0001145549-19-000648.txt : 20190108
0001145549-19-000648.hdr.sgml : 20190108
20190108160213
ACCESSION NUMBER: 0001145549-19-000648
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190108
DATE AS OF CHANGE: 20190108
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: 19515985
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
2018-12-31
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
8
11
9485088702.13
10018171444.75
10793604601.83
11300123708.26
16590557540.97
16519767149.42
16891204026.79
17699892768.39
0.00
0.5487
0.5610
0.5901
0.5946
0.9597
0.9250
0.9235
0.9313
0.0000
0.21
19085524764.90
19085662984.26
4893865.64
46924160.70
19043632689.41
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1.0000
1.0000
1.0000
0.0000
C000012381
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1.0000
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1.0000
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1961946299.47
2338381964.20
1887725893.22
0.00
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8714743501.89
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0.0186
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C000151955
0.00
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1.0000
1.0000
1.0000
1.0000
0.0000
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461584281.83
244738566.79
0.00
0.00
2181662030.04
1091332493.04
0.0213
Y
Investment Advisor and its affiliates Contractual 748,052
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.250000%
3130AAE46
2549001DPIFGXC1TOL40
US3130AAE462
U.S. Government Agency Debt
Y
2019-01-16
2019-01-16
2019-01-16
N
N
N
0.0252
127236604.60
127236604.60
0.0067
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.500000%
3130AFFV4
2549001DPIFGXC1TOL40
US3130AFFV48
U.S. Government Agency Debt
Y
2019-01-02
2019-05-15
2019-05-15
N
N
N
0.0252
49995442.00
49995442.00
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.520000%
3130AFK22
2549001DPIFGXC1TOL40
US3130AFK229
U.S. Government Agency Debt
Y
2019-01-02
2019-09-10
2019-09-10
N
N
N
0.0254
49991913.00
49991913.00
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.500000%
3130AFLK1
2549001DPIFGXC1TOL40
US3130AFLK19
U.S. Government Agency Debt
Y
2019-01-02
2019-06-21
2019-06-21
N
N
N
0.0252
74491872.80
74491872.80
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AB5
2549001DPIFGXC1TOL40
US313384AB59
U.S. Government Agency Debt
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0000
355000000.00
355000000.00
0.0186
N
Y
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AC3
2549001DPIFGXC1TOL40
U.S. Government Agency Debt
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0240
99993.39
99993.39
0.0000
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AD1
2549001DPIFGXC1TOL40
US313384AD16
U.S. Government Agency Debt
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0240
440897793.81
440897793.81
0.0232
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AJ8
2549001DPIFGXC1TOL40
US313384AJ85
U.S. Government Agency Debt
Y
2019-01-09
2019-01-09
2019-01-09
N
N
N
0.0240
807587530.44
807587530.44
0.0424
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AK5
2549001DPIFGXC1TOL40
US313384AK58
U.S. Government Agency Debt
Y
2019-01-10
2019-01-10
2019-01-10
N
N
N
0.0240
11993676.00
11993676.00
0.0006
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AL3
2549001DPIFGXC1TOL40
US313384AL32
U.S. Government Agency Debt
Y
2019-01-11
2019-01-11
2019-01-11
N
N
N
0.0240
233161653.10
233161653.10
0.0122
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AR0
2549001DPIFGXC1TOL40
US313384AR02
U.S. Government Agency Debt
Y
2019-01-16
2019-01-16
2019-01-16
N
N
N
0.0241
93014161.80
93014161.80
0.0049
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AT6
2549001DPIFGXC1TOL40
US313384AT67
U.S. Government Agency Debt
Y
2019-01-18
2019-01-18
2019-01-18
N
N
N
0.0241
92902071.00
92902071.00
0.0049
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AY5
2549001DPIFGXC1TOL40
US313384AY52
U.S. Government Agency Debt
Y
2019-01-23
2019-01-23
2019-01-23
N
N
N
0.0241
208211644.50
208211644.50
0.0109
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384AZ2
2549001DPIFGXC1TOL40
US313384AZ28
U.S. Government Agency Debt
Y
2019-01-24
2019-01-24
2019-01-24
N
N
N
0.0241
139797280.00
139797280.00
0.0073
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384BE8
2549001DPIFGXC1TOL40
US313384BE89
U.S. Government Agency Debt
Y
2019-01-29
2019-01-29
2019-01-29
N
N
N
0.0241
237394161.37
237394161.37
0.0125
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384BV0
2549001DPIFGXC1TOL40
US313384BV05
U.S. Government Agency Debt
Y
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0243
487437225.60
487437225.60
0.0256
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384CC1
2549001DPIFGXC1TOL40
US313384CC15
U.S. Government Agency Debt
Y
2019-02-20
2019-02-20
2019-02-20
N
N
N
0.0243
132766700.40
132766700.40
0.0070
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384CK3
2549001DPIFGXC1TOL40
US313384CK31
U.S. Government Agency Debt
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0243
236091934.39
236091934.39
0.0124
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384CZ0
2549001DPIFGXC1TOL40
US313384CZ00
U.S. Government Agency Debt
Y
2019-03-13
2019-03-13
2019-03-13
N
N
N
0.0245
368266180.00
368266180.00
0.0193
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384DB2
2549001DPIFGXC1TOL40
US313384DB23
U.S. Government Agency Debt
Y
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0246
135344480.00
135344480.00
0.0071
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384DJ5
2549001DPIFGXC1TOL40
US313384DJ58
U.S. Government Agency Debt
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0246
79576880.00
79576880.00
0.0042
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.485000%
3134GSE68
S6XOOCT0IEG5ABCC6L87
US3134GSE687
U.S. Government Agency Debt
Y
2019-01-02
2019-05-08
2019-05-08
N
N
N
0.0248
23000394.45
23000394.45
0.0012
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.490000%
3134GSM69
S6XOOCT0IEG5ABCC6L87
US3134GSM698
U.S. Government Agency Debt
Y
2019-01-02
2019-06-19
2019-06-19
N
N
N
0.0251
138984839.27
138984839.27
0.0073
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000%
3135G0H63
B1V7KEBTPIMZEU4LTD58
US3135G0H638
U.S. Government Agency Debt
Y
2019-01-28
2019-01-28
2019-01-28
N
N
N
0.0244
19984440.00
19984440.00
0.0010
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IQYO8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q51330 G
2047-10-01
3.500000
30282.00
27665.38
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
4641473.00
4327516.73
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
14441749.00
13226651.89
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.649000
822850.00
412385.82
Agency Collateralized Mortgage Obligation
04.000 FGPC Q48561 G
2047-06-01
4.000000
7640665.00
7016209.71
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
62926.00
58035.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7919
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
8235568.00
6764575.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5371
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
4134124.00
3582435.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
2044164.00
1928677.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0398
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
18969003.00
17204238.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1496977.00
1495485.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6956
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
3740341.00
3654420.89
Agency Mortgage-Backed Securities
03.500 FGPC Q53485 G
2048-01-01
3.500000
44171673.00
42708964.19
Agency Mortgage-Backed Securities
FNMS 04.000 CTAS9554
B1V7KEBTPIMZEU4LTD58
2037-05-01
4.000000
49300000.00
39162463.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3933
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1317887.00
1320176.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8938
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
389424.00
386070.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6261
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4290380.00
4381082.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
172574.00
161632.24
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
4369243.00
3887078.41
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
2042-08-01
3.500000
3920162.00
1880668.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2280
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
39026090.00
40360483.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
8835387.00
9463544.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2427
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
7056358.00
6393388.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5161
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
12118801.00
13083635.30
Agency Mortgage-Backed Securities
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
961496.00
957698.21
Agency Collateralized Mortgage Obligation
04.000 FGPC Q44463 G
2046-11-01
4.000000
2962736.00
2163135.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR8209
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
6043178.00
3607010.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2833
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
9716119.00
5236400.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
5246559.00
4782049.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2541
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
4754952.00
4287828.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8590
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.564000
25166079.00
6928523.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2489
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
15296897.00
7175596.89
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0250
249994137.50
249994137.50
0.0131
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IRGC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII JM MA5641 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
496571.00
503652.27
Agency Mortgage-Backed Securities
03.000 FGPC G61788 G
2048-12-01
3.000000
20962184.00
20450350.35
Agency Mortgage-Backed Securities
03.500 FGPC Q49504 G
2047-07-01
3.500000
7314348.00
6535142.74
Agency Mortgage-Backed Securities
03.500 FGPC Q44963 G
2046-12-01
3.500000
19232503.00
15915949.04
Agency Mortgage-Backed Securities
GNII SF MA0219 M
549300M8ZYFG0OCMTT87
2042-07-20
3.000000
63470000.00
24873620.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
4822014.00
4541154.87
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
2046-03-01
3.000000
3398530.00
2445716.67
Agency Mortgage-Backed Securities
04.000 FGPC Q39491 G
2046-03-01
4.000000
4358332.00
3532229.47
Agency Mortgage-Backed Securities
GNCL CL BE0989
549300M8ZYFG0OCMTT87
2059-09-15
3.240000
2349525.00
2306188.01
Agency Mortgage-Backed Securities
FNMS 03.000 CTBM5018
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
5652458.00
5561264.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
173897.00
186260.32
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
13039735.00
13138654.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6787
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
31934951.00
21327900.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7608
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
37368747.00
25390564.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8002107.00
8012158.07
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-09
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0250
149998030.50
149998030.50
0.0079
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IT845
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G08697 G
2046-03-01
3.000000
36263295.00
26096502.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
76856031.00
76952566.21
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0249
99999768.00
99999768.00
0.0053
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IT8A1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
123662.00
123173.55
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
19508605.00
18892701.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
1921372.00
1876723.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
12505.00
12880.74
Agency Collateralized Mortgage Obligation
FNRM CL094HA R13F094
2040-01-25
4.000000
42308809.00
18005556.89
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
112781.00
120799.24
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
374129.00
390481.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
506006.00
483051.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
59076.00
55330.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
39548681.00
18090638.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
28858495.00
29191559.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8938
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
123684.00
122618.84
Agency Mortgage-Backed Securities
04.000 FGPC Q55630 G
2048-04-01
4.000000
15848123.00
15844776.60
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-25
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0248
99998012.00
99998012.00
0.0053
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.450000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0ITJ92
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4724 M
549300M8ZYFG0OCMTT87
2047-09-20
6.000000
11083201.00
6032503.20
Agency Mortgage-Backed Securities
GNMI SF 757400 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
2393161.00
2183420.15
Agency Mortgage-Backed Securities
GNMI SF 626935 X
549300M8ZYFG0OCMTT87
2045-04-15
3.500000
12483270.00
9978744.59
Agency Mortgage-Backed Securities
GNMI SF AQ2287 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
11248264.00
6659467.87
Agency Mortgage-Backed Securities
GNII SF BI9626 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1724794.00
1817438.36
Agency Mortgage-Backed Securities
GNII SF MA3599 M
549300M8ZYFG0OCMTT87
2046-04-20
4.500000
7200000.00
2707011.09
Agency Mortgage-Backed Securities
GNMI SF AR0786 X
549300M8ZYFG0OCMTT87
2046-04-15
4.000000
6270000.00
3143862.40
Agency Mortgage-Backed Securities
GNMI SF AR1055 X
549300M8ZYFG0OCMTT87
2046-05-15
4.000000
5400000.00
3527203.99
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
2975000.00
2425695.30
Agency Mortgage-Backed Securities
GNII SF 003335 M
549300M8ZYFG0OCMTT87
2033-01-20
6.500000
55000.00
1210.10
Agency Mortgage-Backed Securities
GNII SF 004059 M
549300M8ZYFG0OCMTT87
2037-12-20
5.500000
642517.00
21837.96
Agency Mortgage-Backed Securities
GNII SF 004084 M
549300M8ZYFG0OCMTT87
2038-02-20
5.500000
181981.00
7302.05
Agency Mortgage-Backed Securities
GNII SF 004116 M
549300M8ZYFG0OCMTT87
2038-04-20
6.500000
100000.00
4425.66
Agency Mortgage-Backed Securities
GNII SF 003295 M
549300M8ZYFG0OCMTT87
2032-10-20
5.500000
6003734.00
129505.62
Agency Mortgage-Backed Securities
GNMI SF BA5850 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
102715.00
56685.13
Agency Mortgage-Backed Securities
GNII SF 003284 M
549300M8ZYFG0OCMTT87
2032-09-20
5.500000
2120000.00
34809.14
Agency Mortgage-Backed Securities
GNMI SF BB4345 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
1108666.00
706579.69
Agency Mortgage-Backed Securities
GNMI SF BB7097 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1455226.00
976289.45
Agency Mortgage-Backed Securities
GNII SF 003306 M
549300M8ZYFG0OCMTT87
2032-11-20
5.500000
2662000.00
60073.47
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
30287362.00
31381255.66
Agency Mortgage-Backed Securities
GNII SF 003248 M
549300M8ZYFG0OCMTT87
2032-06-20
5.500000
145000.00
4775.48
Agency Mortgage-Backed Securities
GNMI SF BA2485 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
242229.00
122207.50
Agency Mortgage-Backed Securities
GNII SF 003213 M
549300M8ZYFG0OCMTT87
2032-03-20
5.500000
30000.00
541.11
Agency Mortgage-Backed Securities
GNMI SF BA4489 X
549300M8ZYFG0OCMTT87
2047-07-15
5.000000
51365.00
46387.21
Agency Mortgage-Backed Securities
GNII SF 003459 M
549300M8ZYFG0OCMTT87
2033-10-20
5.500000
233000.00
11563.61
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
21460000.00
19090666.28
Agency Mortgage-Backed Securities
GNII SF 003443 M
549300M8ZYFG0OCMTT87
2033-09-20
5.500000
94000.00
4718.07
Agency Mortgage-Backed Securities
GNII SP 782433 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
915844.00
35252.50
Agency Mortgage-Backed Securities
GNII SF 003461 M
549300M8ZYFG0OCMTT87
2033-10-20
6.500000
25000.00
844.71
Agency Mortgage-Backed Securities
GNII SF 003415 M
549300M8ZYFG0OCMTT87
2033-07-20
5.500000
177000.00
7654.93
Agency Mortgage-Backed Securities
GNII SP 783782 C
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
34552101.00
13075960.41
Agency Mortgage-Backed Securities
GNII SF 003432 M
549300M8ZYFG0OCMTT87
2033-08-20
6.500000
62168.00
2641.90
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
3119678.00
2652542.58
Agency Mortgage-Backed Securities
GNMI SF 736078 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
1273037.00
88651.09
Agency Mortgage-Backed Securities
GNII SF MA4002 M
549300M8ZYFG0OCMTT87
2046-10-20
2.500000
2323925.00
1820786.22
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
6859000.00
4961709.13
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
9902000.00
7997098.33
Agency Mortgage-Backed Securities
GNMI SF 553347 X
549300M8ZYFG0OCMTT87
2033-07-15
5.000000
1306051.00
137910.55
Agency Mortgage-Backed Securities
GNMI SF 724600 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
2554099.00
299936.23
Agency Mortgage-Backed Securities
GNII SF MA4901 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
50136330.00
45995595.31
Agency Mortgage-Backed Securities
GNMI SF 728837 X
549300M8ZYFG0OCMTT87
2040-01-15
5.000000
367434.00
52037.77
Agency Mortgage-Backed Securities
GNMI SF 730133 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
1535047.00
97416.71
Agency Mortgage-Backed Securities
GNMI SF 734219 X
549300M8ZYFG0OCMTT87
2041-02-15
4.500000
5023000.00
2016685.55
Agency Mortgage-Backed Securities
GNII SF 005207 M
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
2639959.00
312154.49
Agency Mortgage-Backed Securities
GNMI SF 717177 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
45149385.00
5114556.75
Agency Mortgage-Backed Securities
GNMI SF 723240 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
711455.00
60127.82
Agency Mortgage-Backed Securities
GNII SF 004399 M
549300M8ZYFG0OCMTT87
2039-03-20
5.500000
933000.00
64625.15
Agency Mortgage-Backed Securities
GNII SF 004425 M
549300M8ZYFG0OCMTT87
2039-04-20
5.500000
1201064.00
101185.23
Agency Mortgage-Backed Securities
GNII SF 004426 M
549300M8ZYFG0OCMTT87
2039-04-20
6.000000
288828.00
14284.23
Agency Mortgage-Backed Securities
GNII SF 004472 M
549300M8ZYFG0OCMTT87
2039-06-20
6.500000
210000.00
14255.51
Agency Mortgage-Backed Securities
GNII SF 003320 M
549300M8ZYFG0OCMTT87
2032-12-20
5.500000
72748.00
1859.06
Agency Mortgage-Backed Securities
GNMI SF BA4894 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
957316.00
845319.35
Agency Mortgage-Backed Securities
GNMI SF BA4513 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
657722.00
505841.33
Agency Mortgage-Backed Securities
GNMI SF BC6861 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
1135442.00
457342.21
Agency Mortgage-Backed Securities
GNMI SF BB1137 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
327344.00
149107.82
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
7629534.00
5277039.92
Agency Mortgage-Backed Securities
GNII SF MA4456 M
549300M8ZYFG0OCMTT87
2037-10-20
6.000000
12563884.00
6907677.61
Agency Mortgage-Backed Securities
GNII SF MA4719 M
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
40072528.00
36672188.20
Agency Mortgage-Backed Securities
GNMI SF BA2666 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
76301.00
28498.02
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1332018.00
1221459.05
Agency Mortgage-Backed Securities
GNII SF MA4127 M
549300M8ZYFG0OCMTT87
2046-12-20
3.500000
5250000.00
4044360.68
Agency Mortgage-Backed Securities
GNII SF MA4132 M
549300M8ZYFG0OCMTT87
2046-12-20
6.000000
12569123.00
6977986.21
Agency Mortgage-Backed Securities
GNII SF MA4509 M
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
4000000.00
3400783.75
Agency Mortgage-Backed Securities
GNMI SF BA2743 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
1367647.00
917729.89
Agency Mortgage-Backed Securities
GNMI SF 672935 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
136950.00
8893.72
Agency Mortgage-Backed Securities
GNMI SP 783179 X
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
852261.00
55546.74
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
40000000.00
34642980.69
Agency Mortgage-Backed Securities
GNMI SF 615895 X
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
4786322.00
295490.69
Agency Mortgage-Backed Securities
GNMI SF 618681 X
549300M8ZYFG0OCMTT87
2036-10-15
6.500000
2256068.00
68856.48
Agency Mortgage-Backed Securities
GNMI SP 782333 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
1613767.00
54557.40
Agency Mortgage-Backed Securities
GNMI SP 783788 X
549300M8ZYFG0OCMTT87
2040-12-15
5.500000
944571.00
194812.70
Agency Mortgage-Backed Securities
GNMI SP 784298 X
549300M8ZYFG0OCMTT87
2046-07-15
5.000000
268239.00
185625.01
Agency Mortgage-Backed Securities
GNMI SF 736663 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
1521279.00
139886.06
Agency Mortgage-Backed Securities
GNMI SP 782916 X
549300M8ZYFG0OCMTT87
2040-02-15
5.500000
683477.00
81063.35
Agency Mortgage-Backed Securities
GNMI SF 487821 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
3695269.00
187980.26
Agency Mortgage-Backed Securities
GNMI SF 550764 X
549300M8ZYFG0OCMTT87
2035-12-15
5.500000
260000.00
11082.54
Agency Mortgage-Backed Securities
GNII SP 781998 M
549300M8ZYFG0OCMTT87
2035-11-20
5.500000
305467.00
19512.23
Agency Mortgage-Backed Securities
GNMI SP 782131 X
549300M8ZYFG0OCMTT87
2036-12-15
5.500000
58000.00
2477.50
Agency Mortgage-Backed Securities
GNMI SF AU0756 X
549300M8ZYFG0OCMTT87
2046-06-15
3.500000
8329016.00
6836607.18
Agency Mortgage-Backed Securities
GNMI SF AU6655 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
808390.00
253931.51
Agency Mortgage-Backed Securities
GNMI SF AM1086 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
5208668.00
2428496.50
Agency Mortgage-Backed Securities
GNMI SF AP5306 X
549300M8ZYFG0OCMTT87
2046-01-15
4.500000
259255.00
94926.90
Agency Mortgage-Backed Securities
GNMI SF AP9661 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
113171.00
44416.26
Agency Mortgage-Backed Securities
GNMI SF AQ0483 X
549300M8ZYFG0OCMTT87
2046-03-15
4.500000
1721260.00
601318.82
Agency Mortgage-Backed Securities
GNMI SF AQ2320 X
549300M8ZYFG0OCMTT87
2045-10-15
4.000000
18014598.00
11826255.46
Agency Mortgage-Backed Securities
GNMI SF AE8419 X
549300M8ZYFG0OCMTT87
2044-06-15
4.000000
22392529.00
11217425.31
Agency Mortgage-Backed Securities
GNMI SF AE8420 X
549300M8ZYFG0OCMTT87
2044-06-15
4.000000
7755620.00
3448985.41
Agency Mortgage-Backed Securities
GNMI SF AJ4153 X
549300M8ZYFG0OCMTT87
2044-09-15
3.500000
3974514.00
2630517.71
Agency Mortgage-Backed Securities
GNMI SF AK8651 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
3432529.00
2383498.75
Agency Mortgage-Backed Securities
GNMI SF AL2997 X
549300M8ZYFG0OCMTT87
2045-07-15
3.500000
3859757.00
2318988.16
Agency Mortgage-Backed Securities
GNMI SP 783655 X
549300M8ZYFG0OCMTT87
2040-05-15
6.500000
1657843.00
309421.10
Agency Mortgage-Backed Securities
GNII SF BJ6350 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
2299025.00
2442305.47
Agency Mortgage-Backed Securities
GNMI SF AD0999 X
549300M8ZYFG0OCMTT87
2043-05-15
2.500000
713726.00
386006.05
Agency Mortgage-Backed Securities
GNMI SF AD2291 X
549300M8ZYFG0OCMTT87
2043-03-15
3.500000
3922692.00
2615675.56
Agency Mortgage-Backed Securities
GNMI SF AD2293 X
549300M8ZYFG0OCMTT87
2043-03-15
3.500000
6641175.00
3131421.63
Agency Mortgage-Backed Securities
GNMI SF AD2458 X
549300M8ZYFG0OCMTT87
2043-06-15
3.500000
5473817.00
3124992.96
Agency Mortgage-Backed Securities
GNMI SF AD8787 X
549300M8ZYFG0OCMTT87
2043-03-15
3.500000
5132468.00
2521496.17
Agency Mortgage-Backed Securities
GNMI SF BD4716 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
578868.00
467200.63
Agency Mortgage-Backed Securities
GNMI SF BD4789 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
542051.00
489691.90
Agency Mortgage-Backed Securities
GNMI SF BD6110 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
1000000.00
925524.85
Agency Mortgage-Backed Securities
GNMI SF BD9778 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
1147909.00
786757.63
Agency Mortgage-Backed Securities
GNII SF BI6174 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
1636760.00
1738571.77
Agency Mortgage-Backed Securities
GNMI SF BC7280 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
701416.00
587773.21
Agency Mortgage-Backed Securities
GNMI SF BC8961 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
226493.00
178564.15
Agency Mortgage-Backed Securities
GNMI SF BC8968 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
745841.00
524763.77
Agency Mortgage-Backed Securities
GNMI SF BC8549 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1016237.00
365074.78
Agency Mortgage-Backed Securities
GNMI SF BC9135 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
3561467.00
2109743.72
Agency Mortgage-Backed Securities
GNMI SF BD4242 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
678585.00
600399.70
Agency Mortgage-Backed Securities
GNMI SF BB8885 X
549300M8ZYFG0OCMTT87
2047-07-15
5.000000
1695683.00
953177.86
Agency Mortgage-Backed Securities
GNMI SF BC0597 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
88093.00
46462.14
Agency Mortgage-Backed Securities
GNMI SF BC1374 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
2151215.00
214240.90
Agency Mortgage-Backed Securities
GNMI SF BC1360 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
859537.00
129738.59
Agency Mortgage-Backed Securities
GNMI SF BC1382 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1652671.00
404392.71
Agency Mortgage-Backed Securities
GNII SF 005203 M
549300M8ZYFG0OCMTT87
2041-10-20
4.000000
200000000.00
41778721.85
Agency Mortgage-Backed Securities
GNMI SF 724383 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
25000.00
2549.69
Agency Mortgage-Backed Securities
GNMI SF 726832 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
2950993.00
486045.53
Agency Mortgage-Backed Securities
GNII SF 004522 M
549300M8ZYFG0OCMTT87
2039-08-20
6.000000
1062540.00
115181.47
Agency Mortgage-Backed Securities
GNII SF 004562 M
549300M8ZYFG0OCMTT87
2039-10-20
6.500000
100000.00
7463.36
Agency Mortgage-Backed Securities
GNII SF 004544 M
549300M8ZYFG0OCMTT87
2039-09-20
6.500000
100000.00
9902.19
Agency Mortgage-Backed Securities
GNII SF 005177 M
549300M8ZYFG0OCMTT87
2041-09-20
5.500000
960309.00
154528.28
Agency Mortgage-Backed Securities
GNMI SF 716792 X
549300M8ZYFG0OCMTT87
2039-04-15
4.500000
25000.00
1112.15
Agency Mortgage-Backed Securities
GNII SF 004268 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
2468663.00
84506.15
Agency Mortgage-Backed Securities
GNII SF 004246 M
549300M8ZYFG0OCMTT87
2038-09-20
6.500000
8723305.00
341584.78
Agency Mortgage-Backed Securities
GNII SF 004290 M
549300M8ZYFG0OCMTT87
2038-11-20
5.500000
486044.00
19939.87
Agency Mortgage-Backed Securities
GNII SF 004292 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
39000.00
1846.75
Agency Mortgage-Backed Securities
GNII SF 004344 M
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
3088329.00
138026.36
Agency Mortgage-Backed Securities
GNMI SF 654432 X
549300M8ZYFG0OCMTT87
2036-09-15
6.500000
2762966.00
118168.42
Agency Mortgage-Backed Securities
GNMI SF 666101 X
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
41000.00
2084.92
Agency Mortgage-Backed Securities
GNMI SF 671253 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
816489.00
65102.16
Agency Mortgage-Backed Securities
GNMI SF 701340 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
324470.00
67809.85
Agency Mortgage-Backed Securities
GNMI SF 701417 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
1999800.00
189745.03
Agency Mortgage-Backed Securities
GNMI SF 701694 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
75160.00
4492.24
Agency Mortgage-Backed Securities
GNMI SF 723434 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
1105637.00
83163.85
Agency Mortgage-Backed Securities
GNII SF 004370 M
549300M8ZYFG0OCMTT87
2039-02-20
5.500000
2489993.00
132034.64
Agency Mortgage-Backed Securities
GNMI SF 696189 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
5271824.00
58761.24
Agency Mortgage-Backed Securities
GNMI SF 697584 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
26413089.00
289863.77
Agency Mortgage-Backed Securities
GNMI SF 697594 X
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
691490.00
13833.92
Agency Mortgage-Backed Securities
GNMI SF 698028 X
549300M8ZYFG0OCMTT87
2039-01-15
5.000000
35784421.00
356294.12
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
2936000.00
2463715.54
Agency Mortgage-Backed Securities
GNMI SF 692338 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
64000.00
881.74
Agency Mortgage-Backed Securities
GNMI SF 693569 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
150000.00
3139.21
Agency Mortgage-Backed Securities
GNMI SF 696186 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
3193691.00
105789.48
Agency Mortgage-Backed Securities
GNMI SF 687179 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3491380.00
70932.01
Agency Mortgage-Backed Securities
GNMI SF 687708 X
549300M8ZYFG0OCMTT87
2038-07-15
5.000000
1744061.00
263217.43
Agency Mortgage-Backed Securities
GNMI SF 688386 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3905746.00
20171.36
Agency Mortgage-Backed Securities
GNMI SF 689576 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
60000.00
1293.57
Agency Mortgage-Backed Securities
GNMI SF 672676 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
6861749.00
252516.69
Agency Mortgage-Backed Securities
GNMI SP 783375 X
549300M8ZYFG0OCMTT87
2041-08-15
5.000000
4331631.00
468268.86
Agency Mortgage-Backed Securities
GNMI SF 676389 X
549300M8ZYFG0OCMTT87
2038-01-15
5.500000
37722201.00
936921.73
Agency Mortgage-Backed Securities
GNMI SF 677101 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
2041841.00
47246.46
Agency Mortgage-Backed Securities
GNMI SF 680184 X
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
2864454.00
129100.07
Agency Mortgage-Backed Securities
GNMI SF 681393 X
549300M8ZYFG0OCMTT87
2038-06-15
6.500000
1179923.00
184420.44
Agency Mortgage-Backed Securities
GNMI SF 682587 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3925527.00
140613.54
Agency Mortgage-Backed Securities
GNMI SF 645916 X
549300M8ZYFG0OCMTT87
2036-05-15
6.000000
2743530.00
81934.94
Agency Mortgage-Backed Securities
GNMI SP 782474 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
1553042.00
66925.50
Agency Mortgage-Backed Securities
GNII SF 004661 M
549300M8ZYFG0OCMTT87
2040-03-20
6.500000
939069.00
80095.62
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
437354.00
49806.89
Agency Mortgage-Backed Securities
GNII SF 005085 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
5158496.00
681273.62
Agency Mortgage-Backed Securities
GNMI SP 782495 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
209361.00
10285.13
Agency Mortgage-Backed Securities
GNII SF MA4004 M
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
4000000.00
2918998.47
Agency Mortgage-Backed Securities
GNII SF MA4008 M
549300M8ZYFG0OCMTT87
2046-10-20
5.500000
6875301.00
3424362.21
Agency Mortgage-Backed Securities
GNMI SP 782415 X
549300M8ZYFG0OCMTT87
2038-10-15
6.500000
70584.00
1955.62
Agency Mortgage-Backed Securities
GNMI SP 783583 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
51982875.00
15022239.79
Agency Mortgage-Backed Securities
GNMI SP 782938 X
549300M8ZYFG0OCMTT87
2040-03-15
5.500000
1302164.00
80818.00
Agency Mortgage-Backed Securities
GNII SF MA3247 M
549300M8ZYFG0OCMTT87
2045-11-20
5.000000
8567187.00
2705931.57
Agency Mortgage-Backed Securities
GNII SF MA3311 M
549300M8ZYFG0OCMTT87
2045-12-20
4.000000
4247000.00
1978833.29
Agency Mortgage-Backed Securities
GNII SF MA3376 M
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
5200000.00
2972686.41
Agency Mortgage-Backed Securities
GNII SF MA2000 M
549300M8ZYFG0OCMTT87
2044-05-20
6.000000
15328083.00
4547819.64
Agency Mortgage-Backed Securities
GNII SF MA2304 M
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
50751780.00
15338722.76
Agency Mortgage-Backed Securities
GNMI SP 782579 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
5080931.00
138668.56
Agency Mortgage-Backed Securities
GNII SF MA2521 M
549300M8ZYFG0OCMTT87
2045-01-20
3.500000
9792696.00
3773193.30
Agency Mortgage-Backed Securities
GNII SF MA0225 M
549300M8ZYFG0OCMTT87
2038-03-20
6.000000
696895.00
89569.93
Agency Mortgage-Backed Securities
GNMI SF AL5347 X
549300M8ZYFG0OCMTT87
2045-03-15
3.000000
2787130.00
2144034.96
Agency Mortgage-Backed Securities
GNII SF MA2600 M
549300M8ZYFG0OCMTT87
2045-02-20
3.000000
3899775.00
1966027.62
Agency Mortgage-Backed Securities
GNII SF 005338 M
549300M8ZYFG0OCMTT87
2042-03-20
6.000000
1992352.00
272559.11
Agency Mortgage-Backed Securities
GNII SF MA1920 M
549300M8ZYFG0OCMTT87
2044-05-20
4.000000
21000000.00
5824780.40
Agency Mortgage-Backed Securities
GNMI SF AB5966 X
549300M8ZYFG0OCMTT87
2045-09-15
4.500000
3399703.00
684771.63
Agency Mortgage-Backed Securities
GNMI SF AB5980 X
549300M8ZYFG0OCMTT87
2045-12-15
4.500000
948991.00
218097.38
Agency Mortgage-Backed Securities
GNII SF 004619 M
549300M8ZYFG0OCMTT87
2040-01-20
5.500000
581278.00
75902.54
Agency Mortgage-Backed Securities
GNII SF MA0028 M
549300M8ZYFG0OCMTT87
2039-02-20
6.500000
16105618.00
2757585.03
Agency Mortgage-Backed Securities
GNII SF MA0089 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
152082836.00
34078328.73
Agency Mortgage-Backed Securities
GNII SF MA0224 M
549300M8ZYFG0OCMTT87
2042-07-20
5.500000
84200.00
11300.69
Agency Mortgage-Backed Securities
03.500 FGPC G61417 G
2048-05-01
3.500000
260304392.00
249999999.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2343
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
172293106.00
174493165.81
Agency Mortgage-Backed Securities
GNII SF 762808 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
72361060.00
26059604.92
Agency Mortgage-Backed Securities
GNMI SF 770409 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
569403.00
47550.67
Agency Mortgage-Backed Securities
GNMI SF AA4562 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
4139000.00
1976282.92
Agency Mortgage-Backed Securities
GNMI SF AA8616 X
549300M8ZYFG0OCMTT87
2043-01-15
2.500000
112210.00
44000.51
Agency Mortgage-Backed Securities
GNMI SF 704005 X
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
106705.00
3393.59
Agency Mortgage-Backed Securities
GNMI SF 704178 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
5069632.00
109079.35
Agency Mortgage-Backed Securities
GNMI SF 705143 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
3758100.00
367367.06
Agency Mortgage-Backed Securities
GNMI SF 708520 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
1333305.00
65163.82
Agency Mortgage-Backed Securities
GNMI SF 709788 X
549300M8ZYFG0OCMTT87
2039-09-15
5.500000
2189594.00
78725.05
Agency Mortgage-Backed Securities
GNII SF 004266 M
549300M8ZYFG0OCMTT87
2038-10-20
5.500000
675749.00
26034.72
Agency Mortgage-Backed Securities
GNMI SF 701007 X
549300M8ZYFG0OCMTT87
2038-11-15
5.000000
1118000.00
37541.04
Agency Mortgage-Backed Securities
GNII SF 004372 M
549300M8ZYFG0OCMTT87
2039-02-20
6.500000
39000.00
2230.76
Agency Mortgage-Backed Securities
GNII SF 004194 M
549300M8ZYFG0OCMTT87
2038-07-20
5.500000
1719082.00
77298.44
Agency Mortgage-Backed Securities
GNII SF 004196 M
549300M8ZYFG0OCMTT87
2038-07-20
6.500000
12472343.00
510053.47
Agency Mortgage-Backed Securities
GNII SF 003898 M
549300M8ZYFG0OCMTT87
2036-09-20
5.500000
300000.00
9484.49
Agency Mortgage-Backed Securities
GNII SF 003965 M
549300M8ZYFG0OCMTT87
2037-03-20
5.500000
150000.00
5676.54
Agency Mortgage-Backed Securities
GNII SF 004017 M
549300M8ZYFG0OCMTT87
2037-08-20
6.000000
3946399.00
149800.16
Agency Mortgage-Backed Securities
GNII SF 004029 M
549300M8ZYFG0OCMTT87
2037-09-20
6.500000
10942187.00
404474.38
Agency Mortgage-Backed Securities
GNII SF 003626 M
549300M8ZYFG0OCMTT87
2034-10-20
6.500000
100000.00
4905.82
Agency Mortgage-Backed Securities
GNII SF 003724 M
549300M8ZYFG0OCMTT87
2035-06-20
5.500000
25000.00
1470.17
Agency Mortgage-Backed Securities
GNII SF 003736 M
549300M8ZYFG0OCMTT87
2035-07-20
5.500000
765000.00
47602.98
Agency Mortgage-Backed Securities
GNII SF 003796 M
549300M8ZYFG0OCMTT87
2035-12-20
5.500000
428000.00
23995.92
Agency Mortgage-Backed Securities
GNII SF 003807 M
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
1984361.00
96067.44
Agency Mortgage-Backed Securities
GNMI SF 690847 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
28554.00
884.68
Agency Mortgage-Backed Securities
GNII SF 003546 M
549300M8ZYFG0OCMTT87
2034-04-20
6.500000
360000.00
12516.17
Agency Mortgage-Backed Securities
GNII SF 003120 M
549300M8ZYFG0OCMTT87
2031-08-20
6.500000
400000.00
2590.13
Agency Mortgage-Backed Securities
GNII SF 003171 M
549300M8ZYFG0OCMTT87
2031-12-20
5.500000
3275672.00
75003.81
Agency Mortgage-Backed Securities
GNII SF 003199 M
549300M8ZYFG0OCMTT87
2032-02-20
5.500000
235002.00
4338.38
Agency Mortgage-Backed Securities
GNMI SF 588092 X
549300M8ZYFG0OCMTT87
2032-10-15
5.500000
150000.00
5252.33
Agency Mortgage-Backed Securities
GNII SF 002589 M
549300M8ZYFG0OCMTT87
2028-05-20
6.000000
60000.00
471.23
Agency Mortgage-Backed Securities
GNII SF 002614 M
549300M8ZYFG0OCMTT87
2028-07-20
6.000000
25000.00
203.72
Agency Mortgage-Backed Securities
GNII SF 002686 M
549300M8ZYFG0OCMTT87
2028-12-20
5.500000
453276.00
4735.83
Agency Mortgage-Backed Securities
GNMI SF 690922 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
4439114.00
68026.38
Agency Mortgage-Backed Securities
GNII SF 002279 M
549300M8ZYFG0OCMTT87
2026-09-20
6.000000
75000.00
1307.47
Agency Mortgage-Backed Securities
GNMI SF AZ0482 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
27777.00
12351.13
Agency Mortgage-Backed Securities
GNMI SF AZ0500 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1032784.00
650621.65
Agency Mortgage-Backed Securities
GNMI SF AY4224 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
1191676.00
145250.16
Agency Mortgage-Backed Securities
GNMI SF AY6960 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
4959310.00
902282.53
Agency Mortgage-Backed Securities
GNMI SF AX0416 X
549300M8ZYFG0OCMTT87
2046-10-15
4.500000
694964.00
218635.53
Agency Mortgage-Backed Securities
GNMI SF AY0512 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
658449.00
466625.19
Agency Mortgage-Backed Securities
GNMI SF AY0496 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
2084785.00
735096.61
Agency Mortgage-Backed Securities
GNMI SF AY3765 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
947416.00
397355.18
Agency Mortgage-Backed Securities
GNMI SF AY3841 X
549300M8ZYFG0OCMTT87
2047-03-15
5.000000
502598.00
244443.40
Agency Mortgage-Backed Securities
GNMI SF AY3980 X
549300M8ZYFG0OCMTT87
2047-04-15
5.000000
568168.00
84826.76
Agency Mortgage-Backed Securities
GNMI SF AU8925 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
2659989.00
458148.68
Agency Mortgage-Backed Securities
GNMI SF AV4036 X
549300M8ZYFG0OCMTT87
2046-09-15
4.500000
2386613.00
367813.69
Agency Mortgage-Backed Securities
GNMI SF AW5781 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
1813707.00
933219.31
Agency Mortgage-Backed Securities
GNMI SF AW5811 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1221396.00
709540.19
Agency Mortgage-Backed Securities
GNMI SF AW5846 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
41896.00
23609.53
Agency Mortgage-Backed Securities
GNMI SF AW9856 X
549300M8ZYFG0OCMTT87
2046-10-15
4.500000
559502.00
348059.72
Agency Mortgage-Backed Securities
GNMI SF AT6459 X
549300M8ZYFG0OCMTT87
2046-07-15
5.000000
225001.00
151518.12
Agency Mortgage-Backed Securities
GNMI SF AU0765 X
549300M8ZYFG0OCMTT87
2046-07-15
3.500000
8160536.00
7100045.15
Agency Mortgage-Backed Securities
GNMI SF AZ0515 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1910535.00
792013.60
Agency Mortgage-Backed Securities
GNMI SF AZ3056 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1519953.00
826817.98
Agency Mortgage-Backed Securities
GNMI SF AI4466 X
549300M8ZYFG0OCMTT87
2044-09-15
4.000000
4212720.00
1951379.48
Agency Mortgage-Backed Securities
GNMI SF 595260 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
1702622.00
40071.58
Agency Mortgage-Backed Securities
GNII SF MA4320 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
30245000.00
24308669.89
Agency Mortgage-Backed Securities
GNMI SP 784353 X
549300M8ZYFG0OCMTT87
2046-06-15
4.000000
3700000.00
2641190.97
Agency Mortgage-Backed Securities
GNMI SF 691344 X
549300M8ZYFG0OCMTT87
2038-09-15
6.500000
15963353.00
358209.44
Agency Mortgage-Backed Securities
GNII SF MA2444 M
549300M8ZYFG0OCMTT87
2044-12-20
3.000000
7755983.00
3672416.73
Agency Mortgage-Backed Securities
GNMI SF 686781 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
2735796.00
97663.80
Agency Mortgage-Backed Securities
GNMI SF 691199 X
549300M8ZYFG0OCMTT87
2038-05-15
5.500000
538967.00
7177.32
Agency Mortgage-Backed Securities
GNMI SF 675513 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
3737869.00
46252.07
Agency Mortgage-Backed Securities
GNII SF 004660 M
549300M8ZYFG0OCMTT87
2040-03-20
6.000000
66941.00
4937.02
Agency Mortgage-Backed Securities
GNII SF MA2826 M
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
9243500.00
4409765.75
Agency Mortgage-Backed Securities
GNII SF MA2962 M
549300M8ZYFG0OCMTT87
2045-07-20
4.000000
8174476.00
3465305.58
Agency Mortgage-Backed Securities
GNII SF MA3244 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
3749359.00
2092818.69
Agency Mortgage-Backed Securities
GNMI SP 782836 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
183029.00
6021.80
Agency Mortgage-Backed Securities
GNII SF MA2448 M
549300M8ZYFG0OCMTT87
2044-12-20
5.000000
33846871.00
8244115.21
Agency Mortgage-Backed Securities
GNII SF MA1289 M
549300M8ZYFG0OCMTT87
2043-09-20
5.500000
10515642.00
2417077.12
Agency Mortgage-Backed Securities
GNII SF MA2676 M
549300M8ZYFG0OCMTT87
2045-03-20
2.500000
1547281.00
988441.15
Agency Mortgage-Backed Securities
GNII SF 005288 M
549300M8ZYFG0OCMTT87
2042-01-20
5.500000
25594.00
3761.69
Agency Mortgage-Backed Securities
GNII SF MA0027 M
549300M8ZYFG0OCMTT87
2042-04-20
6.000000
181067.00
21642.24
Agency Mortgage-Backed Securities
GNMI SF 711752 X
549300M8ZYFG0OCMTT87
2043-05-15
2.500000
496995.00
404288.40
Agency Mortgage-Backed Securities
GNII SF 004171 M
549300M8ZYFG0OCMTT87
2038-06-20
6.500000
25000.00
1278.91
Agency Mortgage-Backed Securities
GNMI SF 702547 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
9543428.00
194171.94
Agency Mortgage-Backed Securities
GNMI SF 703495 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
481535.00
49391.79
Agency Mortgage-Backed Securities
GNMI SF 700918 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
3332424.00
110756.81
Agency Mortgage-Backed Securities
GNII SF 003841 M
549300M8ZYFG0OCMTT87
2036-04-20
5.500000
740234.00
32627.62
Agency Mortgage-Backed Securities
GNII SF 004006 M
549300M8ZYFG0OCMTT87
2037-07-20
6.000000
4840800.00
181089.61
Agency Mortgage-Backed Securities
GNMI SF 700926 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
4700250.00
131826.66
Agency Mortgage-Backed Securities
GNII SF 002198 M
549300M8ZYFG0OCMTT87
2026-04-20
6.000000
210000.00
1485.33
Agency Mortgage-Backed Securities
GNMI SP 783281 X
549300M8ZYFG0OCMTT87
2040-07-15
4.500000
12018000.00
1975657.34
Agency Mortgage-Backed Securities
GNII SF MA1678 M
549300M8ZYFG0OCMTT87
2044-02-20
4.000000
7500000.00
2054058.86
Agency Mortgage-Backed Securities
GNII SF 005143 M
549300M8ZYFG0OCMTT87
2041-08-20
5.500000
90092.00
14088.45
Agency Mortgage-Backed Securities
GNII SF 003760 M
549300M8ZYFG0OCMTT87
2035-09-20
5.500000
142000.00
9812.51
Agency Mortgage-Backed Securities
GNII SF 003473 M
549300M8ZYFG0OCMTT87
2033-11-20
5.500000
25000.00
1236.19
Agency Mortgage-Backed Securities
GNII SF 003544 M
549300M8ZYFG0OCMTT87
2034-04-20
5.500000
75000.00
4101.49
Agency Mortgage-Backed Securities
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0248
999997640.00
999997640.00
0.0525
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.470000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0ITV98
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5652 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
134838569.00
139983469.44
Agency Mortgage-Backed Securities
GNII SF MA4195 M
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
74349000.00
60338318.72
Agency Mortgage-Backed Securities
GNII SF MA4652 M
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
70000000.00
63304649.76
Agency Mortgage-Backed Securities
GNII SF MA4901 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
9452720.00
8672024.53
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
149942106.00
154578553.52
Agency Mortgage-Backed Securities
GNII SF MA3520 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
263480000.00
170683538.45
Agency Mortgage-Backed Securities
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
121688836.00
71681743.35
Agency Mortgage-Backed Securities
GNII SF MA3105 M
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
159000000.00
84014369.15
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
45229136.00
34177189.48
Agency Mortgage-Backed Securities
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
138300000.00
96112484.31
Agency Mortgage-Backed Securities
GNII SF MA3596 M
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
221417500.00
146948345.71
Agency Mortgage-Backed Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0251
999995760.00
999995760.00
0.0525
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.480000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0ITVZ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CNMA2915
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
280000.00
192131.48
Agency Mortgage-Backed Securities
FNMS 03.500 CJMA3070
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
605000.00
565175.76
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3154
B1V7KEBTPIMZEU4LTD58
2032-10-01
2.500000
3226000.00
2721022.00
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA3162
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
785664.00
758334.91
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK9525
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
1149348.00
1156282.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLBM3907
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
286460.00
274389.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4525
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
5141360.00
5091745.23
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN0530
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
1038202.00
1052177.99
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA0897
B1V7KEBTPIMZEU4LTD58
2037-12-01
4.500000
1060538.00
973826.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2452
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
16143.00
15907.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7244
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
5566624.00
5482723.20
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7335
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
1969184.00
1973497.83
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7342
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
1495888.00
1421999.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3117
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
4684512.00
4879207.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3245
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
3332220.00
3385916.92
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK4267
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
1126952.00
1052984.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH5533
B1V7KEBTPIMZEU4LTD58
2047-06-01
5.000000
1240450.00
991942.13
Agency Mortgage-Backed Securities
FNMS 02.500 CIBH8533
B1V7KEBTPIMZEU4LTD58
2032-12-01
2.500000
18785.00
17001.68
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7144
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
1745486.00
1771977.31
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7146
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
3037264.00
3072412.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6538
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
2226268.00
2252828.84
Agency Mortgage-Backed Securities
04.000 FGPC Q56549 G
2048-06-01
4.000000
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24064053.97
Agency Mortgage-Backed Securities
05.000 FGPC Q59671 G
2048-11-01
5.000000
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6578934.36
Agency Mortgage-Backed Securities
04.500 FGPC G61678 G
2041-10-01
4.500000
19557152.00
20047440.68
Agency Mortgage-Backed Securities
06.000 FGPC B70284 G
2025-09-14
6.000000
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43121.38
Agency Mortgage-Backed Securities
03.500 FGPC U91030 G
2043-02-01
3.500000
74551.00
45000.46
Agency Mortgage-Backed Securities
03.500 FGPC Q21024 G
2043-08-01
3.500000
23795.00
16312.51
Agency Mortgage-Backed Securities
04.000 FGPC K91507 G
2034-01-01
4.000000
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1768658.69
Agency Mortgage-Backed Securities
FNMS 05.500 CL937932
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
1562510.00
143137.51
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0343
B1V7KEBTPIMZEU4LTD58
2020-01-01
4.500000
362251263.00
398419.30
Agency Mortgage-Backed Securities
FNMS 04.500 CTAD5206
B1V7KEBTPIMZEU4LTD58
2030-05-01
4.500000
20000000.00
1940937.56
Agency Mortgage-Backed Securities
FNMS 05.500 CL888884
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.500000
25572000.00
2867912.54
Agency Mortgage-Backed Securities
FNMS 04.000 CI890805
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.000000
871113.00
636815.45
Agency Mortgage-Backed Securities
FNMS 06.000 CL909153
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
145000.00
25562.65
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3372
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.000000
42279.00
39731.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD0575
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.500000
2007232.00
560343.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD3317
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
3687116.00
383736.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD3859
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.000000
51949.00
6649.64
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD5191
B1V7KEBTPIMZEU4LTD58
2025-04-01
4.000000
18151008.00
1195062.59
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2804
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
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3927214.58
Agency Mortgage-Backed Securities
FNMS 05.000 CL702018
B1V7KEBTPIMZEU4LTD58
2033-05-01
5.000000
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140354.08
Agency Mortgage-Backed Securities
FNMS 06.500 CL740384
B1V7KEBTPIMZEU4LTD58
2033-09-01
6.500000
200000.00
6059.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL742947
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.500000
2446124.00
206007.62
Agency Mortgage-Backed Securities
FNMS 04.500 CQMA3551
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
189141.00
198176.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS9680
B1V7KEBTPIMZEU4LTD58
2032-05-01
2.500000
19844.00
17049.90
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW0937
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.000000
307279.00
141024.56
Agency Mortgage-Backed Securities
FNMS 02.500 CIAX4302
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.500000
2367448.00
1514939.30
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0357
B1V7KEBTPIMZEU4LTD58
2020-03-01
4.000000
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36989.02
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1354
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
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89243.45
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1479
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.000000
15650928.00
9305771.51
Agency Mortgage-Backed Securities
FNMS 05.500 CL909341
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
5200000.00
325416.69
Agency Mortgage-Backed Securities
FNMS 04.500 CI934878
B1V7KEBTPIMZEU4LTD58
2024-06-01
4.500000
30673664.00
1090803.62
Agency Mortgage-Backed Securities
05.000 FGPC A91589 G
2040-03-01
5.000000
229122.00
50291.71
Agency Mortgage-Backed Securities
05.000 FGPC A12381 G
2033-08-01
5.000000
475047.00
9782.08
Agency Mortgage-Backed Securities
05.500 FGPC A24037 G
2034-06-01
5.500000
518005.00
6255.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4168
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
60000.00
28807.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS6275
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
220000.00
134952.16
Agency Mortgage-Backed Securities
FNMS 03.990 MLAM5731
B1V7KEBTPIMZEU4LTD58
2044-06-01
3.990000
10000000.00
9279764.22
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8528
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.430000
1000000.00
969816.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO2639
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
15700000.00
4700246.36
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO3685
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
2000000.00
807255.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0031
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.500000
1436520.00
121549.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6860
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
243000.00
159339.71
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL9890
B1V7KEBTPIMZEU4LTD58
2044-01-01
3.500000
335000.00
255560.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8238
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.500000
14000.00
7734.45
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5677
B1V7KEBTPIMZEU4LTD58
2026-07-01
3.350000
130000.00
127391.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7084
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1052720.00
848727.72
Agency Mortgage-Backed Securities
FNMS 05.500 CL821405
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.500000
618958.00
28085.99
Agency Mortgage-Backed Securities
FNMS 05.000 CL841471
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
150000.00
5812.95
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC0506
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.500000
73995.00
46919.37
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD3884
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
1139000.00
819656.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3631
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
14000.00
11203.04
Agency Mortgage-Backed Securities
FNMS 02.500 CIAY0693
B1V7KEBTPIMZEU4LTD58
2029-12-01
2.500000
14154.00
6188.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY7630
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
73890.00
40043.93
Agency Mortgage-Backed Securities
FNMS 05.500 CL684500
B1V7KEBTPIMZEU4LTD58
2032-12-01
5.500000
800000.00
29895.71
Agency Mortgage-Backed Securities
04.000 FGPC K93918 G
2037-04-01
4.000000
1925394.00
1613242.98
Agency Mortgage-Backed Securities
04.000 FGPC U93254 G
2047-06-01
4.000000
1206120.00
1207283.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
110000.00
104867.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4521
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
6861.00
6550.48
Agency Mortgage-Backed Securities
FNMS 07.500 CL535996
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
12097262.00
30912.68
Agency Mortgage-Backed Securities
FNMS 04.500 CL995371
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.500000
204537.00
17098.15
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0400
B1V7KEBTPIMZEU4LTD58
2020-04-01
4.000000
38641663.00
17213.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL909220
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
119999.00
22987.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
10123824.00
10069639.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3540
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1285154.00
1291192.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
92997000.00
95218276.07
Agency Mortgage-Backed Securities
04.500 FGPC A34552 G
2035-04-01
4.500000
3800000.00
55792.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS3594
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
432000.00
230904.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7538
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
25000.00
20126.06
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0907
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
43000.00
14161.39
Agency Mortgage-Backed Securities
FNMS 06.000 R3BF0056
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.000000
130945.00
80510.74
Agency Mortgage-Backed Securities
03.000 FGPC G60984 G
2047-01-01
3.000000
50000000.00
41991440.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9529
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
6500000.00
3687504.99
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2446
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
5000000.00
927592.99
Agency Mortgage-Backed Securities
05.000 FGPC A21979 G
2034-05-01
5.000000
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166479.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3955
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
32000.00
12095.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6408
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
11852000.00
8080211.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9370
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
2665000.00
1507259.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1408
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.500000
3700000.00
691389.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC5694
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
17616.00
14264.94
Agency Mortgage-Backed Securities
05.000 FGPC A49313 G
2036-05-01
5.000000
300000.00
13796.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ7696
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.500000
35000.00
6967.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE3857
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
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3508455.63
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1481
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
73039.00
32133.82
Agency Mortgage-Backed Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0246
300000528.00
300000528.00
0.0158
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.470000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0ITWD8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC083KB R18F083
2048-11-25
3.000000
71239.00
68606.76
Agency Collateralized Mortgage Obligation
FNRM RC086D R18F086
2046-08-25
3.500000
5971352.00
6040608.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.649000
724031.00
362860.93
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.649000
4725581.00
2443481.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
3254734.00
3113041.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
5988754.00
5755135.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
143499.00
140164.40
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1916109.00
1793556.52
Agency Collateralized Mortgage Obligation
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
1450202.00
1444473.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
3870726.00
3748523.78
Agency Collateralized Mortgage Obligation
GNRA 2018-38 FB
549300M8ZYFG0OCMTT87
2048-10-20
2.601000
140021.00
139164.03
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLCA2650
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
3707761.00
3978402.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2063
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
23844654.00
25017830.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8239
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1030372.00
1025432.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4634
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
55491325.00
52877293.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0037
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.251000
1212047.00
1085804.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8938
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
340163.00
337233.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1731
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
9630526.00
9016366.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3933
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1158845.00
1160858.21
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
2771564.00
2792589.01
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
2046-03-01
3.000000
454620.00
327162.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
7881955.00
7280475.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
459136.00
418485.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.968000
318900.00
154585.61
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806481
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.765000
20721374.00
2136558.59
Agency Mortgage-Backed Securities
03.500 FGPC C04445 G
2043-01-01
3.500000
5433645.00
2418396.68
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.681000
666098.00
559581.52
Agency Mortgage-Backed Securities
03.000 FGPC V60874 G
2030-06-01
3.000000
2102275.00
1220814.80
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3129
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.000000
39946223.00
34575996.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
176302.00
165123.87
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3388
B1V7KEBTPIMZEU4LTD58
2038-06-01
3.500000
2882771.00
2800143.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1624
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.900000
13293699.00
364363.86
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1358787.00
1418176.27
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1324833.00
1178632.03
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
25459179.00
24849570.44
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
5864400.00
5408607.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
5297035.00
4997775.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LB971852
B1V7KEBTPIMZEU4LTD58
2038-02-01
3.506000
11639575.00
641646.74
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
406849.00
365674.53
Agency Mortgage-Backed Securities
03.500 FGPC G61409 G
2048-05-01
3.500000
28670538.00
27512558.05
Agency Mortgage-Backed Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0249
233998588.98
233998588.98
0.0123
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.520000%
549300QJJX6CVVUXLE15
0000050916
ARP0ITWG1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
100.00
100.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
23378600.00
22613239.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
800.00
793.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
92800.00
89795.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
1000.00
994.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
10000.00
10187.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
2218700.00
2211325.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
600.00
580.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
900.00
884.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
400.00
770.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
128.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
12000.00
12200.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
572300.00
571242.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
300.00
288.45
U.S. Treasuries (including strips)
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0252
25000000.00
25000000.00
0.0013
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 2.250000%
254900Y8NKGV541U8Q32
0001457970
ARP0IU5Z6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
2509954400.00
2557017584.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
2478199900.00
2439606920.19
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0228
4996000000.00
4996000000.00
0.2623
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 3.000000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IU644
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
46958753.00
40010003.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1628
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
53029463.00
54749997.16
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
92000000.00
92000000.00
0.0048
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.960000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IU651
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLCA2343
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
17292073.00
17512880.41
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0300
17000000.00
17000000.00
0.0009
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.650000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IU693
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
10771504.00
10749998.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1628
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
189114216.00
195250002.61
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0269
200000000.00
200000000.00
0.0105
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.900000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0IU6C6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHDN 02/06/19
2019-02-06
0.00
4280000.00
4269342.80
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2021-09-17
2.158940
3131000.00
3134013.75
Agency Debentures and Agency Strips
2.375 FHLB 20 G4931
2549001DPIFGXC1TOL40
2020-03-30
2.375000
1030000.00
1033427.32
Agency Debentures and Agency Strips
GNII SF BK2658 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1983422.00
2064496.23
Agency Mortgage-Backed Securities
GNII SF BK3140 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
5147.00
5429.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4454
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
58368.00
60656.84
Agency Mortgage-Backed Securities
GNMI SF BA1844 X
549300M8ZYFG0OCMTT87
2048-08-15
4.500000
3410928.00
3574545.64
Agency Mortgage-Backed Securities
GNMI SF BG5661 X
549300M8ZYFG0OCMTT87
2048-05-15
4.500000
1562095.00
1625238.10
Agency Mortgage-Backed Securities
GNII SF BK4038 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
3658508.00
3815081.17
Agency Mortgage-Backed Securities
GNII SF BL0267 C
549300M8ZYFG0OCMTT87
2048-12-20
5.500000
1592119.00
1697562.39
Agency Mortgage-Backed Securities
04.000 FGPC G08857 G
2048-12-01
4.000000
1299784.00
1326813.44
Agency Mortgage-Backed Securities
GNPL PN BH6893
549300M8ZYFG0OCMTT87
2053-12-15
3.760000
6550.00
6648.57
Agency Mortgage-Backed Securities
GNII SF BI1295 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
964202.00
1024138.08
Agency Mortgage-Backed Securities
GNII SF BJ6709 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
3094454.00
3200953.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
21017.00
21624.06
Agency Mortgage-Backed Securities
FMAR 2B7223 G
2048-12-01
3.649000
20413.00
20761.41
Agency Mortgage-Backed Securities
FMAR 2B4503 G
2045-08-01
2.890000
1642509.00
842603.24
Agency Mortgage-Backed Securities
GNHF RF BG6062 H
549300M8ZYFG0OCMTT87
2068-05-20
4.143000
325804.00
346201.41
Agency Mortgage-Backed Securities
FMAR 840419 G
2046-08-01
2.754000
1863078.00
1194641.66
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0147
B1V7KEBTPIMZEU4LTD58
2056-10-01
4.000000
20373649.00
17375145.35
Agency Mortgage-Backed Securities
GNMI SF 694230 X
549300M8ZYFG0OCMTT87
2038-08-15
6.050000
35561.00
16193.18
Agency Mortgage-Backed Securities
04.000 FGPC Q35223 G
2045-08-01
4.000000
3127200.00
1762282.54
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
47000000.00
47000000.00
0.0025
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.950000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6L6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
100.00
183.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
100.00
136.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
400.00
515.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
100.00
137.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
65496800.00
63750660.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
53717400.00
51998599.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
56821100.00
55252171.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
45019300.00
45547677.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
71880000.00
73175130.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
59789000.00
58427850.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-13
0.00
54300.00
53690.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
60219300.00
60470043.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
106773600.00
106623476.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
24308400.00
24368198.66
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
529000000.00
529000000.00
0.0278
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.520000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0IU6M4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBC7894
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
2105088.00
1052500.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4049
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
1449086.00
1429934.51
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ7899
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
4164280.00
2145530.73
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR0704
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.500000
1919000.00
754195.60
Agency Mortgage-Backed Securities
FNMS 06.000 CL934373
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
859361.00
35087.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3312
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
32080640.00
29300186.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7289
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
12970224.00
7826188.07
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH9176
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.000000
14170.00
13090.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK0120
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
1059202.00
1029864.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3145
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1657212.00
1551272.20
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3176
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.000000
2522490.00
2144699.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0606
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1234348.00
1324230.34
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0012
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.500000
34000.00
12415.91
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5297
B1V7KEBTPIMZEU4LTD58
2030-07-01
2.500000
700000.00
412367.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
50422400.00
46847641.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
38063040.00
35649717.19
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3308
B1V7KEBTPIMZEU4LTD58
2038-03-01
3.000000
32382016.00
30449755.81
Agency Mortgage-Backed Securities
FNMS 03.000 CIBJ0673
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
34998016.00
31885274.82
Agency Mortgage-Backed Securities
FNMS 05.000 CL829872
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
1040816.00
40161.64
Agency Mortgage-Backed Securities
FNMS 03.500 CQBC0942
B1V7KEBTPIMZEU4LTD58
2036-05-01
3.500000
1700402.00
1411503.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL9445
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.000000
2150000.00
1544380.86
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0256
193000000.00
193000000.00
0.0101
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.000000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6N2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-15 BA
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
6605300.00
6172932.39
Agency Collateralized Mortgage Obligation
GNRA 2018-77 NA
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
1088.00
1071.15
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
2.615000
1165460.00
1098325.84
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-10-25
2.615000
824008.00
801122.31
Agency Collateralized Mortgage Obligation
GNRM 2016-61 QE
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
11039800.00
5986227.28
Agency Collateralized Mortgage Obligation
GNRM 2016-26 TG
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
41805274.00
24540545.97
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2023-10-15
6.500000
62.00
6.58
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-11-15
4.500000
1024761.00
1069096.32
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLBK3328
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
867494.00
801507.11
Agency Mortgage-Backed Securities
FNMS 04.500 CTBK4915
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
1230164.00
1269432.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM3066
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
280000.00
243589.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4564
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.235000
184771.00
172481.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0154
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
235507.00
230200.11
Agency Mortgage-Backed Securities
03.500 FGPC Q24368 G
2044-01-01
3.500000
53344.00
27315.42
Agency Mortgage-Backed Securities
GNMI SF 502999 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001484.00
9889.05
Agency Mortgage-Backed Securities
GNMI SF 605617 X
549300M8ZYFG0OCMTT87
2034-07-15
5.000000
75448.00
4636.28
Agency Mortgage-Backed Securities
GNMI SF 747875 X
549300M8ZYFG0OCMTT87
2040-11-15
4.000000
3705647.00
633485.94
Agency Mortgage-Backed Securities
GNMI SF 489197 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
2658993.00
25727.57
Agency Mortgage-Backed Securities
GNAR AF MA4732 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
4216.00
3583.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4892
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
598336.00
623456.07
Agency Mortgage-Backed Securities
GNMI SF 507856 X
549300M8ZYFG0OCMTT87
2029-05-15
6.000000
150000.00
7263.42
Agency Mortgage-Backed Securities
GNMI SF 553371 X
549300M8ZYFG0OCMTT87
2033-07-15
5.500000
250000.00
13691.81
Agency Mortgage-Backed Securities
GNMI SF 566489 X
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
100000.00
7726.42
Agency Mortgage-Backed Securities
GNMI SF 489709 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
333902.00
14627.36
Agency Mortgage-Backed Securities
GNMI SF 496515 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001199.00
9910.44
Agency Mortgage-Backed Securities
GNMI SF 497576 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002705.00
8046.75
Agency Mortgage-Backed Securities
GNMI SF 499205 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002985.00
14781.45
Agency Mortgage-Backed Securities
GNMI SF 500682 X
549300M8ZYFG0OCMTT87
2029-03-15
6.000000
2294744.00
86881.40
Agency Mortgage-Backed Securities
FMAR 849243 G
2043-09-01
2.237000
6882700.00
2579479.70
Agency Mortgage-Backed Securities
03.000 FGPC Q09366 G
2042-07-01
3.000000
422000.00
213439.83
Agency Mortgage-Backed Securities
04.500 FGPC Q21516 G
2043-09-01
4.500000
4944430.00
1805410.51
Agency Mortgage-Backed Securities
GNMI SF 621759 X
549300M8ZYFG0OCMTT87
2033-12-15
5.500000
380227.00
8782.66
Agency Mortgage-Backed Securities
GNMI SP 782030 X
549300M8ZYFG0OCMTT87
2035-12-15
5.000000
229051.00
14707.23
Agency Mortgage-Backed Securities
GNMI SP 782276 X
549300M8ZYFG0OCMTT87
2038-02-15
5.500000
14000000.00
472307.40
Agency Mortgage-Backed Securities
GNMI SP 782336 X
549300M8ZYFG0OCMTT87
2038-05-15
6.000000
2424473.00
155724.95
Agency Mortgage-Backed Securities
GNMI SF 751884 X
549300M8ZYFG0OCMTT87
2040-11-15
4.500000
1254177.00
184667.68
Agency Mortgage-Backed Securities
GNMI SP 781905 X
549300M8ZYFG0OCMTT87
2035-04-15
5.000000
80000.00
5187.67
Agency Mortgage-Backed Securities
05.000 FGPC Q59704 G
2048-11-01
5.000000
13104.00
14084.81
Agency Mortgage-Backed Securities
FNMS 05.500 CI934182
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
2251.00
48.99
Agency Mortgage-Backed Securities
FNMS 06.000 CL987971
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
2577.00
14.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
19035169.00
19584984.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3332
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
7005722.00
6728601.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1402
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.801000
1000000.00
803686.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4040
B1V7KEBTPIMZEU4LTD58
2048-06-01
2.808000
64326.00
59642.75
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7696
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
242453.00
179801.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX0884
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
674273.00
182891.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6973
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
22000.00
13430.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL880287
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1200.00
19.35
Agency Mortgage-Backed Securities
FNMS 06.000 CL879508
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1947.00
15.69
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL0869
B1V7KEBTPIMZEU4LTD58
2029-06-01
4.500000
677506.00
46319.05
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL0750
B1V7KEBTPIMZEU4LTD58
2026-02-01
6.000000
610648.00
66065.79
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL1695
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
700000.00
69348.46
Agency Mortgage-Backed Securities
05.000 FGPC Q54195 G
2048-02-01
5.000000
901036.00
675629.04
Agency Mortgage-Backed Securities
04.000 FGPC Q55820 G
2048-05-01
4.000000
1007985.00
1022150.87
Agency Mortgage-Backed Securities
04.500 FGPC Q55982 G
2048-05-01
4.500000
26560100.00
26573652.56
Agency Mortgage-Backed Securities
05.000 FGPC Q57130 G
2048-07-01
5.000000
1253679.00
1337002.98
Agency Mortgage-Backed Securities
04.500 FGPC Q58355 G
2048-09-01
4.500000
1786759.00
1869133.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL3223
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
942153.00
133227.78
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL4163
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
301119.00
22769.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5213
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
95000.00
31863.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH6782
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
149000.00
55519.34
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI7516
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
533459.00
110900.61
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI7762
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
103610.00
33075.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ6096
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.470000
6783220.00
434585.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ7688
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
136000.00
33692.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0789
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
808000.00
243270.60
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310151
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.500000
79000.00
30980.69
Agency Mortgage-Backed Securities
FNMS 06.000 CL395458
B1V7KEBTPIMZEU4LTD58
2026-09-01
6.000000
2000000.00
21979.39
Agency Mortgage-Backed Securities
FNMS 06.000 CL590128
B1V7KEBTPIMZEU4LTD58
2031-08-01
6.000000
1665464.00
37251.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH1519
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
200000.00
29335.75
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH2718
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
250000.00
38639.52
Agency Mortgage-Backed Securities
FNMS 06.500 CT256946
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
2106453.00
81520.04
Agency Mortgage-Backed Securities
FNMS 06.000 CT256928
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.000000
2520002.00
75776.62
Agency Mortgage-Backed Securities
FNMS 06.000 CT257007
B1V7KEBTPIMZEU4LTD58
2027-12-01
6.000000
2590000.00
102425.37
Agency Mortgage-Backed Securities
FNMS 06.000 CT257076
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
18919.00
937.01
Agency Mortgage-Backed Securities
FNMS 04.500 CT257202
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.500000
1689716.00
33693.52
Agency Mortgage-Backed Securities
FNMS 05.500 CL259679
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
226557.00
54070.79
Agency Mortgage-Backed Securities
FNMS 06.000 CT256351
B1V7KEBTPIMZEU4LTD58
2026-08-01
6.000000
1019968.00
32342.15
Agency Mortgage-Backed Securities
FNMS 05.500 CT257424
B1V7KEBTPIMZEU4LTD58
2028-10-01
5.500000
6605.00
152.38
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
1459719.00
58444.63
Agency Mortgage-Backed Securities
FNMS 06.000 CL256749
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.000000
1000000.00
33900.54
Agency Mortgage-Backed Securities
FNMS 06.000 CT256852
B1V7KEBTPIMZEU4LTD58
2027-08-01
6.000000
1255000.00
49599.63
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.000000
2517312.00
73964.30
Agency Mortgage-Backed Securities
FNMS 06.000 CT255779
B1V7KEBTPIMZEU4LTD58
2025-06-01
6.000000
1924497.00
75173.29
Agency Mortgage-Backed Securities
FNMS 06.000 CT255836
B1V7KEBTPIMZEU4LTD58
2025-07-01
6.000000
750329.00
38829.23
Agency Mortgage-Backed Securities
FNMS 06.000 CT255913
B1V7KEBTPIMZEU4LTD58
2025-09-01
6.000000
600000.00
35516.40
Agency Mortgage-Backed Securities
FNMS 06.000 CT255970
B1V7KEBTPIMZEU4LTD58
2025-10-01
6.000000
925000.00
51104.29
Agency Mortgage-Backed Securities
FNMS 05.500 CT256064
B1V7KEBTPIMZEU4LTD58
2026-01-01
5.500000
731255.00
25031.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL256196
B1V7KEBTPIMZEU4LTD58
2036-03-01
5.500000
8615014.00
215904.63
Agency Mortgage-Backed Securities
FNMS 05.500 CT255030
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
1600000.00
40189.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL255191
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.000000
1500150.00
46159.71
Agency Mortgage-Backed Securities
FNMS 06.000 CT255218
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
1221403.00
35398.66
Agency Mortgage-Backed Securities
FNMS 05.500 CT255493
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
1600000.00
55850.33
Agency Mortgage-Backed Securities
FNMS 06.000 CT256517
B1V7KEBTPIMZEU4LTD58
2026-12-01
6.000000
1405962.00
47412.79
Agency Mortgage-Backed Securities
FNMS 06.500 CT254305
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.500000
3143060.00
15881.81
Agency Mortgage-Backed Securities
FNMS 06.000 CT255608
B1V7KEBTPIMZEU4LTD58
2024-12-01
6.000000
799999.00
41100.15
Agency Mortgage-Backed Securities
FNMS 04.500 CT255655
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.500000
2000000.00
42315.57
Agency Mortgage-Backed Securities
FNMS 06.000 CT254801
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
1410857.00
27583.70
Agency Mortgage-Backed Securities
FNMS 06.500 CT254975
B1V7KEBTPIMZEU4LTD58
2023-09-01
6.500000
1370151.00
36434.97
Agency Mortgage-Backed Securities
FNMS 06.000 CT253847
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.000000
9799443.00
28999.42
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
777316.00
13440.42
Agency Mortgage-Backed Securities
FNMS 06.500 CT253945
B1V7KEBTPIMZEU4LTD58
2021-08-01
6.500000
11075000.00
29087.15
Agency Mortgage-Backed Securities
FNMS 06.000 CT254043
B1V7KEBTPIMZEU4LTD58
2021-10-01
6.000000
8000000.00
25699.80
Agency Mortgage-Backed Securities
FNMS 06.500 CT254086
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.500000
13453404.00
30914.63
Agency Mortgage-Backed Securities
FNMS 06.000 CT254193
B1V7KEBTPIMZEU4LTD58
2022-02-01
6.000000
11501808.00
53180.97
Agency Mortgage-Backed Securities
GNII SF MA5076 M
549300M8ZYFG0OCMTT87
2048-03-20
3.000000
376033.00
354826.65
Agency Mortgage-Backed Securities
GNII SF MA3596 M
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
1091275.00
724247.43
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
429533.00
250064.18
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5448576.00
4335247.03
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
855001.00
774506.10
Agency Mortgage-Backed Securities
GNII SF MA4899 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
258449.00
238583.61
Agency Mortgage-Backed Securities
GNAR FT 082428 M
549300M8ZYFG0OCMTT87
2039-11-20
3.125000
498521.00
60875.88
Agency Mortgage-Backed Securities
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
1652.00
186.28
Agency Mortgage-Backed Securities
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
1503.00
169.48
Agency Mortgage-Backed Securities
04.000 FGPC G08601 G
2044-08-01
4.000000
17320.00
6741.72
Agency Mortgage-Backed Securities
FMAR 2B5233 G
2046-03-01
2.615000
2250000.00
1196873.18
Agency Mortgage-Backed Securities
05.000 FGPC Q58367 G
2048-09-01
5.000000
1066427.00
1131142.80
Agency Mortgage-Backed Securities
05.000 FGPC Q58369 G
2048-09-01
5.000000
1315211.00
1413905.17
Agency Mortgage-Backed Securities
05.000 FGPC Q58371 G
2048-09-01
5.000000
1373250.00
1455509.81
Agency Mortgage-Backed Securities
05.000 FGPC Q58629 G
2048-09-01
5.000000
1037741.00
1107104.67
Agency Mortgage-Backed Securities
04.500 FGPC Q59249 G
2048-10-01
4.500000
692717.00
718879.02
Agency Mortgage-Backed Securities
04.500 FGPC G61428 G
2048-05-01
4.500000
10221.00
10103.34
Agency Mortgage-Backed Securities
06.000 FGPC C90767 G
2023-12-01
6.000000
204524.00
7015.76
Agency Mortgage-Backed Securities
GNMI SP 782443 X
549300M8ZYFG0OCMTT87
2038-10-15
5.000000
298410.00
17465.03
Agency Mortgage-Backed Securities
GNMI SP 782929 X
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
606807.00
41000.95
Agency Mortgage-Backed Securities
GNMI SP 784154 X
549300M8ZYFG0OCMTT87
2044-03-15
5.000000
674576.00
389656.35
Agency Mortgage-Backed Securities
FNMS 05.500 CL190379
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
3675271.00
83859.59
Agency Mortgage-Backed Securities
GNMI SP 784088 X
549300M8ZYFG0OCMTT87
2044-07-15
5.000000
49000.00
29687.74
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2455
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.000000
94400.00
56849.17
Agency Mortgage-Backed Securities
GNMI SF 739062 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
95590.00
23190.10
Agency Mortgage-Backed Securities
GNMI SP 781057 X
549300M8ZYFG0OCMTT87
2029-06-15
5.500000
22139961.00
354003.47
Agency Mortgage-Backed Securities
GNII SP 781642 M
549300M8ZYFG0OCMTT87
2033-08-20
5.500000
724000.00
34132.27
Agency Mortgage-Backed Securities
GNAR AF 082538 M
549300M8ZYFG0OCMTT87
2040-05-20
3.625000
1000.00
116.44
Agency Mortgage-Backed Securities
GNMI SF 510835 X
549300M8ZYFG0OCMTT87
2035-02-15
5.500000
585158.00
23894.10
Agency Mortgage-Backed Securities
GNMI SP 780770 X
549300M8ZYFG0OCMTT87
2028-04-15
6.000000
3063174.00
36020.08
Agency Mortgage-Backed Securities
GNMI SP 782369 X
549300M8ZYFG0OCMTT87
2038-07-15
6.000000
239144.00
6766.27
Agency Mortgage-Backed Securities
GNMI SP 783767 X
549300M8ZYFG0OCMTT87
2040-05-15
6.000000
26818.00
5530.10
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.625000
662900.00
663753.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
25138700.00
25200541.20
U.S. Treasuries (including strips)
GNMI SP 782570 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
1161000.00
44454.97
Agency Mortgage-Backed Securities
GNMI SF 688143 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
765344.00
27181.07
Agency Mortgage-Backed Securities
GNMI SF 647777 X
549300M8ZYFG0OCMTT87
2035-09-15
5.000000
204561.00
10993.60
Agency Mortgage-Backed Securities
GNII SF 004853 M
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
1150214.00
253273.84
Agency Mortgage-Backed Securities
05.000 FGPC A39490 G
2035-11-01
5.000000
2999700.00
72815.28
Agency Mortgage-Backed Securities
GNMI SP 781746 X
549300M8ZYFG0OCMTT87
2034-05-15
5.000000
4350000.00
283175.95
Agency Mortgage-Backed Securities
FNMS 05.500 CT254963
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
3425452.00
82141.17
Agency Mortgage-Backed Securities
FNMS 06.000 CT255753
B1V7KEBTPIMZEU4LTD58
2025-05-01
6.000000
733134.00
32038.92
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
148000000.00
148000000.00
0.0078
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.980000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU6R3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA1924 M
549300M8ZYFG0OCMTT87
2038-06-20
6.000000
3499000.00
917509.41
Agency Mortgage-Backed Securities
GNII SF MA1918 M
549300M8ZYFG0OCMTT87
2039-05-20
3.000000
223086.00
94011.03
Agency Mortgage-Backed Securities
GNII SF MA4199 M
549300M8ZYFG0OCMTT87
2047-01-20
5.000000
2794180.00
1483146.16
Agency Mortgage-Backed Securities
GNII SF MA5370 M
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
53718.00
56181.46
Agency Mortgage-Backed Securities
GNII SF MA3941 M
549300M8ZYFG0OCMTT87
2033-10-20
5.500000
218440.00
129678.02
Agency Mortgage-Backed Securities
GNII SF MA3980 M
549300M8ZYFG0OCMTT87
2031-10-20
3.500000
87999.00
57800.11
Agency Mortgage-Backed Securities
GNII SF MA4427 M
549300M8ZYFG0OCMTT87
2032-05-20
4.000000
125681.00
92902.87
Agency Mortgage-Backed Securities
GNII SF MA1840 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
1402000.00
421653.89
Agency Mortgage-Backed Securities
GNII SF MA2754 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
9503000.00
4251582.71
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
111258112.00
114206334.17
Agency Mortgage-Backed Securities
GNII SF MA4002 M
549300M8ZYFG0OCMTT87
2046-10-20
2.500000
27476832.00
21527991.20
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
550000.00
436675.47
Agency Mortgage-Backed Securities
GNII SF MA4381 M
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
1935000.00
1579199.93
Agency Mortgage-Backed Securities
GNII SF MA3735 M
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
7000.00
5038.74
Agency Mortgage-Backed Securities
GNII SF MA1450 M
549300M8ZYFG0OCMTT87
2043-11-20
4.500000
8750016.00
2232114.76
Agency Mortgage-Backed Securities
GNII SF MA3805 M
549300M8ZYFG0OCMTT87
2046-07-20
4.500000
539000.00
229644.49
Agency Mortgage-Backed Securities
GNII SF MA4007 M
549300M8ZYFG0OCMTT87
2046-10-20
5.000000
1644160.00
800915.98
Agency Mortgage-Backed Securities
GNII SF MA3309 M
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
4398208.00
2751122.33
Agency Mortgage-Backed Securities
GNII SF MA4383 M
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
1175000.00
848996.74
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
250000.00
134367.64
Agency Mortgage-Backed Securities
GNII SF MA2372 M
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
7153440.00
2243133.00
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0302
150000000.00
150000000.00
0.0079
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.720000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6S1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-15
0.875000
69093600.00
68419407.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
100.00
98.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
26735900.00
26879381.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
19968800.00
20328596.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
572100.00
603687.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
99601000.00
98960926.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
24223600.00
23593790.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
146500.00
154588.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
236000.00
238507.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
20000000.00
19332800.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
637600.00
622778.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
55346200.00
52589642.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
0.875000
8435200.00
8382850.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
72930400.00
70986080.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-07
0.00
100.00
99.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
8.125000
40100.00
42667.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
714700.00
837092.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
200.00
257.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
100.00
115.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
67036100.00
64689522.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
8772200.00
8546041.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
45253800.00
44823729.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
240700.00
237079.87
U.S. Treasuries (including strips)
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0276
500000000.00
500000000.00
0.0263
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.980000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0IU6W2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC Q59719 G
2048-11-01
4.000000
18789610.00
19223684.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4698
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1639839.00
1678322.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9940
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5092272.00
5211681.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9968
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2865200.00
2933383.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1143
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
7603937.00
7781066.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1158
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2411924.00
2469974.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1159
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
6617446.00
6777564.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2143
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5546777.00
5678314.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2796
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
23940930.00
24521317.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
13000000.00
13300562.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
322258.00
329955.28
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
50000000.00
51204172.88
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0302
137000000.00
137000000.00
0.0072
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU719
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLBK8903
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
13000000.00
13458686.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6187
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
46303040.00
33400261.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7314
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
19148928.00
14500272.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
24864000.00
23287540.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE6364
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
8701552.00
2903240.27
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
85000000.00
85000000.00
0.0045
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU727
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BI4985 C
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
3513324.00
3624444.99
Agency Mortgage-Backed Securities
04.000 FGPC Q48087 G
2047-05-01
4.000000
8842944.00
8204701.14
Agency Mortgage-Backed Securities
GNII JM MA5455 M
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
1091514.00
913348.03
Agency Mortgage-Backed Securities
GNII SF MA5567 M
549300M8ZYFG0OCMTT87
2023-08-20
5.500000
106747.00
110295.15
Agency Mortgage-Backed Securities
GNII JM MA5584 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
474147.00
472078.54
Agency Mortgage-Backed Securities
GNII FS MA2997 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
481574.00
195942.23
Agency Mortgage-Backed Securities
GNII JM MA4248 M
549300M8ZYFG0OCMTT87
2047-02-20
2.000000
605565.00
514689.50
Agency Mortgage-Backed Securities
GNII JM MA5318 M
549300M8ZYFG0OCMTT87
2048-05-20
3.000000
2414596.00
2336656.07
Agency Mortgage-Backed Securities
GNII JM MA5009 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
3678964.00
3442954.63
Agency Mortgage-Backed Securities
GNMI SF 620660 X
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
4703552.00
176064.53
Agency Mortgage-Backed Securities
GNMI SF 626925 X
549300M8ZYFG0OCMTT87
2045-03-15
4.000000
45000.00
34199.90
Agency Mortgage-Backed Securities
GNII SF MA0941 M
549300M8ZYFG0OCMTT87
2036-08-20
7.000000
750000.00
239462.45
Agency Mortgage-Backed Securities
GNII FS MA2289 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
251954.00
33599.84
Agency Mortgage-Backed Securities
GNII JM MA2362 M
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
500000.00
54656.19
Agency Mortgage-Backed Securities
GNII FS MA2812 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
929431.00
329113.63
Agency Mortgage-Backed Securities
GNMI SF 706605 X
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
1002034.00
272737.44
Agency Mortgage-Backed Securities
GNMI SF 690106 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
168401.00
14832.07
Agency Mortgage-Backed Securities
GNMI SF 693564 X
549300M8ZYFG0OCMTT87
2038-07-15
6.500000
538602.00
21784.52
Agency Mortgage-Backed Securities
GNMI SF 615620 X
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
4633760.00
380317.10
Agency Mortgage-Backed Securities
GNII SF MA0393 M
549300M8ZYFG0OCMTT87
2042-09-20
4.000000
225000.00
59054.20
Agency Mortgage-Backed Securities
GNMI SF 770472 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
1199822.00
647485.83
Agency Mortgage-Backed Securities
GNMI SF AA0265 X
549300M8ZYFG0OCMTT87
2042-01-15
3.750000
74534.00
64817.11
Agency Mortgage-Backed Securities
GNMI SF 646780 X
549300M8ZYFG0OCMTT87
2035-07-15
4.500000
998257.00
137610.73
Agency Mortgage-Backed Securities
GNMI SF 511460 X
549300M8ZYFG0OCMTT87
2035-04-15
5.000000
150564.00
12332.85
Agency Mortgage-Backed Securities
GNMI SF 552312 X
549300M8ZYFG0OCMTT87
2032-01-15
6.000000
478951.00
6068.80
Agency Mortgage-Backed Securities
GNAR AT 082661 M
549300M8ZYFG0OCMTT87
2040-11-20
3.125000
20000000.00
2848151.69
Agency Mortgage-Backed Securities
GNII SP 784601 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
162489344.00
161750694.55
Agency Mortgage-Backed Securities
GNMI SF 723939 X
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
138263.00
9107.20
Agency Mortgage-Backed Securities
GNMI SF 726386 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
3359184.00
542541.35
Agency Mortgage-Backed Securities
GNMI SF 733663 X
549300M8ZYFG0OCMTT87
2040-05-15
4.500000
1480000.00
406867.25
Agency Mortgage-Backed Securities
GNMI SF 734150 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
113226.00
37444.54
Agency Mortgage-Backed Securities
GNII SF 003838 M
549300M8ZYFG0OCMTT87
2021-04-20
6.500000
150000.00
7681.71
Agency Mortgage-Backed Securities
GNII SF 003917 M
549300M8ZYFG0OCMTT87
2021-11-20
6.500000
391885.00
10571.34
Agency Mortgage-Backed Securities
GNMI SF 370921 X
549300M8ZYFG0OCMTT87
2023-11-15
6.500000
1159990.00
6834.67
Agency Mortgage-Backed Securities
GNMI SF AK6718 X
549300M8ZYFG0OCMTT87
2045-01-15
3.000000
336730.00
222442.48
Agency Mortgage-Backed Securities
GNMI SF AN6559 X
549300M8ZYFG0OCMTT87
2045-07-15
4.500000
7503128.00
2117938.12
Agency Mortgage-Backed Securities
GNMI SF AW4214 X
549300M8ZYFG0OCMTT87
2046-11-15
3.500000
2950000.00
2320645.67
Agency Mortgage-Backed Securities
GNMI SF AB0935 X
549300M8ZYFG0OCMTT87
2042-09-15
3.000000
1155000.00
497994.78
Agency Mortgage-Backed Securities
GNII SF MA0859 M
549300M8ZYFG0OCMTT87
2038-11-20
7.000000
500000.00
155404.90
Agency Mortgage-Backed Securities
GNMI SF BD0647 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
662089.00
625796.05
Agency Mortgage-Backed Securities
GNII SF BD8664 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
425855.00
429615.31
Agency Mortgage-Backed Securities
GNMI SF AO0095 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
125245.00
78015.75
Agency Mortgage-Backed Securities
GNMI SF AO3591 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
2465120.00
1489048.92
Agency Mortgage-Backed Securities
GNII JM MA5387 M
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
11332896.00
11230814.58
Agency Mortgage-Backed Securities
GNII JM MA5125 M
549300M8ZYFG0OCMTT87
2048-03-20
3.000000
29587712.00
27379087.60
Agency Mortgage-Backed Securities
GNMI SF 619585 X
549300M8ZYFG0OCMTT87
2033-09-15
4.500000
5231688.00
243217.70
Agency Mortgage-Backed Securities
GNII SF MA0461 M
549300M8ZYFG0OCMTT87
2042-10-20
3.000000
13000.00
5401.05
Agency Mortgage-Backed Securities
GNII SF MA1156 M
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
29727000.00
13965891.86
Agency Mortgage-Backed Securities
GNMI SF 648609 X
549300M8ZYFG0OCMTT87
2035-11-15
4.500000
2015692.00
177499.64
Agency Mortgage-Backed Securities
GNMI SF 704439 X
549300M8ZYFG0OCMTT87
2039-03-15
4.500000
12150000.00
1916338.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1054
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
77708544.00
73081918.73
Agency Mortgage-Backed Securities
GNMI SF 553055 X
549300M8ZYFG0OCMTT87
2033-02-15
5.500000
19054656.00
406762.10
Agency Mortgage-Backed Securities
GNII SP 784575 M
549300M8ZYFG0OCMTT87
2039-10-20
6.500000
9996370.00
10583681.35
Agency Mortgage-Backed Securities
GNMI SF 736666 X
549300M8ZYFG0OCMTT87
2040-04-15
4.500000
76000000.00
7515999.99
Agency Mortgage-Backed Securities
GNMI SF 738108 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
1401980.00
310774.40
Agency Mortgage-Backed Securities
GNII JM 004295 M
549300M8ZYFG0OCMTT87
2023-10-20
6.000000
748836.00
30021.52
Agency Mortgage-Backed Securities
GNMI SF 720263 X
549300M8ZYFG0OCMTT87
2039-07-15
4.500000
1988054.00
288351.16
Agency Mortgage-Backed Securities
GNMI SF 723541 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
55790.00
5020.77
Agency Mortgage-Backed Securities
GNMI SF AF5037 X
549300M8ZYFG0OCMTT87
2043-08-15
3.000000
808962.00
601456.06
Agency Mortgage-Backed Securities
GNMI SF AN5721 X
549300M8ZYFG0OCMTT87
2045-06-15
3.000000
2832130.00
1555780.49
Agency Mortgage-Backed Securities
GNII SF AB7797 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
2200000.00
981931.26
Agency Mortgage-Backed Securities
GNII SF MA0220 M
549300M8ZYFG0OCMTT87
2042-07-20
3.500000
2000000.00
642908.25
Agency Mortgage-Backed Securities
GNII SF AA5929 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
1147900.00
547834.58
Agency Mortgage-Backed Securities
GNMI SF BC7179 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
118705.00
91269.75
Agency Mortgage-Backed Securities
GNMI SF BD6083 X
549300M8ZYFG0OCMTT87
2047-12-15
3.500000
795654.00
737329.07
Agency Mortgage-Backed Securities
GNII SF BB1792 C
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
5844432.00
4827149.70
Agency Mortgage-Backed Securities
GNMI SF 618677 X
549300M8ZYFG0OCMTT87
2036-10-15
6.000000
3229940.00
129616.62
Agency Mortgage-Backed Securities
GNMI SF 651717 X
549300M8ZYFG0OCMTT87
2036-02-15
4.500000
232984.00
30545.66
Agency Mortgage-Backed Securities
GNMI SF 673486 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
267099.00
9998.75
Agency Mortgage-Backed Securities
GNMI SF 774290 X
549300M8ZYFG0OCMTT87
2042-02-15
5.000000
65290.00
8855.28
Agency Mortgage-Backed Securities
GNMI SF 778793 X
549300M8ZYFG0OCMTT87
2042-01-15
3.500000
102946.00
34242.27
Agency Mortgage-Backed Securities
GNMI SF AD8784 X
549300M8ZYFG0OCMTT87
2043-03-15
3.000000
1613456.00
764918.83
Agency Mortgage-Backed Securities
GNII SF MA0850 M
549300M8ZYFG0OCMTT87
2043-03-20
2.500000
13307104.00
6539338.76
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
350000000.00
350000000.00
0.0184
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU735
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AO8812 X
549300M8ZYFG0OCMTT87
2045-11-15
4.500000
730538.00
410718.61
Agency Mortgage-Backed Securities
03.500 FGPC J31735 G
2030-05-01
3.500000
2129220.00
1389279.73
Agency Mortgage-Backed Securities
04.000 FGPC J40028 G
2034-01-01
4.000000
1755000.00
1802138.13
Agency Mortgage-Backed Securities
03.000 FGPC G60742 G
2046-10-01
3.000000
9455.00
8127.64
Agency Mortgage-Backed Securities
GNMI SF 769969 X
549300M8ZYFG0OCMTT87
2041-08-15
4.500000
350000.00
70061.74
Agency Mortgage-Backed Securities
GNMI SF 687913 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
35563072.00
4829417.33
Agency Mortgage-Backed Securities
GNMI SF 697897 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
8147168.00
979171.48
Agency Mortgage-Backed Securities
GNMI SF 699086 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1500000.00
20061.37
Agency Mortgage-Backed Securities
GNMI SF 711645 X
549300M8ZYFG0OCMTT87
2042-04-15
3.500000
1293376.00
860758.99
Agency Mortgage-Backed Securities
GNII SP 784110 C
549300M8ZYFG0OCMTT87
2045-11-20
5.000000
328997.00
187445.63
Agency Mortgage-Backed Securities
GNMI SF 736706 X
549300M8ZYFG0OCMTT87
2040-05-15
4.500000
10700000.00
1167014.00
Agency Mortgage-Backed Securities
GNMI SF 737539 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
2038888.00
375187.31
Agency Mortgage-Backed Securities
GNMI SF 738105 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
18497984.00
5059459.53
Agency Mortgage-Backed Securities
GNII SP 784456 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
83630720.00
79980044.57
Agency Mortgage-Backed Securities
GNMI SF 603333 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
1473610.00
71329.27
Agency Mortgage-Backed Securities
GNMI SF 720183 X
549300M8ZYFG0OCMTT87
2039-07-15
4.500000
5483576.00
679732.11
Agency Mortgage-Backed Securities
GNMI SF 723362 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
241000.00
62405.26
Agency Mortgage-Backed Securities
GNMI SF AF0623 X
549300M8ZYFG0OCMTT87
2043-09-15
2.500000
407203.00
259175.32
Agency Mortgage-Backed Securities
GNMI SF AG5588 X
549300M8ZYFG0OCMTT87
2043-09-15
3.750000
93113.00
85475.35
Agency Mortgage-Backed Securities
GNMI SF AN7592 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
1332728.00
865401.11
Agency Mortgage-Backed Securities
GNMI SF AQ0563 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
407164.00
248396.84
Agency Mortgage-Backed Securities
GNMI SF AX6128 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
4866200.00
4284159.64
Agency Mortgage-Backed Securities
GNMI SF BB3580 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
111355.00
104482.28
Agency Mortgage-Backed Securities
GNMI SF BD7185 X
549300M8ZYFG0OCMTT87
2047-11-15
5.000000
107286.00
74223.36
Agency Mortgage-Backed Securities
GNMI SF BG6395 X
549300M8ZYFG0OCMTT87
2048-10-15
4.000000
1592120.00
1640410.64
Agency Mortgage-Backed Securities
GNII SF BI4702 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
10436520.00
10998486.08
Agency Mortgage-Backed Securities
GNMI SF AD8902 X
549300M8ZYFG0OCMTT87
2043-04-15
3.000000
4470696.00
1048006.65
Agency Mortgage-Backed Securities
GNII JM MA5386 M
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
5286296.00
5118668.22
Agency Mortgage-Backed Securities
GNII SF MA5396 M
549300M8ZYFG0OCMTT87
2048-07-20
3.000000
23647008.00
22555401.19
Agency Mortgage-Backed Securities
GNII JM MA5180 M
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
5655440.00
5455499.30
Agency Mortgage-Backed Securities
GNMI SF AO0535 X
549300M8ZYFG0OCMTT87
2045-08-15
4.500000
2359548.00
1349099.16
Agency Mortgage-Backed Securities
GNII SP 783591 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
1368610.00
282100.79
Agency Mortgage-Backed Securities
GNMI SF 642032 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
877979.00
57198.82
Agency Mortgage-Backed Securities
GNMI SF 667703 X
549300M8ZYFG0OCMTT87
2037-05-15
5.500000
1119202.00
39692.85
Agency Mortgage-Backed Securities
GNMI SF 676797 X
549300M8ZYFG0OCMTT87
2038-04-15
6.000000
3832480.00
66396.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
19053360.00
18080628.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2671
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
5415000.00
3844267.77
Agency Mortgage-Backed Securities
GNMI SF 677205 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
2000000.00
75213.47
Agency Mortgage-Backed Securities
GNMI SF 697946 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
375237.00
14037.03
Agency Mortgage-Backed Securities
GNMI SF 752187 X
549300M8ZYFG0OCMTT87
2046-01-15
3.000000
2006296.00
1795942.94
Agency Mortgage-Backed Securities
GNMI SF BA0938 X
549300M8ZYFG0OCMTT87
2047-05-15
4.500000
251466.00
139564.50
Agency Mortgage-Backed Securities
GNII SF MA4837 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
176683008.00
165393513.89
Agency Mortgage-Backed Securities
GNMI SF 366985 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
485000.00
79423.79
Agency Mortgage-Backed Securities
GNMI SF AM0476 X
549300M8ZYFG0OCMTT87
2045-04-15
3.000000
1848760.00
1082782.17
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
333000000.00
333000000.00
0.0175
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU750
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BH5718 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1424706.00
1487536.98
Agency Mortgage-Backed Securities
GNII SF BH6407 C
549300M8ZYFG0OCMTT87
2031-12-20
5.000000
1356154.00
1376733.70
Agency Mortgage-Backed Securities
GNII SF BI3510 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
2205968.00
2336291.24
Agency Mortgage-Backed Securities
GNII SF BI3631 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1143832.00
1038460.32
Agency Mortgage-Backed Securities
GNMI SF AF7905 X
549300M8ZYFG0OCMTT87
2043-10-15
2.490000
1025838.00
493781.38
Agency Mortgage-Backed Securities
GNMI SF AK8997 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
3085500.00
1804823.79
Agency Mortgage-Backed Securities
GNMI SF 777664 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
929250.00
114743.59
Agency Mortgage-Backed Securities
GNMI SF 779243 X
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
57000.00
11969.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9942
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
75566720.00
68931325.16
Agency Mortgage-Backed Securities
FNMS 03.500 CKBJ4787
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
151608.00
146969.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7697
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
105994720.00
110372330.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9563
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
7589990.00
7908693.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4973
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
4742520.00
4734550.65
Agency Mortgage-Backed Securities
GNMI SF 726918 X
549300M8ZYFG0OCMTT87
2039-11-15
4.500000
239000.00
41149.35
Agency Mortgage-Backed Securities
GNII SP 784145 C
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
953945.00
646475.64
Agency Mortgage-Backed Securities
GNMI SF AP3904 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
10825000.00
3548686.19
Agency Mortgage-Backed Securities
GNMI SF AV9303 X
549300M8ZYFG0OCMTT87
2046-09-15
4.500000
1006636.00
356016.78
Agency Mortgage-Backed Securities
GNMI SF AY0494 X
549300M8ZYFG0OCMTT87
2047-04-15
4.000000
226757.00
201351.22
Agency Mortgage-Backed Securities
GNMI SF 596691 X
549300M8ZYFG0OCMTT87
2032-11-15
6.000000
314063.00
7790.53
Agency Mortgage-Backed Securities
GNMI SF AB2761 X
549300M8ZYFG0OCMTT87
2042-08-15
3.500000
25090000.00
6940323.07
Agency Mortgage-Backed Securities
GNII SF BG8281 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
10828064.00
11343382.39
Agency Mortgage-Backed Securities
04.000 FGPC G67714 G
2048-07-01
4.000000
43075072.00
42907337.28
Agency Mortgage-Backed Securities
GNMI SF 717175 X
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
5445000.00
769033.47
Agency Mortgage-Backed Securities
GNMI SF BC3774 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
121616.00
124653.65
Agency Mortgage-Backed Securities
GNMI SF 594727 X
549300M8ZYFG0OCMTT87
2033-08-15
4.500000
5893896.00
353546.29
Agency Mortgage-Backed Securities
GNII SF MA1222 M
549300M8ZYFG0OCMTT87
2043-08-20
2.500000
506815.00
282428.81
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
247204800.00
244037488.50
U.S. Treasuries (including strips)
GNII SF 003344 M
549300M8ZYFG0OCMTT87
2033-02-20
4.500000
2673948.00
244684.61
Agency Mortgage-Backed Securities
GNMI SF 728979 X
549300M8ZYFG0OCMTT87
2025-01-15
4.000000
500000.00
44918.80
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
500000000.00
500000000.00
0.0263
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IU768
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC A93300 G
2040-08-01
5.000000
401041.00
50891.12
Agency Mortgage-Backed Securities
03.000 FGPC E03072 G
2027-03-01
3.000000
1000000.00
223878.90
Agency Mortgage-Backed Securities
03.000 FGPC E03091 G
2027-04-01
3.000000
525000.00
139669.57
Agency Mortgage-Backed Securities
04.500 FGPC A13647 G
2033-09-01
4.500000
89215.00
8616.84
Agency Mortgage-Backed Securities
04.500 FGPC A13654 G
2033-09-01
4.500000
349763.00
24317.04
Agency Mortgage-Backed Securities
03.500 FGPC J12984 G
2025-09-01
3.500000
250000.00
36503.24
Agency Mortgage-Backed Securities
04.500 FGPC J13043 G
2025-09-01
4.500000
261183.00
60198.98
Agency Mortgage-Backed Securities
03.000 FGPC J16786 G
2026-10-01
3.000000
3424388.00
254465.21
Agency Mortgage-Backed Securities
06.000 FGPC A81046 G
2038-08-01
6.000000
7569808.00
212955.72
Agency Mortgage-Backed Securities
06.000 FGPC A87819 G
2039-08-01
6.000000
235868.00
21498.19
Agency Mortgage-Backed Securities
05.500 FGPC A19180 G
2034-03-01
5.500000
2391960.00
121549.93
Agency Mortgage-Backed Securities
06.000 FGPC A25170 G
2034-08-01
6.000000
3398588.00
91831.38
Agency Mortgage-Backed Securities
04.500 FGPC B70787 G
2039-07-01
4.500000
97000.00
62545.95
Agency Mortgage-Backed Securities
06.500 FGPC C51413 G
2031-05-01
6.500000
1004142.00
21188.25
Agency Mortgage-Backed Securities
02.500 FGPC J23586 G
2028-05-01
2.500000
1771188.00
714804.44
Agency Mortgage-Backed Securities
GNII SF MA1521 M
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
163406848.00
58107316.59
Agency Mortgage-Backed Securities
06.000 FGPC C91012 G
2027-01-01
6.000000
2350000.00
75246.61
Agency Mortgage-Backed Securities
05.500 FGPC C91050 G
2027-05-01
5.500000
2952680.00
67797.60
Agency Mortgage-Backed Securities
05.000 FGPC C91293 G
2030-03-01
5.000000
355000.00
40220.05
Agency Mortgage-Backed Securities
02.500 FGPC C91617 G
2033-02-01
2.500000
600000.00
297604.86
Agency Mortgage-Backed Securities
03.500 FGPC C91859 G
2035-12-01
3.500000
589000.00
383946.73
Agency Mortgage-Backed Securities
05.000 FGPC G08854 G
2048-12-01
5.000000
249527.00
259831.53
Agency Mortgage-Backed Securities
07.000 FGPC C90986 G
2026-06-01
7.000000
155000.00
14126.83
Agency Mortgage-Backed Securities
04.500 FGPC G13868 G
2025-07-01
4.500000
1551304.00
124003.67
Agency Mortgage-Backed Securities
GNII SF AO3452 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
8073904.00
7580076.93
Agency Mortgage-Backed Securities
GNII SF BA9110 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
3590616.00
3512407.23
Agency Mortgage-Backed Securities
GNII SF BD9140 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
214695.00
202168.67
Agency Mortgage-Backed Securities
GNII SF BK4506 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
3392088.00
3578288.76
Agency Mortgage-Backed Securities
GNII SF AV4497 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
1064584.00
1115358.01
Agency Mortgage-Backed Securities
04.500 FGPC J11251 G
2024-11-01
4.500000
150853.00
18166.95
Agency Mortgage-Backed Securities
03.500 FGPC G14312 G
2026-01-01
3.500000
394000.00
83629.38
Agency Mortgage-Backed Securities
03.000 FGPC G15888 G
2029-01-01
3.000000
1000000.00
602207.64
Agency Mortgage-Backed Securities
02.500 FGPC G16597 G
2028-09-01
2.500000
32710400.00
30243265.36
Agency Mortgage-Backed Securities
06.000 FGPC G06789 G
2040-05-01
6.000000
1529272.00
133693.43
Agency Mortgage-Backed Securities
05.000 FGPC G07962 G
2041-11-01
5.000000
500000.00
211405.26
Agency Mortgage-Backed Securities
04.500 FGPC G13468 G
2024-03-01
4.500000
4076072.00
123342.05
Agency Mortgage-Backed Securities
05.500 FGPC A65647 G
2037-09-01
5.500000
4000000.00
52716.66
Agency Mortgage-Backed Securities
05.000 FGPC A74198 G
2038-02-01
5.000000
8946352.00
122827.48
Agency Mortgage-Backed Securities
05.500 FGPC A76051 G
2038-04-01
5.500000
4599160.00
117415.38
Agency Mortgage-Backed Securities
05.500 FGPC G02741 G
2035-01-01
5.500000
1180000.00
53577.23
Agency Mortgage-Backed Securities
06.000 FGPC G03752 G
2038-01-01
6.000000
3830484.00
75606.21
Agency Mortgage-Backed Securities
05.500 FGPC G30448 G
2026-01-01
5.500000
1335750.00
83524.70
Agency Mortgage-Backed Securities
06.000 FGPC D97430 G
2027-10-01
6.000000
11579312.00
501467.40
Agency Mortgage-Backed Securities
06.000 FGPC D98636 G
2027-06-01
6.000000
3555792.00
219080.42
Agency Mortgage-Backed Securities
06.500 FGPC A51027 G
2036-08-01
6.500000
517000.00
8416.35
Agency Mortgage-Backed Securities
06.000 FGPC A55453 G
2036-12-01
6.000000
3000000.00
95496.85
Agency Mortgage-Backed Securities
06.000 FGPC A58057 G
2037-03-01
6.000000
5852032.00
86663.54
Agency Mortgage-Backed Securities
06.000 FGPC C73044 G
2032-11-01
6.000000
1020000.00
6637.82
Agency Mortgage-Backed Securities
04.500 FGPC A34552 G
2035-04-01
4.500000
1375000.00
20188.07
Agency Mortgage-Backed Securities
GNII SF MA4126 M
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
2906596.00
2333169.38
Agency Mortgage-Backed Securities
GNII SF MA4723 M
549300M8ZYFG0OCMTT87
2047-09-20
5.500000
181720.00
113252.17
Agency Mortgage-Backed Securities
05.500 FGPC C91074 G
2027-08-01
5.500000
9092240.00
405085.82
Agency Mortgage-Backed Securities
03.500 FGPC G08620 G
2044-12-01
3.500000
150000.00
73536.54
Agency Mortgage-Backed Securities
04.500 FGPC G18321 G
2024-08-01
4.500000
8420000.00
335828.89
Agency Mortgage-Backed Securities
03.500 FGPC C91778 G
2034-08-01
3.500000
260000.00
119674.31
Agency Mortgage-Backed Securities
05.500 FGPC C91026 G
2027-04-01
5.500000
20183264.00
443023.39
Agency Mortgage-Backed Securities
03.500 FGPC G14126 G
2026-02-01
3.500000
73974.00
16052.74
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
15214448.00
15043411.81
Agency Mortgage-Backed Securities
06.000 FGPC G06566 G
2038-01-01
6.000000
759851.00
57170.69
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
2043-08-01
3.500000
1260000.00
706425.18
Agency Mortgage-Backed Securities
06.000 FGPC G02386 G
2036-11-01
6.000000
799998.00
12777.87
Agency Mortgage-Backed Securities
05.000 FGPC A91709 G
2040-04-01
5.000000
1400574.00
61893.85
Agency Mortgage-Backed Securities
05.000 FGPC G30372 G
2027-09-01
5.000000
8404480.00
190744.00
Agency Mortgage-Backed Securities
05.000 FGPC A91744 G
2040-04-01
5.000000
16145888.00
1924486.06
Agency Mortgage-Backed Securities
GNII SF MA0697 M
549300M8ZYFG0OCMTT87
2043-01-20
2.500000
46954944.00
21645916.81
Agency Mortgage-Backed Securities
GNII SF MA0699 M
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
1545000.00
573298.16
Agency Mortgage-Backed Securities
06.000 FGPC G04467 G
2035-09-01
6.000000
2437248.00
181615.34
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
150000000.00
150000000.00
0.0079
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.000000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IU776
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
3297848.00
3154278.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
5269372.00
5063816.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
4032193.00
3938493.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
4.000000
14608047.00
14960564.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
10.00
0.26
Agency Collateralized Mortgage Obligation
GNRA 2018-38 FB
549300M8ZYFG0OCMTT87
2048-10-20
2.601000
240591.00
239118.50
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAO9381
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
991805.00
491242.49
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP8952
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
17579771.00
5809759.40
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP9605
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
19493972.00
10859702.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ2181
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
6957248.00
3614368.45
Agency Mortgage-Backed Securities
FNMS 03.000 CVAQ5103
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
3372863.00
1331411.11
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL5515
B1V7KEBTPIMZEU4LTD58
2027-02-01
4.000000
305000.00
87906.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO6698
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
1310955.00
465725.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI4684
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
100000.00
52201.91
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9323
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
1821434.00
715286.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1496
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
4064029.00
4114287.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7462
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1040181.00
1021064.01
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH9542
B1V7KEBTPIMZEU4LTD58
2026-06-01
4.000000
11446801.00
1524032.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1050
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.000000
344119.00
320721.54
Agency Mortgage-Backed Securities
FNMS 04.500 CIBM3945
B1V7KEBTPIMZEU4LTD58
2023-08-01
4.500000
3359714.00
781995.61
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
4001528.00
4286019.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN2292
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
1037638.00
1110111.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2764
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5022024.00
5146123.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8523
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
6398128.00
6377131.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5916
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1679813.00
1692175.50
Agency Mortgage-Backed Securities
GNHF RF 767657 H
549300M8ZYFG0OCMTT87
2063-08-20
4.634000
3288753.00
1944695.04
Agency Mortgage-Backed Securities
GNMI SF 769765 X
549300M8ZYFG0OCMTT87
2041-07-15
4.500000
209270.00
75286.29
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3552
B1V7KEBTPIMZEU4LTD58
2038-11-01
3.500000
1095156.00
1104846.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3574
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.500000
5092881.00
5093658.51
Agency Mortgage-Backed Securities
FNMS 02.500 CJMA2913
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.500000
400000.00
320777.26
Agency Mortgage-Backed Securities
FNMS 04.500 CQMA2955
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
1395599.00
1320955.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9958
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1696210.00
1540058.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAX5513
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
1200000.00
666932.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9002
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
32765798.00
27202931.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8461
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
165139.00
138249.84
Agency Mortgage-Backed Securities
04.000 FGPC Q47595 G
2047-04-01
4.000000
7361710.00
6537265.29
Agency Mortgage-Backed Securities
04.000 FGPC Q26183 G
2044-05-01
4.000000
783245.00
640030.09
Agency Mortgage-Backed Securities
04.000 FGPC Q38302 G
2046-01-01
4.000000
20130337.00
12618617.52
Agency Mortgage-Backed Securities
04.000 FGPC Q39491 G
2046-03-01
4.000000
582567.00
472144.01
Agency Mortgage-Backed Securities
04.500 FGPC Q60468 G
2048-12-01
4.500000
1111208.00
1167697.37
Agency Mortgage-Backed Securities
03.500 FGPC Q41727 G
2046-07-01
3.500000
5002385.00
4381931.02
Agency Mortgage-Backed Securities
03.000 FGPC Q42689 G
2046-09-01
3.000000
1397003.00
1101656.69
Agency Mortgage-Backed Securities
03.000 FGPC V60748 G
2030-03-01
3.000000
30290944.00
17956288.72
Agency Mortgage-Backed Securities
04.000 FGPC V83274 G
2047-07-01
4.000000
1763.00
1591.84
Agency Mortgage-Backed Securities
04.500 FGPC Q57400 G
2048-07-01
4.500000
3990972.00
4065879.54
Agency Mortgage-Backed Securities
03.000 FGPC Q41870 G
2046-07-01
3.000000
19071425.00
15645527.94
Agency Mortgage-Backed Securities
03.500 FGPC Q42023 G
2046-07-01
3.500000
4369335.00
3661613.54
Agency Mortgage-Backed Securities
03.500 FGPC Q44963 G
2046-12-01
3.500000
22415326.00
18549909.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI3434
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
37731017.00
6683112.81
Agency Mortgage-Backed Securities
04.500 FGPC Q57843 G
2048-08-01
4.500000
534863.00
554138.33
Agency Mortgage-Backed Securities
04.500 FGPC G60838 G
2047-01-01
4.500000
873074.00
715382.27
Agency Mortgage-Backed Securities
05.500 FGPC C90717 G
2023-09-01
5.500000
9010076.00
230550.07
Agency Mortgage-Backed Securities
FNMS 05.000 CI357865
B1V7KEBTPIMZEU4LTD58
2020-07-01
5.000000
2800000.00
35476.58
Agency Mortgage-Backed Securities
04.500 FGPC Q48769 G
2047-05-01
4.500000
2865637.00
2936735.84
Agency Mortgage-Backed Securities
04.000 FGPC Q49462 G
2047-07-01
4.000000
10452877.00
8954663.10
Agency Mortgage-Backed Securities
04.000 FGPC U20160 G
2048-01-01
4.000000
1242577.00
1073981.14
Agency Mortgage-Backed Securities
04.000 FGPC Q54654 G
2048-03-01
4.000000
8731104.00
8799417.11
Agency Mortgage-Backed Securities
04.000 FGPC Q57339 G
2048-07-01
4.000000
913600.00
906408.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3271
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
1400000.00
418632.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2794
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
4255670.00
4482334.88
Agency Mortgage-Backed Securities
GNPL PN BI8562
549300M8ZYFG0OCMTT87
2053-11-15
3.990000
8732378.00
9013315.46
Agency Mortgage-Backed Securities
GNCL CL BG4528
549300M8ZYFG0OCMTT87
2060-03-15
3.800000
1557722.00
1547638.35
Agency Mortgage-Backed Securities
GNCL CL BD7853
549300M8ZYFG0OCMTT87
2058-12-15
3.160000
2039580.00
1994151.07
Agency Mortgage-Backed Securities
GNII SF MA5435 M
549300M8ZYFG0OCMTT87
2033-08-20
3.000000
118199.00
116402.24
Agency Mortgage-Backed Securities
GNII JM MA5584 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
1003.00
998.62
Agency Mortgage-Backed Securities
04.500 FGPC V84271 G
2048-06-01
4.500000
6954382.00
7001029.60
Agency Mortgage-Backed Securities
03.500 FGPC U90029 G
2042-08-01
3.500000
1340494.00
693058.02
Agency Mortgage-Backed Securities
03.000 FGPC U40796 G
2028-05-01
3.000000
6537349.00
3412441.13
Agency Mortgage-Backed Securities
03.500 FGPC U91724 G
2043-07-01
3.500000
1699962.00
1365896.44
Agency Mortgage-Backed Securities
GNII SP 784633 C
549300M8ZYFG0OCMTT87
2048-12-20
4.000000
4629203.00
4756276.17
Agency Mortgage-Backed Securities
GNII SF BI2611 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
26255.00
27893.28
Agency Mortgage-Backed Securities
FNMS 05.500 CT256961
B1V7KEBTPIMZEU4LTD58
2027-11-01
5.500000
3800000.00
74180.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
63070331.00
53737461.14
Agency Mortgage-Backed Securities
GNII SF BB4816 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
1382322.00
1386551.96
Agency Mortgage-Backed Securities
GNII SF BB7714 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
3167283.00
2626716.22
Agency Mortgage-Backed Securities
GNII SF BC0744 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
1259689.00
1261123.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB3763
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
5248949.00
1123213.64
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
138116946.00
60617036.09
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA2116
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
50000.00
37589.17
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA2157
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
50000.00
37786.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1000.00
1007.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
3955124.00
3899931.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2197
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
15270164.00
15794486.29
Agency Mortgage-Backed Securities
FNMS 05.500 CL962533
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
1543.00
103.31
Agency Mortgage-Backed Securities
FNMS 05.000 CL975116
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
3034834.00
92403.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB2108
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.000000
12213122.00
2669489.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
11163186.00
10731012.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0689
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
59000.00
55428.18
Agency Mortgage-Backed Securities
GNII SF AG1752 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
1885997.00
810439.68
Agency Mortgage-Backed Securities
GNII SF BG0480 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
3460642.00
3510672.66
Agency Mortgage-Backed Securities
GNII SF BG1907 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1247564.00
1305144.02
Agency Mortgage-Backed Securities
GNII SF BG6933 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1332427.00
1209429.92
Agency Mortgage-Backed Securities
GNII SF BG9416 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3823715.00
3990832.97
Agency Mortgage-Backed Securities
GNII SF BH0061 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1954901.00
1877128.90
Agency Mortgage-Backed Securities
GNII SF BC6876 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
1018697.00
920918.82
Agency Mortgage-Backed Securities
GNII SF BC9129 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1351531.00
1363219.34
Agency Mortgage-Backed Securities
GNII SF BE2212 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
1481390.00
1468388.30
Agency Mortgage-Backed Securities
GNII SF BF8815 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2544294.00
2682606.90
Agency Mortgage-Backed Securities
GNII SF BF8818 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
4223281.00
4405947.92
Agency Mortgage-Backed Securities
GNII SF MA2827 M
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
284651.00
119133.74
Agency Mortgage-Backed Securities
GNII SF 679650 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2538128.00
2627267.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
25994092.00
22788556.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0914
B1V7KEBTPIMZEU4LTD58
2041-02-01
6.000000
11517500.00
1140664.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6536
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
106000.00
56131.85
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7499
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.965000
658754.00
631448.62
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO9180
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
16441000.00
8350412.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7620
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1421300.00
1440320.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0566
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.830000
3227567.00
3339485.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0493
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
3850805.00
1136779.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1785
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
4980143.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1012
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1116800.00
1058187.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3280
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
8350554.00
7474658.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3638
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
463000.00
428207.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ6137
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
2963748.00
2841157.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
14205367.00
13402824.11
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
790154.00
784410.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7032
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
17817289.00
16707499.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1704
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
7438549.00
7011011.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5745
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
749142.00
757672.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5722
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.585000
23236577.00
2550188.53
Agency Mortgage-Backed Securities
GNII FS MA0689 M
549300M8ZYFG0OCMTT87
2041-10-20
4.000000
509042.00
84603.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
24312842.00
22771327.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
6351614.00
6055255.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
738731.00
696856.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
43781271.00
43836262.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.595000
58380215.00
6492292.29
Agency Mortgage-Backed Securities
FNMS 07.000 NPAE0796
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
14664600.00
495370.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
160000.00
146127.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
936.60
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3518
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
21039305.00
21194087.77
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3546
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2463338.00
2519458.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0016
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
2310000.00
1360937.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1644
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
24826812.00
12692869.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2892
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
11162896.00
6761826.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6788
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
32128566.00
27376633.85
Agency Mortgage-Backed Securities
03.500 FGPC Q46020 G
2047-02-01
3.500000
1158312.00
1003227.56
Agency Mortgage-Backed Securities
03.500 FGPC Q17579 G
2043-04-01
3.500000
2360005.00
1199867.69
Agency Mortgage-Backed Securities
03.000 FGPC V60891 G
2030-07-01
3.000000
7834530.00
4226784.01
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
22703512.00
20996703.34
Agency Mortgage-Backed Securities
03.500 FGPC Q10224 G
2042-08-01
3.500000
8745406.00
4728203.57
Agency Mortgage-Backed Securities
GNMI SF AP7290 X
549300M8ZYFG0OCMTT87
2045-10-15
4.500000
1444208.00
1331687.38
Agency Mortgage-Backed Securities
GNMI SF AS8158 X
549300M8ZYFG0OCMTT87
2046-06-15
4.000000
698978.00
608912.77
Agency Mortgage-Backed Securities
GNII SF AZ3538 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
2916959.00
2939327.84
Agency Mortgage-Backed Securities
GNII SF 729578 C
549300M8ZYFG0OCMTT87
2040-02-20
4.000000
6477833.00
683994.83
Agency Mortgage-Backed Securities
GNII SF BH0100 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
4863209.00
5093840.50
Agency Mortgage-Backed Securities
GNII SF BH5719 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3541868.00
3546252.98
Agency Mortgage-Backed Securities
GNII SF BI5719 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
2356467.00
2474960.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA1577
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
11568003.00
7566142.94
Agency Mortgage-Backed Securities
03.500 FGPC Q45631 G
2047-01-01
3.500000
20734134.00
18467065.08
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP9786
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
23994482.00
8710875.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI6312
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
40405473.00
7465715.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2437
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
14673776.00
4818030.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL1683
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
47197747.00
13893791.91
Agency Mortgage-Backed Securities
GNMI SF 726282 X
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
433135.00
42100.04
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
785000000.00
785000000.00
0.0412
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.950000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IU792
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
2779500.00
4066288.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
30333000.00
28033303.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
41391600.00
42062081.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.625000
355900.00
395669.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
47644600.00
47862799.94
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
120000000.00
120000000.00
0.0063
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.970000%
549300QJJX6CVVUXLE15
0000050916
ARP0IU7A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF BA2337 X
549300M8ZYFG0OCMTT87
2047-05-15
4.500000
19150.00
13216.17
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
143161876.00
30798861.21
Agency Mortgage-Backed Securities
GNMI SP 782712 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1572.00
142.70
Agency Mortgage-Backed Securities
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1571866.00
120170.99
Agency Mortgage-Backed Securities
GNII SP 783457 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
1003.00
176.66
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1000.00
1033.88
Agency Mortgage-Backed Securities
GNMI SF BC3744 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1000.00
895.49
Agency Mortgage-Backed Securities
GNII SF BH7965 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
13533.00
14291.59
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
52332.00
12376.57
Agency Mortgage-Backed Securities
GNII SF MA3106 M
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
50000000.00
20754232.89
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1000.00
815.36
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
18279570.00
14183977.64
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
39292181.00
37981346.99
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
489000.00
499649.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1009144.00
1015694.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2030
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
1103.00
1072.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
15390167.00
15506390.67
Agency Mortgage-Backed Securities
GNII SF MA1996 M
549300M8ZYFG0OCMTT87
2044-06-20
4.000000
10298182.00
2959017.48
Agency Mortgage-Backed Securities
GNII SF MA2372 M
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
94928243.00
29767031.66
Agency Mortgage-Backed Securities
GNMI SF AY3604 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1000.00
400.85
Agency Mortgage-Backed Securities
GNII SF MA3522 M
549300M8ZYFG0OCMTT87
2046-03-20
4.000000
4268882.00
2050489.78
Agency Mortgage-Backed Securities
GNMI SP 782736 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
26730000.00
3317033.28
Agency Mortgage-Backed Securities
GNMI SP 783099 X
549300M8ZYFG0OCMTT87
2040-07-15
4.500000
24238826.00
2049594.32
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
67000.00
84346.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
2398900.00
2904004.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
11496100.00
11823954.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
1950500.00
1952621.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
21763500.00
21754638.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
100.00
98.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
14700.00
14233.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-15
1.375000
100.00
98.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
3179000.00
3126629.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
817400.00
788829.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
200.00
197.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
5299800.00
5095800.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
1487000.00
1406229.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
700.00
646.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
200.00
193.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
1025600.00
1006893.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.132900
600.00
602.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
200.00
197.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.00
300.00
295.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-07
0.00
100.00
97.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
3977000.00
4033644.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
14795800.00
13792954.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
1054500.00
1022482.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
208800.00
207103.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.500000
4900.00
4906.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
359900.00
348117.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
3283600.00
3232805.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
30900.00
30360.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
67000.00
65399.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
34000.00
32921.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
4417000.00
5257998.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
164300.00
161630.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
34200.00
33371.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
133800.00
132954.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
595800.00
597679.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
100.00
101.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
300.00
301.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
975600.00
965218.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
100.00
99.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
345000.00
335473.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
39400.00
39075.19
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0301
235000000.00
235000000.00
0.0123
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.900000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IU7E1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-07
0.00
7054200.00
6899148.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
121986500.00
124702071.97
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
129000000.00
129000000.00
0.0068
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.950000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IU7O9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
1499900.00
1496915.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
829800.00
1026617.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
200.00
190.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
100.00
96.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
98.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.875000
143119000.00
142045607.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
85421500.00
85727567.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
33499200.00
33346789.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.500000
3185400.00
3189513.02
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
261558495.00
261558495.00
0.0137
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.000000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7P6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
2.625 FHLB 20 G4960
2549001DPIFGXC1TOL40
2020-10-01
2.625000
16225000.00
16332564.99
Agency Debentures and Agency Strips
TVIN 05/01/23
549300HE1ISW43LNKM54
2023-05-01
0.00
2000.00
1763.32
Agency Debentures and Agency Strips
TVIN 07/15/20
549300HE1ISW43LNKM54
2020-07-15
0.00
3000.00
2870.52
Agency Debentures and Agency Strips
04.500 FGPC G11776 G
2020-09-01
4.500000
27096.00
220.85
Agency Mortgage-Backed Securities
06.500 FGPC C70639 G
2032-09-01
6.500000
12000.00
877.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7166
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
4984.00
4472.02
Agency Mortgage-Backed Securities
FNMS 07.500 CT253596
B1V7KEBTPIMZEU4LTD58
2020-12-01
7.500000
1153124.00
1513.63
Agency Mortgage-Backed Securities
04.500 FGPC Q60423 G
2048-12-01
4.500000
63390634.00
65792061.39
Agency Mortgage-Backed Securities
03.500 FGPC Q52868 G
2047-12-01
3.500000
1003.00
969.56
Agency Mortgage-Backed Securities
04.000 FGPC Q59812 G
2048-11-01
4.000000
2363392.00
2404238.88
Agency Mortgage-Backed Securities
03.500 FGPC G61310 G
2048-03-01
3.500000
19323693.00
18182979.54
Agency Mortgage-Backed Securities
05.000 FGPC G11879 G
2020-10-01
5.000000
488145.00
4378.63
Agency Mortgage-Backed Securities
04.000 FGPC Q60170 G
2048-12-01
4.000000
1137.00
1160.64
Agency Mortgage-Backed Securities
04.500 FGPC B12354 G
2019-02-01
4.500000
2798033.00
1419.90
Agency Mortgage-Backed Securities
04.000 FGPC B14158 G
2019-05-01
4.000000
500000.00
1098.21
Agency Mortgage-Backed Securities
02.500 FGPC G16660 G
2032-07-01
2.500000
38183181.00
36839788.56
Agency Mortgage-Backed Securities
04.000 FGPC G13743 G
2024-12-01
4.000000
10636.00
664.19
Agency Mortgage-Backed Securities
03.000 FGPC G16448 G
2033-02-01
3.000000
1730.00
1493.33
Agency Mortgage-Backed Securities
05.500 FGPC G30394 G
2028-05-01
5.500000
6608.00
404.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2493
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3292.00
2773.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1083
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
6819423.00
6260848.68
Agency Mortgage-Backed Securities
FNMS 04.500 CI255547
B1V7KEBTPIMZEU4LTD58
2020-01-01
4.500000
455000.00
3016.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5674
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
1019.00
401.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL2719
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
1030.00
219.01
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1506
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.500000
5373.00
921.86
Agency Mortgage-Backed Securities
05.000 FGPC A61573 G
2034-09-01
5.000000
5661.00
1253.29
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3489
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
24513770.00
24048438.51
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
57765.00
45194.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0522
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
1000000.00
505062.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0657
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
350000.00
154195.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1772
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
2519000.00
981237.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR1404
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
5000000.00
3039601.25
Agency Mortgage-Backed Securities
FNMS 03.000 CIAR1466
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
1487355.00
444513.38
Agency Mortgage-Backed Securities
FNMS 06.000 NP256651
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.000000
7500000.00
77700.03
Agency Mortgage-Backed Securities
FNMS 06.500 CT256708
B1V7KEBTPIMZEU4LTD58
2027-03-01
6.500000
4732058.00
218191.08
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
421915.00
16892.75
Agency Mortgage-Backed Securities
FNMS 06.000 CT256752
B1V7KEBTPIMZEU4LTD58
2027-06-01
6.000000
150157.00
7432.55
Agency Mortgage-Backed Securities
FNMS 05.500 CT256855
B1V7KEBTPIMZEU4LTD58
2027-08-01
5.500000
4400000.00
102048.15
Agency Mortgage-Backed Securities
FNMS 06.000 CT256517
B1V7KEBTPIMZEU4LTD58
2026-12-01
6.000000
5381753.00
181487.07
Agency Mortgage-Backed Securities
FNMS 06.000 CT256556
B1V7KEBTPIMZEU4LTD58
2027-01-01
6.000000
339755.00
11989.61
Agency Mortgage-Backed Securities
FNMS 06.500 CT256571
B1V7KEBTPIMZEU4LTD58
2026-12-01
6.500000
2865000.00
215221.62
Agency Mortgage-Backed Securities
FNMS 06.000 CT255858
B1V7KEBTPIMZEU4LTD58
2025-07-01
6.000000
650000.00
28721.98
Agency Mortgage-Backed Securities
FNMS 06.000 CT256213
B1V7KEBTPIMZEU4LTD58
2026-04-01
6.000000
3359670.00
145087.41
Agency Mortgage-Backed Securities
FNMS 06.500 CT254441
B1V7KEBTPIMZEU4LTD58
2022-08-01
6.500000
26438400.00
161567.07
Agency Mortgage-Backed Securities
FNMS 07.000 CT254494
B1V7KEBTPIMZEU4LTD58
2022-09-01
7.000000
2048322.00
15451.90
Agency Mortgage-Backed Securities
FNMS 05.500 CT255575
B1V7KEBTPIMZEU4LTD58
2025-01-01
5.500000
1325000.00
51692.73
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
2999385.00
60685.23
Agency Mortgage-Backed Securities
FNMS 06.000 CT254894
B1V7KEBTPIMZEU4LTD58
2023-07-01
6.000000
1020105.00
30238.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH4428
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
15000.00
4918.97
Agency Mortgage-Backed Securities
FNMS 04.000 CTAH3659
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.000000
6000000.00
1184825.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH8457
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
233606.00
45438.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI5554
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.000000
50000.00
13429.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WS313731
B1V7KEBTPIMZEU4LTD58
2029-01-01
2.565000
79245.00
115.59
Agency Mortgage-Backed Securities
FNMS 06.000 CL357264
B1V7KEBTPIMZEU4LTD58
2032-09-01
6.000000
40700000.00
172989.87
Agency Mortgage-Backed Securities
FNMS 05.000 CI357923
B1V7KEBTPIMZEU4LTD58
2020-08-01
5.000000
2778111.00
37438.53
Agency Mortgage-Backed Securities
FNMS 05.500 CL357961
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
6548438.00
390574.27
Agency Mortgage-Backed Securities
FNAR XX.XXX WE421363
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.603000
29421.00
76.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS563477
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.453000
150000.00
2017.32
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.000000
6664375.00
195814.35
Agency Mortgage-Backed Securities
FNMS 06.000 CT257048
B1V7KEBTPIMZEU4LTD58
2028-01-01
6.000000
5355917.00
262485.77
Agency Mortgage-Backed Securities
FNMS 06.000 CL257207
B1V7KEBTPIMZEU4LTD58
2038-04-01
6.000000
941270.00
31028.76
Agency Mortgage-Backed Securities
FNMS 05.500 CT257282
B1V7KEBTPIMZEU4LTD58
2028-07-01
5.500000
3180991.00
93332.85
Agency Mortgage-Backed Securities
FNMS 05.000 ZT310156
B1V7KEBTPIMZEU4LTD58
2025-06-01
5.000000
316227.00
112426.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WS312434
B1V7KEBTPIMZEU4LTD58
2025-02-01
2.815000
26322.00
111.56
Agency Mortgage-Backed Securities
FNMS 06.000 CT257500
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
1257763.00
47648.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9612
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
499844.00
368967.44
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7277
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.500000
6877.00
2951.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7335
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.239000
1512987.00
425225.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7468
B1V7KEBTPIMZEU4LTD58
2045-02-01
5.000000
20000.00
10765.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7963
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.500000
857710.00
506606.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL9072
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
1650000.00
1230136.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9107
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
3930000.00
2430492.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6536
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
734108.00
388743.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6848
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
713000.00
359656.47
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL6943
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.500000
788748.00
438428.62
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL7044
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.500000
1647815.00
1106115.32
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL7968
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
30000.00
20486.63
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7205
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
1265000.00
580242.43
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL5882
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
700000.00
241604.06
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL5980
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.000000
14198224.00
7942103.55
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL6167
B1V7KEBTPIMZEU4LTD58
2044-01-01
3.500000
50000.00
31458.65
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP2109
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.000000
1005000.00
453432.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP2906
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
4686000.00
2303401.55
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP8813
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
40000.00
21323.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ0534
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
500000.00
258480.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ0556
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
500000.00
248593.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR1368
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1835908.00
673532.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8195
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
652100.00
477876.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8383
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
3000.00
1799.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL8867
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.000000
32000.00
19760.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM2905
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.180000
750000.00
611189.63
Agency Mortgage-Backed Securities
FNMS 03.500 CTAP1997
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
463953.00
276372.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP2088
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
240000.00
84688.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9222
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
245000.00
179889.52
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9227
B1V7KEBTPIMZEU4LTD58
2036-10-01
3.000000
9585.00
7518.74
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL9376
B1V7KEBTPIMZEU4LTD58
2031-08-01
3.000000
246790.00
172780.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9476
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.523000
37560890.00
29455544.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9511
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
730218.00
596418.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6157
B1V7KEBTPIMZEU4LTD58
2041-12-01
5.000000
1144000.00
513903.47
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6330
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.000000
38279547.00
18977605.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2880
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
830000.00
377308.73
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL4404
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
105257.00
28430.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4053
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.500000
54000.00
17010.63
Agency Mortgage-Backed Securities
FNMS 05.000 PLAL5055
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
3088740.00
465562.47
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL5462
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
6277477.00
3430154.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5624
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
729502.00
445562.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2642
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.004000
643000.00
137955.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL2006
B1V7KEBTPIMZEU4LTD58
2042-05-01
5.000000
1855000.00
538825.85
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2193
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.500000
3840000.00
422787.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2489
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
50000.00
14975.37
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL3480
B1V7KEBTPIMZEU4LTD58
2040-07-01
6.000000
567989.00
75967.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL1697
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.000000
1045000.00
276921.32
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL0953
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
2500000.00
126281.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL1052
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.000000
2365000.00
485807.04
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL1441
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
272366.00
35340.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL1543
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
27000.00
3865.53
Agency Mortgage-Backed Securities
FNMS 03.000 CTAK9456
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.000000
5000000.00
1896972.38
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0152
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.000000
944198.00
55256.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0520
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
156000.00
8496.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0529
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.034000
1225000.00
222687.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0662
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
4000000.00
423127.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0677
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
145000.00
33515.96
Agency Mortgage-Backed Securities
FNMS 03.500 CTAJ7968
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.500000
5000000.00
1200795.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ9332
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
45000.00
18034.38
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ9355
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
50000.00
12170.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2415
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
425000.00
102875.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK3402
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
140000.00
45781.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK7506
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
483436.00
96317.75
Agency Mortgage-Backed Securities
FNAR XX.XXX WS594572
B1V7KEBTPIMZEU4LTD58
2023-12-01
3.583000
1136760.00
22113.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2100
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
433923.00
241324.29
Agency Mortgage-Backed Securities
FNMS 03.000 CRAR4445
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
1325000.00
868160.61
Agency Mortgage-Backed Securities
FNMS 02.500 CNAR8197
B1V7KEBTPIMZEU4LTD58
2023-03-01
2.500000
4217146.00
804450.62
Agency Mortgage-Backed Securities
03.500 FGPC Q19982 G
2043-07-01
3.500000
1739.00
871.84
Agency Mortgage-Backed Securities
03.500 FGPC V83763 G
2047-12-01
3.500000
14549977.00
13715438.78
Agency Mortgage-Backed Securities
03.500 FGPC V83886 G
2048-01-01
3.500000
68704909.00
65248829.07
Agency Mortgage-Backed Securities
05.000 FGPC A93460 G
2040-08-01
5.000000
1560.00
176.30
Agency Mortgage-Backed Securities
06.500 FGPC A24717 G
2034-07-01
6.500000
4715.00
409.58
Agency Mortgage-Backed Securities
FMAR 848592 G
2036-05-01
3.904000
760000.00
166454.55
Agency Mortgage-Backed Securities
FMAR 848737 G
2036-12-01
4.386000
1305000.00
286997.15
Agency Mortgage-Backed Securities
03.500 FGPC G08792 G
2047-12-01
3.500000
1000.00
931.84
Agency Mortgage-Backed Securities
05.500 FGPC C90988 G
2026-09-01
5.500000
19154.00
507.77
Agency Mortgage-Backed Securities
06.500 FGPC C91219 G
2028-11-01
6.500000
103357.00
5026.54
Agency Mortgage-Backed Securities
06.000 FGPC C91199 G
2028-06-01
6.000000
4034.00
277.22
Agency Mortgage-Backed Securities
03.500 FGPC G07142 G
2042-09-01
3.500000
1000.00
485.66
Agency Mortgage-Backed Securities
05.000 FGPC G07580 G
2043-12-01
5.000000
1560.00
380.60
Agency Mortgage-Backed Securities
02.500 FGPC G16566 G
2032-09-01
2.500000
1920.00
1782.44
Agency Mortgage-Backed Securities
05.000 FGPC G01838 G
2035-07-01
5.000000
24135.00
832.51
Agency Mortgage-Backed Securities
05.500 FGPC G04573 G
2038-07-01
5.500000
43900.00
907.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS5927
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
1020000.00
539077.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0983
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
32383.00
6832.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY5347
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
800000.00
525036.43
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS0189
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.500000
550000.00
234186.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0232
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
600000.00
204007.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0331
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
20481115.00
12425686.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2605
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
224200.00
142561.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
6531584.00
6645688.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
153026.00
158206.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LB753898
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.553000
750000.00
31707.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LB782155
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.150000
800000.00
19141.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LB805386
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.178000
1554000.00
44838.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834934
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.302000
1835000.00
38795.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LB844740
B1V7KEBTPIMZEU4LTD58
2035-12-01
4.260000
2220751.00
48264.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LB672154
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.365000
350000.00
3291.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB704342
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.170000
1000000.00
13383.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735982
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.485000
225000.00
11753.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745196
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.982000
18310000.00
845746.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745064
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.285000
2514.00
101.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.061000
30788872.00
1304702.21
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS2536
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
11377616.00
5525633.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3637
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
1100000.00
474421.33
Agency Mortgage-Backed Securities
05.500 FGPC G05337 G
2038-12-01
5.500000
35857.00
1593.97
Agency Mortgage-Backed Securities
06.000 FGPC G30546 G
2026-03-01
6.000000
5695.00
816.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH6932
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
14000.00
10459.09
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBK6206
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.176000
10827934.00
8500204.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1583
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
100000.00
81811.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1806
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.054000
33389763.00
27546143.52
Agency Mortgage-Backed Securities
FNAR XX.XXX S1868367
B1V7KEBTPIMZEU4LTD58
2036-04-01
3.879000
10000.00
211.35
Agency Mortgage-Backed Securities
FNAR XX.XXX S1872895
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.426000
15000.00
415.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LB879696
B1V7KEBTPIMZEU4LTD58
2037-12-01
3.802000
30000.00
2192.10
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD3765
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
669019.00
506520.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0265
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.067000
19293480.00
1311534.17
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
12822799.00
13061684.76
Agency Mortgage-Backed Securities
05.000 FGPC L10219 G
2034-01-01
5.000000
68500.00
920.15
Agency Mortgage-Backed Securities
06.000 FGPC A51771 G
2036-06-01
6.000000
27237.00
865.33
Agency Mortgage-Backed Securities
06.500 FGPC G00876 G
2028-01-01
6.500000
1947.00
4.49
Agency Mortgage-Backed Securities
06.000 FGPC G30384 G
2028-02-01
6.000000
31803.00
657.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4368
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.909000
1056.00
1016.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4424
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
62304.00
62514.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4367
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.265000
1000.00
886.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LB889789
B1V7KEBTPIMZEU4LTD58
2036-11-01
4.237000
5955000.00
391357.14
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2260
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.500000
560000.00
320810.86
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004588
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
250000.00
134.55
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013205
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.500000
900000.00
405.46
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029139
B1V7KEBTPIMZEU4LTD58
2026-07-01
3.600000
836134.00
1404.67
Agency Mortgage-Backed Securities
FNAR XX.XXX AS077686
B1V7KEBTPIMZEU4LTD58
2019-06-01
2.265000
489700.00
925.62
Agency Mortgage-Backed Securities
FNAR XX.XXX AM080313
B1V7KEBTPIMZEU4LTD58
2021-02-01
2.250000
2160000.00
33091.10
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064728
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.675000
500000.00
307.09
Agency Mortgage-Backed Securities
09.500 FMPC 360116 G
2020-08-01
9.500000
974971.00
73.72
Agency Mortgage-Backed Securities
05.500 FGPC D49989 G
2024-03-01
5.500000
64050.00
735.08
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004589
B1V7KEBTPIMZEU4LTD58
2024-03-01
5.000000
1030000.00
1545.62
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004591
B1V7KEBTPIMZEU4LTD58
2024-04-01
5.000000
1000000.00
409.59
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004593
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.789000
100000.00
118.32
Agency Mortgage-Backed Securities
FNMS 06.000 CT255466
B1V7KEBTPIMZEU4LTD58
2024-10-01
6.000000
1253268.00
50370.51
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1250066.00
21614.66
Agency Mortgage-Backed Securities
FNMS 06.500 CT254139
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
10000000.00
46295.94
Agency Mortgage-Backed Securities
FNMS 05.500 CT254192
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.500000
8105637.00
49831.87
Agency Mortgage-Backed Securities
FNMS 06.500 CT254344
B1V7KEBTPIMZEU4LTD58
2022-06-01
6.500000
20000000.00
111922.10
Agency Mortgage-Backed Securities
FNMS 06.000 CT254440
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.000000
2848026.00
15674.53
Agency Mortgage-Backed Securities
FNAR XX.XXX AM066386
B1V7KEBTPIMZEU4LTD58
2019-03-01
2.820000
5250000.00
204.49
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070146
B1V7KEBTPIMZEU4LTD58
2029-01-01
2.575000
196784.00
149.93
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.858000
1500000.00
2679.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1234
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.455000
20000.00
3849.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
63954490.00
64727476.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128938
B1V7KEBTPIMZEU4LTD58
2019-07-01
2.569000
1998672.00
267.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WS133451
B1V7KEBTPIMZEU4LTD58
2023-04-01
6.093000
1250000.00
3274.52
Agency Mortgage-Backed Securities
FNMS 06.500 CT252642
B1V7KEBTPIMZEU4LTD58
2019-08-01
6.500000
96940483.00
44156.20
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004584
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
1000000.00
474.33
Agency Mortgage-Backed Securities
06.500 FGPC G30290 G
2026-03-01
6.500000
57925.00
1687.72
Agency Mortgage-Backed Securities
05.500 FGPC A54649 G
2035-11-01
5.500000
2596.00
104.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745925
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.462000
45000.00
3096.27
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC6052
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.500000
4200000.00
2510607.38
Agency Mortgage-Backed Securities
05.500 FGPC G06021 G
2040-01-01
5.500000
2076.00
107.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.680000
10000000.00
2266486.59
Agency Mortgage-Backed Securities
03.000 FGPC Q45194 G
2046-12-01
3.000000
3256.00
2720.34
Agency Mortgage-Backed Securities
FMAR 848748 G
2037-04-01
4.088000
885000.00
207620.98
Agency Mortgage-Backed Securities
04.500 FGPC G15226 G
2020-08-01
4.500000
1419999.00
200.23
Agency Mortgage-Backed Securities
04.500 FGPC A85733 G
2039-04-01
4.500000
10000.00
660.37
Agency Mortgage-Backed Securities
06.500 FGPC A63531 G
2037-07-01
6.500000
20290.00
1556.26
Agency Mortgage-Backed Securities
05.500 FGPC G05274 G
2037-07-01
5.500000
14520.00
856.49
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
475000000.00
475000000.00
0.0249
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.900000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IU7Q4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
125210000.00
125346205.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
132500.00
134060.12
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
123000000.00
123000000.00
0.0065
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.950000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7R2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
310000.00
321394.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
14000.00
13051.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
6697600.00
6728273.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
100.00
100.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.750000
5999900.00
6060352.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
60845100.00
62656484.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
156791000.00
155223090.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
24900.00
25394.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
52159200.00
51334924.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
2102000.00
2028420.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
600000.00
585877.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
600.00
608.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.750000
8869000.00
8791400.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
200.00
196.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
100.00
101.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
3298000.00
3377570.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
466700.00
481575.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
0.00
519500.00
518366.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
10000000.00
13684816.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
699900.00
771858.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
450000.00
587460.82
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
307000000.00
307000000.00
0.0161
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.920000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IU7W1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBH1805
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
3390615.00
3189634.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9665
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
4507136.00
4037476.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2280
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
4000000.00
4136769.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9172
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
560653.00
569363.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3331
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
31809088.00
27976832.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
11326715.00
11303844.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5024
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
109511.00
106252.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3900
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
956691.00
1005712.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4200
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4047043.00
2816802.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5179
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
15519.00
10924.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5293
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
80477.00
81377.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0483
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
28299933.00
26057593.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2207
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
4031.00
4032.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2334
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
28850943.00
28937214.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
48914462.00
49283854.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9167
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
90752.00
89672.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6147
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1111871.00
846247.66
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0296
155754933.00
155754933.00
0.0082
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.000000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7Z4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
1.50 FHLB 19 4D
2549001DPIFGXC1TOL40
2019-03-08
1.500000
250000.00
250731.67
Agency Debentures and Agency Strips
3.33 FHLB 29 BT
2549001DPIFGXC1TOL40
2029-11-13
3.330000
1480000.00
1491037.10
Agency Debentures and Agency Strips
1.75 FHLB 20 5I
2549001DPIFGXC1TOL40
2020-06-12
1.750000
540000.00
533722.50
Agency Debentures and Agency Strips
3.375 FHLB 23 1F
2549001DPIFGXC1TOL40
2023-09-08
3.375000
1295000.00
1345867.60
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2031-03-15
0.00
782000.00
519380.94
Agency Debentures and Agency Strips
FNMS 03.000 CIAI6697
B1V7KEBTPIMZEU4LTD58
2026-09-01
3.000000
1667.00
276.09
Agency Mortgage-Backed Securities
05.000 FGPC G08859 G
2048-12-01
5.000000
6478060.00
6810006.59
Agency Mortgage-Backed Securities
04.000 FGPC Q60153 G
2048-12-01
4.000000
23439174.00
23926576.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3563
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
2715648.00
2772862.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7601
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
1000.00
698.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0318
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
127990151.00
130765660.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1073
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
940.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI9852
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.000000
9839.00
1638.04
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL8539
B1V7KEBTPIMZEU4LTD58
2027-11-01
4.500000
185000.00
743.94
Agency Mortgage-Backed Securities
FNMS 10.000 CL303157
B1V7KEBTPIMZEU4LTD58
2022-05-01
10.000000
1158818.00
69.93
Agency Mortgage-Backed Securities
FNMS 05.000 CL357759
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.000000
5147.00
263.37
Agency Mortgage-Backed Securities
FNMS 06.500 CT517694
B1V7KEBTPIMZEU4LTD58
2019-07-01
6.500000
520000.00
315.89
Agency Mortgage-Backed Securities
FNMS 06.500 CL255001
B1V7KEBTPIMZEU4LTD58
2033-11-01
6.500000
10434.00
251.01
Agency Mortgage-Backed Securities
FNMS 05.500 CL254692
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
69013.00
1257.07
Agency Mortgage-Backed Securities
04.000 FGPC Q46112 G
2047-02-01
4.000000
415000.00
372378.50
Agency Mortgage-Backed Securities
04.500 FGPC Q53881 G
2048-01-01
4.500000
150000.00
143804.96
Agency Mortgage-Backed Securities
04.500 FGPC Q55411 G
2048-04-01
4.500000
1000000.00
924426.52
Agency Mortgage-Backed Securities
04.500 FGPC Q57765 G
2048-08-01
4.500000
334135.00
336759.40
Agency Mortgage-Backed Securities
04.500 FGPC Q59805 G
2048-11-01
4.500000
18437773.00
19066275.43
Agency Mortgage-Backed Securities
FNMS 06.500 CT252576
B1V7KEBTPIMZEU4LTD58
2019-07-01
6.500000
5750000.00
1934.87
Agency Mortgage-Backed Securities
05.000 FGPC Q59571 G
2048-11-01
5.000000
196290.00
206129.64
Agency Mortgage-Backed Securities
FMAR 2B6960 G
2048-06-01
3.778000
1000.00
897.74
Agency Mortgage-Backed Securities
04.000 FGPC Q32070 G
2045-03-01
4.000000
325000.00
147256.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
78549306.00
79142495.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
108232.00
111896.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3305
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
36291641.00
34511405.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3444
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2802150.00
2809029.35
Agency Mortgage-Backed Securities
FNMS 03.500 CNAU9376
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.500000
2844.00
945.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7491
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
341413.00
352265.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1348284.00
1357036.45
Agency Mortgage-Backed Securities
FNMS 06.000 CIAL1854
B1V7KEBTPIMZEU4LTD58
2024-05-01
6.000000
620665.00
3696.02
Agency Mortgage-Backed Securities
FNMS 06.500 CL563302
B1V7KEBTPIMZEU4LTD58
2020-10-01
6.500000
13775968.00
3397.96
Agency Mortgage-Backed Securities
FNMS 06.000 CT592305
B1V7KEBTPIMZEU4LTD58
2021-06-01
6.000000
136887.00
224.81
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
953086.00
8821.86
Agency Mortgage-Backed Securities
FNMS 04.500 CT254954
B1V7KEBTPIMZEU4LTD58
2023-10-01
4.500000
59230.00
1510.27
Agency Mortgage-Backed Securities
FNMS 05.000 CL254793
B1V7KEBTPIMZEU4LTD58
2033-07-01
5.000000
20000.00
511.04
Agency Mortgage-Backed Securities
FNMS 06.500 CT254441
B1V7KEBTPIMZEU4LTD58
2022-08-01
6.500000
242260.00
1480.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7343
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
407093.00
319475.37
Agency Mortgage-Backed Securities
04.500 FGPC G08832 G
2048-08-01
4.500000
64275238.00
64458985.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0910
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
10000.00
4759.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6408
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
10145000.00
6916448.32
Agency Mortgage-Backed Securities
FNMS 05.500 NP256687
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
31583.00
391.30
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
365000000.00
365000000.00
0.0192
N
Y
Y
N
The Charles Schwab Family of Funds
2019-01-08
Mark Fischer
Mark Fischer
Chief Financial Officer