
17476556.70
Agency Mortgage-Backed Securities
FNMS 02.000 CIAL9021
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.000000
5200000.00
3447469.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL9072
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
1650000.00
1269180.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9107
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
3930000.00
2515446.66
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL7229
B1V7KEBTPIMZEU4LTD58
2028-09-01
6.000000
479812.00
232820.30
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7205
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
1265000.00
611162.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7335
2045-04-01
4.180000
1512987.00
435536.99
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH9031
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
272581.00
41076.00
Agency Mortgage-Backed Securities
FNMS 06.000 CT256556
2027-01-01
6.000000
339755.00
13066.77
Agency Mortgage-Backed Securities
FNMS 03.000 PLAL7489
B1V7KEBTPIMZEU4LTD58
2044-04-01
3.000000
6000000.00
4473609.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6536
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
734108.00
397737.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6818
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
36000.00
16957.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6848
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
713000.00
369217.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL6943
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.500000
788748.00
456691.69
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL7044
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.500000
1647815.00
1128928.44
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL7968
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
30000.00
20994.07
Agency Mortgage-Backed Securities
FNMS 06.500 CT256571
2026-12-01
6.500000
2865000.00
223025.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6157
B1V7KEBTPIMZEU4LTD58
2041-12-01
5.000000
1144000.00
533521.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7163
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.971000
15900000.00
6130105.99
Agency Mortgage-Backed Securities
GNMI SF AT6459 X
2046-07-15
5.000000
169894.00
115177.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6306
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.500000
16679.00
6217.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6517
B1V7KEBTPIMZEU4LTD58
2043-02-01
4.170000
16290501.00
5113226.19
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL5462
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
6277477.00
3470811.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5624
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
729502.00
467731.19
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL5830
B1V7KEBTPIMZEU4LTD58
2029-09-01
4.500000
28097315.00
34243.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL5882
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
700000.00
253224.03
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL5957
B1V7KEBTPIMZEU4LTD58
2027-05-01
4.000000
1511266.00
541236.34
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL5980
2029-11-01
3.000000
14198224.00
8081956.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2489
2042-03-01
4.000000
50000.00
15470.19
Agency Mortgage-Backed Securities
GNII SF AX3426 C
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
38593.00
36058.58
Agency Mortgage-Backed Securities
GNII SF MA5021 M
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
7020160.00
6889185.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0265
2039-01-01
3.624000
19293480.00
1408025.85
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4053
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.500000
54000.00
17936.94
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
4495360.00
4576753.82
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2888
2047-01-01
2.500000
15965924.00
13689272.11
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL1495
2026-09-01
4.000000
3050000.00
475918.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2642
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.859000
643000.00
152641.60
Agency Mortgage-Backed Securities
FNMS 05.500 CT255575
2025-01-01
5.500000
1325000.00
56330.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL2006
B1V7KEBTPIMZEU4LTD58
2042-05-01
5.000000
1855000.00
565940.15
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2193
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.500000
3840000.00
460069.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0529
B1V7KEBTPIMZEU4LTD58
2038-11-01
3.890000
1225000.00
237478.43
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0662
2038-01-01
5.500000
4000000.00
436354.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0677
2041-07-01
5.000000
145000.00
34557.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL1697
2041-10-01
4.000000
1045000.00
280477.01
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL0953
2025-09-01
5.000000
2500000.00
143439.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL1052
2041-09-01
5.000000
2365000.00
502651.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK3402
2042-02-01
4.000000
140000.00
45790.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK7506
2042-04-01
4.000000
483436.00
100634.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2918
B1V7KEBTPIMZEU4LTD58
2047-01-01
2.500000
357298.00
304180.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0152
2040-06-01
6.000000
944198.00
58707.68
Agency Mortgage-Backed Securities
FNMS 05.500 CT255668
2025-03-01
5.500000
351873.00
15970.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0520
2041-07-01
5.500000
156000.00
9034.41
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI5203
B1V7KEBTPIMZEU4LTD58
2026-08-01
4.000000
76000.00
17199.93
Agency Mortgage-Backed Securities
FNMS 06.000 CT254894
2023-07-01
6.000000
1020105.00
32468.50
Agency Mortgage-Backed Securities
FNMS 03.500 CTAJ7968
2031-11-01
3.500000
5000000.00
1192779.95
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
2023-06-01
5.500000
1928927.00
36622.01
Agency Mortgage-Backed Securities
FNMS 05.500 CT254800
2023-07-01
5.500000
2194417.00
51119.80
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
2029-01-01
6.000000
57765.00
48677.83
Agency Mortgage-Backed Securities
FNAR XX.XXX AS077686
2019-06-01
2.135000
489700.00
1380.82
Agency Mortgage-Backed Securities
FNMS 06.000 CT256213
2026-04-01
6.000000
3359670.00
157191.04
Agency Mortgage-Backed Securities
FNMS 06.000 CT256448
2026-10-01
6.000000
14804000.00
371711.55
Agency Mortgage-Backed Securities
GNMI SP 784522 X
549300M8ZYFG0OCMTT87
2048-06-15
3.500000
1834784.00
1796055.45
Agency Mortgage-Backed Securities
GNII SP 784577 C
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
5773184.00
5908739.53
Agency Mortgage-Backed Securities
GNII SF BI3300 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
85236.00
89060.37
Agency Mortgage-Backed Securities
GNII SF BJ6666 C
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
5536.00
5834.61
Agency Mortgage-Backed Securities
GNII SF 004541 M
549300M8ZYFG0OCMTT87
2039-09-20
5.000000
720999.00
81977.41
Agency Mortgage-Backed Securities
GNII SP 784216 C
549300M8ZYFG0OCMTT87
2045-12-20
4.500000
5012563.00
3284196.80
Agency Mortgage-Backed Securities
GNII SF MA5195 M
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
888898.00
912811.22
Agency Mortgage-Backed Securities
GNII SF MA5469 M
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
5000000.00
5306620.00
Agency Mortgage-Backed Securities
GNII SF BH0102 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
4783432.00
5023102.96
Agency Mortgage-Backed Securities
GNII SF BH0154 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2068084.00
2193068.31
Agency Mortgage-Backed Securities
GNII SF 796535 C
549300M8ZYFG0OCMTT87
2039-04-20
5.500000
1000.00
122.23
Agency Mortgage-Backed Securities
FNAR XX.XXX S1872895
2036-06-01
4.425000
15000.00
699.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745925
2036-09-01
4.318000
45000.00
3426.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LB753898
2033-11-01
3.428000
750000.00
32132.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.676000
10000000.00
2474216.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0331
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
20481115.00
12614285.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ0556
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
500000.00
252697.37
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL7387
2029-07-01
4.000000
3920443.00
1717956.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7468
2045-02-01
5.000000
20000.00
11150.58
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL6167
B1V7KEBTPIMZEU4LTD58
2044-01-01
3.500000
50000.00
32007.62
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6330
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.000000
39079547.00
20160931.56
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL3480
2040-07-01
6.000000
567989.00
81414.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2880
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
830000.00
381895.79
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL4404
2029-09-01
6.000000
105257.00
30824.00
Agency Mortgage-Backed Securities
FNMS 05.000 PLAL5055
2040-06-01
5.000000
3088740.00
468872.66
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL1441
2029-03-01
6.000000
272366.00
37953.24
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL2662
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
1395314.00
295202.97
Agency Mortgage-Backed Securities
FNMS 03.000 CTAK9456
2032-03-01
3.000000
5000000.00
1958061.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI5554
2041-06-01
5.000000
50000.00
13509.77
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
2027-09-01
6.000000
58661668.00
1863588.61
Agency Mortgage-Backed Securities
FNAR XX.XXX S1914912
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.880000
16371853.00
421890.61
Agency Mortgage-Backed Securities
FNMS 05.000 CT255894
2025-10-01
5.000000
4956650.00
189314.65
Agency Mortgage-Backed Securities
FNAR XX.XXX S1910181
2037-03-01
3.731000
99981700.00
4337656.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2408
2046-12-01
2.507000
20076881.00
15725724.65
Agency Mortgage-Backed Securities
FNAR XX.XXX S1868367
2036-04-01
3.879000
10000.00
213.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY5347
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
800000.00
525125.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0215
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
891763.00
223862.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ9332
2042-01-01
4.000000
45000.00
18457.10
Agency Mortgage-Backed Securities
FNMS 05.500 CT256855
2027-08-01
5.500000
4521264.00
110712.61
Agency Mortgage-Backed Securities
GNII SF MA0220 M
549300M8ZYFG0OCMTT87
2042-07-20
3.500000
329000.00
108669.18
Agency Mortgage-Backed Securities
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0217
364999770.05
364999770.05
0.0266
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.270000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0HZ842
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G08831 G
2048-08-01
4.000000
26888639.00
27038852.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
123484575.00
124371148.07
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0230
147000000.00
147000000.00
0.0107
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 2.000000%
254900Y8NKGV541U8Q32
0001457970
ARP0HZ875
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
662430200.00
585097522.43
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0203
585000000.00
585000000.00
0.0426
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.200000%
AC28XWWI3WIBK2824319
0001484219
ARP0HZ891
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
4238200.00
4139352.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
20836300.00
19331565.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
5666600.00
5669823.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
1000.00
894.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
95000.00
90381.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
0.750000
4169100.00
4177052.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.000000
699700.00
693430.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
1.000000
499700.00
492237.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
1000.00
943.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
5000.00
4967.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
87000.00
84176.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
3.500000
34490400.00
35313781.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
26121000.00
26105029.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
400.00
381.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
1000.00
972.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
20000000.00
19961961.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
8900.00
8511.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
49600000.00
49514707.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
442300.00
435845.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.375000
5000.00
4976.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
235000.00
229312.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
3000.00
2908.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
230100.00
225347.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
6000000.00
7733780.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
233000.00
251521.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
900000.00
1000051.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
1000000.00
1045752.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
12143000.00
12060748.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
1680100.00
1685770.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
7000000.00
7017737.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
8745000.00
8705341.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
4210000.00
4211289.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
4290000.00
4254521.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
831000.00
825106.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
475400.00
447094.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
28761700.00
27404634.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
445000.00
432485.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.875000
51297700.00
50999947.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
2078000.00
2046614.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
745000.00
728884.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
4489300.00
4352497.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
18322500.00
16183515.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
2043400.00
2007810.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
1120800.00
1118740.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
995000.00
995767.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
30000.00
29875.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.250000
574900.00
577434.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
488000.00
488060.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
46839300.00
46539872.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
33761000.00
33255834.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
5249900.00
5103079.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
8100.00
7761.32
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0223
400000000.00
400000000.00
0.0291
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.050000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0HZ8A8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
662600.00
638089.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
16926000.00
16174830.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
1500000.00
1473874.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
900000.00
895535.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.125000
4979400.00
4912710.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
108747200.00
110657770.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
100000000.00
98036030.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
29627100.00
27965026.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
1.500000
100000000.00
98503347.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
5101000.00
4944993.68
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0208
357000000.00
357000000.00
0.0260
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.240000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HZ8B6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
19221500.00
21462403.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
5827400.00
5697606.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.875000
200.00
198.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
5667100.00
5686227.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.875000
3301700.00
3286936.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
8558400.00
8163155.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
5893000.00
5624493.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
100.00
98.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
12300700.00
12310190.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-08
0.00
200.00
199.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
8.500000
100.00
108.77
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0227
61000000.00
61000000.00
0.0044
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.240000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HZ8N0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
115624800.00
115554105.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
5162400.00
5005085.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
92042600.00
89140216.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-15
0.875000
19303100.00
18986437.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.500000
100.00
98.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
102901900.00
102311229.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
9334900.00
9182343.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
34509200.00
41564553.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
54516100.00
65964398.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-23
0.00
32650700.00
32134786.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
1893000.00
2116006.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
100.00
116.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
1922800.00
2271067.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
70835700.00
138851518.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
12602500.00
14912368.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
2.500000
6702000.00
6707925.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
52057100.00
48598570.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
33178300.00
31099714.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
88.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
202940900.00
198475582.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
255695100.00
249999991.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-15
1.000000
48217400.00
47607378.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
65600.00
64656.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
4416300.00
4333393.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
25019400.00
24645034.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.500000
74341500.00
73127357.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
58804700.00
58838850.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
31135100.00
31013269.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.250000
43460000.00
42698279.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
101366900.00
98547583.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
39550700.00
38765218.80
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0227
1561000000.00
1561000000.00
0.1136
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.260000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0HZ8O8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 1G0834 G
2035-07-01
4.041000
20660.00
703.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9466
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
39340654.00
34982837.57
Agency Mortgage-Backed Securities
FNMS 03.000 CIAY6431
2030-03-01
3.000000
119264.00
43054.89
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0229
34000000.00
34000000.00
0.0025
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.230000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0HZ8S9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
21078600.00
20686473.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
2800.00
2737.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
100.00
95.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
3999300.00
3873189.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
21924000.00
21605076.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
18008100.00
16935901.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
900.00
849.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
26981500.00
27007030.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
11530600.00
11456351.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
20706800.00
19834930.28
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0226
119000000.00
119000000.00
0.0087
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.210000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0HZ8V2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-06-15
4.500000
2000000.00
71029.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-12-15
5.500000
750000.00
287878.56
Agency Collateralized Mortgage Obligation
FNRM RC149L R10F149
2038-04-25
4.500000
700000.00
122098.37
Agency Collateralized Mortgage Obligation
GNRM 2003-60 CE
549300M8ZYFG0OCMTT87
2033-07-16
5.000000
5000000.00
4774607.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-15
4.000000
10515600.00
10596906.62
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-02-15
3.000000
300000.00
47379.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.000000
4000000.00
4015992.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-04-15
2.000000
600000.00
266856.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-10-15
2.500000
4000000.00
3483300.00
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-05-25
3.314000
6570400.00
23473.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-25
3.281000
10000000.00
971251.76
Agency Collateralized Mortgage Obligation
FNRM CL074KA R17F074
2044-11-25
3.000000
108290816.00
99108938.09
Agency Collateralized Mortgage Obligation
FNRM CL005PB R18F005
2048-02-25
3.500000
1933212.00
1740963.73
Agency Collateralized Mortgage Obligation
GNRM 2016-003 AB
549300M8ZYFG0OCMTT87
2048-04-16
2.600000
375000.00
299266.46
Agency Collateralized Mortgage Obligation
GNRM 2018-32 AB
2046-08-20
3.000000
639485.00
593846.87
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-03-15
3.500000
3500000.00
3090701.87
Agency Collateralized Mortgage Obligation
FNRM CL044PV R18F044
2031-06-25
3.500000
41792768.00
40855202.14
Agency Collateralized Mortgage Obligation
FNRM CL037NY R18F037
2048-06-25
3.500000
12000000.00
11429604.00
Agency Collateralized Mortgage Obligation
FNRM CL033PT R03F033
2033-05-25
4.500000
999978.00
26762.89
Agency Collateralized Mortgage Obligation
FNRM CL080TU R05F080
2035-08-25
4.750000
1000000.00
10623.69
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-11-15
5.000000
400000.00
19210.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-08-15
3.000000
795000.00
443030.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-15
2.481000
25000000.00
19753133.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-15
4.000000
59158.00
60006.92
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES -K-078 A-2 20280625 FLT
2028-06-25
3.854000
3634000.00
3701356.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-15
3.000000
2000000.00
8792.88
Agency Collateralized Mortgage Obligation
GNRA 2012-034 FA
549300M8ZYFG0OCMTT87
2042-03-20
2.536250
1250000.00
533189.89
Agency Collateralized Mortgage Obligation
GNRM 2012-065 LM
549300M8ZYFG0OCMTT87
2042-05-20
3.000000
1000000.00
927947.00
Agency Collateralized Mortgage Obligation
GNRM 2013-101 A
549300M8ZYFG0OCMTT87
2035-05-16
0.514000
3040000.00
1066404.17
Agency Collateralized Mortgage Obligation
GNRM 2014-120 A
549300M8ZYFG0OCMTT87
2039-05-16
2.800000
1150000.00
575956.78
Agency Collateralized Mortgage Obligation
FNRM RC018KY R11F018
2041-03-25
4.000000
650000.00
608624.60
Agency Collateralized Mortgage Obligation
GNRA 2009-022 FA
549300M8ZYFG0OCMTT87
2039-04-20
2.807000
125000000.00
7369694.31
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-070 A-2 20271125 FLT
2027-11-25
3.303000
22107000.00
21638972.70
Agency Collateralized Mortgage Obligation
FNRM CL072B R17F072
2047-09-25
3.000000
1600000.00
1262251.01
Agency Collateralized Mortgage Obligation
GNRM 2018-17 HA
549300M8ZYFG0OCMTT87
2047-12-16
2.250000
75641728.00
70920495.42
Agency Collateralized Mortgage Obligation
GNRA 2009-042 FC
549300M8ZYFG0OCMTT87
2039-06-20
2.997000
75000000.00
3540490.51
Agency Collateralized Mortgage Obligation
GNRA 2008-060 CF
549300M8ZYFG0OCMTT87
2038-07-20
2.927000
50000000.00
1946610.60
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-058 A-2 20260825 2.6
2026-08-25
2.653000
11980000.00
11312690.04
Agency Collateralized Mortgage Obligation
FNRM CL070HA R18F070
2056-10-25
3.500000
3658240.00
3669181.80
Agency Collateralized Mortgage Obligation
FNRM RC070CB R18F070
2048-10-25
4.000000
11775800.00
12023303.76
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-05-25
2.644750
83979776.00
39890652.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-10-15
3.500000
5000000.00
567969.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-09-15
4.500000
2803236.00
2931335.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-07-15
4.500000
110901504.00
117043118.39
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-04-25
2.364000
12258784.00
11368899.15
Agency Collateralized Mortgage Obligation
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0224
500000000.00
500000000.00
0.0364
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.260000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZA15
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-13 AC
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
30899488.00
30385163.81
Agency Collateralized Mortgage Obligation
GNII SF MA2150 M
2044-08-20
4.500000
190428924.00
55104836.37
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0229
83000000.00
83000000.00
0.0060
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.220000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZA31
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-08
0.00
400.00
399.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
800.00
783.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.857500
94532000.00
94858865.64
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0225
93000000.00
93000000.00
0.0068
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.260000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZA72
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2007-53 MC
549300M8ZYFG0OCMTT87
2037-09-20
5.750000
5000000.00
1192677.78
Agency Collateralized Mortgage Obligation
GNRM 2007-056 PD
549300M8ZYFG0OCMTT87
2037-07-20
5.500000
5377000.00
1101080.70
Agency Collateralized Mortgage Obligation
GNRM 2017-53 GA
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
50000000.00
45811100.72
Agency Collateralized Mortgage Obligation
GNRM 2014-054 AC
549300M8ZYFG0OCMTT87
2049-02-16
2.874000
270000.00
87348.34
Agency Collateralized Mortgage Obligation
GNRM 2013-185 DH
549300M8ZYFG0OCMTT87
2043-12-20
3.000000
16507000.00
1507953.92
Agency Collateralized Mortgage Obligation
GNRM 2013-86 TX
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
15369000.00
7403986.93
Agency Collateralized Mortgage Obligation
GNRM 2014-043 PD
549300M8ZYFG0OCMTT87
2042-07-20
3.000000
21675000.00
6826791.90
Agency Collateralized Mortgage Obligation
GNRM 2015-039 AB
549300M8ZYFG0OCMTT87
2042-02-20
3.500000
30000000.00
13308644.33
Agency Collateralized Mortgage Obligation
GNRM 2007-056 ND
549300M8ZYFG0OCMTT87
2037-07-20
5.750000
7348000.00
1112136.12
Agency Collateralized Mortgage Obligation
GNRM 2017-48 BE
549300M8ZYFG0OCMTT87
2047-02-20
2.500000
14050000.00
10289256.93
Agency Collateralized Mortgage Obligation
GNRM 2010-068 YH
549300M8ZYFG0OCMTT87
2039-05-20
3.500000
19160000.00
1606377.52
Agency Collateralized Mortgage Obligation
GNRM 2011-124 EA
549300M8ZYFG0OCMTT87
2040-10-20
3.000000
23200000.00
2911485.87
Agency Collateralized Mortgage Obligation
GNRM 2012-51 AD
549300M8ZYFG0OCMTT87
2040-07-20
2.000000
4000000.00
963656.84
Agency Collateralized Mortgage Obligation
GNRM 2012-141 WP
549300M8ZYFG0OCMTT87
2041-11-20
2.000000
5000000.00
1460180.66
Agency Collateralized Mortgage Obligation
GNRM 2003-60 CE
549300M8ZYFG0OCMTT87
2033-07-16
5.000000
567000.00
541440.44
Agency Collateralized Mortgage Obligation
GNRM 2006-033 PC
549300M8ZYFG0OCMTT87
2036-07-20
6.000000
5500000.00
2490721.18
Agency Collateralized Mortgage Obligation
GNRM 2017-86 VB
549300M8ZYFG0OCMTT87
2036-09-20
3.000000
2902764.00
2660670.58
Agency Collateralized Mortgage Obligation
GNRM 2018-44 P
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
31603000.00
29804742.19
Agency Collateralized Mortgage Obligation
GNRM 2018-13 E
549300M8ZYFG0OCMTT87
2042-09-20
3.000000
17490400.00
16821847.74
Agency Collateralized Mortgage Obligation
GNRM 2015-72 BC
549300M8ZYFG0OCMTT87
2045-02-20
2.250000
5000000.00
2988106.88
Agency Collateralized Mortgage Obligation
GNRM 2017-119 AG
549300M8ZYFG0OCMTT87
2058-06-16
2.600000
6000000.00
5640096.76
Agency Collateralized Mortgage Obligation
GNRM 2016-18 QK
549300M8ZYFG0OCMTT87
2044-08-20
2.000000
10000000.00
7510770.84
Agency Collateralized Mortgage Obligation
GNRM 2016-19 JW
549300M8ZYFG0OCMTT87
2046-02-20
2.500000
25000000.00
12549743.21
Agency Collateralized Mortgage Obligation
GNRM 2016-68 JC
549300M8ZYFG0OCMTT87
2046-05-20
2.000000
10000000.00
5449025.72
Agency Collateralized Mortgage Obligation
GNRA 2018-44 YF
549300M8ZYFG0OCMTT87
2048-03-20
2.777380
200000000.00
193213180.94
Agency Collateralized Mortgage Obligation
GNRA 2014-054 BA
549300M8ZYFG0OCMTT87
2054-05-16
3.209000
133000.00
130651.98
Agency Collateralized Mortgage Obligation
GNII SF MA2600 M
2045-02-20
3.000000
42701100.00
22084316.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5912
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1227130.00
1278958.15
Agency Mortgage-Backed Securities
GNMI SF AO0095 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
125245.00
77414.10
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2232
B1V7KEBTPIMZEU4LTD58
2035-04-01
3.500000
3559000.00
1972408.42
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3465
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.000000
6329930.00
6423442.28
Agency Mortgage-Backed Securities
GNMI SF 768143 X
549300M8ZYFG0OCMTT87
2041-08-15
4.000000
680000.00
154969.73
Agency Mortgage-Backed Securities
GNMI SF 741891 X
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
167833.00
22704.34
Agency Mortgage-Backed Securities
GNII SP 782059 M
549300M8ZYFG0OCMTT87
2035-08-20
4.000000
2954488.00
343747.89
Agency Mortgage-Backed Securities
GNMI SF 642032 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
877979.00
58049.91
Agency Mortgage-Backed Securities
GNMI SF AM7532 X
549300M8ZYFG0OCMTT87
2045-05-15
3.000000
246154.00
144465.90
Agency Mortgage-Backed Securities
GNMI SF 595802 X
549300M8ZYFG0OCMTT87
2035-08-15
5.500000
1002240.00
69129.22
Agency Mortgage-Backed Securities
GNMI SF 594105 X
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
2877496.00
261450.45
Agency Mortgage-Backed Securities
GNMI SF 726278 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1911292.00
482692.42
Agency Mortgage-Backed Securities
GNMI SF BE2429 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
892227.00
918569.23
Agency Mortgage-Backed Securities
GNMI SF AF0253 X
549300M8ZYFG0OCMTT87
2043-07-15
2.500000
122185.00
98630.67
Agency Mortgage-Backed Securities
GNMI SF AJ1151 X
549300M8ZYFG0OCMTT87
2044-12-15
4.000000
80518.00
59448.97
Agency Mortgage-Backed Securities
GNMI SF AK7028 X
549300M8ZYFG0OCMTT87
2045-04-15
4.000000
268168.00
75942.19
Agency Mortgage-Backed Securities
GNMI SF AL2278 X
549300M8ZYFG0OCMTT87
2045-03-15
3.500000
101000.00
42130.51
Agency Mortgage-Backed Securities
GNMI SF 706520 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
91370.00
8558.53
Agency Mortgage-Backed Securities
GNMI SF AB1352 X
549300M8ZYFG0OCMTT87
2042-06-15
3.000000
81143.00
68545.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3360
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
9464000.00
9018088.22
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM4146
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.500000
4122312.00
4119016.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0564
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
7702872.00
7856159.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0667
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
5978832.00
6254629.54
Agency Mortgage-Backed Securities
FNMS 04.000 CTBN0695
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.000000
2152950.00
2202967.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0914
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
15009040.00
14599281.52
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK4792
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
10056060.00
10318873.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5228
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
9969632.00
10143483.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6051
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1064180.00
1083038.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9817
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
4642736.00
4927881.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM1565
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
4146816.00
3631884.43
Agency Mortgage-Backed Securities
GNMI SF 726031 X
549300M8ZYFG0OCMTT87
2040-07-15
4.500000
2208172.00
658792.01
Agency Mortgage-Backed Securities
GNMI SF 738539 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
1400000.00
245967.13
Agency Mortgage-Backed Securities
GNII SP 783591 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
1384630.00
299049.92
Agency Mortgage-Backed Securities
GNMI SF AN5721 X
549300M8ZYFG0OCMTT87
2045-06-15
3.000000
2832130.00
1588294.70
Agency Mortgage-Backed Securities
GNMI SF 604640 X
549300M8ZYFG0OCMTT87
2036-01-15
4.500000
864417.00
71455.31
Agency Mortgage-Backed Securities
GNMI SF 697852 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
1376420.00
34411.25
Agency Mortgage-Backed Securities
GNMI SF AA5821 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
350000.00
173228.47
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
27704000.00
27474883.40
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0229
500000000.00
500000000.00
0.0364
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.210000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZA80
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2002-70 PB
549300M8ZYFG0OCMTT87
2032-10-20
6.000000
9190000.00
7970801.09
Agency Collateralized Mortgage Obligation
GNRM 2009-122 DC
549300M8ZYFG0OCMTT87
2024-12-16
4.000000
5450000.00
4437550.80
Agency Collateralized Mortgage Obligation
GNRM 2017-12 LC
549300M8ZYFG0OCMTT87
2044-02-20
2.500000
6900000.00
5738085.71
Agency Collateralized Mortgage Obligation
GNRM 2016-67 AD
549300M8ZYFG0OCMTT87
2039-03-20
2.500000
20000000.00
13702565.85
Agency Collateralized Mortgage Obligation
GNRM 2017-181 A
549300M8ZYFG0OCMTT87
2057-04-16
2.350000
3283000.00
3082406.30
Agency Collateralized Mortgage Obligation
GNRM 2018-004 AB
549300M8ZYFG0OCMTT87
2052-10-16
2.250000
15629000.00
14651260.48
Agency Collateralized Mortgage Obligation
GNRM 2018-020 A
549300M8ZYFG0OCMTT87
2049-09-16
2.500000
249999.00
238147.59
Agency Collateralized Mortgage Obligation
GNRM 2017-138 AG
549300M8ZYFG0OCMTT87
2058-10-16
2.600000
6000000.00
5622753.62
Agency Collateralized Mortgage Obligation
GNRM 2017-086 AS
549300M8ZYFG0OCMTT87
2058-02-16
2.750000
31000.00
29299.73
Agency Collateralized Mortgage Obligation
GNRM 2017-069 AC
549300M8ZYFG0OCMTT87
2057-07-16
2.400000
3433000.00
3188011.51
Agency Collateralized Mortgage Obligation
GNRM 2016-05 GQ
549300M8ZYFG0OCMTT87
2042-03-20
2.500000
15000000.00
10203108.75
Agency Collateralized Mortgage Obligation
GNRM 2016-098 AB
549300M8ZYFG0OCMTT87
2052-08-16
2.100000
210000.00
174644.17
Agency Collateralized Mortgage Obligation
GNRM 2016-77 MB
549300M8ZYFG0OCMTT87
2045-09-20
2.000000
10000000.00
7724559.91
Agency Collateralized Mortgage Obligation
GNRM 2014-138 A
549300M8ZYFG0OCMTT87
2044-01-16
2.700000
210000.00
81239.33
Agency Collateralized Mortgage Obligation
GNRM 2015-021 A
549300M8ZYFG0OCMTT87
2042-11-16
2.600000
300000.00
149208.17
Agency Collateralized Mortgage Obligation
GNRM 2015-037 A
549300M8ZYFG0OCMTT87
2050-12-16
2.600000
584999.00
270572.91
Agency Collateralized Mortgage Obligation
GNRM 2015-125 AB
549300M8ZYFG0OCMTT87
2047-04-16
2.350000
420000.00
344992.60
Agency Collateralized Mortgage Obligation
GNRM 2015-053 LC
549300M8ZYFG0OCMTT87
2044-09-20
2.000000
10000000.00
4721878.88
Agency Collateralized Mortgage Obligation
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
640000.00
608317.44
Agency Collateralized Mortgage Obligation
GNRM 2012-123 AD
549300M8ZYFG0OCMTT87
2051-12-16
1.632000
215000.00
129766.62
Agency Collateralized Mortgage Obligation
GNRM 2012-142 A
549300M8ZYFG0OCMTT87
2037-05-16
1.105000
3910000.00
2374105.53
Agency Collateralized Mortgage Obligation
GNRM 2013-043 B
549300M8ZYFG0OCMTT87
2039-04-16
1.965000
500000.00
121755.97
Agency Collateralized Mortgage Obligation
GNRM 2014-073 A
549300M8ZYFG0OCMTT87
2041-09-16
2.555000
840000.00
264998.66
Agency Collateralized Mortgage Obligation
GNRM 2013-193 AB
549300M8ZYFG0OCMTT87
2049-12-16
2.000000
200000.00
112315.34
Agency Collateralized Mortgage Obligation
GNRM 2017-168 A
549300M8ZYFG0OCMTT87
2057-11-16
2.250000
3500000.00
3303449.34
Agency Collateralized Mortgage Obligation
GNRM 2014-006 PC
549300M8ZYFG0OCMTT87
2043-06-16
2.750000
94625000.00
33998786.41
Agency Collateralized Mortgage Obligation
GNII SF MA1839 M
2044-04-20
4.000000
94514000.00
28147663.93
Agency Mortgage-Backed Securities
GNII SF BI2870 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
1417098.00
1466791.56
Agency Mortgage-Backed Securities
GNII SF BJ0327 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
1559500.00
1640962.04
Agency Mortgage-Backed Securities
Y
2018-10-05
2018-10-05
2018-10-05
N
N
N
0.0224
150000000.00
150000000.00
0.0109
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.240000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZA98
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.857500
54890300.00
55080095.55
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0227
54000000.00
54000000.00
0.0039
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.150000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HZAB3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.625000
13597100.00
13559764.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
141083200.00
139550034.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.500000
115956000.00
115215608.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
871000.00
886302.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
440400.00
439688.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
112200800.00
107114011.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
0.750000
6128000.00
6139688.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.000000
7269500.00
7168333.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.250000
114037400.00
112876165.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-30
1.000000
929300.00
930459.48
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0218
494000000.00
494000000.00
0.0360
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.250000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HZAD9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
1.00
0.03
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
15111978.00
4812894.21
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-067 A-2 20270725 3.1
2027-07-25
3.194000
1.00
0.97
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
5269372.00
5237100.66
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-063 A-1 20260825 3.0
2026-08-25
3.045000
158280.00
151547.18
Agency Collateralized Mortgage Obligation
FNRM CL104QA R16F104
2043-11-25
3.000000
4545357.00
3687723.85
Agency Collateralized Mortgage Obligation
FNRM CL038PA R18F038
2047-06-25
3.500000
10935738.00
10555504.24
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-719 A-2 20220625 FLT
2022-06-25
2.731000
58.00
57.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-04-15
3.000000
17839616.00
16735739.58
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLMA3307
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
49757833.00
47273207.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3356
2048-05-01
3.500000
29542715.00
28523829.73
Agency Mortgage-Backed Securities
FNMS 07.000 NPAE0796
2038-11-01
7.000000
14664600.00
493212.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5722
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.599000
23236577.00
2722136.89
Agency Mortgage-Backed Securities
GNII SF BG1907 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1247564.00
1315050.01
Agency Mortgage-Backed Securities
GNII SF BG6933 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1332427.00
1200033.02
Agency Mortgage-Backed Securities
GNII SF BG9416 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3823715.00
4007087.17
Agency Mortgage-Backed Securities
GNII SF BF3033 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
3064651.00
3314590.29
Agency Mortgage-Backed Securities
GNII SF BF3034 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
1751128.00
1854555.61
Agency Mortgage-Backed Securities
GNII SF BF8815 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2544294.00
2703410.47
Agency Mortgage-Backed Securities
GNII SF BF8818 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
4223281.00
4425659.99
Agency Mortgage-Backed Securities
GNII SF BG0480 C
2048-04-20
4.000000
3460642.00
3506298.26
Agency Mortgage-Backed Securities
GNII SF BG0487 C
2048-04-20
4.500000
1635063.00
1686172.07
Agency Mortgage-Backed Securities
GNII SF BG1837 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
1143366.00
1183530.12
Agency Mortgage-Backed Securities
GNII SF BG1844 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2888141.00
2986287.28
Agency Mortgage-Backed Securities
GNII SF BG1887 C
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
1416645.00
1518588.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
2047-09-01
3.500000
34495144.00
31809086.42
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2108
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
2811193.00
2841972.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
2047-10-01
4.000000
81913903.00
71255103.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1785
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
5027984.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0992
2048-01-01
3.500000
2097746.00
1990485.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1012
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1116800.00
1083023.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8494
2046-12-01
3.500000
28000.00
23498.33
Agency Mortgage-Backed Securities
GNII SF BC5393 C
2047-09-20
3.500000
261795.00
256133.70
Agency Mortgage-Backed Securities
GNII SF BC6876 C
2047-08-20
4.000000
1018697.00
988097.15
Agency Mortgage-Backed Securities
GNII SF BC9129 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1351531.00
1361696.96
Agency Mortgage-Backed Securities
GNII SF BD8643 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1880340.00
1894583.47
Agency Mortgage-Backed Securities
03.500 FGPC Q08846 G
2042-06-01
3.500000
37222136.00
17455537.79
Agency Mortgage-Backed Securities
03.500 FGPC G08830 G
2048-08-01
3.500000
8197188.00
8032225.85
Agency Mortgage-Backed Securities
03.000 FGPC G18655 G
2032-08-01
3.000000
6866531.00
5848422.92
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
3.818000
1234353.00
67262.05
Agency Mortgage-Backed Securities
FMAR 1B7871 G
2041-02-01
3.878000
39791.00
4203.14
Agency Mortgage-Backed Securities
GNII SF BH0411 C
2048-06-20
6.000000
978120.00
1074203.92
Agency Mortgage-Backed Securities
GNII SF BH0412 C
2048-06-20
6.000000
789830.00
858847.29
Agency Mortgage-Backed Securities
GNII SF BH0429 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2629669.00
2747892.11
Agency Mortgage-Backed Securities
GNII SF BE1678 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
240941.00
254508.46
Agency Mortgage-Backed Securities
GNII SF BE2212 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
1481390.00
1460106.93
Agency Mortgage-Backed Securities
GNII SF MA5265 M
2048-05-20
4.500000
32597358.00
33547147.92
Agency Mortgage-Backed Securities
GNII SF BB4816 C
2047-08-20
4.000000
1382322.00
1384936.74
Agency Mortgage-Backed Securities
GNII SF BB7714 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
3167283.00
2623702.35
Agency Mortgage-Backed Securities
GNII SF BC0744 C
2047-09-20
4.000000
1259689.00
1259861.53
Agency Mortgage-Backed Securities
GNII SF 679650 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2538128.00
2636326.77
Agency Mortgage-Backed Securities
GNII SF AG1752 C
2043-10-20
4.000000
1885997.00
811382.62
Agency Mortgage-Backed Securities
GNMI SF AP7290 X
549300M8ZYFG0OCMTT87
2045-10-15
4.500000
1444208.00
1338680.94
Agency Mortgage-Backed Securities
GNMI SF AS8158 X
2046-06-15
4.000000
698978.00
636771.78
Agency Mortgage-Backed Securities
GNII SF AZ3538 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
2916959.00
2935794.66
Agency Mortgage-Backed Securities
GNII SF BH5719 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3541868.00
3713328.74
Agency Mortgage-Backed Securities
GNII SF BH8034 C
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
2647431.00
2696612.22
Agency Mortgage-Backed Securities
GNII SF BI0710 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
2194350.00
2287309.13
Agency Mortgage-Backed Securities
GNII SF BI0719 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
2152576.00
2311013.37
Agency Mortgage-Backed Securities
GNII SF BH0061 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1954901.00
2012042.75
Agency Mortgage-Backed Securities
GNII SF BH0100 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
4863209.00
5131787.67
Agency Mortgage-Backed Securities
GNII SF BH2109 C
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
1233446.00
1322167.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.250000
6709981.00
981583.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2197
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
45630720.00
47523864.12
Agency Mortgage-Backed Securities
FNMS 03.000 CI890789
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
67396561.00
58547639.68
Agency Mortgage-Backed Securities
FNMS 05.500 CL962533
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
1543.00
105.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB2108
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.000000
12213122.00
2885456.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
2048-01-01
3.500000
361000.00
340675.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1187
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
29280.00
28263.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2049
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1023.00
1055.22
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2087
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
29742586.00
30153638.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ8160
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.130000
8731982.00
8739356.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7688
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2779892.00
2352139.52
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0120
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
36864800.00
30982060.15
Agency Mortgage-Backed Securities
04.500 FGPC Q56844 G
2048-06-01
4.500000
33812884.00
34466557.27
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.686000
5625576.00
5340784.40
Agency Mortgage-Backed Securities
04.000 FGPC U89065 G
2032-10-01
4.000000
4784153.00
4645107.88
Agency Mortgage-Backed Securities
04.000 FGPC U91753 G
2043-08-01
4.000000
9300000.00
6043239.44
Agency Mortgage-Backed Securities
03.500 FGPC Q15891 G
2043-02-01
3.500000
7446213.00
4261158.16
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
98069596.00
101758483.85
Agency Mortgage-Backed Securities
GNAR AF MA5478 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
1000000.00
1011916.00
Agency Mortgage-Backed Securities
03.000 FGPC J33228 G
2030-11-01
3.000000
59924894.00
40876043.43
Agency Mortgage-Backed Securities
GNII SF BI5719 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
2356467.00
2492525.53
Agency Mortgage-Backed Securities
GNII SF BJ0759 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
6624408.00
6964736.96
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
3.951000
339499.00
246509.00
Agency Mortgage-Backed Securities
04.500 FGPC V84386 G
2048-06-01
4.500000
38231755.00
39166731.51
Agency Mortgage-Backed Securities
04.000 FGPC V84490 G
2048-07-01
4.000000
16726970.00
16916443.86
Agency Mortgage-Backed Securities
04.000 FGPC Q30477 G
2044-12-01
4.000000
2002195.00
1381505.99
Agency Mortgage-Backed Securities
03.500 FGPC Q30924 G
2045-01-01
3.500000
8877050.00
6714792.93
Agency Mortgage-Backed Securities
03.500 FGPC Q37418 G
2045-11-01
3.500000
32946419.00
20813070.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3283
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
33371789.00
30651313.39
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0106
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
841198.00
674648.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7082
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.732000
30941837.00
31258281.24
Agency Mortgage-Backed Securities
GNAR FT 082566 M
2040-06-20
3.750000
655879.00
58672.68
Agency Mortgage-Backed Securities
02.500 FGPC J19761 G
2027-07-01
2.500000
8795312.00
3075589.74
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
395800.00
393165.31
U.S. Treasuries (including strips)
FNMS 03.500 CLAB4223
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
12900000.00
5842750.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1461
2048-03-01
4.000000
3100754.00
3028338.90
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
2032-11-01
3.000000
138116946.00
62182517.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9470
2046-07-01
4.000000
18477000.00
14522100.05
Agency Mortgage-Backed Securities
GNII SF 729578 C
2040-02-20
4.000000
6477833.00
686923.22
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2110
2034-12-01
3.500000
3707.00
1784.49
Agency Mortgage-Backed Securities
04.000 FGPC V80506 G
2043-10-01
4.000000
4327056.00
2288018.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0689
2047-11-01
3.500000
241788.00
226740.59
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0228
974000000.00
974000000.00
0.0709
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.250000%
549300QJJX6CVVUXLE15
0000050916
ARP0HZAE7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1574162.00
125181.84
Agency Mortgage-Backed Securities
GNII SF MA1996 M
549300M8ZYFG0OCMTT87
2044-06-20
4.000000
10298178.00
3071663.27
Agency Mortgage-Backed Securities
GNII SP 783457 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
1003.00
184.14
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
9846.00
10159.46
Agency Mortgage-Backed Securities
GNII SF MA5136 M
2048-04-20
3.500000
40000032.00
39033656.11
Agency Mortgage-Backed Securities
GNII SF MA3106 M
2045-09-20
4.000000
50000000.00
21726189.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1000.00
1013.06
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
113000.00
101068.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
858700.00
822044.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
2923000.00
2819660.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
100.00
97.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
67000.00
81197.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
2398900.00
2849069.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
2615000.00
2905706.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
11496700.00
11418826.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
207100.00
200820.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
1097300.00
1097023.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
221800.00
215807.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
93.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
935000.00
917447.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
1892400.00
1839476.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
24900.00
23725.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
11400.00
10978.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
100.00
98.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
62700.00
61343.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
2.250000
24300.00
24171.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
300.00
298.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
100.00
97.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
23528500.00
20651414.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
400.00
332.17
U.S. Treasuries (including strips)
GNII SF MA2372 M
2044-11-20
4.000000
94928003.00
30945908.02
Agency Mortgage-Backed Securities
GNII SF MA4511 M
2047-06-20
4.000000
17329903.00
13843665.55
Agency Mortgage-Backed Securities
GNII SF MA4451 M
2047-05-20
3.500000
1124.00
959.70
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
138558998.00
31214269.49
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0228
181000000.00
181000000.00
0.0132
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.250000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0HZAH0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5137 M
2048-04-20
4.000000
30000000.00
30040565.76
Agency Mortgage-Backed Securities
GNII JM MA5127 M
2048-04-20
4.000000
596193.00
591885.87
Agency Mortgage-Backed Securities
GNMI SF AZ1047 X
2047-01-15
4.000000
1771587.00
1772663.31
Agency Mortgage-Backed Securities
GNII SF AZ7278 C
2047-07-20
4.000000
1614952.00
1617042.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9615
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.590000
21545000.00
21584718.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8857
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
73953173.00
74076533.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6847
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
10000945.00
10022986.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1386
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
68320845.00
68286408.23
Agency Mortgage-Backed Securities
GNII JM MA5254 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
514826.00
513570.31
Agency Mortgage-Backed Securities
GNMI SF AX6071 X
549300M8ZYFG0OCMTT87
2047-02-15
4.000000
1074196.00
1074877.04
Agency Mortgage-Backed Securities
GNMI SF AX8713 X
2046-12-15
4.000000
1517331.00
1516722.18
Agency Mortgage-Backed Securities
GNMI SF AX6543 X
2047-06-15
4.000000
1080008.00
1082026.77
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0228
206000000.00
206000000.00
0.0150
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.230000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0HZAM9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.125000
5000000.00
4988708.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
75723400.00
73440045.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
18648600.00
18051608.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.125000
347000.00
339655.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
13083300.00
12481150.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
255000.00
244862.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
2800.00
3125.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.125000
60000.00
58877.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.375000
4300000.00
4304380.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
145000.00
138669.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
915200.00
887450.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
2.000000
11880000.00
11601377.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
25000000.00
24540163.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
10600.00
10830.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
5641000.00
5469098.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-15
1.375000
5000000.00
5883508.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
30000000.00
30148923.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
225000.00
219752.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
5000000.00
4927266.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
2.250000
9854800.00
9888967.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
32765000.00
32616410.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.500000
334100.00
333274.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
5000000.00
5009500.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
57230600.00
59849061.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
12134800.00
12052603.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
656800.00
657578.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
20229500.00
19161129.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
4999900.00
4388507.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
11773400.00
23078115.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
5000000.00
7319116.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
900000.00
1073907.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
100.00
135.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
8700.00
12327.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
1099700.00
1024060.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
9300.00
8921.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
705000.00
693888.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.500000
1000000.00
998199.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.625000
111000.00
110695.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
100529500.00
95946989.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
1246000.00
1246961.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
4872900.00
5209863.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.000000
50000.00
49304.17
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0226
469000000.00
469000000.00
0.0341
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.250000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0HZAO5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH9215
2048-01-01
3.500000
6655762.00
6319087.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7995
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
2288111.00
2408788.79
Agency Mortgage-Backed Securities
03.000 FGPC U40925 G
2028-07-01
3.000000
227603.00
112655.93
Agency Mortgage-Backed Securities
03.500 FGPC Q11250 G
2042-09-01
3.500000
6558754.00
3232490.82
Agency Mortgage-Backed Securities
04.000 FGPC Q07170 G
2042-04-01
4.000000
2060726.00
1309428.51
Agency Mortgage-Backed Securities
04.000 FGPC Q08985 G
2042-06-01
4.000000
3570009.00
1605002.08
Agency Mortgage-Backed Securities
04.000 FGPC U90494 G
2042-05-01
4.000000
7150309.00
3655476.49
Agency Mortgage-Backed Securities
03.500 FGPC U95142 G
2043-06-01
3.500000
1266164.00
915627.60
Agency Mortgage-Backed Securities
FMAR 2B2670 G
2044-05-01
2.837000
1002.00
438.41
Agency Mortgage-Backed Securities
FMAR 2B2673 G
2044-06-01
3.116000
3197.00
1044.60
Agency Mortgage-Backed Securities
03.000 FGPC Q46441 G
2047-02-01
3.000000
1888973.00
1643583.83
Agency Mortgage-Backed Securities
04.500 FGPC Q48634 G
2047-06-01
4.500000
2427084.00
2292666.73
Agency Mortgage-Backed Securities
04.500 FGPC Q48675 G
2047-06-01
4.500000
16004.00
16410.34
Agency Mortgage-Backed Securities
04.000 FGPC Q50851 G
2047-09-01
4.000000
3260225.00
3035853.08
Agency Mortgage-Backed Securities
03.500 FGPC Q50056 G
2047-08-01
3.500000
17276.00
15986.48
Agency Mortgage-Backed Securities
04.000 FGPC Q27999 G
2044-08-01
4.000000
9319647.00
4672630.23
Agency Mortgage-Backed Securities
04.000 FGPC Q29026 G
2044-10-01
4.000000
5875173.00
2293530.79
Agency Mortgage-Backed Securities
04.000 FGPC Q42605 G
2046-08-01
4.000000
1124702.00
922150.31
Agency Mortgage-Backed Securities
03.000 FGPC Q43948 G
2046-10-01
3.000000
128194.00
105097.02
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
7720335.00
3578677.75
Agency Mortgage-Backed Securities
03.500 FGPC V83495 G
2047-10-01
3.500000
66791501.00
61636838.57
Agency Mortgage-Backed Securities
04.000 FGPC V83275 G
2047-07-01
4.000000
31464930.00
28641872.59
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
23411099.00
22815496.09
Agency Mortgage-Backed Securities
06.500 FGPC J01831 G
2021-05-01
6.500000
1367122.00
111146.46
Agency Mortgage-Backed Securities
FMAR 2B3124 G
2044-09-01
2.751000
1175.00
674.52
Agency Mortgage-Backed Securities
05.000 FGPC A94613 G
2040-10-01
5.000000
116997.00
44341.64
Agency Mortgage-Backed Securities
05.000 FGPC A96647 G
2041-02-01
5.000000
3289238.00
563672.19
Agency Mortgage-Backed Securities
05.000 FGPC A96948 G
2041-02-01
5.000000
1737381.00
518282.94
Agency Mortgage-Backed Securities
05.000 FGPC A97625 G
2041-03-01
5.000000
18752920.00
3560736.53
Agency Mortgage-Backed Securities
07.000 FGPC B32133 G
2038-09-01
7.000000
42159.00
9510.99
Agency Mortgage-Backed Securities
03.500 FGPC J16430 G
2026-08-01
3.500000
16864992.00
3645004.62
Agency Mortgage-Backed Securities
03.000 FGPC J17011 G
2026-10-01
3.000000
11007472.00
2957755.07
Agency Mortgage-Backed Securities
03.500 FGPC C04043 G
2042-06-01
3.500000
7532125.00
3179055.03
Agency Mortgage-Backed Securities
06.000 FGPC C27068 G
2029-04-01
6.000000
1164.00
21.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3356
2048-05-01
3.500000
3628469.00
3503328.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8207
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
17140238.00
5658074.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6187
2045-11-01
3.500000
52986851.00
38639436.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7082
2046-04-01
3.500000
1409970.00
1083172.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL1743
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.000000
769800.00
89168.41
Agency Mortgage-Backed Securities
04.500 FGPC Q50933 G
2047-09-01
4.500000
3363724.00
3183926.93
Agency Mortgage-Backed Securities
03.500 FGPC Q52319 G
2047-11-01
3.500000
31344395.00
29460544.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2145
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
11065425.00
5788509.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3088
2047-08-01
4.000000
48768.00
43776.35
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB2756
2026-04-01
4.000000
923047.00
185415.22
Agency Mortgage-Backed Securities
FNMS 03.500 CTAB5912
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
9200000.00
2836917.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
2047-10-01
4.000000
1008.00
876.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1585
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
2953259.00
2956967.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7102
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
953.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8215
2047-08-01
3.500000
3607724.00
3310133.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0868
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
3473103.00
2361501.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP7754
2042-09-01
3.000000
1013.00
566.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8727
2046-07-01
3.500000
558448.00
452315.53
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
2032-11-01
3.000000
43649.00
19651.50
Agency Mortgage-Backed Securities
FNMS 02.500 CJMA1351
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
8000000.00
3228962.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1931
2048-06-01
4.500000
113593.00
114250.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2102
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
60215077.00
62877883.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2207
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
11683623.00
11975375.47
Agency Mortgage-Backed Securities
FNMS 05.000 CIAA1091
2023-12-01
5.000000
4052.00
249.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2003
2047-10-01
4.000000
42650989.00
38406337.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0807
2047-12-01
4.000000
61286912.00
58965492.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0695
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
4787441.00
4346846.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0708
2047-11-01
4.000000
44282887.00
42216940.65
Agency Mortgage-Backed Securities
04.500 FGPC J12672 G
2025-07-01
4.500000
6301851.00
444863.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2411
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
123585.00
54390.37
Agency Mortgage-Backed Securities
03.500 FGPC Q51980 G
2047-11-01
3.500000
1761168.00
1523439.02
Agency Mortgage-Backed Securities
04.000 FGPC Q53572 G
2048-01-01
4.000000
49801.00
49885.65
Agency Mortgage-Backed Securities
04.500 FGPC Q55297 G
2048-04-01
4.500000
1987057.00
1997439.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ5454
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1425000.00
647562.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA4597
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
5030715.00
3765421.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4017
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
986184.00
961484.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7558
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
64527.00
50768.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8699
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
19391.00
15811.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIAX6889
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.000000
1041436.00
583934.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
46120829.00
46451959.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1053
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
20537216.00
19337675.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9392
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
39615772.00
36716817.26
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ9958
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
2043216.00
2011576.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8699
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
789028.00
785975.70
Agency Mortgage-Backed Securities
04.500 FGPC Q24882 G
2044-02-01
4.500000
30030.00
18387.03
Agency Mortgage-Backed Securities
03.500 FGPC U91601 G
2043-06-01
3.500000
1384354.00
1048685.83
Agency Mortgage-Backed Securities
04.500 FGPC Q10537 G
2042-08-01
4.500000
1178.00
476.20
Agency Mortgage-Backed Securities
04.500 FGPC Q10517 G
2042-08-01
4.500000
252042.00
65876.22
Agency Mortgage-Backed Securities
03.500 FGPC Q09807 G
2042-08-01
3.500000
250135.00
97444.58
Agency Mortgage-Backed Securities
02.500 FGPC J24111 G
2028-05-01
2.500000
1144342.00
665471.99
Agency Mortgage-Backed Securities
04.000 FGPC J39402 G
2033-08-01
4.000000
4567471.00
4676915.12
Agency Mortgage-Backed Securities
04.000 FGPC Q26829 G
2044-06-01
4.000000
2954343.00
1328439.99
Agency Mortgage-Backed Securities
03.500 FGPC Q42043 G
2046-07-01
3.500000
724735.00
602348.87
Agency Mortgage-Backed Securities
04.000 FGPC Q14671 G
2042-12-01
4.000000
446556.00
254276.95
Agency Mortgage-Backed Securities
03.500 FGPC Q17556 G
2043-04-01
3.500000
983707.00
479805.95
Agency Mortgage-Backed Securities
03.000 FGPC G08760 G
2047-04-01
3.000000
1666050.00
1454639.07
Agency Mortgage-Backed Securities
FNMS 05.000 CIAA9586
2024-02-01
5.000000
1015.00
50.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6681
2042-10-01
3.000000
2683354.00
1622602.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6513
2042-10-01
3.500000
1520874.00
799908.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9368
2042-07-01
3.500000
7699706.00
3377594.05
Agency Mortgage-Backed Securities
FNMS 04.000 CRAO6541
2042-06-01
4.000000
1868755.00
770603.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9531
2041-12-01
3.786000
16778.00
8150.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
2047-05-01
4.000000
76957958.00
64595202.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2994
2047-05-01
3.500000
1000.00
871.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2808
2046-11-01
4.000000
1205993.00
885373.84
Agency Mortgage-Backed Securities
03.500 FGPC Q53989 G
2048-02-01
3.500000
4023995.00
3816461.69
Agency Mortgage-Backed Securities
FNMS 06.430 MY462465
2021-02-01
6.430000
2257.00
141.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI5620
2041-07-01
4.500000
6291502.00
2587183.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH3421
2041-01-01
4.000000
140130.00
39899.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH0944
2040-12-01
4.000000
213692.00
68946.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2866
2042-11-01
3.500000
653066.00
317835.60
Agency Mortgage-Backed Securities
03.000 FGPC E03096 G
2027-03-01
3.000000
6548812.00
1586147.70
Agency Mortgage-Backed Securities
03.500 FGPC Q06285 G
2042-02-01
3.500000
5313209.00
2498942.70
Agency Mortgage-Backed Securities
03.000 FGPC J17412 G
2026-12-01
3.000000
5431603.00
1550982.64
Agency Mortgage-Backed Securities
04.000 FGPC G08789 G
2047-11-01
4.000000
8674551.00
8139531.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9458
2039-08-01
3.754000
10915449.00
6757119.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL1137
2041-11-01
4.000000
32188.00
11119.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV9188
2044-03-01
4.500000
8507745.00
4120051.65
Agency Mortgage-Backed Securities
FNMS 04.000 CTAV9179
2034-03-01
4.000000
6288496.00
2843980.36
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3886
2042-10-01
3.500000
198690.00
116543.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3177
2044-08-01
4.500000
3215507.00
1614714.79
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4504
2030-02-01
3.000000
9620487.00
5863568.42
Agency Mortgage-Backed Securities
04.500 FGPC Q10522 G
2042-08-01
4.500000
1617804.00
757625.80
Agency Mortgage-Backed Securities
03.500 FGPC Q09808 G
2042-07-01
3.500000
4189290.00
1436211.93
Agency Mortgage-Backed Securities
03.500 FGPC Q44501 G
2046-11-01
3.500000
5836.00
4846.96
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1463
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
595465.00
367917.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB1694
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
4700000.00
2960501.88
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0228
711653960.00
711653960.00
0.0518
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.260000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HZAZ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5192 M
2048-05-20
4.000000
810884.00
816343.49
Agency Mortgage-Backed Securities
GNII SF MA5264 M
2048-05-20
4.000000
14504040.00
14667601.57
Agency Mortgage-Backed Securities
GNII SF MA5265 M
2048-05-20
4.500000
25091864.00
25822966.18
Agency Mortgage-Backed Securities
GNII SF MA4836 M
2047-11-20
3.000000
209967104.00
194168191.47
Agency Mortgage-Backed Securities
GNII SF MA4839 M
2047-11-20
4.500000
931682.00
830090.62
Agency Mortgage-Backed Securities
GNII SF MA4904 M
2047-12-20
5.500000
1133724.00
877758.42
Agency Mortgage-Backed Securities
GNII SF MA5021 M
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
32528223.00
31921349.04
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
11467549.00
11675182.57
Agency Mortgage-Backed Securities
GNII SF MA4718 M
2047-09-20
3.000000
452540.00
412763.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
99947566.00
100684547.78
Agency Mortgage-Backed Securities
GNII SF MA4321 M
2047-02-20
3.500000
21543875.00
17750717.36
Agency Mortgage-Backed Securities
GNII SF MA4325 M
2034-06-20
5.500000
28325917.00
16205395.62
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
71215675.00
73482899.68
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
25256911.00
26321097.43
Agency Mortgage-Backed Securities
GNII SF MA5080 M
2048-03-20
5.000000
671797.00
671910.04
Agency Mortgage-Backed Securities
GNMI SF BA2361 X
2047-06-15
5.000000
1212378.00
975971.55
Agency Mortgage-Backed Securities
GNMI SF BA5814 X
2047-06-15
5.000000
502423.00
391494.47
Agency Mortgage-Backed Securities
GNII SF AH8912 C
2034-07-20
3.500000
1012601.00
441216.64
Agency Mortgage-Backed Securities
GNII SF BF1492 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
3600422.00
3502981.11
Agency Mortgage-Backed Securities
GNII SF 742087 C
2030-07-20
5.000000
2802953.00
558174.58
Agency Mortgage-Backed Securities
GNII SF AT5071 C
2046-05-20
5.000000
1408641.00
489359.79
Agency Mortgage-Backed Securities
GNII SF AV8415 C
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1416710.00
1322931.25
Agency Mortgage-Backed Securities
GNII SF 442343 C
2041-09-20
4.000000
1362921.00
291841.54
Agency Mortgage-Backed Securities
GNII SF AJ0333 C
2034-07-20
3.500000
1936398.00
307698.47
Agency Mortgage-Backed Securities
GNII SF AM4465 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
959106.00
733777.43
Agency Mortgage-Backed Securities
GNII SF AM4929 C
2045-04-20
3.500000
250001.00
155560.86
Agency Mortgage-Backed Securities
GNII SF AN2972 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
1095000.00
856397.13
Agency Mortgage-Backed Securities
GNII SF AP5331 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
7672527.00
3542303.21
Agency Mortgage-Backed Securities
FMAR 770642 G
2018-11-15
2.375000
3741.00
0.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7343
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
408200.00
322072.50
Agency Mortgage-Backed Securities
04.000 FGPC G08831 G
2048-08-01
4.000000
178048.00
179042.67
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-09-01
4.000000
379838.00
383579.64
Agency Mortgage-Backed Securities
GNII SF 711746 C
549300M8ZYFG0OCMTT87
2033-04-20
3.500000
3549447.00
2658411.84
Agency Mortgage-Backed Securities
GNII SF 736243 C
2040-03-20
5.000000
1810365.00
251353.47
Agency Mortgage-Backed Securities
GNMI SF BA6892 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
1835030.00
956863.07
Agency Mortgage-Backed Securities
GNII SF MA5267 M
2048-06-20
5.500000
343576.00
360786.82
Agency Mortgage-Backed Securities
GNII SF MA5401 M
549300M8ZYFG0OCMTT87
2048-08-20
5.500000
2414216.00
2551752.68
Agency Mortgage-Backed Securities
GNMI SF BA0938 X
549300M8ZYFG0OCMTT87
2047-05-15
4.500000
118596.00
65959.00
Agency Mortgage-Backed Securities
GNMI SF BA2666 X
2047-06-15
5.000000
128628.00
50712.62
Agency Mortgage-Backed Securities
GNII SF BG7964 C
2048-06-20
4.500000
13555180.00
14013330.91
Agency Mortgage-Backed Securities
GNII SF BE6411 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
3952887.00
3867537.05
Agency Mortgage-Backed Securities
GNII SF BB7235 C
549300M8ZYFG0OCMTT87
2047-09-20
5.000000
560.00
509.81
Agency Mortgage-Backed Securities
GNMI SF BC2004 X
2047-08-15
4.500000
243971.00
150144.16
Agency Mortgage-Backed Securities
GNMI SF BA5850 X
2047-06-15
5.000000
2033392.00
1428915.31
Agency Mortgage-Backed Securities
02.500 FGPC G18669 G
2032-12-01
2.500000
72947641.00
63711580.06
Agency Mortgage-Backed Securities
GNII SF MA5081 M
549300M8ZYFG0OCMTT87
2048-03-20
5.500000
9805580.00
9615954.40
Agency Mortgage-Backed Securities
GNII JM MA5181 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
20268544.00
19831403.28
Agency Mortgage-Backed Securities
GNII SF MA4782 M
549300M8ZYFG0OCMTT87
2047-10-20
5.500000
4389019.00
3264287.68
Agency Mortgage-Backed Securities
GNII SF MA4966 M
549300M8ZYFG0OCMTT87
2048-01-20
5.500000
4618520.00
4006803.38
Agency Mortgage-Backed Securities
GNII SF MA5366 M
549300M8ZYFG0OCMTT87
2033-07-20
3.000000
351001.00
348436.47
Agency Mortgage-Backed Securities
GNII SF MA5372 M
549300M8ZYFG0OCMTT87
2026-04-20
6.000000
298816.00
318462.35
Agency Mortgage-Backed Securities
GNII SF MA5375 M
549300M8ZYFG0OCMTT87
2028-02-20
7.500000
18238.00
19819.49
Agency Mortgage-Backed Securities
GNII SF MA4565 M
549300M8ZYFG0OCMTT87
2023-11-20
6.000000
59169.00
49186.02
Agency Mortgage-Backed Securities
04.000 FGPC V84637 G
2048-09-01
4.000000
119528815.00
121095479.18
Agency Mortgage-Backed Securities
GNMI SF BC8335 X
549300M8ZYFG0OCMTT87
2047-10-15
3.500000
1012388.00
940743.46
Agency Mortgage-Backed Securities
GNMI SF BA5802 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
81598.00
66529.50
Agency Mortgage-Backed Securities
GNII SF BH6723 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
50006167.00
51756690.75
Agency Mortgage-Backed Securities
GNII SF BI4656 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
11498054.00
12028971.79
Agency Mortgage-Backed Securities
GNII SF BI7852 C
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
1104508.00
1160889.08
Agency Mortgage-Backed Securities
GNII SF BJ1108 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
11100717.00
11610461.92
Agency Mortgage-Backed Securities
GNII SF BJ3064 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
85789.00
91592.09
Agency Mortgage-Backed Securities
GNII SF BG9105 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1647830.00
1737241.67
Agency Mortgage-Backed Securities
GNII SF BG9963 C
549300M8ZYFG0OCMTT87
2048-04-20
5.000000
3933388.00
4129462.70
Agency Mortgage-Backed Securities
GNII SF BG9990 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
3623660.00
3818485.27
Agency Mortgage-Backed Securities
05.500 FGPC G08179 G
2037-02-01
5.500000
137828.00
4210.08
Agency Mortgage-Backed Securities
GNII SF BH0038 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
3443076.00
3631299.67
Agency Mortgage-Backed Securities
GNII SF BH0151 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2026052.00
2143944.09
Agency Mortgage-Backed Securities
GNII SF BH5055 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
2414698.00
2578261.05
Agency Mortgage-Backed Securities
GNII SF BE6505 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
318366.00
306105.66
Agency Mortgage-Backed Securities
GNII SF BE9834 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
14762105.00
15431378.53
Agency Mortgage-Backed Securities
GNII SF BF1374 C
549300M8ZYFG0OCMTT87
2048-04-20
5.000000
1000.00
1042.84
Agency Mortgage-Backed Securities
GNII SF BG7323 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1679938.00
1776953.87
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
28616207.00
30720242.24
Agency Mortgage-Backed Securities
GNII JM 005291 M
549300M8ZYFG0OCMTT87
2026-12-20
3.500000
7499520.00
318626.38
Agency Mortgage-Backed Securities
GNII SF AR2225 C
549300M8ZYFG0OCMTT87
2045-12-20
4.000000
8430000.00
5484203.64
Agency Mortgage-Backed Securities
04.000 FGPC Q57923 G
2048-08-01
4.000000
80515091.00
81254321.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
2624553.00
2658829.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK9610
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
26188156.00
25852685.72
Agency Mortgage-Backed Securities
GNII SF 711715 C
549300M8ZYFG0OCMTT87
2037-01-20
3.500000
1194444.00
837389.35
Agency Mortgage-Backed Securities
GNMI SF BA9298 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
5094520.00
5001980.62
Agency Mortgage-Backed Securities
GNMI SF BA0225 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
215508.00
148016.25
Agency Mortgage-Backed Securities
GNMI SF BA2375 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
2491464.00
2548710.79
Agency Mortgage-Backed Securities
GNMI SF BD0697 X
549300M8ZYFG0OCMTT87
2047-10-15
3.500000
2001030.00
1648596.20
Agency Mortgage-Backed Securities
GNMI SF BD4703 X
549300M8ZYFG0OCMTT87
2047-10-15
3.500000
2681560.00
2625878.29
Agency Mortgage-Backed Securities
GNMI SF BD5948 X
549300M8ZYFG0OCMTT87
2047-11-15
5.000000
2034924.00
1998579.86
Agency Mortgage-Backed Securities
GNMI SF BD6070 X
549300M8ZYFG0OCMTT87
2047-12-15
3.500000
8723890.00
8124331.16
Agency Mortgage-Backed Securities
GNII SF BD7818 C
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
462817.00
391752.27
Agency Mortgage-Backed Securities
GNMI SF BB4348 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
3970372.00
3253517.87
Agency Mortgage-Backed Securities
GNMI SF BC3032 X
549300M8ZYFG0OCMTT87
2048-04-15
4.000000
1158358.00
1182199.90
Agency Mortgage-Backed Securities
GNMI SF BC7179 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
1350918.00
1037417.40
Agency Mortgage-Backed Securities
GNII SF MA3662 M
2046-05-20
3.000000
1.00
0.71
Agency Mortgage-Backed Securities
GNMI SF 620427 X
2033-08-15
4.500000
752142.00
44809.31
Agency Mortgage-Backed Securities
GNMI SF 607534 X
2034-06-15
6.500000
25000.00
5201.78
Agency Mortgage-Backed Securities
03.500 FGPC G08698 G
2046-03-01
3.500000
334000.00
231727.67
Agency Mortgage-Backed Securities
GNMI SF 672921 X
549300M8ZYFG0OCMTT87
2038-07-15
6.500000
87432.00
5244.61
Agency Mortgage-Backed Securities
GNII SF 696889 C
549300M8ZYFG0OCMTT87
2038-08-20
6.000000
1037148.00
77610.15
Agency Mortgage-Backed Securities
02.000 FGPC G18457 G
2028-02-01
2.000000
500000.00
234111.25
Agency Mortgage-Backed Securities
GNII SF 002218 M
549300M8ZYFG0OCMTT87
2026-05-20
7.500000
1.00
0.00
Agency Mortgage-Backed Securities
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0229
1027000000.00
1027000000.00
0.0747
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.240000%
AC28XWWI3WIBK2824319
0001484219
ARP0HZB14
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
4495300.00
4396389.72
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0227
4310119.00
4310119.00
0.0003
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.240000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HZB55
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
9889000.00
9791142.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
23500000.00
22434592.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
1.000000
19000000.00
18716247.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
44400.00
42376.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
24100.00
23822.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
9533000.00
9423556.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
69793900.00
67508897.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-30
1.375000
472000.00
473390.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
4592800.00
4392284.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
26203100.00
25994275.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
14558300.00
13885032.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
24076500.00
26143133.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
2884700.00
2692145.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
3.500000
22938200.00
23485798.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
7100.00
8211.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
100.00
126.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
2265000.00
2529060.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
25500.00
25591.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
23715900.00
27648954.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
1000.00
969.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
4000.00
3878.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
20004300.00
19536339.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
13656000.00
13525934.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
91619400.00
91647471.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
4554000.00
4867505.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.625000
50875000.00
50965954.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
12000.00
11857.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
87000.00
85291.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
25540000.00
25533573.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-15
0.875000
2243000.00
2250690.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
114000.00
136678.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
3.375000
11424000.00
11651255.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
1.875000
166206000.00
160673602.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
7767500.00
7613236.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.132900
413000.00
414768.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
7964200.00
7988897.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
5307000.00
6162407.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
100.00
94.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
25000000.00
24210299.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.750000
8000.00
8055.21
U.S. Treasuries (including strips)
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0227
669000000.00
669000000.00
0.0487
N
Y
Y
N
The Charles Schwab Family of Funds
2018-10-05
Mark Fischer
Mark Fischer
Chief Financial Officer