0001145549-19-011532.txt : 20190507
0001145549-19-011532.hdr.sgml : 20190507
20190507160517
ACCESSION NUMBER: 0001145549-19-011532
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190430
FILED AS OF DATE: 20190507
DATE AS OF CHANGE: 20190507
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: 19803064
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
2019-04-30
0000857156
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S000004506
2
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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
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Investment Advisor and its affiliates Contractual 944,186
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.375000%
3130ABF92
2549001DPIFGXC1TOL40
US3130ABF921
U.S. Government Agency Debt
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0236
16187928.73
16187928.73
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.563000%
3130AFEN3
2549001DPIFGXC1TOL40
US3130AFEN31
U.S. Government Agency Debt
Y
2019-05-08
2020-05-08
2020-05-08
N
N
N
0.0245
19990161.80
19990161.80
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.520000%
3130AFFV4
2549001DPIFGXC1TOL40
US3130AFFV48
U.S. Government Agency Debt
Y
2019-05-01
2019-05-15
2019-05-15
N
N
N
0.0254
49999352.50
49999352.50
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.540000%
3130AFK22
2549001DPIFGXC1TOL40
US3130AFK229
U.S. Government Agency Debt
Y
2019-05-01
2019-09-10
2019-09-10
N
N
N
0.0252
50002416.00
50002416.00
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.520000%
3130AFLK1
2549001DPIFGXC1TOL40
US3130AFLK19
U.S. Government Agency Debt
Y
2019-05-01
2019-06-21
2019-06-21
N
N
N
0.0254
74496880.69
74496880.69
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.354000%
3130AFPD3
2549001DPIFGXC1TOL40
US3130AFPD30
U.S. Government Agency Debt
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0234
171894502.64
171894502.64
0.0081
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.439000%
3130AFZN0
2549001DPIFGXC1TOL40
US3130AFZN02
U.S. Government Agency Debt
Y
2019-05-08
2019-09-06
2019-09-06
N
N
N
0.0246
184990796.25
184990796.25
0.0088
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.510000%
3130AG2E4
2549001DPIFGXC1TOL40
US3130AG2E49
U.S. Government Agency Debt
Y
2019-05-01
2019-12-06
2019-12-06
N
N
N
0.0253
112886700.38
112886700.38
0.0053
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.595000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2019-05-01
2021-03-12
2021-03-12
N
N
N
0.0258
97817194.22
97817194.22
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.580000%
3130AG3Z6
2549001DPIFGXC1TOL40
US3130AG3Z68
U.S. Government Agency Debt
Y
2020-03-20
2020-03-20
2020-03-20
N
N
N
0.0250
85524182.82
85524182.82
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.505000%
3130AG4G7
2549001DPIFGXC1TOL40
US3130AG4G78
U.S. Government Agency Debt
Y
2019-05-01
2019-09-20
2019-09-20
N
N
N
0.0253
99990127.00
99990127.00
0.0047
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.545000%
3130AG5G6
2549001DPIFGXC1TOL40
US3130AG5G69
U.S. Government Agency Debt
Y
2019-05-01
2020-03-27
2020-03-27
N
N
N
0.0251
215065028.90
215065028.90
0.0102
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.510000%
3130AG6P5
2549001DPIFGXC1TOL40
US3130AG6P59
U.S. Government Agency Debt
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0244
86009494.40
86009494.40
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.550000%
3130AG7E9
2549001DPIFGXC1TOL40
US3130AG7E93
U.S. Government Agency Debt
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0249
85257867.72
85257867.72
0.0040
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.585000%
3130AGA70
2549001DPIFGXC1TOL40
US3130AGA707
U.S. Government Agency Debt
Y
2019-05-01
2020-10-01
2020-10-01
N
N
N
0.0257
27505617.43
27505617.43
0.0013
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.510000%
3130AGAF2
2549001DPIFGXC1TOL40
US3130AGAF26
U.S. Government Agency Debt
Y
2019-05-01
2019-10-09
2019-10-09
N
N
N
0.0253
130486126.55
130486126.55
0.0062
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.469000%
3130AGAS4
2549001DPIFGXC1TOL40
US3130AGAS47
U.S. Government Agency Debt
Y
2019-07-12
2020-04-13
2020-04-13
N
N
N
0.0246
106479588.21
106479588.21
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.450000%
3130AGB38
2549001DPIFGXC1TOL40
US3130AGB382
U.S. Government Agency Debt
Y
2019-09-16
2019-09-16
2019-09-16
N
N
N
0.0245
213997667.40
213997667.40
0.0101
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.420000%
3130AGBU8
2549001DPIFGXC1TOL40
US3130AGBU83
U.S. Government Agency Debt
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0241
475008778.00
475008778.00
0.0225
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.450000%
3130AGC52
2549001DPIFGXC1TOL40
US3130AGC521
U.S. Government Agency Debt
Y
2019-09-23
2019-09-23
2019-09-23
N
N
N
0.0245
79998235.20
79998235.20
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.478000%
3130AGCE3
2549001DPIFGXC1TOL40
US3130AGCE33
U.S. Government Agency Debt
Y
2019-05-26
2020-10-26
2020-10-26
N
N
N
0.0247
114766693.83
114766693.83
0.0054
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.490000%
3130AGD85
2549001DPIFGXC1TOL40
US3130AGD859
U.S. Government Agency Debt
Y
2019-05-01
2019-08-30
2019-08-30
N
N
N
0.0251
229232687.04
229232687.04
0.0109
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.466000%
3130AGDN2
2549001DPIFGXC1TOL40
US3130AGDN23
U.S. Government Agency Debt
Y
2019-06-01
2020-07-01
2020-07-01
N
N
N
0.0248
137226349.08
137226349.08
0.0065
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312KH2
US313312KH25
U.S. Government Agency Debt
Y
2019-08-12
2019-08-12
2019-08-12
N
N
N
0.0245
99313.33
99313.33
0.0000
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312LN8
US313312LN83
U.S. Government Agency Debt
Y
2019-09-10
2019-09-10
2019-09-10
N
N
N
0.0244
991236.67
991236.67
0.0000
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FB0
2549001DPIFGXC1TOL40
US313384FB05
U.S. Government Agency Debt
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0243
100193319.67
100193319.67
0.0047
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FC8
2549001DPIFGXC1TOL40
US313384FC87
U.S. Government Agency Debt
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0243
18766497.52
18766497.52
0.0009
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FH7
2549001DPIFGXC1TOL40
US313384FH74
U.S. Government Agency Debt
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0243
9995333.30
9995333.30
0.0005
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FK0
2549001DPIFGXC1TOL40
US313384FK04
U.S. Government Agency Debt
Y
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0243
110133880.00
110133880.00
0.0052
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FQ7
2549001DPIFGXC1TOL40
US313384FQ73
U.S. Government Agency Debt
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0244
487744348.29
487744348.29
0.0231
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FS3
2549001DPIFGXC1TOL40
US313384FS30
U.S. Government Agency Debt
Y
2019-05-17
2019-05-17
2019-05-17
N
N
N
0.0244
401571198.66
401571198.66
0.0190
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FV6
2549001DPIFGXC1TOL40
US313384FV68
U.S. Government Agency Debt
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0244
199746666.00
199746666.00
0.0095
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FW4
2549001DPIFGXC1TOL40
US313384FW42
U.S. Government Agency Debt
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0244
190745333.97
190745333.97
0.0090
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FX2
2549001DPIFGXC1TOL40
US313384FX25
U.S. Government Agency Debt
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0244
460953760.00
460953760.00
0.0218
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384FZ7
2549001DPIFGXC1TOL40
US313384FZ72
U.S. Government Agency Debt
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0244
99147740.33
99147740.33
0.0047
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384GE3
2549001DPIFGXC1TOL40
US313384GE35
U.S. Government Agency Debt
Y
2019-05-29
2019-05-29
2019-05-29
N
N
N
0.0244
204617332.65
204617332.65
0.0097
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384GG8
2549001DPIFGXC1TOL40
US313384GG82
U.S. Government Agency Debt
Y
2019-05-31
2019-05-31
2019-05-31
N
N
N
0.0244
86576500.00
86576500.00
0.0041
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384GK9
2549001DPIFGXC1TOL40
US313384GK94
U.S. Government Agency Debt
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0244
173617200.00
173617200.00
0.0082
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384GP8
2549001DPIFGXC1TOL40
US313384GP81
U.S. Government Agency Debt
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0244
4488899.99
4488899.99
0.0002
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384GU7
2549001DPIFGXC1TOL40
US313384GU76
U.S. Government Agency Debt
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0244
517546800.00
517546800.00
0.0245
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384HB8
2549001DPIFGXC1TOL40
US313384HB86
U.S. Government Agency Debt
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0244
807353997.30
807353997.30
0.0382
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384HH5
2549001DPIFGXC1TOL40
US313384HH56
U.S. Government Agency Debt
Y
2019-06-25
2019-06-25
2019-06-25
N
N
N
0.0244
198270332.67
198270332.67
0.0094
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384HT9
2549001DPIFGXC1TOL40
US313384HT94
U.S. Government Agency Debt
Y
2019-07-05
2019-07-05
2019-07-05
N
N
N
0.0244
212574834.04
212574834.04
0.0101
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384HX0
2549001DPIFGXC1TOL40
US313384HX07
U.S. Government Agency Debt
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0244
85604400.00
85604400.00
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384HY8
2549001DPIFGXC1TOL40
US313384HY89
U.S. Government Agency Debt
Y
2019-07-10
2019-07-10
2019-07-10
N
N
N
0.0244
259781999.13
259781999.13
0.0123
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JF7
2549001DPIFGXC1TOL40
US313384JF72
U.S. Government Agency Debt
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0245
713319402.40
713319402.40
0.0338
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JG5
2549001DPIFGXC1TOL40
US313384JG55
U.S. Government Agency Debt
Y
2019-07-18
2019-07-18
2019-07-18
N
N
N
0.0245
211892400.00
211892400.00
0.0100
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JQ3
2549001DPIFGXC1TOL40
US313384JQ38
U.S. Government Agency Debt
Y
2019-07-26
2019-07-26
2019-07-26
N
N
N
0.0245
596560002.00
596560002.00
0.0283
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384JU4
2549001DPIFGXC1TOL40
US313384JU40
U.S. Government Agency Debt
Y
2019-07-30
2019-07-30
2019-07-30
N
N
N
0.0245
212219000.00
212219000.00
0.0101
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LA5
2549001DPIFGXC1TOL40
US313384LA57
U.S. Government Agency Debt
Y
2019-08-29
2019-08-29
2019-08-29
N
N
N
0.0245
41664000.00
41664000.00
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LP2
2549001DPIFGXC1TOL40
US313384LP27
U.S. Government Agency Debt
Y
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0244
4460266.26
4460266.26
0.0002
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MD8
2549001DPIFGXC1TOL40
US313384MD87
U.S. Government Agency Debt
Y
2019-09-25
2019-09-25
2019-09-25
N
N
N
0.0245
511954509.11
511954509.11
0.0242
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.465000%
3133EH4U4
US3133EH4U41
U.S. Government Agency Debt
Y
2019-05-01
2019-10-28
2019-10-28
N
N
N
0.0246
12997017.15
12997017.15
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.461600%
3133EKDA1
US3133EKDA17
U.S. Government Agency Debt
Y
2019-06-12
2020-03-12
2020-03-12
N
N
N
0.0246
3999470.84
3999470.84
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.488500%
3133EKFD3
US3133EKFD38
U.S. Government Agency Debt
Y
2019-05-29
2020-06-29
2020-06-29
N
N
N
0.0248
145014418.80
145014418.80
0.0069
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.585000%
3133EKHC3
2549001DPIFGXC1TOL40
US3133EKHC37
U.S. Government Agency Debt
Y
2019-05-01
2021-01-15
2021-01-15
N
N
N
0.0260
55085675.65
55085675.65
0.0026
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.505000%
3134GSE68
S6XOOCT0IEG5ABCC6L87
US3134GSE687
U.S. Government Agency Debt
Y
2019-05-01
2019-05-08
2019-05-08
N
N
N
0.0248
23000038.64
23000038.64
0.0011
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.510000%
3134GSM69
S6XOOCT0IEG5ABCC6L87
US3134GSM698
U.S. Government Agency Debt
Y
2019-05-01
2019-06-19
2019-06-19
N
N
N
0.0252
138997124.09
138997124.09
0.0066
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.510000%
3134GTCC5
S6XOOCT0IEG5ABCC6L87
US3134GTCC55
U.S. Government Agency Debt
Y
2019-05-01
2019-10-01
2019-10-01
N
N
N
0.0253
184980809.95
184980809.95
0.0088
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.520000%
3134GTHC0
S6XOOCT0IEG5ABCC6L87
US3134GTHC01
U.S. Government Agency Debt
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0251
63502412.37
63502412.37
0.0030
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
313588FH3
B1V7KEBTPIMZEU4LTD58
US313588FH37
U.S. Government Agency Debt
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0243
1999066.66
1999066.66
0.0001
N
N
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000%
3135G0N33
B1V7KEBTPIMZEU4LTD58
US3135G0N339
U.S. Government Agency Debt
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0249
10889433.89
10889433.89
0.0005
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.555000%
3135G0V67
B1V7KEBTPIMZEU4LTD58
US3135G0V670
U.S. Government Agency Debt
Y
2019-05-01
2020-10-30
2020-10-30
N
N
N
0.0256
102500000.00
102500000.00
0.0049
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.750000%
3137EADG1
S6XOOCT0IEG5ABCC6L87
US3137EADG19
U.S. Government Agency Debt
Y
2019-05-30
2019-05-30
2019-05-30
N
N
N
0.0240
24054031.74
24054031.74
0.0011
N
N
N
N
United States Treasury
UNITED STATES TREASURY 1.875000%
9128283N8
254900HROIFWPRGM1V77
US9128283N82
U.S. Treasury Debt
Y
2019-12-31
2019-12-31
2019-12-31
N
N
N
0.0247
59766796.80
59766796.80
0.0028
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 3.125000%
912828KQ2
254900HROIFWPRGM1V77
US912828KQ20
U.S. Treasury Debt
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0239
150040602.00
150040602.00
0.0071
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.125000%
912828SX9
254900HROIFWPRGM1V77
US912828SX98
U.S. Treasury Debt
Y
2019-05-31
2019-05-31
2019-05-31
N
N
N
0.0240
183805324.32
183805324.32
0.0087
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828WL0
254900HROIFWPRGM1V77
US912828WL05
U.S. Treasury Debt
Y
2019-05-31
2019-05-31
2019-05-31
N
N
N
0.0240
30976667.54
30976667.54
0.0015
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.440000%
549300QJJX6CVVUXLE15
0001317808
ARP0JSDS7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
2.500000
28500.00
28865.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
2.250000
144800.00
144891.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.750000
100.00
98.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
0.125000
16469700.00
17683079.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
2.875000
27200.00
28143.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
16465700.00
20966498.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
100.00
102.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
923800.00
955318.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
200.00
198.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
100.00
102.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
13624500.00
13754602.81
U.S. Treasuries (including strips)
FNMS 04.500 CLMA3639
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1000.00
1038.27
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
96373988.00
99902984.06
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
81740.00
77106.99
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1000.00
943.09
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
262417.00
214654.42
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
1020706.00
530483.10
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-15
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0244
150000000.00
150000000.00
0.0071
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JT7N3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC061BA R13F061
2043-01-25
3.000000
194272.00
82360.83
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
846861.00
110085.37
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
179808.00
162374.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
19508605.00
17786090.62
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
1849831.00
1667883.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
12505.00
12569.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
905645.00
818682.11
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.993000
299118.00
298620.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-08-15
3.033000
11169704.00
753481.58
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBK4775
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
18659778.00
18761351.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
96434.00
95739.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
143270.00
142039.82
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
11283711.00
11256667.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8105
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
42370.00
42533.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
98665.00
96102.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
98025.00
89745.06
Agency Mortgage-Backed Securities
FNRM CL136KB R13F136
2029-01-25
3.500000
1054640.00
906991.89
Agency Collateralized Mortgage Obligation
04.000 FGPC Q59633 G
2048-11-01
4.000000
136282.00
136169.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
40810.00
36648.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
144902.00
153493.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
103342.00
97851.36
Agency Mortgage-Backed Securities
FNRM CL094HA R13F094
2040-01-25
4.000000
42308802.00
16566596.32
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
711241.00
494971.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
8584.00
6448.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
39548681.00
17622300.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
506006.00
475236.45
Agency Mortgage-Backed Securities
04.000 FGPC Q55630 G
2048-04-01
4.000000
13844173.00
13518253.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
94080.00
91000.35
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
2048-07-01
3.500000
139174.00
135302.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.371000
3732045.00
790981.25
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
100000000.00
100000000.00
0.0047
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JTQ36
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.935500
4684632.00
4527769.80
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1125577.00
1163120.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
93555.00
88584.35
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0152
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
5540338.00
4280424.69
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
3766.00
3762.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
129022.00
136672.12
Agency Mortgage-Backed Securities
04.000 FGPC Q57339 G
2048-07-01
4.000000
7874268.00
7775971.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
85425.00
84810.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
12473843.00
11331872.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5047
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
3848000.00
2866573.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU7549
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
21184579.00
7098146.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6223
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
4153519.00
3024378.26
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
252177.00
227962.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-01-15
3.033750
2255894.00
463466.64
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
1283825.00
544721.90
Agency Collateralized Mortgage Obligation
GNRM 2018-39 EN
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
7655962.00
7993002.12
Agency Collateralized Mortgage Obligation
Y
2019-05-07
2019-05-07
2019-05-20
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
50000000.00
50000000.00
0.0024
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV484
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5395 M
549300M8ZYFG0OCMTT87
2048-07-20
2.500000
31382.00
30088.85
Agency Mortgage-Backed Securities
03.000 FGPC G08524 G
2043-03-01
3.000000
40770300.00
22538269.10
Agency Mortgage-Backed Securities
05.500 FGPC A83045 G
2038-11-01
5.500000
86059.00
6477.17
Agency Mortgage-Backed Securities
06.000 FGPC A67449 G
2037-11-01
6.000000
7571224.00
65549.57
Agency Mortgage-Backed Securities
GNII SF MA2892 M
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
273555000.00
130867913.70
Agency Mortgage-Backed Securities
GNMI SF 677552 X
549300M8ZYFG0OCMTT87
2037-11-15
6.000000
31385.00
1959.18
Agency Mortgage-Backed Securities
GNII SF 005207 M
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
134000.00
15852.32
Agency Mortgage-Backed Securities
GNII SF 005258 M
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
5084472.00
1440344.25
Agency Mortgage-Backed Securities
GNII SF 739154 C
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
953879.00
57502.03
Agency Mortgage-Backed Securities
GNMI SF 759202 X
549300M8ZYFG0OCMTT87
2026-02-15
3.500000
1713258.00
82466.71
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
7341688.00
6673911.93
Agency Mortgage-Backed Securities
GNII SF MA5570 M
549300M8ZYFG0OCMTT87
2028-04-20
7.000000
83274.00
88748.20
Agency Mortgage-Backed Securities
GNMI SF BD4716 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
530780.00
381448.82
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
257359000.00
235810885.20
Agency Mortgage-Backed Securities
04.000 FGPC G60195 G
2042-06-01
4.000000
245229.00
132507.98
Agency Mortgage-Backed Securities
05.500 FGPC G60257 G
2041-06-01
5.500000
3200000.00
1500145.43
Agency Mortgage-Backed Securities
05.000 FGPC A94398 G
2040-10-01
5.000000
699505.00
271556.24
Agency Mortgage-Backed Securities
03.500 FGPC J38849 G
2033-04-01
3.500000
3132576.00
2735523.80
Agency Mortgage-Backed Securities
04.000 FGPC J39318 G
2033-07-01
4.000000
1236384.00
1238711.46
Agency Mortgage-Backed Securities
06.500 FGPC Z40043 G
2023-12-01
6.500000
1173334.00
182994.61
Agency Mortgage-Backed Securities
06.000 FGPC G06566 G
2038-01-01
6.000000
759851.00
54180.15
Agency Mortgage-Backed Securities
GNII SF MA2306 M
549300M8ZYFG0OCMTT87
2044-10-20
5.000000
785829.00
138884.29
Agency Mortgage-Backed Securities
GNII SF MA4324 M
549300M8ZYFG0OCMTT87
2047-03-20
5.000000
113745.00
56339.63
Agency Mortgage-Backed Securities
04.000 FGPC K94436 G
2038-12-01
4.000000
1564046.00
1616815.01
Agency Mortgage-Backed Securities
03.500 FGPC Q35710 G
2045-09-01
3.500000
11636032.00
7496115.21
Agency Mortgage-Backed Securities
03.500 FGPC G15870 G
2030-09-01
3.500000
37976.00
24797.98
Agency Mortgage-Backed Securities
03.500 FGPC N31568 G
2049-01-01
3.500000
10069264.00
9995786.59
Agency Mortgage-Backed Securities
04.500 FGPC G61959 G
2049-04-01
4.500000
74142976.00
77453608.16
Agency Mortgage-Backed Securities
GNII SF BL2891 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1202168.00
1282113.11
Agency Mortgage-Backed Securities
GNII SF BM2005 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
2585288.00
2689434.32
Agency Mortgage-Backed Securities
GNII SF BH0444 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
1491238.00
1366617.42
Agency Mortgage-Backed Securities
GNII SF BK5765 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1243238.00
1324460.24
Agency Mortgage-Backed Securities
GNII SF BL0327 C
549300M8ZYFG0OCMTT87
2048-12-20
4.000000
284610.00
294305.41
Agency Mortgage-Backed Securities
06.000 FGPC G60432 G
2039-09-01
6.000000
2278380.00
1128012.13
Agency Mortgage-Backed Securities
04.000 FGPC Q48733 G
2047-06-01
4.000000
8667.00
7913.36
Agency Mortgage-Backed Securities
04.500 FGPC A97207 G
2041-03-01
4.500000
566000.00
231667.72
Agency Mortgage-Backed Securities
03.500 FGPC K94563 G
2039-04-01
3.500000
5310792.00
5408613.84
Agency Mortgage-Backed Securities
04.500 FGPC G05477 G
2039-05-01
4.500000
1000000.00
163503.22
Agency Mortgage-Backed Securities
05.500 FGPC G07813 G
2027-09-01
5.500000
1139350.00
353409.03
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
500000000.00
500000000.00
0.0237
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV4A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.000 FGPC C90746 G
2023-11-01
6.000000
9319504.00
242247.40
Agency Mortgage-Backed Securities
GNII SF MA4002 M
549300M8ZYFG0OCMTT87
2046-10-20
2.500000
28149360.00
21634568.01
Agency Mortgage-Backed Securities
GNII SF MA5738 M
549300M8ZYFG0OCMTT87
2034-02-20
4.000000
42560000.00
43534537.39
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5109
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
14394900.00
13779822.18
Agency Mortgage-Backed Securities
04.000 FGPC Q44464 G
2046-11-01
4.000000
5900000.00
4422101.50
Agency Mortgage-Backed Securities
04.500 FGPC A11745 G
2033-08-01
4.500000
140971.00
6520.16
Agency Mortgage-Backed Securities
03.500 FGPC J35168 G
2031-08-01
3.500000
1051100.00
679963.55
Agency Mortgage-Backed Securities
03.500 FGPC V83762 G
2047-12-01
3.500000
16642752.00
14782204.12
Agency Mortgage-Backed Securities
04.000 FGPC V84873 G
2048-11-01
4.000000
15605040.00
15713708.64
Agency Mortgage-Backed Securities
04.500 FGPC Q25056 G
2044-02-01
4.500000
1860634.00
895077.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC7101
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.000000
15424912.00
9954085.93
Agency Mortgage-Backed Securities
04.500 FGPC Q62918 G
2049-04-01
4.500000
1874156.00
1997589.79
Agency Mortgage-Backed Securities
05.500 FGPC Q63016 G
2049-04-01
5.500000
1436466.00
1619048.81
Agency Mortgage-Backed Securities
04.500 FGPC Q63191 G
2049-04-01
4.500000
6347330.00
6637460.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU5401
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
300000.00
158047.99
Agency Mortgage-Backed Securities
FNMS 06.500 CT725506
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.500000
2863812.00
33009.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL735556
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.500000
594022.00
30854.11
Agency Mortgage-Backed Securities
06.000 FGPC G08210 G
2037-07-01
6.000000
660343.00
16781.84
Agency Mortgage-Backed Securities
GNAR AT 081812 M
549300M8ZYFG0OCMTT87
2036-12-20
4.125000
3135452.00
130787.22
Agency Mortgage-Backed Securities
GNII SF BJ9466 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1141488.00
1194459.59
Agency Mortgage-Backed Securities
GNMI SF AL1136 X
549300M8ZYFG0OCMTT87
2045-01-15
3.000000
109030.00
68558.25
Agency Mortgage-Backed Securities
GNMI SF AS4309 X
549300M8ZYFG0OCMTT87
2046-06-15
4.500000
69246.00
19517.48
Agency Mortgage-Backed Securities
GNMI SF 726334 X
549300M8ZYFG0OCMTT87
2039-09-15
4.500000
372925.00
47748.61
Agency Mortgage-Backed Securities
GNII SF MA5566 M
549300M8ZYFG0OCMTT87
2033-11-20
4.500000
1527446.00
1563665.35
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3628
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.500000
17645088.00
17247912.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9719
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.500000
3500000.00
1106218.60
Agency Mortgage-Backed Securities
GNMI SF AA0734 X
549300M8ZYFG0OCMTT87
2042-07-15
3.000000
89814.00
35084.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1071594.00
1033996.19
Agency Mortgage-Backed Securities
FNMS 04.500 CI905008
B1V7KEBTPIMZEU4LTD58
2022-05-01
4.500000
749207.00
72339.31
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB5615
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
85000.00
41696.46
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC9232
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.500000
554529.00
142581.85
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA1907
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.500000
731954.00
298804.65
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA3166
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
497759.00
462929.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8167
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1132352.00
1133522.27
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ7605
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
3574928.00
3701205.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9106
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
2613184.00
2676155.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0837
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
4972200.00
3751381.45
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1422
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.500000
2928812.00
2266520.42
Agency Mortgage-Backed Securities
FNMS 05.000 CIAD0402
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.000000
1854000.00
22568.22
Agency Mortgage-Backed Securities
GNII SF MA3243 M
549300M8ZYFG0OCMTT87
2045-11-20
3.000000
542255.00
328363.75
Agency Mortgage-Backed Securities
GNAR AT MA3195 M
549300M8ZYFG0OCMTT87
2045-10-20
3.000000
50000.00
13496.87
Agency Mortgage-Backed Securities
GNAR AR 008621 M
549300M8ZYFG0OCMTT87
2025-04-20
3.625000
22725000.00
50227.39
Agency Mortgage-Backed Securities
04.000 FGPC K94517 G
2038-12-01
4.000000
3018848.00
3140958.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
8089000.00
451801.46
Agency Mortgage-Backed Securities
FNMS 05.000 CT254799
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.000000
1640000.00
28940.58
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1269
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
20057600.00
17732393.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7955
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
10000000.00
6830691.88
Agency Mortgage-Backed Securities
GNMI SP 783748 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
9292130.00
3661817.69
Agency Mortgage-Backed Securities
GNII SF 002753 M
549300M8ZYFG0OCMTT87
2029-05-20
6.000000
1680000.00
13554.06
Agency Mortgage-Backed Securities
GNII SF MA1375 M
549300M8ZYFG0OCMTT87
2043-10-20
3.500000
1450000.00
562825.41
Agency Mortgage-Backed Securities
GNMI SF 766495 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
624376.00
113422.02
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
200000000.00
200000000.00
0.0095
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV4J0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC C03553 G
2040-08-01
5.000000
10000000.00
1776646.04
Agency Mortgage-Backed Securities
GNMI SF AE3344 X
549300M8ZYFG0OCMTT87
2046-05-15
2.500000
36963.00
33547.58
Agency Mortgage-Backed Securities
GNII SF AR0791 C
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
500438.00
355109.94
Agency Mortgage-Backed Securities
GNMI SF BJ2873 X
549300M8ZYFG0OCMTT87
2048-11-15
5.500000
995648.00
1059660.28
Agency Mortgage-Backed Securities
GNII SF MA5138 M
549300M8ZYFG0OCMTT87
2048-04-20
4.500000
122350720.00
109127131.70
Agency Mortgage-Backed Securities
GNII SF MA5738 M
549300M8ZYFG0OCMTT87
2034-02-20
4.000000
26770176.00
27383158.55
Agency Mortgage-Backed Securities
GNII SF MA2759 M
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
3190836.00
782042.67
Agency Mortgage-Backed Securities
06.000 FGPC A24182 G
2034-07-01
6.000000
100000.00
14537.93
Agency Mortgage-Backed Securities
05.000 FGPC Q59634 G
2048-11-01
5.000000
1077462.00
904891.75
Agency Mortgage-Backed Securities
06.000 FGPC G60529 G
2040-05-01
6.000000
2927912.00
1722262.76
Agency Mortgage-Backed Securities
03.500 FGPC Q40994 G
2046-06-01
3.500000
12078048.00
9732420.42
Agency Mortgage-Backed Securities
04.000 FGPC Q46246 G
2047-02-01
4.000000
9621072.00
8492750.76
Agency Mortgage-Backed Securities
03.000 FGPC Q45735 G
2047-01-01
3.000000
6247896.00
5285613.14
Agency Mortgage-Backed Securities
04.500 FGPC Q46756 G
2047-03-01
4.500000
715406.00
398364.10
Agency Mortgage-Backed Securities
GNII JM MA5009 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
3678964.00
3435873.50
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD5595
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
1000000.00
743341.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4279
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
11155312.00
11491845.52
Agency Mortgage-Backed Securities
04.000 FGPC Q51609 G
2047-10-01
4.000000
5400536.00
5481110.24
Agency Mortgage-Backed Securities
04.000 FGPC G30674 G
2033-12-01
4.000000
40700000.00
16535317.15
Agency Mortgage-Backed Securities
06.000 FGPC A51101 G
2036-07-01
6.000000
817765.00
8455.09
Agency Mortgage-Backed Securities
05.500 FGPC G04814 G
2038-10-01
5.500000
3017000.00
97838.57
Agency Mortgage-Backed Securities
06.000 FGPC G06570 G
2039-02-01
6.000000
11678000.00
663210.70
Agency Mortgage-Backed Securities
05.500 FGPC G12582 G
2022-02-01
5.500000
46227392.00
610352.58
Agency Mortgage-Backed Securities
04.000 FGPC Q47409 G
2047-04-01
4.000000
11599248.00
10060745.08
Agency Mortgage-Backed Securities
04.000 FGPC Q48987 G
2047-07-01
4.000000
1835500.00
1847309.60
Agency Mortgage-Backed Securities
04.500 FGPC V83518 G
2047-10-01
4.500000
43368768.00
37391129.69
Agency Mortgage-Backed Securities
04.000 FGPC V84637 G
2048-09-01
4.000000
11183856.00
11082219.03
Agency Mortgage-Backed Securities
04.000 FGPC Q37476 G
2045-11-01
4.000000
146354176.00
87687873.88
Agency Mortgage-Backed Securities
03.500 FGPC Q60139 G
2048-11-01
3.500000
1098696.00
1109393.18
Agency Mortgage-Backed Securities
03.000 FGPC J36820 G
2032-04-01
3.000000
2313048.00
1523095.48
Agency Mortgage-Backed Securities
04.000 FGPC Q19733 G
2043-06-01
4.000000
9488080.00
5197605.94
Agency Mortgage-Backed Securities
02.500 FGPC V61346 G
2031-10-01
2.500000
1235000.00
880487.68
Agency Mortgage-Backed Securities
05.500 FGPC Q60629 G
2049-01-01
5.500000
1040190.00
1097667.24
Agency Mortgage-Backed Securities
GNMI SF 711680 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
6604872.00
4483737.59
Agency Mortgage-Backed Securities
GNII SF 003544 M
549300M8ZYFG0OCMTT87
2034-04-20
5.500000
47435040.00
2517197.24
Agency Mortgage-Backed Securities
GNMI SF 747266 X
549300M8ZYFG0OCMTT87
2040-09-15
5.000000
388491.00
41613.25
Agency Mortgage-Backed Securities
GNII SF AW9625 C
549300M8ZYFG0OCMTT87
2046-11-20
4.000000
266884.00
246934.93
Agency Mortgage-Backed Securities
GNMI SF AY1221 X
549300M8ZYFG0OCMTT87
2047-01-15
3.000000
820450.00
781675.85
Agency Mortgage-Backed Securities
GNMI SF AZ0515 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
254073.00
105678.23
Agency Mortgage-Backed Securities
GNMI SF BD5718 X
549300M8ZYFG0OCMTT87
2047-12-15
3.000000
651756.00
633450.99
Agency Mortgage-Backed Securities
GNII SF MA4197 M
549300M8ZYFG0OCMTT87
2047-01-20
4.000000
425000.00
272642.53
Agency Mortgage-Backed Securities
GNMI SF AW6591 X
549300M8ZYFG0OCMTT87
2046-12-15
4.500000
266603.00
130900.89
Agency Mortgage-Backed Securities
GNMI SF AQ1948 X
549300M8ZYFG0OCMTT87
2046-12-15
3.000000
671343.00
637018.90
Agency Mortgage-Backed Securities
GNII SF BG3044 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
3366330.00
3350973.88
Agency Mortgage-Backed Securities
GNII SF BG8334 C
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
2348124.00
2394369.61
Agency Mortgage-Backed Securities
GNII SF BJ8573 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
2416292.00
2533897.23
Agency Mortgage-Backed Securities
GNII SF BK5732 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1405604.00
1498709.03
Agency Mortgage-Backed Securities
GNII SF BL3036 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1070362.00
1150363.91
Agency Mortgage-Backed Securities
GNII SF BA9120 C
549300M8ZYFG0OCMTT87
2047-09-20
4.500000
1041192.00
1057679.08
Agency Mortgage-Backed Securities
GNII SF BB7833 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1072042.00
748759.75
Agency Mortgage-Backed Securities
GNII SF BD6008 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
258834.00
260106.22
Agency Mortgage-Backed Securities
GNMI SF BD7201 X
549300M8ZYFG0OCMTT87
2047-12-15
5.000000
50513.00
34380.80
Agency Mortgage-Backed Securities
GNII SF BG0630 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
175152.00
172934.49
Agency Mortgage-Backed Securities
GNII SF MA5708 M
549300M8ZYFG0OCMTT87
2049-01-20
3.000000
5077680.00
4960352.55
Agency Mortgage-Backed Securities
GNII SF MA5746 M
549300M8ZYFG0OCMTT87
2030-11-20
8.000000
201554.00
223055.06
Agency Mortgage-Backed Securities
GNII SF MA5875 M
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
15022992.00
15310223.26
Agency Mortgage-Backed Securities
GNII SF MA5879 M
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
21888640.00
23232570.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB7272
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.000000
50203.00
26376.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE7585
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
1297958.00
284139.36
Agency Mortgage-Backed Securities
GNII SF MA2073 M
549300M8ZYFG0OCMTT87
2044-07-20
3.500000
36600000.00
12918892.92
Agency Mortgage-Backed Securities
04.500 FGPC Q57402 G
2048-07-01
4.500000
137000.00
135167.10
Agency Mortgage-Backed Securities
05.000 FGPC G61854 G
2049-01-01
5.000000
39799104.00
41557776.18
Agency Mortgage-Backed Securities
FNMS 04.000 CRAQ2294
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.000000
12000000.00
6946958.78
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8292
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.500000
84493.00
62288.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD3122
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4409072.00
3384290.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0558
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.420000
1000.00
1034.11
Agency Mortgage-Backed Securities
02.500 FGPC J35913 G
2031-12-01
2.500000
3151676.00
2325638.92
Agency Mortgage-Backed Securities
04.500 FGPC Q60342 G
2048-12-01
4.500000
3961744.00
4156387.00
Agency Mortgage-Backed Securities
GNMI SF 677950 X
549300M8ZYFG0OCMTT87
2047-12-15
4.000000
439342.00
400938.98
Agency Mortgage-Backed Securities
GNMI SF AZ5535 X
549300M8ZYFG0OCMTT87
2047-05-15
3.000000
1007064.00
967970.90
Agency Mortgage-Backed Securities
GNMI SF 580992 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
334335.00
5436.90
Agency Mortgage-Backed Securities
GNMI SF 758921 X
549300M8ZYFG0OCMTT87
2038-06-15
3.000000
70345.00
46227.20
Agency Mortgage-Backed Securities
GNII SF AS4324 C
549300M8ZYFG0OCMTT87
2046-06-20
4.000000
800000.00
716412.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2976
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
860000.00
388996.28
Agency Mortgage-Backed Securities
GNMI SF AV7479 X
549300M8ZYFG0OCMTT87
2046-09-15
4.500000
816673.00
688450.18
Agency Mortgage-Backed Securities
GNII SF BL4645 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
3639024.00
3913027.14
Agency Mortgage-Backed Securities
GNII SF BM1143 C
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
3005104.00
3106732.57
Agency Mortgage-Backed Securities
GNMI SF AE3305 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
1680886.00
1527605.96
Agency Mortgage-Backed Securities
GNMI SF 737789 X
549300M8ZYFG0OCMTT87
2040-12-15
3.500000
2634656.00
856450.03
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
500000000.00
500000000.00
0.0237
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.410000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JVLN2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
400.00
399.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-15
7.250000
100.00
117.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
43630700.00
44649694.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
12416600.00
12677986.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.625000
92121000.00
93561002.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.875000
100.00
99.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
1.625000
1431000.00
1424659.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
1383600.00
1463428.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.625000
49999700.00
49832688.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
1.625000
487100.00
484517.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
2.020860
1000.00
1005.54
U.S. Treasuries (including strips)
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0241
200000000.00
200000000.00
0.0095
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.430000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JVLR3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2015-019 AF
549300M8ZYFG0OCMTT87
2057-01-16
3.064000
50000000.00
20259965.39
Agency Collateralized Mortgage Obligation
GNRA 2017-185 AD
549300M8ZYFG0OCMTT87
2059-04-16
2.600000
25000000.00
23454290.40
Agency Collateralized Mortgage Obligation
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
177506000.00
181240158.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
255734000.00
249999979.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3009
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
6000.00
5952.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
86558208.00
80608924.65
Agency Mortgage-Backed Securities
FNMS 06.500 CL765414
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.500000
349999.00
9818.90
Agency Mortgage-Backed Securities
05.500 FGPC C01623 G
2033-09-01
5.500000
874915.00
26829.98
Agency Mortgage-Backed Securities
04.500 FGPC G61602 G
2048-08-01
4.500000
10900000.00
11077803.97
Agency Mortgage-Backed Securities
FNMS 07.500 CL545304
B1V7KEBTPIMZEU4LTD58
2031-11-01
7.500000
2112440.00
7195.01
Agency Mortgage-Backed Securities
04.000 FGPC V83097 G
2047-04-01
4.000000
10219800.00
9107507.77
Agency Mortgage-Backed Securities
06.000 FGPC D97994 G
2026-10-01
6.000000
1048032.00
23823.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA1727
B1V7KEBTPIMZEU4LTD58
2043-11-01
5.000000
369457.00
91808.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3626
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.000000
289845.00
286025.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE4282
B1V7KEBTPIMZEU4LTD58
2025-09-01
3.500000
205000.00
18212.93
Agency Mortgage-Backed Securities
GNII SF MA2798 M
549300M8ZYFG0OCMTT87
2030-05-20
3.500000
248491.00
110515.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3453
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
11281792.00
10668590.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5819
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
31214400.00
32603666.24
Agency Mortgage-Backed Securities
FNMS 03.500 CRCA1227
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1217652.00
1205565.30
Agency Mortgage-Backed Securities
FNAR XX.XXX S1962540
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.959000
25053344.00
1265970.27
Agency Mortgage-Backed Securities
FNMS 04.000 CI806157
B1V7KEBTPIMZEU4LTD58
2019-12-01
4.000000
1022982.00
9100.15
Agency Mortgage-Backed Securities
FNMS 05.500 CL808178
B1V7KEBTPIMZEU4LTD58
2035-03-01
5.500000
460000.00
15007.26
Agency Mortgage-Backed Securities
FNMS 04.500 CL809974
B1V7KEBTPIMZEU4LTD58
2035-03-01
4.500000
368396.00
14507.39
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
2033-11-01
3.000000
67008.00
63458.66
Agency Mortgage-Backed Securities
FNAR XX.XXX WS826147
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.246000
100000000.00
2046376.84
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS5628
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.000000
14401328.00
8325769.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8460
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
31000.00
26104.83
Agency Mortgage-Backed Securities
FNMS 02.500 CIAU2437
B1V7KEBTPIMZEU4LTD58
2030-06-01
2.500000
10777.00
5853.38
Agency Mortgage-Backed Securities
09.000 FRPC G80102 G
2027-11-25
9.000000
1000000.00
5939.72
Agency Mortgage-Backed Securities
FMAR 1B0206 G
2032-02-01
5.031000
5817490.00
41781.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109416
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.761330
11425000.00
11894795.58
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109569
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.802670
33800000.00
35325470.36
Agency Mortgage-Backed Securities
04.000 FGPC V84378 G
2048-06-01
4.000000
64701312.00
65827746.23
Agency Mortgage-Backed Securities
05.000 FGPC Q62811 G
2049-04-01
5.000000
1558602.00
1689483.70
Agency Mortgage-Backed Securities
04.000 FGPC Q41113 G
2046-03-01
4.000000
23990.00
16042.30
Agency Mortgage-Backed Securities
04.000 FGPC Q48105 G
2047-05-01
4.000000
11326580.00
10483931.37
Agency Mortgage-Backed Securities
03.500 FGPC Q51086 G
2047-10-01
3.500000
141154.00
135476.09
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW8960
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1348370.00
346330.89
Agency Mortgage-Backed Securities
FNMS 04.500 CL725025
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.500000
3472500.00
149257.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL8316
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
33134840.00
20382268.38
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM3788
B1V7KEBTPIMZEU4LTD58
2023-07-01
2.860000
29585000.00
28455221.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8090
B1V7KEBTPIMZEU4LTD58
2025-02-01
2.480000
1255000.00
1195287.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM8950
B1V7KEBTPIMZEU4LTD58
2040-06-01
3.140000
39525000.00
35006804.80
Agency Mortgage-Backed Securities
04.000 FGPC G13825 G
2025-05-01
4.000000
600000.00
39763.84
Agency Mortgage-Backed Securities
GNMI SF AD1732 X
549300M8ZYFG0OCMTT87
2043-02-15
2.500000
180000.00
86314.22
Agency Mortgage-Backed Securities
FNMS 07.000 CLAD0310
B1V7KEBTPIMZEU4LTD58
2038-12-01
7.000000
994000.00
26055.14
Agency Mortgage-Backed Securities
04.000 FGPC G60587 G
2046-02-01
4.000000
17845.00
11255.43
Agency Mortgage-Backed Securities
04.000 FGPC G60851 G
2046-06-01
4.000000
3244564.00
2177860.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5540
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
100000.00
52779.24
Agency Mortgage-Backed Securities
FNMS 04.500 CL727147
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.500000
883069.00
60673.93
Agency Mortgage-Backed Securities
FMAR 2B5674 G
2046-10-01
2.324000
38294080.00
21147244.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9128
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
1561000.00
965688.45
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8934
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.680000
12011000.00
12461045.50
Agency Mortgage-Backed Securities
FNMS 07.000 CL535149
B1V7KEBTPIMZEU4LTD58
2030-02-01
7.000000
5932370.00
17724.20
Agency Mortgage-Backed Securities
FNMS 07.500 CL639609
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.500000
1019400.00
22880.91
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL1874
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
8356780.00
2732891.81
Agency Mortgage-Backed Securities
04.500 FGPC U50167 G
2032-05-01
4.500000
3051784.00
903674.88
Agency Mortgage-Backed Securities
05.000 FGPC G04834 G
2036-03-01
5.000000
1725000.00
75821.51
Agency Mortgage-Backed Securities
05.500 FGPC G13645 G
2024-08-01
5.500000
6795000.00
189235.08
Agency Mortgage-Backed Securities
05.500 FGPC A62072 G
2037-06-01
5.500000
700597.00
16775.63
Agency Mortgage-Backed Securities
05.000 FGPC G01916 G
2035-09-01
5.000000
12000000.00
401202.84
Agency Mortgage-Backed Securities
05.500 FGPC G03728 G
2035-12-01
5.500000
1500000.00
145465.29
Agency Mortgage-Backed Securities
GNII SF MA5816 M
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
50000000.00
50837873.09
Agency Mortgage-Backed Securities
GNMI SF 602794 X
549300M8ZYFG0OCMTT87
2033-03-15
5.500000
1053582.00
15741.60
Agency Mortgage-Backed Securities
06.000 FGPC G04715 G
2038-06-01
6.000000
981000.00
25993.24
Agency Mortgage-Backed Securities
03.500 FGPC G08523 G
2043-02-01
3.500000
13950.00
6607.84
Agency Mortgage-Backed Securities
FNMS 06.000 CL682079
B1V7KEBTPIMZEU4LTD58
2032-11-01
6.000000
9574272.00
804906.99
Agency Mortgage-Backed Securities
05.000 FGPC G12402 G
2021-11-01
5.000000
1155000.00
12519.01
Agency Mortgage-Backed Securities
03.500 FGPC G07143 G
2042-09-01
3.500000
422503936.00
180762795.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO8588
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.431000
48108480.00
4833861.98
Agency Mortgage-Backed Securities
03.500 FGPC G14978 G
2024-01-01
3.500000
92229.00
24338.58
Agency Mortgage-Backed Securities
04.000 FGPC G13925 G
2025-06-01
4.000000
252000.00
30799.01
Agency Mortgage-Backed Securities
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0243
1100000000.00
1100000000.00
0.0521
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.460000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0JWF56
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
2.625000
809000.00
819473.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-23
0.00
84464000.00
82501647.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
1300.00
1297.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-10
0.00
100.00
98.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-07
0.00
200.00
197.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-02
0.00
1200.00
1180.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-30
0.00
10700.00
10507.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-27
0.00
100.00
98.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
1.750000
78800.00
78016.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
1.875000
99800.00
98404.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-15
1.375000
200.00
236.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
1336500.00
1434964.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
1.500000
100000.00
97132.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
102.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
3.875000
12200.00
14306.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
100.00
107.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
2600.00
2688.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
100.00
102.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
2.500000
16767000.00
16982311.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
0.875000
700.00
722.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
200.00
382.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.375000
200.00
298.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
1700.00
2390.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
1100.00
1578.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
400.00
580.06
U.S. Treasuries (including strips)
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0246
100000000.00
100000000.00
0.0047
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.490000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWF64
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
12.244500
94600000.00
18926162.81
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
16040580.00
842185.27
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBH9215
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
35607150.00
33517476.20
Agency Mortgage-Backed Securities
03.500 FGPC Q55239 G
2048-04-01
3.500000
20468696.00
19893364.19
Agency Mortgage-Backed Securities
04.500 FGPC Q58596 G
2048-09-01
4.500000
27947440.00
28776399.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9027
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
2133157.00
1189022.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9342
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
57528783.00
24220778.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
60355000.00
28912969.86
Agency Mortgage-Backed Securities
03.500 FGPC Q46151 G
2047-02-01
3.500000
3227587.00
2672378.75
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
2047-08-01
4.000000
30767828.00
29377280.40
Agency Mortgage-Backed Securities
04.000 FGPC Q51387 G
2047-10-01
4.000000
31155042.00
28954611.79
Agency Mortgage-Backed Securities
04.000 FGPC Q52426 G
2047-11-01
4.000000
31703968.00
29114999.01
Agency Mortgage-Backed Securities
03.500 FGPC Q52443 G
2047-11-01
3.500000
31090002.00
28335051.85
Agency Mortgage-Backed Securities
04.000 FGPC Q52723 G
2047-12-01
4.000000
30497905.00
28574239.11
Agency Mortgage-Backed Securities
03.500 FGPC G07317 G
2043-03-01
3.500000
49999999.00
22824401.13
Agency Mortgage-Backed Securities
04.000 FGPC C91761 G
2034-05-01
4.000000
50000000.00
21993989.39
Agency Mortgage-Backed Securities
04.000 FGPC V81321 G
2044-08-01
4.000000
30193779.00
20696007.53
Agency Mortgage-Backed Securities
04.000 FGPC Q39439 G
2046-03-01
4.000000
36245233.00
25676509.36
Agency Mortgage-Backed Securities
04.000 FGPC Q60873 G
2049-01-01
4.000000
22733694.00
23323452.15
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0668
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.500000
125999427.00
23666606.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
40907217.00
37451881.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
29156904.00
26990244.37
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3391
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
35000000.00
31740806.28
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3465
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.000000
20000000.00
19568806.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1391
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
38648716.00
34995752.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1567
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
14003435.00
12938447.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2535
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
28500000.00
29416951.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2798
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
24999919.00
26092342.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2858
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
28000000.00
28713070.63
Agency Mortgage-Backed Securities
FNMS 04.500 CL890587
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.500000
44900000.00
18342343.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
22068262.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4592
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
12214969.00
10996560.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7484
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
23735206.00
23483779.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
20167141.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0873
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
25405633.00
24713962.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0622
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
40179354.00
35962437.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6597
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
73057000.00
37287280.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9816
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
12305004.00
11130692.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU8868
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
20005221.00
11003986.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8167
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
30000000.00
20957734.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9316
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
30746553.00
26016461.82
Agency Mortgage-Backed Securities
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0249
923000000.00
923000000.00
0.0437
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.500000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWG14
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC Q59584 G
2048-11-01
4.000000
80702.00
77388.70
Agency Mortgage-Backed Securities
FNMS 03.000 CI890867
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.000000
65738120.00
63056678.58
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3547
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.000000
46793907.00
44807818.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5432
B1V7KEBTPIMZEU4LTD58
2049-02-01
2.907000
37303568.00
35769880.84
Agency Mortgage-Backed Securities
FMAR 840876 G
2048-11-01
2.366000
5840000.00
5601232.25
Agency Mortgage-Backed Securities
FMAR 840878 G
2048-11-01
3.079000
26482368.00
25331926.69
Agency Mortgage-Backed Securities
FMAR 840881 G
2048-11-01
3.079000
26385774.00
25239532.11
Agency Mortgage-Backed Securities
03.500 FGPC G16563 G
2033-06-01
3.500000
5821834.00
5572903.88
Agency Mortgage-Backed Securities
03.000 FGPC G16663 G
2033-10-01
3.000000
903300.00
862978.22
Agency Mortgage-Backed Securities
02.500 FGPC G16724 G
2033-12-01
2.500000
3504662.00
3351088.43
Agency Mortgage-Backed Securities
04.000 FGPC Q50268 G
2047-08-01
4.000000
17974262.00
17238068.46
Agency Mortgage-Backed Securities
04.500 FGPC Q55639 G
2048-04-01
4.500000
100268.00
95945.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1119
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
18147536.00
17398890.22
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2397
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
117146.00
112023.99
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3556
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.500000
687528.00
658955.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5433
B1V7KEBTPIMZEU4LTD58
2049-02-01
2.906000
36739074.00
35227489.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLBM5466
B1V7KEBTPIMZEU4LTD58
2043-10-01
2.500000
36453396.00
34895100.98
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM5707
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
40606022.00
38939299.23
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN4295
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.500000
218143.00
208938.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1072
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
6351416.00
6073317.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK4970
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
11283435.00
10787300.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIBK5735
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
156771.00
150264.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5014
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
3257923.00
3124978.32
Agency Mortgage-Backed Securities
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0250
360000000.00
360000000.00
0.0170
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.750000%
8NAV47T0Y26Q87Y0QP81
0000065106
ARP0JWSG8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G08877 G
2049-04-01
4.000000
101813662.00
104929997.20
Agency Mortgage-Backed Securities
03.000 FGPC G08886 G
2049-04-01
3.000000
99911740.00
99010003.24
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
198000000.00
198000000.00
0.0094
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.510000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWSH6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS3251
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
54211597.00
30452993.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0770
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
55063402.00
51159746.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3386
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
25047026.00
21489130.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5353
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
50000000.00
51526207.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3664
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
50000000.00
51472461.11
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0255
200000000.00
200000000.00
0.0095
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.760000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0JWSJ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
2021-09-17
2.158940
3109000.00
3107478.36
Agency Debentures and Agency Strips
2.375 FHLB 20 G4931
2549001DPIFGXC1TOL40
2020-03-30
2.375000
940000.00
941512.62
Agency Debentures and Agency Strips
04.500 FGPC Q60540 G
2048-12-01
4.500000
58789.00
58471.02
Agency Mortgage-Backed Securities
FMAR 840946 G
2049-03-01
3.605000
11394176.00
11557892.30
Agency Mortgage-Backed Securities
FMAR 840947 G
2046-07-01
2.710000
6754777.00
6540438.79
Agency Mortgage-Backed Securities
04.000 FGPC G08618 G
2044-12-01
4.000000
22429.00
8994.06
Agency Mortgage-Backed Securities
FMAR 1Q1817 G
2038-05-01
4.366000
760815.00
386616.09
Agency Mortgage-Backed Securities
GNAR AF BK0851 C
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
42378.00
43302.36
Agency Mortgage-Backed Securities
GNII SF BK4174 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
21589.00
22564.94
Agency Mortgage-Backed Securities
GNII SF BK9487 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
611363.00
638878.10
Agency Mortgage-Backed Securities
GNII SF BI6761 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1074746.00
1123723.00
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
9027400.00
9306791.20
Agency Mortgage-Backed Securities
GNPL PN BA0342
549300M8ZYFG0OCMTT87
2054-01-15
4.250000
117620.00
124232.74
Agency Mortgage-Backed Securities
GNHA RM 892965 H
549300M8ZYFG0OCMTT87
2060-08-20
4.000000
1000000.00
393966.30
Agency Mortgage-Backed Securities
GNII SF BM3000 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
1966883.00
2055005.40
Agency Mortgage-Backed Securities
GNHA ML AH1050 H
549300M8ZYFG0OCMTT87
2065-03-20
4.825000
148242.00
103615.55
Agency Mortgage-Backed Securities
GNHA ML AQ2213 H
549300M8ZYFG0OCMTT87
2065-09-20
4.641000
515000.00
414277.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0559
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
1000.00
879.36
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL8476
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.464000
1346588.00
639308.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
7001.00
7357.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1839
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.612000
3000000.00
1974717.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3135
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.128000
590000.00
227763.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN4678
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
2511220.00
2687153.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5535
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.600000
211392.00
215720.46
Agency Mortgage-Backed Securities
FNAR XX.XXX S1894269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.453000
14366.00
858.41
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3657
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.000000
923889.00
930297.71
Agency Mortgage-Backed Securities
FNMS 05.500 GL595370
B1V7KEBTPIMZEU4LTD58
2031-05-01
5.500000
1490110.00
70725.74
Agency Mortgage-Backed Securities
FNMS 05.500 CLBD3609
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
1001.00
1075.05
Agency Mortgage-Backed Securities
04.000 FGPC Q04461 G
2041-11-01
4.000000
40000.00
12954.78
Agency Mortgage-Backed Securities
GNII JM MA4892 M
549300M8ZYFG0OCMTT87
2047-12-20
4.500000
471904.00
301482.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN3582
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1332540.00
1421440.09
Agency Mortgage-Backed Securities
GNHF RF 730347 H
549300M8ZYFG0OCMTT87
2059-12-20
5.460000
46831.00
3940.45
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3675
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
2762.00
2819.22
Agency Mortgage-Backed Securities
GNII SF 763018 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
406166.00
172914.47
Agency Mortgage-Backed Securities
GNII SF MA5304 M
549300M8ZYFG0OCMTT87
2023-06-20
5.500000
1000.00
864.96
Agency Mortgage-Backed Securities
GNII JM MA4712 M
549300M8ZYFG0OCMTT87
2047-09-20
4.500000
139101.00
72028.65
Agency Mortgage-Backed Securities
04.000 FGPC G08558 G
2043-11-01
4.000000
1007.00
315.22
Agency Mortgage-Backed Securities
05.000 FGPC A26833 G
2034-06-01
5.000000
2677841.00
27525.73
Agency Mortgage-Backed Securities
GNII SF BJ1511 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
7359.00
7699.73
Agency Mortgage-Backed Securities
GNPL PN BL3421
549300M8ZYFG0OCMTT87
2054-05-15
3.800000
40210.00
41475.53
Agency Mortgage-Backed Securities
GNHF RF BE1020 H
549300M8ZYFG0OCMTT87
2067-11-20
4.513000
1000.00
1125.00
Agency Mortgage-Backed Securities
GNHA AL BE9476 H
549300M8ZYFG0OCMTT87
2069-03-20
4.538000
101456.00
109794.43
Agency Mortgage-Backed Securities
GNII SF BG5694 C
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
39642.00
40161.01
Agency Mortgage-Backed Securities
GNII SF BI1316 C
549300M8ZYFG0OCMTT87
2049-02-20
5.500000
4529.00
4926.84
Agency Mortgage-Backed Securities
GNPL PN BI5349
549300M8ZYFG0OCMTT87
2053-11-15
4.010000
1043700.00
1082501.97
Agency Mortgage-Backed Securities
GNII JM MA4954 M
549300M8ZYFG0OCMTT87
2048-01-20
4.500000
845660.00
661776.20
Agency Mortgage-Backed Securities
GNII SF BE1673 C
549300M8ZYFG0OCMTT87
2048-06-20
5.500000
1192.00
1281.69
Agency Mortgage-Backed Securities
GNII SF BE1679 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
2970.00
3192.52
Agency Mortgage-Backed Securities
GNCL CL BE0992
549300M8ZYFG0OCMTT87
2060-01-15
3.380000
8659.00
8590.76
Agency Mortgage-Backed Securities
GNMI SF 636540 X
549300M8ZYFG0OCMTT87
2028-06-15
5.500000
73359.00
5400.13
Agency Mortgage-Backed Securities
GNII SF BL8663 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
485667.00
514511.57
Agency Mortgage-Backed Securities
GNPL PN AD5086
549300M8ZYFG0OCMTT87
2053-11-15
4.030000
2918400.00
3031280.04
Agency Mortgage-Backed Securities
GNMI SF 723651 X
549300M8ZYFG0OCMTT87
2040-02-15
5.000000
1090097.00
341350.24
Agency Mortgage-Backed Securities
GNHF RF BJ1152 H
549300M8ZYFG0OCMTT87
2068-08-20
3.988000
1106.00
1190.59
Agency Mortgage-Backed Securities
05.500 FGPC Q61865 G
2049-03-01
5.500000
590082.00
655799.48
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109797
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
623379.00
656266.61
Agency Mortgage-Backed Securities
GNMI SF 738524 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
2638059.00
388139.52
Agency Mortgage-Backed Securities
GNHF RF AA1681 H
549300M8ZYFG0OCMTT87
2062-09-20
4.617000
1620.00
413.27
Agency Mortgage-Backed Securities
GNMI SF 705934 X
549300M8ZYFG0OCMTT87
2041-12-15
3.500000
600000.00
406289.55
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
2.625000
900.00
908.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-18
0.00
200.00
198.96
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0280
52000000.00
52000000.00
0.0025
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.750000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWSN3
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
94524400.00
95970207.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
2.000000
93534700.00
91724186.02
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
184000000.00
184000000.00
0.0087
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.770000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JWSQ6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
1902.00
199.35
Agency Mortgage-Backed Securities
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
1577.00
165.29
Agency Mortgage-Backed Securities
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
3.168000
3184.00
116.70
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-10-25
2.785000
824023.00
751427.17
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
3.188000
226460.00
224815.68
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLMA3305
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1955153.00
1840262.38
Agency Mortgage-Backed Securities
GNAR AF MA2840 M
549300M8ZYFG0OCMTT87
2045-05-20
3.000000
3650307.00
974768.26
Agency Mortgage-Backed Securities
FMAR 1Q0293 G
2037-08-01
4.580000
3148.00
67.32
Agency Mortgage-Backed Securities
FMAR 2B5233 G
2046-03-01
2.607000
2250000.00
1125466.68
Agency Mortgage-Backed Securities
04.000 FGPC G11860 G
2019-06-01
4.000000
146315.00
32.05
Agency Mortgage-Backed Securities
GNAR AF MA4732 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
4216.00
3343.42
Agency Mortgage-Backed Securities
GNII SF MA4963 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
161469027.00
145071871.80
Agency Mortgage-Backed Securities
GNAR AF 082538 M
549300M8ZYFG0OCMTT87
2040-05-20
3.625000
1008.00
106.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ6096
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.785000
6781873.00
299883.20
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.165000
2013.00
62.00
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
40426276.00
39783110.12
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-07-18
0.00
300.00
298.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-02
0.00
200.00
199.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
3.000000
8898000.00
9007246.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-15
0.875000
401000.00
399057.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
2.750000
38357600.00
39039520.15
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
232000000.00
232000000.00
0.0110
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.470000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JWSR4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
2465000.00
2461179.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
10882700.00
10845916.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-05-15
4.500000
108831000.00
139348992.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.125000
100.00
104.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
91.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
1100.00
1149.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-15
2.375000
25739300.00
25841967.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.875000
600.00
598.53
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0250
175000000.00
175000000.00
0.0083
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.490000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWSS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 784295 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
36000000.00
29661908.65
Agency Mortgage-Backed Securities
GNII SP 784295 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
1500000.00
1235912.86
Agency Mortgage-Backed Securities
GNMI SF 704277 X
549300M8ZYFG0OCMTT87
2039-02-15
6.500000
779820.00
26820.94
Agency Mortgage-Backed Securities
GNMI SF 755956 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
401225.00
108689.51
Agency Mortgage-Backed Securities
GNMI SP 782539 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
125760.00
5780.84
Agency Mortgage-Backed Securities
GNMI SP 783538 X
549300M8ZYFG0OCMTT87
2034-12-15
5.000000
1670000.00
363807.97
Agency Mortgage-Backed Securities
GNMI SF 651192 X
549300M8ZYFG0OCMTT87
2036-01-15
7.000000
1325264.00
40046.60
Agency Mortgage-Backed Securities
GNMI SF 794575 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
613155.00
254435.81
Agency Mortgage-Backed Securities
GNMI SF BF1292 X
549300M8ZYFG0OCMTT87
2048-03-15
4.000000
32820.00
30466.73
Agency Mortgage-Backed Securities
GNMI SF AE7070 X
549300M8ZYFG0OCMTT87
2028-05-15
2.500000
1226722.00
711651.09
Agency Mortgage-Backed Securities
GNII JM 004554 M
549300M8ZYFG0OCMTT87
2039-10-20
5.000000
700000.00
16991.13
Agency Mortgage-Backed Securities
GNMI SF BD4792 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
150194.00
146164.37
Agency Mortgage-Backed Securities
GNMI SF BD7185 X
549300M8ZYFG0OCMTT87
2047-11-15
5.000000
51548.00
35854.11
Agency Mortgage-Backed Securities
GNMI SF 748670 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
1927408.00
541887.94
Agency Mortgage-Backed Securities
GNMI SF 762839 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
2700000.00
631212.88
Agency Mortgage-Backed Securities
GNMI SF 770011 X
549300M8ZYFG0OCMTT87
2028-12-15
2.500000
351037.00
241828.18
Agency Mortgage-Backed Securities
GNMI SF 704194 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
1230094.00
66010.20
Agency Mortgage-Backed Securities
GNMI SP 783007 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
7348310.00
1614476.60
Agency Mortgage-Backed Securities
GNMI SF 778612 X
549300M8ZYFG0OCMTT87
2041-11-15
4.000000
2384004.00
558004.55
Agency Mortgage-Backed Securities
GNMI SF 704580 X
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
65682304.00
4988558.66
Agency Mortgage-Backed Securities
GNMI SF 761818 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
300990.00
141369.28
Agency Mortgage-Backed Securities
GNMI SF 755071 X
549300M8ZYFG0OCMTT87
2042-09-15
3.000000
58810.00
28681.79
Agency Mortgage-Backed Securities
GNMI SF 794219 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
964114.00
218677.78
Agency Mortgage-Backed Securities
GNMI SF BF0572 X
549300M8ZYFG0OCMTT87
2048-01-15
3.000000
739922.00
718148.07
Agency Mortgage-Backed Securities
GNMI SF BF1229 X
549300M8ZYFG0OCMTT87
2048-02-15
3.500000
69495.00
66432.72
Agency Mortgage-Backed Securities
GNMI SF 738636 X
549300M8ZYFG0OCMTT87
2041-08-15
3.500000
24802.00
7193.53
Agency Mortgage-Backed Securities
GNMI SF 797963 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
819280.00
368418.08
Agency Mortgage-Backed Securities
GNMI SF AB1647 X
549300M8ZYFG0OCMTT87
2042-09-15
3.500000
100000.00
39596.28
Agency Mortgage-Backed Securities
GNII JM MA4059 M
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
24859488.00
16491001.79
Agency Mortgage-Backed Securities
GNII JM MA5255 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
11562512.00
9650309.94
Agency Mortgage-Backed Securities
GNMI SF 776179 X
549300M8ZYFG0OCMTT87
2041-11-15
4.000000
918818.00
282238.61
Agency Mortgage-Backed Securities
GNMI SF 762912 X
549300M8ZYFG0OCMTT87
2041-04-15
4.000000
5500000.00
544804.27
Agency Mortgage-Backed Securities
GNMI SF 769944 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
133855.00
28688.19
Agency Mortgage-Backed Securities
GNMI SF 761212 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
144000.00
50350.63
Agency Mortgage-Backed Securities
GNMI SF 775131 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
49000.00
14915.85
Agency Mortgage-Backed Securities
GNMI SF 776543 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
602824.00
360243.78
Agency Mortgage-Backed Securities
GNMI SF 763853 X
549300M8ZYFG0OCMTT87
2038-07-15
3.000000
787443.00
549600.83
Agency Mortgage-Backed Securities
GNMI SF 772641 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
75114.00
18290.61
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
31665600.00
32510265.53
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0253
100000000.00
100000000.00
0.0047
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.750000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JWSV5
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
0.875000
5063200.00
5186759.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
3250700.00
3321717.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
239945100.00
240714292.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
80901300.00
80262428.24
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
323000000.00
323000000.00
0.0153
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.730000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0JWSW3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-07-15
0.375000
218792500.00
223820606.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
164517600.00
174009630.50
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0277
390000000.00
390000000.00
0.0185
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWSY9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.000 FGPC A64769 G
2037-08-01
6.000000
1875344.00
277557.20
Agency Mortgage-Backed Securities
04.500 FGPC G08587 G
2044-05-01
4.500000
25801.00
7844.77
Agency Mortgage-Backed Securities
05.000 FGPC C91194 G
2028-07-01
5.000000
618941.00
17243.36
Agency Mortgage-Backed Securities
GNII SF BF2214 C
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
83007.00
79145.84
Agency Mortgage-Backed Securities
06.000 FGPC C90940 G
2025-12-01
6.000000
185114.00
7855.80
Agency Mortgage-Backed Securities
03.000 FGPC V80006 G
2043-04-01
3.000000
26048400.00
14231526.58
Agency Mortgage-Backed Securities
03.000 FGPC Q32916 G
2045-04-01
3.000000
193777.00
124140.75
Agency Mortgage-Backed Securities
GNII SF BB0558 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
345674.00
316817.35
Agency Mortgage-Backed Securities
GNII SF BL1468 C
549300M8ZYFG0OCMTT87
2048-12-20
4.000000
374415.00
387868.34
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
15000000.00
15000000.00
0.0007
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWSZ6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-10-15
1.625000
200269900.00
198306450.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
2.875000
54555200.00
56693573.50
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
250000000.00
250000000.00
0.0118
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWT77
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
02.500 FGPC J23931 G
2028-05-01
2.500000
76000000.00
29892353.07
Agency Mortgage-Backed Securities
03.500 FGPC J30440 G
2030-01-01
3.500000
920000.00
536541.42
Agency Mortgage-Backed Securities
04.500 FGPC Q22201 G
2043-10-01
4.500000
1043586.00
120926.05
Agency Mortgage-Backed Securities
02.500 FGPC V61746 G
2032-08-01
2.500000
1413084.00
1204629.95
Agency Mortgage-Backed Securities
04.000 FGPC V80453 G
2043-09-01
4.000000
91511424.00
38946772.76
Agency Mortgage-Backed Securities
05.000 FGPC G07962 G
2041-11-01
5.000000
500000.00
203936.60
Agency Mortgage-Backed Securities
04.000 FGPC Q47207 G
2047-04-01
4.000000
5022672.00
4260051.99
Agency Mortgage-Backed Securities
04.500 FGPC Q59387 G
2048-11-01
4.500000
5677680.00
5942284.28
Agency Mortgage-Backed Securities
07.000 FRPC G80386 G
2039-01-15
7.000000
5265056.00
1300952.76
Agency Mortgage-Backed Securities
04.500 FGPC K94288 G
2038-06-01
4.500000
1188894.00
1228562.19
Agency Mortgage-Backed Securities
04.500 FGPC A13647 G
2033-09-01
4.500000
89215.00
8654.85
Agency Mortgage-Backed Securities
GNII SF BL1064 C
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
830255.00
860191.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5179
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.000000
9800000.00
9451288.88
Agency Mortgage-Backed Securities
GNMI SF 798129 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
4363208.00
146494.82
Agency Mortgage-Backed Securities
GNMI SF AA4772 X
549300M8ZYFG0OCMTT87
2042-07-15
3.500000
1790222.00
997925.83
Agency Mortgage-Backed Securities
GNII SF MA0857 M
549300M8ZYFG0OCMTT87
2035-03-20
6.000000
3003412.00
529080.08
Agency Mortgage-Backed Securities
GNMI SF 603333 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
1473612.00
71136.92
Agency Mortgage-Backed Securities
02.500 FGPC G16407 G
2033-01-01
2.500000
79424.00
66869.10
Agency Mortgage-Backed Securities
03.000 FGPC G08795 G
2048-01-01
3.000000
4943408.00
4571535.75
Agency Mortgage-Backed Securities
04.000 FGPC J14630 G
2026-02-01
4.000000
2851116.00
449172.73
Agency Mortgage-Backed Securities
05.000 FGPC A88191 G
2039-09-01
5.000000
4000060.00
698260.61
Agency Mortgage-Backed Securities
06.000 FGPC A45794 G
2034-10-01
6.000000
3000000.00
110258.18
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
5140776.00
69595.94
Agency Mortgage-Backed Securities
06.000 FGPC A64440 G
2037-08-01
6.000000
6044904.00
74004.03
Agency Mortgage-Backed Securities
05.500 FGPC A65647 G
2037-09-01
5.500000
4000000.00
49907.21
Agency Mortgage-Backed Securities
06.000 FGPC A67434 G
2037-11-01
6.000000
26792384.00
457912.63
Agency Mortgage-Backed Securities
05.000 FGPC G05810 G
2040-02-01
5.000000
50000000.00
10488635.37
Agency Mortgage-Backed Securities
GNMI SF 675130 X
549300M8ZYFG0OCMTT87
2038-02-15
5.500000
609348.00
13261.04
Agency Mortgage-Backed Securities
GNMI SF 704062 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
175246.00
7047.71
Agency Mortgage-Backed Securities
06.000 FGPC C71860 G
2032-10-01
6.000000
1389860.00
18436.75
Agency Mortgage-Backed Securities
03.500 FGPC D98877 G
2032-01-01
3.500000
10951184.00
4020179.95
Agency Mortgage-Backed Securities
GNMI SF 511460 X
549300M8ZYFG0OCMTT87
2035-04-15
5.000000
150564.00
12297.76
Agency Mortgage-Backed Securities
GNMI SF 626925 X
549300M8ZYFG0OCMTT87
2045-03-15
4.000000
45000.00
33961.86
Agency Mortgage-Backed Securities
GNMI SF 670040 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
172645.00
105452.00
Agency Mortgage-Backed Securities
GNII SF AX3811 C
549300M8ZYFG0OCMTT87
2047-01-20
4.000000
1180126.00
948354.36
Agency Mortgage-Backed Securities
GNMI SF AY3765 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
6641960.00
2402719.12
Agency Mortgage-Backed Securities
04.500 FGPC Q62602 G
2048-12-01
4.500000
7649624.00
8153382.34
Agency Mortgage-Backed Securities
03.000 FGPC Q44665 G
2046-11-01
3.000000
329547.00
281291.43
Agency Mortgage-Backed Securities
03.500 FGPC Q56591 G
2048-06-01
3.500000
450000.00
438583.41
Agency Mortgage-Backed Securities
GNII SF BK0386 C
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
321828.00
333660.37
Agency Mortgage-Backed Securities
GNMI SF AB9289 X
549300M8ZYFG0OCMTT87
2042-12-15
3.000000
1174562.00
504391.69
Agency Mortgage-Backed Securities
GNII SF MA5571 M
549300M8ZYFG0OCMTT87
2027-01-20
7.500000
190070.00
97308.75
Agency Mortgage-Backed Securities
GNII JM MA5644 M
549300M8ZYFG0OCMTT87
2048-12-20
5.500000
1210134.00
1255537.51
Agency Mortgage-Backed Securities
GNMI SF BC6983 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
361393.00
300817.95
Agency Mortgage-Backed Securities
GNMI SF BF2191 X
549300M8ZYFG0OCMTT87
2048-02-15
5.000000
870374.00
903898.59
Agency Mortgage-Backed Securities
03.500 FGPC G16502 G
2033-05-01
3.500000
1010000.00
917372.77
Agency Mortgage-Backed Securities
GNMI SF 487696 X
549300M8ZYFG0OCMTT87
2041-12-15
3.500000
189102.00
38452.89
Agency Mortgage-Backed Securities
GNAR AT 080916 M
549300M8ZYFG0OCMTT87
2034-05-20
3.625000
15726896.00
1326050.39
Agency Mortgage-Backed Securities
GNAR AT 081257 M
549300M8ZYFG0OCMTT87
2035-02-20
3.375000
998764.00
50136.54
Agency Mortgage-Backed Securities
GNMI SF AG0440 X
549300M8ZYFG0OCMTT87
2043-08-15
3.000000
174603.00
57169.44
Agency Mortgage-Backed Securities
GNMI SF AP7078 X
549300M8ZYFG0OCMTT87
2045-10-15
3.000000
1020018.00
636564.66
Agency Mortgage-Backed Securities
GNMI SF AY1184 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
986859.00
906231.42
Agency Mortgage-Backed Securities
GNII SF MA1523 M
549300M8ZYFG0OCMTT87
2043-12-20
4.500000
376636.00
104603.41
Agency Mortgage-Backed Securities
GNMI SF 706009 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
808405.00
20573.70
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.750000
17992000.00
17700789.16
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
150000000.00
150000000.00
0.0071
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.760000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWT93
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF BD7167 X
549300M8ZYFG0OCMTT87
2047-11-15
5.000000
1305796.00
782813.67
Agency Mortgage-Backed Securities
GNMI SF AO0544 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
2672744.00
1477619.72
Agency Mortgage-Backed Securities
GNMI SF BC0597 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
692452.00
365805.60
Agency Mortgage-Backed Securities
GNII SF MA5567 M
549300M8ZYFG0OCMTT87
2026-03-20
5.500000
106747.00
67962.90
Agency Mortgage-Backed Securities
GNII SF MA5568 M
549300M8ZYFG0OCMTT87
2032-09-20
6.000000
210148.00
220738.68
Agency Mortgage-Backed Securities
GNII JM MA5584 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
474147.00
466163.87
Agency Mortgage-Backed Securities
GNII SF MA5631 M
549300M8ZYFG0OCMTT87
2032-12-20
8.000000
184393.00
201779.33
Agency Mortgage-Backed Securities
GNAR AT MA5671 M
549300M8ZYFG0OCMTT87
2048-12-20
3.000000
348471.00
348560.44
Agency Mortgage-Backed Securities
GNII JM MA5701 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
112100.00
114656.18
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
12981728.00
11971462.57
Agency Mortgage-Backed Securities
GNII JM MA5180 M
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
5655440.00
5503613.03
Agency Mortgage-Backed Securities
GNII JM MA4250 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
550974.00
434107.06
Agency Mortgage-Backed Securities
GNII JM MA5386 M
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
5286296.00
5158766.14
Agency Mortgage-Backed Securities
GNII JM MA4709 M
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
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5479202.97
Agency Mortgage-Backed Securities
GNMI SF AV8045 X
549300M8ZYFG0OCMTT87
2046-09-15
3.000000
1466470.00
1324140.61
Agency Mortgage-Backed Securities
GNMI SF AW4214 X
549300M8ZYFG0OCMTT87
2046-11-15
3.500000
2950000.00
2331132.29
Agency Mortgage-Backed Securities
GNII SF AX3518 C
549300M8ZYFG0OCMTT87
2046-12-20
4.000000
253337.00
230798.32
Agency Mortgage-Backed Securities
GNMI SF AX6128 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
4866200.00
4292051.00
Agency Mortgage-Backed Securities
GNMI SF AN5750 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
3485472.00
1795821.20
Agency Mortgage-Backed Securities
GNMI SF AR0689 X
549300M8ZYFG0OCMTT87
2046-03-15
4.000000
1517336.00
827001.45
Agency Mortgage-Backed Securities
GNMI SF AS4932 X
549300M8ZYFG0OCMTT87
2046-05-15
4.500000
87000.00
76956.08
Agency Mortgage-Backed Securities
GNMI SF AT2380 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
1181764.00
525790.80
Agency Mortgage-Backed Securities
GNMI SF AK7333 X
549300M8ZYFG0OCMTT87
2045-04-15
3.000000
1300000.00
815563.88
Agency Mortgage-Backed Securities
GNII SF AM4381 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
299388.00
202427.42
Agency Mortgage-Backed Securities
GNII SF BJ3728 C
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
702052.00
723690.55
Agency Mortgage-Backed Securities
GNII SF BJ2415 C
549300M8ZYFG0OCMTT87
2043-11-20
3.500000
1006910.00
1018083.70
Agency Mortgage-Backed Securities
GNMI SF BC8961 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
4958120.00
3816755.34
Agency Mortgage-Backed Securities
GNMI SF BC8973 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
4035912.00
3258403.58
Agency Mortgage-Backed Securities
GNMI SF BD0647 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
662089.00
633710.32
Agency Mortgage-Backed Securities
GNII SF MA1840 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
853298.00
246839.71
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
7000000.00
2003393.79
Agency Mortgage-Backed Securities
GNII FS MA2289 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
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33575.53
Agency Mortgage-Backed Securities
GNII JM MA2362 M
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
500000.00
52533.00
Agency Mortgage-Backed Securities
GNII FS MA2812 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
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329111.32
Agency Mortgage-Backed Securities
GNII FS MA2997 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
481574.00
196717.32
Agency Mortgage-Backed Securities
GNII JM MA4441 M
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
1107872.00
936287.67
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
75000.00
52520.68
Agency Mortgage-Backed Securities
GNII SF MA4067 M
549300M8ZYFG0OCMTT87
2046-11-20
2.500000
32252400.00
25279227.25
Agency Mortgage-Backed Securities
GNII SF MA0461 M
549300M8ZYFG0OCMTT87
2042-10-20
3.000000
13000.00
5214.99
Agency Mortgage-Backed Securities
GNII SF MA1450 M
549300M8ZYFG0OCMTT87
2043-11-20
4.500000
5068720.00
1229441.82
Agency Mortgage-Backed Securities
GNMI SF 777215 X
549300M8ZYFG0OCMTT87
2042-06-15
3.500000
1000000.00
335735.34
Agency Mortgage-Backed Securities
GNMI SF 777664 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
929250.00
114987.68
Agency Mortgage-Backed Securities
GNMI SF AA5750 X
549300M8ZYFG0OCMTT87
2042-10-15
3.500000
225847.00
74752.41
Agency Mortgage-Backed Securities
GNII SF AA5929 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
1147900.00
543647.95
Agency Mortgage-Backed Securities
GNMI SF 687913 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
35563072.00
4363397.64
Agency Mortgage-Backed Securities
GNMI SF 700926 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
403300.00
11536.84
Agency Mortgage-Backed Securities
GNII SP 784295 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
500000.00
411970.95
Agency Mortgage-Backed Securities
GNMI SP 784342 X
549300M8ZYFG0OCMTT87
2041-06-15
6.000000
4469000.00
3413776.27
Agency Mortgage-Backed Securities
GNII SP 784575 M
549300M8ZYFG0OCMTT87
2039-10-20
6.500000
10000000.00
10053560.60
Agency Mortgage-Backed Securities
GNII SF 752758 C
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
463148.00
128732.79
Agency Mortgage-Backed Securities
GNMI SP 781811 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
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11675.72
Agency Mortgage-Backed Securities
GNII SP 784445 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
200692.00
191684.09
Agency Mortgage-Backed Securities
GNII SP 784018 C
549300M8ZYFG0OCMTT87
2045-06-20
4.500000
461000.00
237048.64
Agency Mortgage-Backed Securities
GNAR AT 081845 M
549300M8ZYFG0OCMTT87
2037-02-20
3.375000
1300706.00
106387.78
Agency Mortgage-Backed Securities
GNAR AT 081892 M
549300M8ZYFG0OCMTT87
2037-05-20
3.625000
854086.00
85197.74
Agency Mortgage-Backed Securities
GNII SF 004837 M
549300M8ZYFG0OCMTT87
2040-10-20
6.000000
423030.00
43645.17
Agency Mortgage-Backed Securities
GNAR AT 081764 M
549300M8ZYFG0OCMTT87
2036-08-20
3.750000
703377.00
59125.20
Agency Mortgage-Backed Securities
GNAR AT 081795 M
549300M8ZYFG0OCMTT87
2036-11-20
4.125000
134189.00
18178.99
Agency Mortgage-Backed Securities
GNAR AT 081116 M
549300M8ZYFG0OCMTT87
2034-10-20
4.125000
2000000.00
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Agency Mortgage-Backed Securities
GNAR AT 081150 M
549300M8ZYFG0OCMTT87
2034-11-20
4.125000
2000000.00
119379.80
Agency Mortgage-Backed Securities
GNII SF 005116 M
549300M8ZYFG0OCMTT87
2041-07-20
5.000000
210000.00
29116.37
Agency Mortgage-Backed Securities
GNMI SF 728979 X
549300M8ZYFG0OCMTT87
2025-01-15
4.000000
500000.00
41192.60
Agency Mortgage-Backed Securities
GNII SF 003187 M
549300M8ZYFG0OCMTT87
2032-01-20
6.000000
2005824.00
26159.88
Agency Mortgage-Backed Securities
GNMI SF BB5477 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
3048536.00
1763204.46
Agency Mortgage-Backed Securities
GNII SF BC3678 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
601985.00
585693.73
Agency Mortgage-Backed Securities
GNII JM MA4827 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
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5889576.09
Agency Mortgage-Backed Securities
GNMI SF AV3922 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
1405926.00
470933.18
Agency Mortgage-Backed Securities
GNMI SF BE1275 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
2955920.00
2209723.97
Agency Mortgage-Backed Securities
GNII SF BF3962 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1277212.00
1295331.40
Agency Mortgage-Backed Securities
GNII SF MA5707 M
549300M8ZYFG0OCMTT87
2048-12-20
2.500000
113527.00
109882.90
Agency Mortgage-Backed Securities
GNII SF MA5851 M
549300M8ZYFG0OCMTT87
2034-04-20
4.500000
830938.00
869808.45
Agency Mortgage-Backed Securities
GNAR AT MA5209 M
549300M8ZYFG0OCMTT87
2048-05-20
2.000000
1484350.00
1312277.66
Agency Mortgage-Backed Securities
GNII JM MA5252 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
7009528.00
6829453.57
Agency Mortgage-Backed Securities
GNII JM MA5456 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
13105504.00
12930094.28
Agency Mortgage-Backed Securities
GNII SF MA5499 M
549300M8ZYFG0OCMTT87
2033-10-20
4.500000
950402.00
918226.38
Agency Mortgage-Backed Securities
GNII JM MA4184 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
7867816.00
6227752.54
Agency Mortgage-Backed Securities
GNII JM MA4185 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
571908.00
401387.37
Agency Mortgage-Backed Securities
GNMI SF AU0803 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
1273448.00
1215598.31
Agency Mortgage-Backed Securities
GNII SF AV3085 C
549300M8ZYFG0OCMTT87
2046-08-20
4.000000
272204.00
229845.62
Agency Mortgage-Backed Securities
GNII SF BM9207 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
3861244.00
4010759.95
Agency Mortgage-Backed Securities
GNII SF AE8376 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1267180.00
1341625.28
Agency Mortgage-Backed Securities
GNMI SF AK6853 X
549300M8ZYFG0OCMTT87
2045-01-15
3.000000
400000.00
233257.85
Agency Mortgage-Backed Securities
GNMI SF AM7300 X
549300M8ZYFG0OCMTT87
2045-12-15
3.000000
764960.00
458468.58
Agency Mortgage-Backed Securities
GNII SF BL8971 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
3775150.00
3921347.30
Agency Mortgage-Backed Securities
GNII SF BM5984 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1144252.00
1190092.13
Agency Mortgage-Backed Securities
GNII SF BM5985 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1074614.00
1117065.79
Agency Mortgage-Backed Securities
GNII SF BM5986 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1862444.00
1934565.70
Agency Mortgage-Backed Securities
GNII SF BM6715 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
13908400.00
14447005.88
Agency Mortgage-Backed Securities
GNII SF BM9205 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
2698448.00
2805042.69
Agency Mortgage-Backed Securities
GNII SF BL1090 C
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
3077610.00
3192129.63
Agency Mortgage-Backed Securities
GNII SF BL2920 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
2439352.00
2577981.44
Agency Mortgage-Backed Securities
GNII SF BL2954 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
1941754.00
2043147.79
Agency Mortgage-Backed Securities
GNII SF BL2938 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1192862.00
1276066.19
Agency Mortgage-Backed Securities
GNII SF BL5195 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
19375200.00
20070095.85
Agency Mortgage-Backed Securities
GNII SF BL7178 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1752236.00
1820089.98
Agency Mortgage-Backed Securities
GNII SF BJ5218 C
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
326620.00
336277.59
Agency Mortgage-Backed Securities
GNII SF BJ5641 C
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
329912.00
340088.61
Agency Mortgage-Backed Securities
GNII SF BJ9554 C
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
2738670.00
2753893.12
Agency Mortgage-Backed Securities
GNII SF BK8944 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1659986.00
1770374.70
Agency Mortgage-Backed Securities
GNII SF BL0924 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1054612.00
1095452.08
Agency Mortgage-Backed Securities
GNII SF BG8636 C
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
3263092.00
3388936.23
Agency Mortgage-Backed Securities
GNII SF BH6396 C
549300M8ZYFG0OCMTT87
2042-10-20
2.500000
6396568.00
5965260.11
Agency Mortgage-Backed Securities
GNII SF BI4636 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1195030.00
1272908.60
Agency Mortgage-Backed Securities
GNII SF BJ2304 C
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
4493088.00
4488616.36
Agency Mortgage-Backed Securities
GNII SF BJ3436 C
549300M8ZYFG0OCMTT87
2048-11-20
5.500000
1792390.00
1890766.02
Agency Mortgage-Backed Securities
GNII JM MA3589 M
549300M8ZYFG0OCMTT87
2046-03-20
4.000000
621692.00
179774.56
Agency Mortgage-Backed Securities
GNMI SF 765950 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
26670.00
7291.59
Agency Mortgage-Backed Securities
GNMI SF 627030 X
549300M8ZYFG0OCMTT87
2045-12-15
3.000000
554855.00
473089.95
Agency Mortgage-Backed Securities
GNMI SF 635067 X
549300M8ZYFG0OCMTT87
2046-04-15
2.500000
678489.00
597544.52
Agency Mortgage-Backed Securities
GNMI SF 627006 X
549300M8ZYFG0OCMTT87
2045-10-15
4.000000
25000.00
20481.16
Agency Mortgage-Backed Securities
GNII SP 784474 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
1508000.00
1426412.81
Agency Mortgage-Backed Securities
GNII SP 784480 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
6992.00
6698.02
Agency Mortgage-Backed Securities
GNII SP 784481 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
39600.00
38188.77
Agency Mortgage-Backed Securities
GNMI SP 784284 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
13500000.00
10911223.27
Agency Mortgage-Backed Securities
GNAR AT 081187 M
549300M8ZYFG0OCMTT87
2034-12-20
4.125000
1739160.00
75759.84
Agency Mortgage-Backed Securities
GNAR AT 081447 M
549300M8ZYFG0OCMTT87
2035-08-20
3.750000
15270000.00
975538.24
Agency Mortgage-Backed Securities
GNAR AT 081815 M
549300M8ZYFG0OCMTT87
2036-12-20
4.125000
2000000.00
99538.90
Agency Mortgage-Backed Securities
GNMI SF AV6106 X
549300M8ZYFG0OCMTT87
2046-12-15
4.500000
186475.00
126360.87
Agency Mortgage-Backed Securities
GNMI SF 736619 X
549300M8ZYFG0OCMTT87
2037-07-15
4.500000
5926944.00
1924094.61
Agency Mortgage-Backed Securities
GNAR AT 080947 M
549300M8ZYFG0OCMTT87
2034-06-20
3.625000
12700000.00
1125063.04
Agency Mortgage-Backed Securities
GNMI SF 609029 X
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
2003672.00
141023.45
Agency Mortgage-Backed Securities
GNMI SF 370069 X
549300M8ZYFG0OCMTT87
2023-11-15
6.000000
507496.00
5408.48
Agency Mortgage-Backed Securities
GNMI SF 733902 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
1025000.00
369411.87
Agency Mortgage-Backed Securities
GNMI SF AX6161 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
196000.00
151342.33
Agency Mortgage-Backed Securities
GNII SF 003556 M
549300M8ZYFG0OCMTT87
2034-05-20
5.500000
28000000.00
1578554.21
Agency Mortgage-Backed Securities
GNII FS 004483 M
549300M8ZYFG0OCMTT87
2039-07-20
4.000000
50000.00
10661.72
Agency Mortgage-Backed Securities
GNII FS 004689 M
549300M8ZYFG0OCMTT87
2040-05-20
4.500000
106147.00
14205.11
Agency Mortgage-Backed Securities
GNMI SF AB2392 X
549300M8ZYFG0OCMTT87
2043-04-15
3.000000
21000.00
11438.31
Agency Mortgage-Backed Securities
GNMI SF 723320 X
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
9391808.00
1781349.46
Agency Mortgage-Backed Securities
GNAR AT 082614 M
549300M8ZYFG0OCMTT87
2040-09-20
3.750000
10000000.00
1113779.30
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0280
250000000.00
250000000.00
0.0118
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.720000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTA0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-18 FP
549300M8ZYFG0OCMTT87
2049-02-20
2.937750
84371.00
83920.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-11-15
2.983750
7975250.00
1962086.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-12-15
4.500000
349163.00
23512.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.839000
593713.00
271323.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
7541993.00
6810764.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
10676573.00
9733883.84
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
2222324.00
942923.34
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
4622.00
1972.08
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
2366004.00
634384.30
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
4575751.00
3935152.30
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.835500
10606315.00
9686845.97
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-25
2.985500
5730000.00
1379895.26
Agency Collateralized Mortgage Obligation
FNRM CL146DA R11F146
2041-09-25
4.000000
1362432.00
230248.97
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-25
3.485500
1127819.00
1150846.92
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
1221378.00
476191.89
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
1988807.00
843146.70
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
1480686.00
556644.03
Agency Collateralized Mortgage Obligation
GNRA 2009-083 TF
549300M8ZYFG0OCMTT87
2039-08-20
3.387750
33946259.00
1781667.09
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FQ
549300M8ZYFG0OCMTT87
2066-03-20
3.209000
5274740.00
4278778.45
Agency Collateralized Mortgage Obligation
GNRM 2014-002 GC
549300M8ZYFG0OCMTT87
2044-01-20
3.000000
7984135.00
1393974.65
Agency Collateralized Mortgage Obligation
GNRM 2018-55 CL
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
5181642.00
5078510.05
Agency Collateralized Mortgage Obligation
GNRA 2019-03 FE
549300M8ZYFG0OCMTT87
2049-01-20
2.838000
11438461.00
11027763.19
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.938000
6138424.00
6049735.70
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
5448502.00
136840.92
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
5027836.00
653579.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
655529.00
576575.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
14554588.00
13123014.56
Agency Collateralized Mortgage Obligation
GNRA 2008-051 FG
549300M8ZYFG0OCMTT87
2038-06-16
3.251750
10000000.00
1544253.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-05-15
2.933000
2740447.00
680013.99
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2059-02-25
2.889000
1000000.00
935765.01
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
396892.00
295949.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4794
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
5430324.00
4613193.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9596
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1658301.00
1505223.28
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
5696800.00
5527450.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
2126.00
947.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
34867968.00
20656198.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109724
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.885330
820402.00
863679.72
Agency Mortgage-Backed Securities
03.500 FGPC V84261 G
2048-05-01
3.500000
59033.00
56342.47
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
47738.00
42987.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.600000
37407240.00
3279398.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1505
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.939000
60527380.00
3133030.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0054
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.364000
48143628.00
3419861.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
2825480.00
2900815.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
130149.00
122452.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2214
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1341348.00
1388135.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2186
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
925642.00
938054.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
2749665.00
2845785.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
18939518.00
17339742.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
11504321.00
11888051.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
281954.00
292377.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3941
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
9822.00
10083.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8105
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1029176.00
1033146.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
752489.00
681223.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4341
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
928260.00
936044.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
344912.00
335952.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
20016.00
19844.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0181
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.389000
30615407.00
3420952.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0633
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.518000
37963398.00
4720201.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.643000
9200416.00
1237282.24
Agency Mortgage-Backed Securities
GNPL PN AB8598
549300M8ZYFG0OCMTT87
2057-03-15
3.740000
1032279.00
1043046.70
Agency Mortgage-Backed Securities
GNII SF AX3366 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
7929043.00
7801811.44
Agency Mortgage-Backed Securities
FNMS 03.000 CTBM5018
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
53520.00
51302.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1126654.00
1105879.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
1924697.00
1958591.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2084
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
2743212.00
2551998.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
321752.00
319436.35
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0532
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.916330
3580000.00
3798734.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0591
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.195330
1345246.00
1456867.21
Agency Mortgage-Backed Securities
04.000 FGPC Q55630 G
2048-04-01
4.000000
232513.00
227039.18
Agency Mortgage-Backed Securities
04.500 FGPC Q56109 G
2048-05-01
4.500000
13122.00
12713.24
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
2042-08-01
3.500000
2592.00
1222.25
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
2023032.00
876272.66
Agency Mortgage-Backed Securities
03.500 FGPC V82547 G
2046-08-01
3.500000
21621290.00
18827800.07
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
3767589.00
3495792.58
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
341389.00
297775.15
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
693533.00
670059.02
Agency Mortgage-Backed Securities
04.000 FGPC Q58085 G
2048-08-01
4.000000
6412815.00
6404041.92
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
5098240.00
3071345.50
Agency Mortgage-Backed Securities
04.000 FGPC G61647 G
2048-10-01
4.000000
14999102.00
15093508.95
Agency Mortgage-Backed Securities
04.500 FGPC G08867 G
2049-03-01
4.500000
7573759.00
7798577.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
859741.00
795853.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
832791.00
786808.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0820
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.727000
83083751.00
3265828.10
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ7716
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
4030031.00
996317.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK4889
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.864000
17700000.00
1262628.33
Agency Mortgage-Backed Securities
03.500 FGPC G60138 G
2045-08-01
3.500000
10802286.00
7213490.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ9901
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1291823.00
1260305.35
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7973
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
7342975.00
7391760.52
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
25164192.00
26522537.15
Agency Mortgage-Backed Securities
03.000 FGPC Q62596 G
2048-10-01
3.000000
10676173.00
10580863.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3980
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.643000
12699273.00
11997589.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8607
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
414060.00
346152.10
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0189
B1V7KEBTPIMZEU4LTD58
2057-06-01
3.000000
535000.00
476788.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
13939651.00
12514001.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT6153
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
23066003.00
10832489.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5576
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
907740.00
350912.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8408
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
4244768.00
1187371.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2894
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
2703355.00
1242711.63
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0276
345000000.00
345000000.00
0.0163
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.740000%
549300QJJX6CVVUXLE15
0001317808
ARP0JWTB8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 782707 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
13056770.00
1031279.03
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
185978244.00
96656937.07
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-10-10
0.00
100.00
98.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
318500.00
324461.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.750000
54293300.00
53666093.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
0.125000
1100.00
1181.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.375000
18795100.00
18601322.52
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0278
166000000.00
166000000.00
0.0079
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.500000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTC6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-18 FP
549300M8ZYFG0OCMTT87
2049-02-20
2.937750
2804826.00
2789854.39
Agency Collateralized Mortgage Obligation
GNRA 2019-20 FE
549300M8ZYFG0OCMTT87
2049-02-20
2.888000
5839550.00
5800300.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
1.00
0.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
3.033000
929942.00
422143.59
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-12-15
1.500000
2997551.00
1042204.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-11-15
2.883750
4369000.00
1032626.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
5231621.00
4724392.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
4.619000
737975.00
667112.31
Agency Collateralized Mortgage Obligation
GNRA 2009-083 TF
549300M8ZYFG0OCMTT87
2039-08-20
3.387750
24456934.00
1283620.52
Agency Collateralized Mortgage Obligation
GNRA 2018-20 FL
549300M8ZYFG0OCMTT87
2048-09-20
2.788000
5913209.00
5441744.51
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
246733.00
96196.47
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
450167.00
190846.48
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
5089497.00
1364620.25
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
939753.00
808188.90
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.835500
928279.00
847805.83
Agency Collateralized Mortgage Obligation
FNRM CL094VE R18F094
2030-04-25
3.500000
113909.00
113627.72
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.865500
4022130.00
522845.76
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
4.695170
44200190.00
2488714.01
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-11-25
3.005500
2968579.00
869723.53
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2046-02-25
2.835500
8500000.00
4782416.63
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.993000
5099601.00
5091119.57
Agency Collateralized Mortgage Obligation
04.500 FGPC G67719 G
2049-01-01
4.500000
9994754.00
10487451.32
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
134730.00
123449.35
Agency Mortgage-Backed Securities
04.500 FGPC Q57512 G
2048-07-01
4.500000
135770.00
138791.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8105
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
884590.00
888002.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0147
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
28121.00
25670.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
169745.00
159707.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9391
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1808054.00
1838282.90
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0173
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
13177792.00
13961263.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
87752836.00
86999351.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
8287637.00
8456633.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5327
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
24483.00
20108.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3493
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.219000
2319249.00
1806391.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ6112
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
800000.00
732687.69
Agency Mortgage-Backed Securities
GNII SF BC0744 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
88876.00
84165.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
249324.00
185912.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0465
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1293.00
1103.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2362
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
70000.00
61248.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9672
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
550000.00
399605.09
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP7987
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
2254138.00
815665.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6223
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
2746754.00
2000044.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6406
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
60000.00
30136.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
2422532.00
1819962.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8130
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
29610069.00
25857185.35
Agency Mortgage-Backed Securities
FNMS 05.500 CT256676
B1V7KEBTPIMZEU4LTD58
2027-04-01
5.500000
1448414.00
36268.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6899
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1923760.00
1983209.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9443
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
1338480.00
1247125.20
Agency Mortgage-Backed Securities
04.000 FGPC Q59263 G
2048-10-01
4.000000
24948.00
25863.05
Agency Mortgage-Backed Securities
03.000 FGPC G60808 G
2046-10-01
3.000000
117000.00
91197.22
Agency Mortgage-Backed Securities
03.000 FGPC G60039 G
2043-04-01
3.000000
91000.00
57694.27
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA2052
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
343560.00
183623.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1576415.00
1489373.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
15355123.00
14967635.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD5191
B1V7KEBTPIMZEU4LTD58
2025-04-01
4.000000
1576.00
97.69
Agency Mortgage-Backed Securities
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
1277238.00
1331239.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2640
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
35665.00
37316.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2859
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
18326311.00
18872598.78
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB4211
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
59681.00
15215.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK2517
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
1626650.00
445386.28
Agency Mortgage-Backed Securities
FNMS 06.500 ZL310024
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.500000
3181966.00
138785.65
Agency Mortgage-Backed Securities
FNAR XX.XXX WE333913
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.306000
193768201.00
1870039.11
Agency Mortgage-Backed Securities
04.500 FGPC G61458 G
2048-06-01
4.500000
9633187.00
9283390.89
Agency Mortgage-Backed Securities
03.500 FGPC G61546 G
2044-01-01
3.500000
28071.00
26403.06
Agency Mortgage-Backed Securities
03.500 FGPC G08865 G
2049-03-01
3.500000
2509299.00
2521389.83
Agency Mortgage-Backed Securities
03.500 FGPC Q07422 G
2042-04-01
3.500000
1200353.00
626907.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4377
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.463000
1180308.00
1201344.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBN7153
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.251000
584683.00
607661.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
28785526.00
25850125.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
251792.00
266721.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
448885.00
425035.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3777
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
864032.00
788978.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5791
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.976000
6680000.00
4124104.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
109392586.00
109664209.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL889929
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
1800000.00
88569.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9029
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
89273.00
64594.38
Agency Mortgage-Backed Securities
FNMS 03.500 CJAJ2310
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.500000
269040.00
22865.54
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1459
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
182042.00
84371.70
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
384000000.00
384000000.00
0.0182
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.750000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0JWTD4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ9274
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
1258752.00
1282483.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4679
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
1301934.00
1327471.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5408
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
21588541.00
22010212.77
Agency Mortgage-Backed Securities
04.000 FGPC Q59719 G
2048-11-01
4.000000
29296297.00
30013499.43
Agency Mortgage-Backed Securities
04.000 FGPC Q59726 G
2048-11-01
4.000000
19944574.00
20421237.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5322
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.296330
2900000.00
2930417.08
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4592
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.255000
5289000.00
5389787.62
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4724
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.275670
7096000.00
7256173.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
19346417.00
19702768.84
Agency Mortgage-Backed Securities
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
10000000.00
10210368.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
14500000.00
14795674.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2750
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
15075001.00
15429856.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2796
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
34569042.00
35424836.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1297
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
6554153.00
6681827.37
Agency Mortgage-Backed Securities
06.500 FGPC G61610 G
2039-09-01
6.500000
3874865.00
3953592.71
Agency Mortgage-Backed Securities
GNII SF MA5875 M
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
46532735.00
47422415.04
Agency Mortgage-Backed Securities
GNII SF MA5849 M
549300M8ZYFG0OCMTT87
2034-04-20
3.500000
183150.00
187446.41
Agency Mortgage-Backed Securities
GNII JM MA5866 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
2154787.00
2203356.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4377
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.463000
1498545.00
1525253.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN4259
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
28926.00
29606.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5333
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
60000000.00
61364878.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8997
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.410000
13875000.00
14176461.35
Agency Mortgage-Backed Securities
FNMS 04.000 CKBJ7724
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1707206.00
1740375.13
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
316000000.00
316000000.00
0.0150
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.750000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0JWTG7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH7102
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
2550000.00
2445135.53
Agency Mortgage-Backed Securities
04.500 FGPC Q60363 G
2048-12-01
4.500000
1923636.00
2010028.44
Agency Mortgage-Backed Securities
04.500 FGPC Q48945 G
2047-06-01
4.500000
934161.00
837009.14
Agency Mortgage-Backed Securities
04.000 FGPC Q55874 G
2048-05-01
4.000000
1060308.00
1092442.25
Agency Mortgage-Backed Securities
04.500 FGPC A96200 G
2041-01-01
4.500000
16614149.00
3739604.58
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
131684.00
58544.88
Agency Mortgage-Backed Securities
04.000 FGPC V84534 G
2048-08-01
4.000000
6120.00
6036.22
Agency Mortgage-Backed Securities
04.000 FGPC V84638 G
2048-09-01
4.000000
6214.00
6192.60
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
29089817.00
28531525.69
Agency Mortgage-Backed Securities
03.000 FGPC J17011 G
2026-10-01
3.000000
2920523.00
657456.67
Agency Mortgage-Backed Securities
FMAR 1Q1868 G
2036-05-01
4.660000
9267734.00
8285318.98
Agency Mortgage-Backed Securities
04.500 FGPC D98602 G
2031-03-01
4.500000
15119872.00
3066977.60
Agency Mortgage-Backed Securities
FMAR 2B0548 G
2042-06-01
4.504000
1969.00
147.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
64895360.00
52028351.98
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3632
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
1935920.00
1964533.50
Agency Mortgage-Backed Securities
FNMS 03.500 CTAB5912
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
1190000.00
332137.15
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1546
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
1787060.00
1109328.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
26586218.00
26128747.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
51150177.00
50802561.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
123545116.00
123965410.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
43950839.00
44242717.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5161
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
67612080.00
71989476.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1931
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
34062976.00
32399041.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2334
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
5812736.00
5711301.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2419
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
14005298.00
13781107.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8134
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.628000
2341000.00
1282010.41
Agency Mortgage-Backed Securities
05.000 FGPC A97517 G
2041-03-01
5.000000
303959.00
111616.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LB766254
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.590000
1052.00
35.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LB850662
B1V7KEBTPIMZEU4LTD58
2036-03-01
4.813000
1700.00
126.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM5340
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
2416772.00
2419734.58
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5375
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.630000
7370369.00
7305384.45
Agency Mortgage-Backed Securities
04.500 FGPC V84672 G
2048-09-01
4.500000
70793.00
69413.58
Agency Mortgage-Backed Securities
04.000 FGPC Q43886 G
2046-10-01
4.000000
13995249.00
10919443.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4857
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.413000
1034483.00
159693.13
Agency Mortgage-Backed Securities
05.500 FGPC C01649 G
2033-10-01
5.500000
3149703.00
75349.73
Agency Mortgage-Backed Securities
05.000 FGPC G08840 G
2048-08-01
5.000000
30389250.00
26803159.88
Agency Mortgage-Backed Securities
03.000 FGPC G18725 G
2034-03-01
3.000000
21064635.00
20927215.00
Agency Mortgage-Backed Securities
FMAR 1Q0378 G
2037-12-01
4.662000
20602125.00
188036.07
Agency Mortgage-Backed Securities
FMAR 2B0008 G
2041-12-01
4.610000
49472464.00
4913507.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0750
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.669000
17238267.00
1163747.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9450
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1652612.00
1730242.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3202
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
8565000.00
8890512.48
Agency Mortgage-Backed Securities
04.500 FGPC G06220 G
2041-01-01
4.500000
3000000.00
546913.51
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2043-08-15
3.625000
106446700.00
120111392.90
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
664013556.00
664013556.00
0.0314
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.750000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTK8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-04-30
2.250000
250802500.00
249999932.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-30
2.125000
144203800.00
143750170.50
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
386000000.00
386000000.00
0.0183
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.700000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWTL6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
2.000000
48423200.00
48122588.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
0.125000
13707200.00
14719408.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.375000
316100.00
312886.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
2.000000
99999900.00
98224741.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.000000
283700.00
284555.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
139436400.00
152003662.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-31
1.500000
69000.00
68677.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
242786000.00
249999883.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
2.375000
53595500.00
53577813.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
2.500000
117566200.00
118917962.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-09-30
2.750000
32815600.00
33076257.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-10-31
2.875000
668600.00
673974.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
3.000000
240485600.00
249360240.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-30
1.750000
285300.00
284871.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-15
0.750000
1216000.00
1214390.52
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0274
1000750349.00
1000750349.00
0.0474
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.770000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTP7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LB995813
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.405000
14912265.00
643146.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0038
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.120000
3000000.00
173311.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC3992
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.375000
25020799.00
3162743.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0265
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.471000
19327570.00
1059733.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0457
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.425000
9587563.00
1222216.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE2038
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.565000
75696054.00
5555689.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LB920985
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.495000
9000000.00
214004.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922881
B1V7KEBTPIMZEU4LTD58
2037-02-01
4.418000
2435000.00
54037.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LB940349
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.114000
31541197.00
245991.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LB987347
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.623000
30000.00
1220.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LB988131
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.625000
505000.00
29430.83
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995615
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.342000
300000.00
9521.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LB891244
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.293000
500000.00
15852.82
Agency Mortgage-Backed Securities
FNAR XX.XXX S1893489
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.373000
480000.00
9937.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LB897494
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.530000
2000.00
167.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LB906675
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.857000
30000.00
565.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB908580
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.676000
468000.00
19402.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LB920549
B1V7KEBTPIMZEU4LTD58
2036-11-01
4.475000
1400000.00
35996.06
Agency Mortgage-Backed Securities
FNAR XX.XXX S1886344
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.609000
20000.00
164.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB887626
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.716000
30000.00
1644.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LB887714
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.665000
4590000.00
89158.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888776
B1V7KEBTPIMZEU4LTD58
2037-08-01
4.405000
1490000.00
65432.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LB889789
B1V7KEBTPIMZEU4LTD58
2036-11-01
4.298000
5955000.00
353723.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5029
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.593000
31453941.00
28760252.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5030
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.593000
30881598.00
28225767.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5031
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.593000
30950591.00
28289048.63
Agency Mortgage-Backed Securities
FNAR XX.XXX S1886163
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.549000
20000.00
761.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4569
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.470000
20858499.00
18059308.65
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070146
B1V7KEBTPIMZEU4LTD58
2029-01-01
2.691000
31774895.00
23371.17
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.852000
1500000.00
2363.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128938
B1V7KEBTPIMZEU4LTD58
2019-07-01
2.625000
2000000.00
104.54
Agency Mortgage-Backed Securities
FNAR XX.XXX WS133451
B1V7KEBTPIMZEU4LTD58
2023-04-01
6.093000
1250000.00
3035.93
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004593
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.786000
100000.00
108.20
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004584
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
1000000.00
396.36
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004588
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
250000.00
126.88
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013205
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.500000
900000.00
387.60
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029139
B1V7KEBTPIMZEU4LTD58
2026-07-01
3.602000
836134.00
1333.83
Agency Mortgage-Backed Securities
FNAR XX.XXX AS077686
B1V7KEBTPIMZEU4LTD58
2019-06-01
2.306000
489700.00
311.69
Agency Mortgage-Backed Securities
FMAR 1B0889 G
2033-05-01
3.949000
200000.00
16296.07
Agency Mortgage-Backed Securities
FMAR 420211 G
2021-09-01
2.310000
2000000.00
8417.37
Agency Mortgage-Backed Securities
FMAR 840920 G
2049-01-01
3.105000
16404926.00
14628862.38
Agency Mortgage-Backed Securities
FMAR 847576 G
2035-12-01
4.637000
2075000.00
70857.42
Agency Mortgage-Backed Securities
FMAR 1J0244 G
2037-01-01
4.824000
5172478.00
161052.32
Agency Mortgage-Backed Securities
FMAR 1J0358 G
2037-04-01
4.367000
1850000.00
88788.28
Agency Mortgage-Backed Securities
FMAR 1J0405 G
2037-05-01
4.082000
2120000.00
62513.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735608
B1V7KEBTPIMZEU4LTD58
2035-03-01
4.633000
29660000.00
1236055.98
Agency Mortgage-Backed Securities
FMAR 840880 G
2048-11-01
4.859000
13468729.00
11171628.90
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004589
B1V7KEBTPIMZEU4LTD58
2024-03-01
5.000000
1030000.00
1459.17
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004591
B1V7KEBTPIMZEU4LTD58
2024-04-01
5.000000
1000000.00
381.61
Agency Mortgage-Backed Securities
FMAR 848902 G
2041-07-01
4.084000
10000.00
1552.99
Agency Mortgage-Backed Securities
FMAR 849294 G
2044-03-01
4.476000
3100000.00
484262.92
Agency Mortgage-Backed Securities
FMAR 2B1197 G
2043-02-01
2.320000
20000.00
8995.32
Agency Mortgage-Backed Securities
FMAR 2B1381 G
2043-06-01
4.061000
600000.00
85946.07
Agency Mortgage-Backed Securities
03.500 FGPC Q55650 G
2048-04-01
3.500000
3169801.00
3025413.53
Agency Mortgage-Backed Securities
FMAR 1N1463 G
2037-05-01
4.640000
3000000.00
41607.83
Agency Mortgage-Backed Securities
FMAR 1N1582 G
2037-05-01
3.855000
3570000.00
110323.30
Agency Mortgage-Backed Securities
FMAR 1G2348 G
2037-12-01
4.625000
21605341.00
254362.51
Agency Mortgage-Backed Securities
FMAR 1Q1434 G
2040-09-01
4.515000
7900000.00
913223.58
Agency Mortgage-Backed Securities
FMAR 1Q1593 G
2038-01-01
4.587000
17581664.00
4337228.16
Agency Mortgage-Backed Securities
FMAR 1Q1865 G
2039-11-01
4.519000
8525721.00
5423386.80
Agency Mortgage-Backed Securities
FMAR 1J1732 G
2037-06-01
4.563000
5190000.00
289359.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735982
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.535000
225000.00
10854.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745196
B1V7KEBTPIMZEU4LTD58
2036-01-01
4.420000
18310000.00
751973.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745064
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.291000
16389000.00
615373.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LB691260
B1V7KEBTPIMZEU4LTD58
2037-05-01
4.240000
6867195.00
269728.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LB691299
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.419000
17607057.00
984627.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LB704342
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.170000
1000000.00
13110.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5591
B1V7KEBTPIMZEU4LTD58
2045-01-01
2.956000
5310000.00
1581888.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LB672154
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.615000
350000.00
3247.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP1961
B1V7KEBTPIMZEU4LTD58
2042-08-01
2.446000
2000000.00
443358.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT4982
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.905000
1000000.00
36987.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.655000
10000000.00
1633501.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9636
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.092000
18453173.00
3798792.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8327
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.625000
2000000.00
843757.39
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM2905
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.180000
750000.00
611956.78
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAM3452
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.020000
1685000.00
1350707.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO3486
B1V7KEBTPIMZEU4LTD58
2042-06-01
2.393000
14425000.00
2886241.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7128
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.182000
897223.00
286031.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7335
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.268000
1512987.00
343806.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7748
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.505000
260000.00
88470.43
Agency Mortgage-Backed Securities
FMAR 1N0169 G
2036-07-01
4.450000
4800000.00
210751.02
Agency Mortgage-Backed Securities
FMAR 1N0333 G
2036-12-01
4.365000
75000.00
3223.47
Agency Mortgage-Backed Securities
FMAR 1N1433 G
2037-02-01
4.328000
124000.00
6758.68
Agency Mortgage-Backed Securities
FMAR 1N1447 G
2037-02-01
4.445000
1340000.00
27358.74
Agency Mortgage-Backed Securities
FMAR 1N1457 G
2037-01-01
4.309000
2742606.00
92042.22
Agency Mortgage-Backed Securities
FNAR XX.XXX S1872895
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.393000
15000.00
307.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LB879696
B1V7KEBTPIMZEU4LTD58
2037-12-01
4.746000
30000.00
1567.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3494
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.368000
7581701.00
6772412.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LB816361
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.413000
814022.00
43145.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LB817509
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.313000
26204766.00
1557490.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826129
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.097000
1900000.00
54494.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834934
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.315000
1835000.00
38286.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LB835515
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.580000
75000.00
4157.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LB841772
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.390000
900000.00
33220.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.578000
30788872.00
1200175.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745925
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.462000
310000.00
20980.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LB753898
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.553000
750000.00
19571.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LB782155
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.150000
800000.00
18849.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LB805386
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.436000
1554000.00
44209.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LB811593
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.375000
2400000.00
164436.95
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5027
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.623000
23094627.00
20386997.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5028
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.574000
37602155.00
32748611.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1806
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.052000
3161763.00
2524093.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4371
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.589000
22462176.00
14511360.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM3886
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.643000
8637396.00
6261098.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4002
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.446000
4926442.00
2253684.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7408
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.579000
23448241.00
21137937.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBK6206
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.409000
10827934.00
6723347.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK7946
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.613000
20097424.00
19087679.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1387
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.067000
14260000.00
9486771.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LB844740
B1V7KEBTPIMZEU4LTD58
2035-12-01
4.635000
2220751.00
47703.43
Agency Mortgage-Backed Securities
FNAR XX.XXX S1868367
B1V7KEBTPIMZEU4LTD58
2036-04-01
4.754000
10000.00
207.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7766
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.611000
780000.00
275903.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8319
B1V7KEBTPIMZEU4LTD58
2042-10-01
2.679000
50000.00
20420.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5287
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.701000
10900000.00
2470181.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4506
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.375000
10488339.00
2337304.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6244
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.121000
3034963.00
703806.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5548
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.523000
3000000.00
968551.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1418
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.375000
230000.00
39751.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1508
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.319000
10000000.00
1742013.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2642
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.461000
643000.00
127631.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2191
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.642000
2528454.00
341377.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2556
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.357000
8479277.00
1449342.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4093
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.542000
2100000.00
492908.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6600
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
6366000.00
750229.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ2158
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
50336481.00
2685196.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ7512
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.766000
63081409.00
8846633.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK2222
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.955000
1350000.00
56895.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK8397
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.755000
2891688.00
105296.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0529
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.609000
1225000.00
204549.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HT471406
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.100000
2179521.00
1561802.62
Agency Mortgage-Backed Securities
FNAR XX.XXX WS485627
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.742000
8400000.00
108252.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS563477
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.797000
150000.00
1975.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1234
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.449000
20000.00
3860.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH2406
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.849000
15200000.00
1179471.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7588
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.868000
50450805.00
3652433.76
Agency Mortgage-Backed Securities
FNAR XX.XXX WS312434
B1V7KEBTPIMZEU4LTD58
2025-02-01
2.904000
26749873.00
103519.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WS313731
B1V7KEBTPIMZEU4LTD58
2029-01-01
2.690000
35843917.00
47543.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WE421363
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.596000
18208440.00
39257.32
Agency Mortgage-Backed Securities
FNAR XX.XXX AM080313
B1V7KEBTPIMZEU4LTD58
2021-02-01
2.250000
2160000.00
27348.00
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064728
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.685000
500000.00
294.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8608
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.180000
20066168.00
10629305.56
Agency Mortgage-Backed Securities
03.000 FGPC G16663 G
2033-10-01
3.000000
18816899.00
17976944.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LB890574
B1V7KEBTPIMZEU4LTD58
2043-11-01
2.988000
21309741.00
11118922.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5243
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.674000
20873095.00
19879180.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0300
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.669000
17029485.00
16068317.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5391
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.056000
4166608.00
3695976.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4876
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.908000
8384811.00
7845283.78
Agency Mortgage-Backed Securities
FMAR 2B3989 G
2042-06-01
4.537000
5000000.00
946734.73
Agency Mortgage-Backed Securities
FMAR 840879 G
2048-11-01
4.569000
22967404.00
19703310.84
Agency Mortgage-Backed Securities
FNAR XX.XXX WS735858
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.763000
271173.00
9125.60
Agency Mortgage-Backed Securities
FNAR XX.XXX WS675285
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.726000
1000000.00
6171.97
Agency Mortgage-Backed Securities
FNAR XX.XXX WS675305
B1V7KEBTPIMZEU4LTD58
2033-01-01
4.840000
2000000.00
3451.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WD675364
B1V7KEBTPIMZEU4LTD58
2033-02-01
5.040000
500000.00
4750.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX8475
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.073000
27101468.00
10247814.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX9510
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.033000
20111660.00
10137673.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WS662745
B1V7KEBTPIMZEU4LTD58
2032-09-01
4.590000
500000.00
1886.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8607
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.091000
25183756.00
8146978.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM1392
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.440000
550000.00
482260.09
Agency Mortgage-Backed Securities
FNAR XX.XXX HIAN7095
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.300000
900000.00
856994.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6483
B1V7KEBTPIMZEU4LTD58
2045-03-01
2.984000
10042422.00
5425338.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3658
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.292000
3800000.00
3344303.20
Agency Mortgage-Backed Securities
FNAR XX.XXX WD724254
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.337000
215000.00
7208.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5026
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.464000
6520554.00
5468577.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3168
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.862000
29356645.00
24383368.01
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM5335
B1V7KEBTPIMZEU4LTD58
2034-02-01
2.500000
18068712.00
17238047.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK4804
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.751000
8175009.00
7672991.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK4805
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.588000
16149679.00
13945580.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4810
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.713000
25331260.00
7427186.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6126
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.059000
34913225.00
16518307.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WD337709
B1V7KEBTPIMZEU4LTD58
2025-12-01
4.572000
400000.00
857.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WD397134
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.460000
700000.00
719.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WS456070
B1V7KEBTPIMZEU4LTD58
2028-08-01
6.305000
500000.00
6611.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW0962
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.111000
1189000.00
432417.75
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
568000000.00
568000000.00
0.0269
N
Y
Y
N
The Charles Schwab Family of Funds
2019-05-07
Mark Fischer
Mark Fischer
Chief Financial Officer