0001145549-20-054534.txt : 20200908
0001145549-20-054534.hdr.sgml : 20200908
20200908163643
ACCESSION NUMBER: 0001145549-20-054534
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20200908
DATE AS OF CHANGE: 20200908
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: 201164521
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
2020-08-31
0000857156
549300I77JNLD629OV19
S000004506
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Exempt Government
N
32
93
16694038934.34
14082948866.86
15093522442.71
14973255118.77
23481028153.65
22453225067.59
22718677383.49
22367946259.88
0.00
0.4961
0.4252
0.4538
0.4572
0.6978
0.6780
0.6831
0.6830
0.0000
0.94
32668208981.07
32659829230.38
14744193.94
5911349.47
32668662075.79
32668409178.3210
1.0000
0.0022
1.0003
1.0003
1.0003
1.0003
0.0000
C000012381
0.00
17735561408.23
17735420614.0400
1.0003
1.0003
1.0003
1.0003
0.0000
1754115844.57
1708814968.70
1302718456.15
1464715992.27
1560551704.34
1512253500.88
1712070190.78
1526657011.47
0.00
0.00
6596706780.43
6531610456.96
0.0001
Y
Investment Advisor and its affiliates Voluntary 4,720,696
C000151955
0.00
14933100667.56
14932988564.2810
1.0003
1.0003
1.0003
1.0003
0.0000
281922024.46
442857380.65
123879475.70
296553607.25
157564753.14
285452939.15
140534776.67
477311108.11
0.00
0.00
744881197.33
1557500909.36
0.0001
Y
Investment Advisor and its affiliates Contractual 1,258,423 Investment Advisor and its affiliates Voluntary 1,623,637
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.190000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0019
10100000.00
10100000.00
0.0003
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.150000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0015
11410000.00
11410000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (DUBLIN RANCH SR APTS) SERIES 2003OO 0.110000%
13077V4K5
549300KTNI2GCJNX2U48
US13077V4K51
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0011
27500000.00
27500000.00
0.0008
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.110000%
13077V4M1
549300KTNI2GCJNX2U48
US13077V4M18
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0011
24000000.00
24000000.00
0.0007
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (OAKMONT SR LIVING OF ESCONDIDO) SERIES 2001Y 0.110000%
13077VF98
549300KTNI2GCJNX2U48
US13077VF982
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2031-08-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0011
13240000.00
13240000.00
0.0004
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (OAKMONT OF CONCORD) SERIES 2002Q 0.110000%
13077VQ88
549300KTNI2GCJNX2U48
US13077VQ880
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2035-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0011
23000000.00
23000000.00
0.0007
N
N
Y
N
Capital Area Housing Finance Corporation
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.150000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
13125000.00
13125000.00
0.0004
N
N
Y
N
Contra Costa Cnty
M/F HOUSING RB (CREEKVIEW APTS) SERIES 2003B 0.100000%
212249BX3
US212249BX36
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2036-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
28700000.00
28700000.00
0.0009
N
N
Y
N
DeKalb Cnty Housing Auth
M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.110000%
240471NE8
US240471NE84
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0011
12920000.00
12920000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.130000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0013
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.130000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0013
53100000.00
53100000.00
0.0016
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.375000%
3130ACE26
2549001DPIFGXC1TOL40
US3130ACE260
U.S. Government Agency Debt
Y
2020-09-28
2020-09-28
2020-09-28
N
N
N
0.0011
2302177.00
2302177.00
0.0001
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.625000%
3130AEWA4
2549001DPIFGXC1TOL40
US3130AEWA43
U.S. Government Agency Debt
Y
2020-10-01
2020-10-01
2020-10-01
N
N
N
0.0017
40081894.80
40081894.80
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.174000%
3130AFC96
2549001DPIFGXC1TOL40
US3130AFC960
U.S. Government Agency Debt
Y
2020-09-28
2020-10-26
2020-10-26
N
N
N
0.0018
331439705.17
331439705.17
0.0101
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.500000%
3130AFV61
2549001DPIFGXC1TOL40
US3130AFV614
U.S. Government Agency Debt
Y
2021-03-12
2021-03-12
2021-03-12
N
N
N
0.0011
38537841.08
38537841.08
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.185000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2020-09-01
2021-03-12
2021-03-12
N
N
N
0.0012
97833725.35
97833725.35
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.175000%
3130AGA70
2549001DPIFGXC1TOL40
US3130AGA707
U.S. Government Agency Debt
Y
2020-09-01
2020-10-01
2020-10-01
N
N
N
0.0009
27502023.73
27502023.73
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.169000%
3130AGCE3
2549001DPIFGXC1TOL40
US3130AGCE33
U.S. Government Agency Debt
Y
2020-09-28
2020-10-26
2020-10-26
N
N
N
0.0012
114754852.78
114754852.78
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2020-09-01
2021-06-11
2021-06-11
N
N
N
0.0013
88010546.80
88010546.80
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.115000%
3130AGPJ8
2549001DPIFGXC1TOL40
US3130AGPJ82
U.S. Government Agency Debt
Y
2020-09-01
2020-09-28
2020-09-28
N
N
N
0.0008
69801518.85
69801518.85
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2020-09-01
2021-07-08
2021-07-08
N
N
N
0.0013
87509205.00
87509205.00
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.110000%
3130AGVL6
2549001DPIFGXC1TOL40
US3130AGVL64
U.S. Government Agency Debt
Y
2020-09-01
2021-02-09
2021-02-09
N
N
N
0.0011
55099077.63
55099077.63
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2020-09-01
2021-05-14
2021-05-14
N
N
N
0.0013
142998003.72
142998003.72
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.135000%
3130AGZ24
2549001DPIFGXC1TOL40
US3130AGZ241
U.S. Government Agency Debt
Y
2020-09-01
2021-02-26
2021-02-26
N
N
N
0.0012
104508368.36
104508368.36
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.155000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2020-09-01
2021-09-10
2021-09-10
N
N
N
0.0014
137721894.30
137721894.30
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.875000%
3130AH5P4
2549001DPIFGXC1TOL40
US3130AH5P41
U.S. Government Agency Debt
Y
2020-09-24
2020-09-24
2020-09-24
N
N
N
0.0018
14015165.64
14015165.64
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.240000%
3130AHBW2
2549001DPIFGXC1TOL40
US3130AHBW23
U.S. Government Agency Debt
Y
2020-09-01
2021-04-09
2021-04-09
N
N
N
0.0012
33023572.56
33023572.56
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.200000%
3130AHD26
2549001DPIFGXC1TOL40
US3130AHD261
U.S. Government Agency Debt
Y
2020-09-01
2020-10-16
2020-10-16
N
N
N
0.0009
25003519.00
25003519.00
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.220000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2020-09-04
2021-05-04
2021-05-04
N
N
N
0.0017
114642143.00
114642143.00
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AHLZ4
2549001DPIFGXC1TOL40
US3130AHLZ44
U.S. Government Agency Debt
Y
2020-09-01
2021-02-22
2021-02-22
N
N
N
0.0012
108327409.65
108327409.65
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.107000%
3130AHUW1
2549001DPIFGXC1TOL40
US3130AHUW12
U.S. Government Agency Debt
Y
2020-10-08
2021-01-08
2021-01-08
N
N
N
0.0014
495679361.94
495679361.94
0.0152
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.098000%
3130AHVC4
2549001DPIFGXC1TOL40
US3130AHVC49
U.S. Government Agency Debt
Y
2020-10-09
2021-01-08
2021-01-08
N
N
N
0.0014
53851687.27
53851687.27
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.095000%
3130AHVS9
2549001DPIFGXC1TOL40
US3130AHVS90
U.S. Government Agency Debt
Y
2020-09-11
2020-09-11
2020-09-11
N
N
N
0.0003
553998188.42
553998188.42
0.0170
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.112000%
3130AHWZ2
2549001DPIFGXC1TOL40
US3130AHWZ25
U.S. Government Agency Debt
Y
2020-09-16
2021-02-16
2021-02-16
N
N
N
0.0012
181988705.08
181988705.08
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.133000%
3130AHX57
2549001DPIFGXC1TOL40
US3130AHX574
U.S. Government Agency Debt
Y
2020-09-22
2021-02-22
2021-02-22
N
N
N
0.0012
49996977.50
49996977.50
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.103000%
3130AHZP1
2549001DPIFGXC1TOL40
US3130AHZP16
U.S. Government Agency Debt
Y
2020-10-30
2020-10-30
2020-10-30
N
N
N
0.0009
127097920.64
127097920.64
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.124000%
3130AHZQ9
2549001DPIFGXC1TOL40
US3130AHZQ98
U.S. Government Agency Debt
Y
2020-10-05
2020-10-05
2020-10-05
N
N
N
0.0007
213998260.18
213998260.18
0.0066
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.147000%
3130AJ2X6
2549001DPIFGXC1TOL40
US3130AJ2X65
U.S. Government Agency Debt
Y
2020-09-08
2021-04-05
2021-04-05
N
N
N
0.0010
183246913.86
183246913.86
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.122000%
3130AJ5V7
2549001DPIFGXC1TOL40
US3130AJ5V72
U.S. Government Agency Debt
Y
2020-09-16
2020-11-16
2020-11-16
N
N
N
0.0013
73998494.10
73998494.10
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.131000%
3130AJ6Q7
2549001DPIFGXC1TOL40
US3130AJ6Q78
U.S. Government Agency Debt
Y
2020-09-21
2021-03-19
2021-03-19
N
N
N
0.0016
183265563.43
183265563.43
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.250000%
3130AJB32
2549001DPIFGXC1TOL40
US3130AJB329
U.S. Government Agency Debt
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0011
9051724.35
9051724.35
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2020-09-01
2022-02-28
2022-02-28
N
N
N
0.0016
119052979.99
119052979.99
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.150000%
3130AJCE7
2549001DPIFGXC1TOL40
US3130AJCE71
U.S. Government Agency Debt
Y
2020-09-01
2021-03-04
2021-03-04
N
N
N
0.0012
174327164.66
174327164.66
0.0053
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.625000%
3130AJDF3
2549001DPIFGXC1TOL40
US3130AJDF38
U.S. Government Agency Debt
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0011
14037855.72
14037855.72
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.205000%
3130AJDV8
2549001DPIFGXC1TOL40
US3130AJDV87
U.S. Government Agency Debt
Y
2020-09-01
2021-03-10
2021-03-10
N
N
N
0.0012
15306872.00
15306872.00
0.0005
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.155000%
3130AJEC9
2549001DPIFGXC1TOL40
US3130AJEC97
U.S. Government Agency Debt
Y
2020-09-01
2020-09-11
2020-09-11
N
N
N
0.0008
150403211.04
150403211.04
0.0046
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.500000%
3130AJEF2
2549001DPIFGXC1TOL40
US3130AJEF29
U.S. Government Agency Debt
Y
2021-03-16
2021-03-16
2021-03-16
N
N
N
0.0017
36765935.95
36765935.95
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.300000%
3130AJFW4
2549001DPIFGXC1TOL40
US3130AJFW43
U.S. Government Agency Debt
Y
2020-09-01
2020-09-25
2020-09-25
N
N
N
0.0008
230432832.00
230432832.00
0.0071
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.150000%
3130AJGG8
2549001DPIFGXC1TOL40
US3130AJGG83
U.S. Government Agency Debt
Y
2020-09-01
2020-10-02
2020-10-02
N
N
N
0.0009
88004855.84
88004855.84
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AJMG1
2549001DPIFGXC1TOL40
US3130AJMG10
U.S. Government Agency Debt
Y
2020-09-22
2020-09-22
2020-09-22
N
N
N
0.0017
261495499.59
261495499.59
0.0080
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3130AJPR4
2549001DPIFGXC1TOL40
US3130AJPR48
U.S. Government Agency Debt
Y
2020-12-10
2020-12-10
2020-12-10
N
N
N
0.0010
45011595.15
45011595.15
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.120000%
3130AJU98
2549001DPIFGXC1TOL40
US3130AJU980
U.S. Government Agency Debt
Y
2020-09-01
2020-12-15
2020-12-15
N
N
N
0.0010
92505302.10
92505302.10
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.153000%
3130AJVY2
2549001DPIFGXC1TOL40
US3130AJVY25
U.S. Government Agency Debt
Y
2020-09-24
2021-02-24
2021-02-24
N
N
N
0.0014
92995532.28
92995532.28
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.137000%
3130AJXF1
2549001DPIFGXC1TOL40
US3130AJXF18
U.S. Government Agency Debt
Y
2020-09-03
2021-05-03
2021-05-03
N
N
N
0.0015
79494658.40
79494658.40
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.119000%
3130AJY94
2549001DPIFGXC1TOL40
US3130AJY941
U.S. Government Agency Debt
Y
2020-11-12
2021-02-12
2021-02-12
N
N
N
0.0012
170992306.71
170992306.71
0.0052
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 3.125000%
313371U79
2549001DPIFGXC1TOL40
US313371U796
U.S. Government Agency Debt
Y
2020-12-11
2020-12-11
2020-12-11
N
N
N
0.0013
20085409.30
20085409.30
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384E47
2549001DPIFGXC1TOL40
US313384E470
U.S. Government Agency Debt
Y
2020-09-02
2020-09-02
2020-09-02
N
N
N
0.0006
84999858.05
84999858.05
0.0026
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384F38
2549001DPIFGXC1TOL40
US313384F386
U.S. Government Agency Debt
Y
2020-09-09
2020-09-09
2020-09-09
N
N
N
0.0006
212097172.71
212097172.71
0.0065
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384F95
2549001DPIFGXC1TOL40
US313384F956
U.S. Government Agency Debt
Y
2020-09-15
2020-09-15
2020-09-15
N
N
N
0.0006
357391661.86
357391661.86
0.0109
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384H36
2549001DPIFGXC1TOL40
US313384H366
U.S. Government Agency Debt
Y
2020-09-25
2020-09-25
2020-09-25
N
N
N
0.0006
131394744.00
131394744.00
0.0040
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384H69
2549001DPIFGXC1TOL40
US313384H697
U.S. Government Agency Debt
Y
2020-09-28
2020-09-28
2020-09-28
N
N
N
0.0006
177617006.88
177617006.88
0.0054
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384H85
2549001DPIFGXC1TOL40
US313384H853
U.S. Government Agency Debt
Y
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0006
179991300.60
179991300.60
0.0055
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384J91
2549001DPIFGXC1TOL40
US313384J917
U.S. Government Agency Debt
Y
2020-10-09
2020-10-09
2020-10-09
N
N
N
0.0008
49995778.00
49995778.00
0.0015
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384L31
2549001DPIFGXC1TOL40
US313384L319
U.S. Government Agency Debt
Y
2020-10-19
2020-10-19
2020-10-19
N
N
N
0.0008
249973332.50
249973332.50
0.0077
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384L49
2549001DPIFGXC1TOL40
US313384L491
U.S. Government Agency Debt
Y
2020-10-20
2020-10-20
2020-10-20
N
N
N
0.0008
249972777.50
249972777.50
0.0077
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384L56
2549001DPIFGXC1TOL40
US313384L566
U.S. Government Agency Debt
Y
2020-10-21
2020-10-21
2020-10-21
N
N
N
0.0008
200977666.89
200977666.89
0.0062
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384M63
2549001DPIFGXC1TOL40
US313384M630
U.S. Government Agency Debt
Y
2020-10-30
2020-10-30
2020-10-30
N
N
N
0.0008
509933133.90
509933133.90
0.0156
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384M97
2549001DPIFGXC1TOL40
US313384M978
U.S. Government Agency Debt
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
137978610.00
137978610.00
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384P37
2549001DPIFGXC1TOL40
US313384P377
U.S. Government Agency Debt
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0009
257953560.00
257953560.00
0.0079
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384Q69
2549001DPIFGXC1TOL40
US313384Q698
U.S. Government Agency Debt
Y
2020-11-23
2020-11-23
2020-11-23
N
N
N
0.0009
230352192.00
230352192.00
0.0071
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BR6
2549001DPIFGXC1TOL40
US313385BR67
U.S. Government Agency Debt
Y
2021-02-09
2021-02-09
2021-02-09
N
N
N
0.0012
19989266.60
19989266.60
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CJ3
2549001DPIFGXC1TOL40
US313385CJ33
U.S. Government Agency Debt
Y
2021-02-26
2021-02-26
2021-02-26
N
N
N
0.0012
244354930.82
244354930.82
0.0075
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CU8
2549001DPIFGXC1TOL40
US313385CU87
U.S. Government Agency Debt
Y
2021-03-08
2021-03-08
2021-03-08
N
N
N
0.0012
85446419.72
85446419.72
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CV6
2549001DPIFGXC1TOL40
US313385CV60
U.S. Government Agency Debt
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0012
85446135.00
85446135.00
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385DF0
2549001DPIFGXC1TOL40
US313385DF02
U.S. Government Agency Debt
Y
2021-03-19
2021-03-19
2021-03-19
N
N
N
0.0012
49667032.50
49667032.50
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385DJ2
2549001DPIFGXC1TOL40
US313385DJ24
U.S. Government Agency Debt
Y
2021-03-22
2021-03-22
2021-03-22
N
N
N
0.0012
85742228.29
85742228.29
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110400%
3133EJF20
US3133EJF201
U.S. Government Agency Debt
Y
2020-09-09
2020-10-09
2020-10-09
N
N
N
0.0011
199999432.00
199999432.00
0.0061
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.145100%
3133EJN88
US3133EJN882
U.S. Government Agency Debt
Y
2020-09-30
2020-10-30
2020-10-30
N
N
N
0.0013
139103681.98
139103681.98
0.0043
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.280000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2020-09-01
2021-10-28
2021-10-28
N
N
N
0.0013
32158057.02
32158057.02
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.135000%
3133EKD29
US3133EKD295
U.S. Government Agency Debt
Y
2020-09-01
2021-08-20
2021-08-20
N
N
N
0.0012
11001627.01
11001627.01
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.175000%
3133EKHC3
2549001DPIFGXC1TOL40
US3133EKHC37
U.S. Government Agency Debt
Y
2020-09-01
2021-01-15
2021-01-15
N
N
N
0.0018
55098331.57
55098331.57
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.140600%
3133EKJY3
US3133EKJY39
U.S. Government Agency Debt
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0014
202250000.00
202250000.00
0.0062
N
Y
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2020-09-01
2021-05-07
2021-05-07
N
N
N
0.0020
27494195.03
27494195.03
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.625000%
3133ELFJ8
US3133ELFJ80
U.S. Government Agency Debt
Y
2020-12-30
2020-12-30
2020-12-30
N
N
N
0.0012
56555539.32
56555539.32
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.130600%
3133ELQC1
US3133ELQC19
U.S. Government Agency Debt
Y
2020-09-03
2021-03-03
2021-03-03
N
N
N
0.0016
137982399.48
137982399.48
0.0042
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.700000%
3133ELSM7
US3133ELSM72
U.S. Government Agency Debt
Y
2021-04-12
2021-04-12
2021-04-12
N
N
N
0.0016
46654659.47
46654659.47
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.370000%
3133ELVN1
US3133ELVN19
U.S. Government Agency Debt
Y
2020-09-01
2021-04-27
2021-04-27
N
N
N
0.0020
119334552.96
119334552.96
0.0037
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.250000%
3134GBX56
S6XOOCT0IEG5ABCC6L87
US3134GBX568
U.S. Government Agency Debt
Y
2020-11-24
2020-11-24
2020-11-24
N
N
N
0.0015
21444167.73
21444167.73
0.0007
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.100000%
3134GT3A9
S6XOOCT0IEG5ABCC6L87
US3134GT3A93
U.S. Government Agency Debt
Y
2020-09-01
2021-02-19
2021-02-19
N
N
N
0.0012
68694297.21
68694297.21
0.0021
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.110000%
3134GT6K4
S6XOOCT0IEG5ABCC6L87
US3134GT6K49
U.S. Government Agency Debt
Y
2020-09-01
2020-09-10
2020-09-10
N
N
N
0.0009
256901281.94
256901281.94
0.0079
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.220000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2020-09-01
2022-03-04
2022-03-04
N
N
N
0.0015
150457939.75
150457939.75
0.0046
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.270000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2020-09-01
2022-03-11
2022-03-11
N
N
N
0.0015
36866973.79
36866973.79
0.0011
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.390000%
3134GVHN1
S6XOOCT0IEG5ABCC6L87
US3134GVHN12
U.S. Government Agency Debt
Y
2020-09-01
2021-09-23
2021-09-23
N
N
N
0.0014
18449904.48
18449904.48
0.0006
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.260000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2020-09-01
2022-06-02
2022-06-02
N
N
N
0.0016
187318591.90
187318591.90
0.0057
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.470000%
3134GVMA3
S6XOOCT0IEG5ABCC6L87
US3134GVMA36
U.S. Government Agency Debt
Y
2020-09-01
2021-10-21
2021-10-21
N
N
N
0.0020
46417069.63
46417069.63
0.0014
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.165000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2020-09-01
2022-08-19
2022-08-19
N
N
N
0.0018
230854099.39
230854099.39
0.0071
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.140000%
3135G02C6
B1V7KEBTPIMZEU4LTD58
US3135G02C67
U.S. Government Agency Debt
Y
2020-09-01
2020-12-11
2020-12-11
N
N
N
0.0016
315179842.96
315179842.96
0.0096
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2020-09-01
2021-09-24
2021-09-24
N
N
N
0.0020
94672114.74
94672114.74
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.420000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2020-09-01
2022-04-07
2022-04-07
N
N
N
0.0026
112089053.32
112089053.32
0.0034
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.460000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2020-09-01
2022-04-15
2022-04-15
N
N
N
0.0024
129776404.56
129776404.56
0.0040
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.410000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2020-09-01
2021-10-20
2021-10-20
N
N
N
0.0020
94725469.44
94725469.44
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.260000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2020-09-01
2022-05-19
2022-05-19
N
N
N
0.0024
186054432.90
186054432.90
0.0057
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.260000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2020-09-01
2022-05-27
2022-05-27
N
N
N
0.0023
109807293.89
109807293.89
0.0034
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.500000%
3135G0F73
B1V7KEBTPIMZEU4LTD58
US3135G0F731
U.S. Government Agency Debt
Y
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0009
10034722.60
10034722.60
0.0003
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000%
3135G0J20
B1V7KEBTPIMZEU4LTD58
US3135G0J204
U.S. Government Agency Debt
Y
2021-02-26
2021-02-26
2021-02-26
N
N
N
0.0012
1981991.11
1981991.11
0.0001
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.875000%
3135G0U84
B1V7KEBTPIMZEU4LTD58
US3135G0U847
U.S. Government Agency Debt
Y
2020-10-30
2020-10-30
2020-10-30
N
N
N
0.0011
35887894.16
35887894.16
0.0011
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.145000%
3135G0V67
B1V7KEBTPIMZEU4LTD58
US3135G0V670
U.S. Government Agency Debt
Y
2020-09-01
2020-10-30
2020-10-30
N
N
N
0.0016
115997113.92
115997113.92
0.0036
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2020-09-01
2022-04-29
2022-04-29
N
N
N
0.0024
93111688.35
93111688.35
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.270000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2020-09-01
2022-05-09
2022-05-09
N
N
N
0.0024
139069320.69
139069320.69
0.0043
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 1.625000%
3137EAEJ4
S6XOOCT0IEG5ABCC6L87
US3137EAEJ49
U.S. Government Agency Debt
Y
2020-09-29
2020-09-29
2020-09-29
N
N
N
0.0008
3003593.52
3003593.52
0.0001
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.375000%
3137EAEL9
S6XOOCT0IEG5ABCC6L87
US3137EAEL94
U.S. Government Agency Debt
Y
2021-02-16
2021-02-16
2021-02-16
N
N
N
0.0013
35259318.79
35259318.79
0.0011
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.150000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
11930000.00
11930000.00
0.0004
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.150000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0015
17445000.00
17445000.00
0.0005
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.120000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0012
24900000.00
24900000.00
0.0008
N
N
Y
N
Loganville Housing Auth
M/F HOUSING REFUNDING RB (ALEXANDER CROSSING APTS) SERIES 2007 0.130000%
541356AB7
US541356AB75
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2033-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0013
13005000.00
13005000.00
0.0004
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.180000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0018
13200000.00
13200000.00
0.0004
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.110000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0011
9940000.00
9940000.00
0.0003
N
N
Y
N
Metro Government of Nashville & Davidson Cnty Health & Educational Facilities Board
M/F HOUSING REFUNDING RB (BRENTWOOD OAKS APTS) SERIES 1991 0.150000%
592040C64
US592040C649
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2031-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0015
10420000.00
10420000.00
0.0003
N
N
Y
N
Montgomery Cnty Housing Opportunities Commission
HOUSING RB (OAKFIELD APTS) SERIES 2005I 0.150000%
613344TB6
549300HDL0LLRHMDL092
US613344TB68
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2039-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0015
31050000.00
31050000.00
0.0010
N
N
Y
N
Nevada Housing Division
RB (SONOMA PALMS APTS) SERIES 2005 0.120000%
641272FT1
549300RE377OK3CTT852
US641272FT12
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2039-04-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0012
15000000.00
15000000.00
0.0005
N
N
Y
N
Nevada Housing Division
HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.120000%
641272GB9
549300RE377OK3CTT852
US641272GB94
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-04-15
Y
FEDERAL HOME LOAN BANKS
1.0000
8
N
N
N
0.0012
16515000.00
16515000.00
0.0005
N
N
Y
N
New York City Housing Development Corp
M/F RENTAL HOUSING RB (RIVEREAST APTS) SERIES A 0.110000%
64970HCM4
549300SQWVHKBRF8D702
US64970HCM43
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2036-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0011
14275000.00
14275000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.100000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
23900000.00
23900000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN) SERIES 2006A 0.100000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
42000000.00
42000000.00
0.0013
N
N
Y
N
New York State HFA
HOUSING RB (THEATRE ROW TOWER) SERIES 2000A 0.100000%
64986MD51
5493000LS7KCDB02O506
US64986MD515
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2032-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
13800000.00
13800000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (39TH ST) SERIES 2000A 0.100000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0010
21400000.00
21400000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.100000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0010
46700000.00
46700000.00
0.0014
N
N
Y
N
New York State HFA
HOUSING RB (360 W 43RD ST) SERIES 2002A 0.100000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0010
31000000.00
31000000.00
0.0009
N
N
Y
N
New York State HFA
HOUSING RB (CAROLINE APTS) SERIES 2008A 0.100000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
12900000.00
12900000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.100000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0010
84195000.00
84195000.00
0.0026
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.140000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0014
10480000.00
10480000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.140000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0014
10620000.00
10620000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.130000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0013
6775000.00
6775000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.150000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
12490000.00
12490000.00
0.0004
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.110000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0011
9250000.00
9250000.00
0.0003
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.130000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0013
42300000.00
42300000.00
0.0013
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (PARKSHORE SR CAMPUS) SERIES 2004 0.170000%
79177DEU2
549300F6X6Q4H3ALF786
US79177DEU28
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2034-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0017
5465000.00
5465000.00
0.0002
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.170000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0017
11400000.00
11400000.00
0.0003
N
N
Y
N
St. Tammany Parish Development District
RB (MAIN ST HOLDINGS) SERIES 2006A 0.130000%
793513AG7
US793513AG77
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2042-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
8
N
N
N
0.0013
4245000.00
4245000.00
0.0001
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.150000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
12200000.00
12200000.00
0.0004
N
N
Y
N
San Jose
M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.110000%
798165KP0
549300QHIHSH68W22O38
US798165KP09
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0011
14600000.00
14600000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.150000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
11230000.00
11230000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.150000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
10210000.00
10210000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.150000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
8
N
N
N
0.0015
12550000.00
12550000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.190000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2020-09-08
2020-09-08
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
8
N
N
N
0.0019
13800000.00
13800000.00
0.0004
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962G3
254900HROIFWPRGM1V77
US9127962G32
U.S. Treasury Debt
Y
2020-09-17
2020-09-17
2020-09-17
N
N
N
0.0008
163993986.12
163993986.12
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962H1
254900HROIFWPRGM1V77
US9127962H15
U.S. Treasury Debt
Y
2020-09-24
2020-09-24
2020-09-24
N
N
N
0.0008
293984973.66
293984973.66
0.0090
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962J7
254900HROIFWPRGM1V77
US9127962J70
U.S. Treasury Debt
Y
2020-10-01
2020-10-01
2020-10-01
N
N
N
0.0009
64994989.80
64994989.80
0.0020
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962R9
254900HROIFWPRGM1V77
US9127962R96
U.S. Treasury Debt
Y
2020-10-15
2020-10-15
2020-10-15
N
N
N
0.0009
165981740.00
165981740.00
0.0051
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962S7
254900HROIFWPRGM1V77
US9127962S79
U.S. Treasury Debt
Y
2020-10-22
2020-10-22
2020-10-22
N
N
N
0.0010
280962183.02
280962183.02
0.0086
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962T5
254900HROIFWPRGM1V77
US9127962T52
U.S. Treasury Debt
Y
2020-10-29
2020-10-29
2020-10-29
N
N
N
0.0009
201969895.94
201969895.94
0.0062
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962Z1
254900HROIFWPRGM1V77
US9127962Z13
U.S. Treasury Debt
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0010
436916970.00
436916970.00
0.0134
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963A5
254900HROIFWPRGM1V77
US9127963A52
U.S. Treasury Debt
Y
2020-11-19
2020-11-19
2020-11-19
N
N
N
0.0010
628865419.16
628865419.16
0.0192
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963B3
254900HROIFWPRGM1V77
US9127963B36
U.S. Treasury Debt
Y
2020-11-27
2020-11-27
2020-11-27
N
N
N
0.0010
788706964.06
788706964.06
0.0241
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963L1
254900HROIFWPRGM1V77
US9127963L18
U.S. Treasury Debt
Y
2020-12-24
2020-12-24
2020-12-24
N
N
N
0.0011
657570868.53
657570868.53
0.0201
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963R8
254900HROIFWPRGM1V77
US9127963R87
U.S. Treasury Debt
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0000
35000000.00
35000000.00
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963U1
254900HROIFWPRGM1V77
US9127963U17
U.S. Treasury Debt
Y
2021-01-14
2021-01-14
2021-01-14
N
N
N
0.0012
130943506.25
130943506.25
0.0040
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963X5
254900HROIFWPRGM1V77
US9127963X55
U.S. Treasury Debt
Y
2020-09-08
2020-09-08
2020-09-08
N
N
N
0.0008
1342178471.11
1342178471.11
0.0411
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963Y3
254900HROIFWPRGM1V77
US9127963Y39
U.S. Treasury Debt
Y
2020-09-15
2020-09-15
2020-09-15
N
N
N
0.0008
271091566.08
271091566.08
0.0083
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963Z0
254900HROIFWPRGM1V77
US9127963Z04
U.S. Treasury Debt
Y
2020-09-22
2020-09-22
2020-09-22
N
N
N
0.0008
290985994.17
290985994.17
0.0089
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964A4
254900HROIFWPRGM1V77
US9127964A44
U.S. Treasury Debt
Y
2020-09-29
2020-09-29
2020-09-29
N
N
N
0.0008
584962460.55
584962460.55
0.0179
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964G1
254900HROIFWPRGM1V77
US9127964G14
U.S. Treasury Debt
Y
2020-10-06
2020-10-06
2020-10-06
N
N
N
0.0009
493957975.42
493957975.42
0.0151
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964H9
254900HROIFWPRGM1V77
US9127964H96
U.S. Treasury Debt
Y
2020-10-13
2020-10-13
2020-10-13
N
N
N
0.0009
43495432.50
43495432.50
0.0013
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964J5
254900HROIFWPRGM1V77
US9127964J52
U.S. Treasury Debt
Y
2020-10-20
2020-10-20
2020-10-20
N
N
N
0.0009
587925970.80
587925970.80
0.0180
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964K2
254900HROIFWPRGM1V77
US9127964K26
U.S. Treasury Debt
Y
2020-10-27
2020-10-27
2020-10-27
N
N
N
0.0010
704393148.49
704393148.49
0.0216
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964T3
254900HROIFWPRGM1V77
US9127964T35
U.S. Treasury Debt
Y
2020-11-24
2020-11-24
2020-11-24
N
N
N
0.0007
617899062.06
617899062.06
0.0189
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127965B1
254900HROIFWPRGM1V77
US9127965B18
U.S. Treasury Debt
Y
2020-12-08
2020-12-08
2020-12-08
N
N
N
0.0012
127959928.32
127959928.32
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127965F2
254900HROIFWPRGM1V77
US9127965F22
U.S. Treasury Debt
Y
2020-12-29
2020-12-29
2020-12-29
N
N
N
0.0010
126958018.88
126958018.88
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TJ8
254900HROIFWPRGM1V77
US912796TJ85
U.S. Treasury Debt
Y
2020-09-10
2020-09-10
2020-09-10
N
N
N
0.0008
367992754.08
367992754.08
0.0113
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TN9
254900HROIFWPRGM1V77
US912796TN97
U.S. Treasury Debt
Y
2020-10-08
2020-10-08
2020-10-08
N
N
N
0.0009
301973227.70
301973227.70
0.0092
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TP4
254900HROIFWPRGM1V77
US912796TP46
U.S. Treasury Debt
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
266955408.33
266955408.33
0.0082
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796XH7
254900HROIFWPRGM1V77
US912796XH73
U.S. Treasury Debt
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0007
61999750.14
61999750.14
0.0019
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.375000%
9128284B3
254900HROIFWPRGM1V77
US9128284B36
U.S. Treasury Debt
Y
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0020
60701700.00
60701700.00
0.0019
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.750000%
9128285B2
254900HROIFWPRGM1V77
US9128285B27
U.S. Treasury Debt
Y
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0010
340913957.33
340913957.33
0.0104
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.500000%
9128285S5
254900HROIFWPRGM1V77
US9128285S51
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0016
80111316.05
80111316.05
0.0025
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.215000%
9128285Y2
254900HROIFWPRGM1V77
US9128285Y20
U.S. Treasury Debt
Y
2020-09-01
2021-01-31
2021-01-31
N
N
N
0.0011
144565351.57
144565351.57
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.239000%
9128286Q8
254900HROIFWPRGM1V77
US9128286Q86
U.S. Treasury Debt
Y
2020-09-01
2021-04-30
2021-04-30
N
N
N
0.0011
136714380.64
136714380.64
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.375000%
912828A83
254900HROIFWPRGM1V77
US912828A834
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0011
53395121.36
53395121.36
0.0016
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.375000%
912828L99
254900HROIFWPRGM1V77
US912828L997
U.S. Treasury Debt
Y
2020-10-31
2020-10-31
2020-10-31
N
N
N
0.0011
134677038.72
134677038.72
0.0041
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828M98
254900HROIFWPRGM1V77
US912828M987
U.S. Treasury Debt
Y
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0012
202847468.87
202847468.87
0.0062
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828N48
254900HROIFWPRGM1V77
US912828N480
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0004
53298193.90
53298193.90
0.0016
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.625000%
912828PC8
254900HROIFWPRGM1V77
US912828PC88
U.S. Treasury Debt
Y
2020-11-15
2020-11-15
2020-11-15
N
N
N
0.0012
139809709.07
139809709.07
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828VZ0
254900HROIFWPRGM1V77
US912828VZ00
U.S. Treasury Debt
Y
2020-09-30
2020-09-30
2020-09-30
N
N
N
0.0010
91337226.82
91337226.82
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828WC0
254900HROIFWPRGM1V77
US912828WC06
U.S. Treasury Debt
Y
2020-10-31
2020-10-31
2020-10-31
N
N
N
0.0011
154411546.52
154411546.52
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.400000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2020-09-01
2021-10-31
2021-10-31
N
N
N
0.0012
137358817.61
137358817.61
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.254000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2020-09-01
2022-01-31
2022-01-31
N
N
N
0.0013
182228535.05
182228535.05
0.0056
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.214000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2020-09-01
2022-04-30
2022-04-30
N
N
N
0.0014
137066354.04
137066354.04
0.0042
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0O2OT4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLQA8149
2050-03-01
3.500000
36749667.00
39637716.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
64806946.00
50648183.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0326
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
50000000.00
37395739.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7287
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
50438852.00
52342024.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1005
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
40645458.00
34175443.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3336
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
80968113.00
64906941.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0079
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
403110719.00
40081134.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0516
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
41446340.00
21653173.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
92218741.00
37006509.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9441
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
125400920.00
46347335.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9584
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
50000000.00
35988789.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA5380
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
60452535.00
63653548.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4048
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
56832482.00
59283471.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
103500000.00
61671272.54
Agency Mortgage-Backed Securities
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0009
626000000.00
626000000.00
0.0192
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.080000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0O32H2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2020-SB70 B 20391025 FLT
2039-10-25
7.500000
37728487.00
32941799.49
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI01 C 20200925 FLT
2020-09-25
8.154880
46175723.00
13756240.49
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2015-SB3 B 20450125 FLT
549300GEP5N0IMB2D553
2045-01-25
7.806130
19276270.00
2473436.11
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI03 C 20230225 FLT
2023-02-25
8.154880
51310000.00
23675675.36
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB57 B 20380925 FLT
5493007KMHT1I8NPE263
2038-09-25
4.200060
57632062.00
41982818.06
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2020-SB72 B 20400125 FLT
2040-01-25
7.500000
38060467.00
40783836.45
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-01-15
0.00
2703000.00
2544550.14
Agency Debentures and Agency Strips
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
14395676.00
289654.47
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
124216.37
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
65609.85
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
4287.90
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
B1V7KEBTPIMZEU4LTD58
2021-04-01
5.000000
1322616.00
1413.29
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
337300.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8840
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
552973.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY8841
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
450000.00
210330.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
40202.67
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
10475.24
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
11850.66
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
95588.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU9831
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
51386.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
10414616.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9011
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
31715.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX2488
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
27510011.00
14006064.12
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
3765.86
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
2936.63
Agency Mortgage-Backed Securities
FNMS 05.500 CT254501
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
8656655.00
24227.69
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
5525050.00
22652.79
Agency Mortgage-Backed Securities
FNMS 05.500 CT254589
B1V7KEBTPIMZEU4LTD58
2022-11-01
5.500000
13054304.00
55704.54
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
2046-08-01
3.500000
389107.00
316432.63
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
2049-12-01
3.000000
25037623.00
22685446.63
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
500000.00
157.80
Agency Mortgage-Backed Securities
FNMS 05.500 CT254723
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.500000
6000000.00
43623.91
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1100000.00
9474.82
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
2044-12-01
3.500000
497957.00
315135.83
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
2044-08-01
3.500000
236000.00
167445.29
Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
2042-12-01
3.000000
2698267.00
1241899.57
Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
2043-01-01
3.000000
2519000.00
1206852.77
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
161402.13
Agency Mortgage-Backed Securities
05.500 FGPC Q01609 G
2041-06-01
5.500000
1524875.00
150791.00
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
6599.81
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
74564.01
Agency Mortgage-Backed Securities
04.000 FGPC G30559 G
2031-10-01
4.000000
67676191.00
14289551.31
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
2000000.00
63556.85
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894040.00
86880.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
190056.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
226105.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7366
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
57418790.00
32217821.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3376
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
418000.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6023
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
1828232.00
831504.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
331266.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
35327400.00
24208721.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
17425109.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6321
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
155955.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1650
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
2375920.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
125000.00
64562.05
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
16126.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
6069656.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
344871.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
18948744.00
13250198.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
5648123.17
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
20490.89
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
144650.74
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
264721.07
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
18934.69
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
63385.32
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
307168.29
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
141782.41
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
25120.99
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
22592.36
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
70565.58
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
225119.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5667
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
40000000.00
13430675.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
1234270.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
349050.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
338243.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
33477900.00
12499657.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4555
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
353900.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4783
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
361048.37
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
2046-08-01
3.500000
30508000.00
15410867.75
Agency Mortgage-Backed Securities
03.500 FGPC G08650 G
2045-06-01
3.500000
1175000.00
514819.01
Agency Mortgage-Backed Securities
03.500 FGPC G08654 G
2045-07-01
3.500000
1906000.00
798938.01
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
2045-08-01
3.500000
921000.00
373023.93
Agency Mortgage-Backed Securities
03.500 FGPC G08599 G
2044-08-01
3.500000
1955000.00
626421.13
Agency Mortgage-Backed Securities
03.500 FGPC G08620 G
2044-12-01
3.500000
195000.00
66066.98
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
2045-01-01
3.500000
2000.00
711.66
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
2045-09-01
3.500000
1265000.00
512124.84
Agency Mortgage-Backed Securities
03.500 FGPC G08671 G
2045-10-01
3.500000
150000.00
63668.57
Agency Mortgage-Backed Securities
03.500 FGPC G08641 G
2045-05-01
3.500000
350000.00
147129.56
Agency Mortgage-Backed Securities
03.500 FGPC G08538 G
2043-07-01
3.500000
1075000.00
462814.07
Agency Mortgage-Backed Securities
03.500 FGPC G08541 G
2043-08-01
3.500000
503003.00
193705.55
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
2043-01-01
3.000000
2412403.00
1107829.38
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
2044-02-01
3.500000
85000.00
27036.73
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
2043-10-01
3.500000
1524768.00
539728.81
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
65557.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
569815.05
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
12960.50
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
10147060.00
456317.25
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
2040-03-01
5.000000
1027416.00
95326.06
Agency Mortgage-Backed Securities
03.500 FGPC G08488 G
2042-04-01
3.500000
3250000.00
943040.00
Agency Mortgage-Backed Securities
03.000 FGPC G08499 G
2042-07-01
3.000000
27667.00
9910.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1539200.00
754625.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3776
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
32500000.00
23388633.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5025
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1977161.00
473335.41
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9165
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1156964.00
149641.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
2063552.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
526268.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2229
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1800000.00
768177.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2495
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
52388.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2522
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1835000.00
857846.47
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
2042-01-01
4.000000
16629581.00
5914485.36
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
7137.67
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
30570.13
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
27155.96
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
114326.20
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
24537.04
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
42336.46
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
157782.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
394565.91
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
27844.11
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
2562.71
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
65753.47
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
156711.01
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
100328.14
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
2037-09-01
6.500000
6437794.00
113116.16
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
3302805.00
30095.04
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
25213.68
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
2045-11-01
3.500000
3851024.00
1701551.96
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
2045-12-01
3.500000
12558000.00
5625693.93
Agency Mortgage-Backed Securities
03.500 FGPC G08687 G
2046-01-01
3.500000
210000.00
93374.43
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
2046-11-01
3.000000
5928000.00
3808916.47
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
2046-06-01
3.500000
18715000.00
9044797.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
1216905.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
2662750.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
3830335.12
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4613
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
2158341.00
443754.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2525735.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
873773.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1929482.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ7680
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
1020660.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH2680
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
809185.67
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
21018.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7402
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1258696.00
290670.64
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2650
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
4454354.00
420639.17
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
2046-11-01
3.000000
508840.00
352911.13
Agency Mortgage-Backed Securities
03.500 FGPC Q45219 G
2045-01-01
3.500000
1250000.00
819607.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
1094624.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
224122.56
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
2731.28
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
2953.69
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
16436.50
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
1573.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2960
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2215000.00
1087278.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3941
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
14998415.00
14262492.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1233
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
2063330.00
1561330.54
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
139046.85
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9720
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1926737.00
764164.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2864
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1412969.00
833378.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
570805.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4886
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
1302032.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
594670.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
2205887.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8897
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
575000.00
211410.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
16550.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9736
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
54954.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
2723254.58
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
8388.20
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
183272.53
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
6010.25
Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
2042-07-01
3.500000
3090043.00
716853.75
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
2042-10-01
3.000000
22000000.00
8786384.37
Agency Mortgage-Backed Securities
03.000 FGPC G07289 G
2042-11-01
3.000000
1000.00
455.51
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
261248.67
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
18260.96
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
2041-10-01
3.500000
8000000.00
1655535.16
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
904349.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
1782567.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
97000.00
44389.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
3233356.00
2291747.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
82611.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5469
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
692184.00
188113.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7965
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
98178.51
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
611342.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC3818
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1090814.00
321025.92
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
1638.88
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
22862795.00
718785.52
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
114265.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
5668231.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4300
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
16102.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
175550.25
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
925.97
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
37000.21
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
31551.80
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
2726.57
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
41849.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
452091.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
2083669.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1437
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
1956308.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
187378.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
62099.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
430627.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
639334.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
285297.56
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
200523.15
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
69618.01
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
24611.92
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
2034-02-01
3.000000
146957.00
99575.55
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
166878.65
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
231769.77
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
2039-12-01
5.500000
3331416.00
713545.98
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
158039.41
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
2040-01-01
5.500000
7112245.00
783279.09
Agency Mortgage-Backed Securities
04.500 FGPC A91161 G
2040-02-01
4.500000
12000000.00
1042209.39
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
2042-08-01
3.000000
28506.00
11295.27
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
4613265.00
2160889.94
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
875000.00
322634.69
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
2044-11-01
3.500000
15000.00
5375.44
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
71859.78
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
15379.39
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
26742.41
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
27674.79
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
1239.20
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
2043-02-01
3.000000
402132.00
214277.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3612
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
116000.00
72077.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
1276836.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5849
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
750000.00
621373.09
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
272005.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
3719171.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
14552011.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7660
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
356688.00
200253.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
45820.13
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0204
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
20000000.00
14528916.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
5851244.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
2475702.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
19228516.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
6201389.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2802240.00
1091598.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
116880.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
72882.10
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
570457.23
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
2044-09-01
3.500000
1400000.00
644942.45
Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
2045-02-01
3.500000
12222000.00
4209445.68
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
2045-02-01
3.500000
30000.00
19787.09
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
357326.08
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
2045-03-01
3.500000
5540806.00
2838573.20
Agency Mortgage-Backed Securities
03.000 FGPC Q20569 G
2043-08-01
3.000000
5000.00
2434.23
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
46187.04
Agency Mortgage-Backed Securities
FNMS 05.500 ZT310175
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.500000
212947.00
42690.28
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
2173274.93
Agency Mortgage-Backed Securities
FNMS 07.500 CL630993
B1V7KEBTPIMZEU4LTD58
2031-09-01
7.500000
13440401.00
442733.16
Agency Mortgage-Backed Securities
FNMS 05.500 CT254634
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.500000
5000000.00
25364.84
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
29470655.00
304283.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3527
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
157719.72
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
4858.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
260096.54
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
11849.45
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
33768.62
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
1398.90
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
21217.84
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
146309.57
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL1707
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
42179006.00
12951609.47
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
137133.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
3799.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
1171855.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
272075.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
411908.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
240858.70
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
51234.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
345147.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
82559.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
294913.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
274408.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
546208.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
2786940.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
473999.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
135338.62
Agency Mortgage-Backed Securities
FNMS 06.000 CLAI2335
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
675821.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5355
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1342777.00
333078.13
Agency Mortgage-Backed Securities
FNMS 05.500 CT255361
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.500000
9107425.00
177553.57
Agency Mortgage-Backed Securities
FNMS 05.500 CT255408
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.500000
5300000.00
93313.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8655
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
503009.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2101
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
1384227.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
534022.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
119064.18
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
2048-07-01
4.500000
2767500.00
1306109.21
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
31000.00
14407.32
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
2048-10-01
4.500000
494754.00
246167.63
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
2000.00
841.37
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
2049-01-01
4.500000
3000.00
1110.66
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
432447.83
Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
2042-05-01
3.500000
18590513.00
6948219.70
Agency Mortgage-Backed Securities
03.000 FGPC G07306 G
2043-02-01
3.000000
171936.00
80536.84
Agency Mortgage-Backed Securities
04.500 FGPC G07607 G
2044-01-01
4.500000
7300000.00
2711354.29
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
2043-08-01
3.500000
1260000.00
592327.85
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
2048-06-01
4.500000
3148000.00
1480877.65
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
2048-05-01
4.500000
16250742.00
7774742.83
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM1118
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
879072.00
257738.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
92282.10
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
1363400.00
693292.62
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
10626277.45
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
26401.70
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
363064.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1189
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
39849541.00
26074975.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
7512387.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1391
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
38648716.00
30371475.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
5850298.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
787500.00
512795.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2951
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
18532894.00
13244293.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5078
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
1400350.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
223499.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2396
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
980690.00
849233.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
1330653.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
4701829.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
8425069.52
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
298417.72
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
2046-07-01
3.000000
10681.00
9051.83
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
2047-04-01
4.000000
62562572.00
27277123.69
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
2043-01-01
3.500000
4430091.00
3485166.98
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
2043-12-01
3.500000
100000.00
17234.92
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
2043-01-01
3.000000
166723.00
75244.15
Agency Mortgage-Backed Securities
03.000 FGPC Q15239 G
2043-02-01
3.000000
4096518.00
1990999.91
Agency Mortgage-Backed Securities
03.500 FGPC Q16644 G
2043-03-01
3.500000
28000.00
13084.98
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
2043-04-01
3.500000
4608244.00
1306875.10
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
2043-06-01
3.500000
1100000.00
493431.71
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
2043-05-01
3.500000
3098106.00
1326628.87
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
159744.00
71039.87
Agency Mortgage-Backed Securities
03.000 FGPC Q10378 G
2042-08-01
3.000000
35389.00
14283.77
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
2042-10-01
3.000000
67827.00
34654.70
Agency Mortgage-Backed Securities
03.000 FGPC Q12445 G
2042-11-01
3.000000
5178.00
1500.57
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
2042-05-01
3.000000
158320.00
54265.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
2048-11-01
4.000000
155246.00
66549.39
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
2048-10-01
3.000000
11034161.00
7241282.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
2049-01-01
4.500000
13055551.00
4831997.62
Agency Mortgage-Backed Securities
FEPC 05.500 CTZT1807
2030-06-01
5.500000
24176425.00
16030426.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
2049-06-01
3.000000
442222.00
270695.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
2047-02-01
3.000000
30000000.00
26346360.53
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4792
2048-09-01
5.000000
1424791.00
716583.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
2045-10-01
3.500000
35000.00
24771.39
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
898290.00
396102.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
2048-09-01
3.000000
549904.00
378900.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
26500000.00
19274685.73
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
2043-04-01
3.500000
2000.00
927.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
2046-03-01
3.500000
2937941.00
1280639.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
2046-11-01
3.500000
1000.00
535.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
1000000.00
504828.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
2047-03-01
3.500000
1000000.00
561859.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
2048-02-01
3.000000
563776.00
376117.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
2048-09-01
3.000000
961433.00
630895.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
2270168.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
4730580.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
30116000.00
17014017.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
402719.40
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
31437.71
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
4024996.00
123539.77
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
2041-11-01
3.500000
500000.00
98733.82
Agency Mortgage-Backed Securities
03.500 FGPC Q06884 G
2042-03-01
3.500000
2314492.00
772102.97
Agency Mortgage-Backed Securities
03.500 FGPC Q07758 G
2042-04-01
3.500000
6750000.00
2536270.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
2044-09-01
3.500000
500000.00
234825.42
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
2045-04-01
3.500000
166000.00
106863.82
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
2045-08-01
3.500000
91000.00
48749.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0948
2046-04-01
3.500000
1500000.00
707125.37
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
2046-04-01
3.500000
1750000.00
868467.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
2047-02-01
3.500000
290000.00
160495.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
2042-05-01
3.500000
25000.00
11665.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
2042-05-01
3.500000
44000.00
21810.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
2042-06-01
3.500000
25000.00
9978.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
2042-05-01
3.500000
19000.00
8871.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
2042-08-01
3.500000
65000.00
33772.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
2042-08-01
3.500000
100000.00
38576.09
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
86190.64
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
343234.15
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
59921.45
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
2046-09-01
3.000000
48712237.00
32051608.68
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
65387.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
87649.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
152717.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3667
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
399.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP6242
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
1386570.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
180887.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
516795.47
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
2048-08-01
4.500000
22000000.00
11126650.90
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
2045-07-01
4.500000
9956295.00
8095985.83
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
979534.00
496971.86
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
2047-10-01
3.000000
21281788.00
16935099.82
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
2043-12-01
3.500000
1740000.00
1067694.12
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
2045-12-01
4.000000
540000.00
284032.46
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
132046.19
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
2044-01-01
3.500000
90000.00
70805.52
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
2046-11-01
3.500000
380000.00
255092.85
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
2046-01-01
4.000000
13822918.00
11311625.41
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
5781.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
2529822.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
2294636.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK5035
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
716204.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
85088.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLAK7581
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
2375000.00
842419.97
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
38065.12
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4612
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
1392364.00
245172.54
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
2045-05-01
3.500000
250000.00
124190.73
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
2045-07-01
3.500000
510000.00
234887.96
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
2045-08-01
3.000000
46397892.00
26114179.29
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
2045-10-01
3.500000
2750000.00
1510667.37
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
2045-11-01
3.500000
955630.00
399377.91
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
2048-12-01
4.000000
1748541.00
1744139.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0516
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
21990914.00
11488905.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5472
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
2487843.05
Agency Mortgage-Backed Securities
04.500 FGPC Q57426 G
2048-07-01
4.500000
25000.00
13907.54
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
2048-09-01
5.000000
2233722.00
1196357.64
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
16000.00
6704.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
2045-08-01
3.500000
213000.00
86245.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
2049-02-01
4.000000
180000.00
118447.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
2049-03-01
3.000000
230330.00
190996.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
2048-12-01
4.000000
50180730.00
27040874.39
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
2049-04-01
3.000000
7219026.00
5262703.26
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5045
2049-04-01
3.000000
148647.00
35455.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2184
2046-11-01
3.500000
770274.00
772528.05
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3216
2047-05-01
4.500000
707109.00
60178.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
970000.00
518729.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
2048-11-01
4.000000
159745.00
85896.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
2049-02-01
3.000000
1088255.00
671036.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
2049-01-01
4.000000
12032537.00
4879196.73
Agency Mortgage-Backed Securities
03.500 FGPC C03719 G
2041-10-01
3.500000
500000.00
85434.18
Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
2042-06-01
3.500000
4735000.00
1328956.40
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
24835.11
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
454.86
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
45720.47
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
6750.98
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
51129.03
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
61891.36
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
9494420.00
5922040.69
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
142029.02
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
3461000.00
2698822.71
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
2047-08-01
4.000000
30767828.00
25950646.91
Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
2049-02-01
4.000000
3718992.00
3363399.00
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
2049-02-01
4.000000
1105769.00
530816.48
Agency Mortgage-Backed Securities
04.000 FGPC Q63567 G
2049-05-01
4.000000
16100611.00
12054821.12
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
2049-04-01
4.000000
3609696.00
2762853.17
Agency Mortgage-Backed Securities
03.500 FGPC Q63179 G
2049-04-01
3.500000
19763896.00
15408147.47
Agency Mortgage-Backed Securities
03.000 FGPC Q43733 G
2046-10-01
3.000000
1000000.00
697390.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
2045-03-01
3.500000
1000000.00
385520.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
2045-04-01
3.500000
25000.00
9757.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
2045-05-01
3.500000
705247.00
296382.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
500000.00
223925.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5947
2048-11-01
4.500000
1147416.00
552503.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
2048-11-01
4.500000
1050758.00
498972.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6140
2048-12-01
4.500000
1129513.00
484492.06
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
2042-09-01
3.500000
200000.00
81349.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
2043-12-01
3.500000
500000.00
213099.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
2044-09-01
3.500000
150000.00
47606.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5068
2049-04-01
4.500000
2876437.00
2124916.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
2049-04-01
3.000000
895289.00
708402.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
2049-06-01
3.000000
4910900.00
3339880.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
2042-05-01
3.500000
45000.00
21531.62
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1843
2024-08-01
5.500000
713490.00
10343.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
2045-12-01
3.500000
257708.00
184641.00
Agency Mortgage-Backed Securities
FNMS 05.500 CT254916
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.500000
5000000.00
64912.65
Agency Mortgage-Backed Securities
FNMS 05.500 CT254963
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
3420083.00
40321.77
Agency Mortgage-Backed Securities
FNMS 05.500 CT255251
B1V7KEBTPIMZEU4LTD58
2024-05-01
5.500000
2000000.00
39672.51
Agency Mortgage-Backed Securities
FNMS 05.500 CT255321
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.500000
2525650.00
47108.36
Agency Mortgage-Backed Securities
FNMS 05.500 CT254800
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.500000
74847844.00
801059.87
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
2033-09-01
3.000000
6621196.00
3149106.92
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
2033-11-01
3.000000
792530.00
460729.03
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
2034-01-01
3.000000
13002261.00
7816349.84
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
2034-06-01
3.000000
151506.00
93429.80
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
82867.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
1883747.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
3958365.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
39000000.00
27823069.98
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
1878930.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
1900387.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
176799.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8878
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
16824163.00
13397721.71
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4120
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
28266262.00
29750900.30
Agency Mortgage-Backed Securities
04.000 FGPC Q46684 G
2047-03-01
4.000000
11000000.00
8288065.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0826
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
20613000.00
9314663.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0941
2049-07-01
3.500000
9392395.00
8726885.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4710
2049-04-01
4.500000
1451278.00
1526315.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA1980
2049-08-01
4.500000
7716803.00
8482405.41
Agency Mortgage-Backed Securities
Y
2020-09-02
2020-09-02
2020-09-02
N
N
N
0.0008
1253000000.00
1253000000.00
0.0384
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0O32W9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
39390700.00
42189480.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
153368800.00
158752522.59
U.S. Treasuries (including strips)
Y
2020-09-02
2020-09-02
2020-09-02
N
N
N
0.0007
197000000.00
197000000.00
0.0060
N
N
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.090000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0O3365
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLSD8036
2050-01-01
3.000000
31790404.00
28767669.36
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
22000.00
28164.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
6329700.00
8732685.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
2137500.00
2499961.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
1389200.00
2210329.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
1821100.00
2920514.22
U.S. Treasuries (including strips)
Y
2020-09-02
2020-09-02
2020-09-02
N
N
N
0.0009
44000000.00
44000000.00
0.0013
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.080000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0O3BL3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLFM3460
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
93112631.00
92806277.47
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8062
2035-08-01
2.500000
60380208.00
63477913.94
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD7505
2049-08-01
4.500000
139541000.00
124650478.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6975
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
110000000.00
117922090.00
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0794
2048-10-01
4.500000
150000000.00
116151251.50
Agency Mortgage-Backed Securities
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0008
500000000.00
500000000.00
0.0153
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.080000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0O3BT6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4062.00
2932.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA4815
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
2908.00
3100.12
Agency Mortgage-Backed Securities
04.000 FGPC K91535 G
2034-02-01
4.000000
1239.00
253.68
Agency Mortgage-Backed Securities
03.000 FGPC Q45872 G
2047-01-01
3.000000
38190392.00
22916564.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL333871
B1V7KEBTPIMZEU4LTD58
2023-11-01
6.000000
6986.00
227.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8005
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
3542.00
305.27
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK7741
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
1953.00
466.55
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
2828.00
27.92
Agency Mortgage-Backed Securities
FNMS 06.000 CI946651
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
1072.00
17.25
Agency Mortgage-Backed Securities
FNMS 06.000 CI976946
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
5507.00
111.96
Agency Mortgage-Backed Securities
FNMS 06.000 CI984079
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
13040.00
292.72
Agency Mortgage-Backed Securities
FNMS 05.500 CI984259
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
11984.00
203.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL831440
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
15560.00
358.72
Agency Mortgage-Backed Securities
GNII JM 004593 M
549300M8ZYFG0OCMTT87
2039-12-20
5.000000
15865.00
500.78
Agency Mortgage-Backed Securities
GNMI SF 677101 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
1001.00
14.53
Agency Mortgage-Backed Securities
GNMI SF 700918 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
1602.00
42.04
Agency Mortgage-Backed Securities
05.500 FGPC G05825 G
2040-03-01
5.500000
1160.00
103.93
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
2232.00
1392.19
Agency Mortgage-Backed Securities
06.500 FGPC C91160 G
2028-01-01
6.500000
1235.00
67.14
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
1455.00
681.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN6245
2049-05-01
4.000000
3975598.00
2404805.06
Agency Mortgage-Backed Securities
03.500 FGPC Q16605 G
2043-03-01
3.500000
1290.00
590.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6573
2050-02-01
3.000000
28192861.00
29257027.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8035
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
1023692.00
1002187.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV4130
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1029.00
436.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2696
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
17161758.00
13609974.00
Agency Mortgage-Backed Securities
FNMS 05.500 NQ889153
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
2662.00
94.25
Agency Mortgage-Backed Securities
GNII JM 004850 M
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
8113.00
487.08
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-17
0.00
400.00
399.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-22
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
22372500.00
26943834.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.125000
121300.00
123712.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
27381700.00
27372933.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
334100.00
449549.49
U.S. Treasuries (including strips)
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0008
121000000.00
121000000.00
0.0037
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0O3C40
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-05
0.00
125577600.00
125555749.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
131190000.00
141724177.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
75127400.00
76859156.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
217155000.00
219925308.04
U.S. Treasuries (including strips)
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0007
553000000.00
553000000.00
0.0169
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.060000%
549300QJJX6CVVUXLE15
0001317808
ARP0O3CQ1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
133700.00
177901.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1133000.00
1567895.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
69547500.00
79854103.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
100.00
101.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
1000.00
1000.13
U.S. Treasuries (including strips)
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0006
80000000.00
80000000.00
0.0024
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.080000%
549300QJJX6CVVUXLE15
0001317808
ARP0O3CV0
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
2020-09-24
0.00
1200.00
1199.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
31726100.00
49404541.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
154138900.00
205097890.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
100.00
101.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.500000
500.00
506.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
500000.00
499752.60
U.S. Treasuries (including strips)
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0008
250000000.00
250000000.00
0.0077
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.080000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0O3CY4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2019-078 NA
549300M8ZYFG0OCMTT87
2049-06-20
2.000000
43650584.00
35999376.64
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
8883869.00
2524712.21
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
60757319.00
35494422.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
3.686290
18492808.00
10946456.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-11-25
2.500000
850000.00
824433.52
Agency Collateralized Mortgage Obligation
GNII SF MA6602 M
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
8613006.00
9009833.62
Agency Mortgage-Backed Securities
GNII SF BT4030 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1473404.00
1586712.41
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0120
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
11643589.00
8740823.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9880
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.986000
12985071.00
9647581.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4442
B1V7KEBTPIMZEU4LTD58
2037-08-01
2.610000
15871910.00
9411163.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0296
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.847000
20062087.00
10391663.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3837
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
1640605.00
1619483.76
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC9983
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.500000
6193066.00
785631.63
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
3470119.00
1606820.59
Agency Mortgage-Backed Securities
GNII SF BV9519 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1366787.00
1470241.84
Agency Mortgage-Backed Securities
GNII SF BX6572 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
302719.00
335293.58
Agency Mortgage-Backed Securities
GNMI SF AY5233 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
2705624.00
1529320.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB2123
2050-08-01
2.500000
874483.00
921337.22
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
160767900.00
208646188.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
202300700.00
218132262.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
130341600.00
141550014.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
144300.00
144118.04
U.S. Treasuries (including strips)
Y
2020-09-03
2020-09-03
2020-09-03
N
N
N
0.0008
696000000.00
696000000.00
0.0213
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0O3OF2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZM4495
2047-10-01
4.000000
180781052.00
109181911.13
Agency Mortgage-Backed Securities
Y
2020-09-04
2020-09-04
2020-09-04
N
N
N
0.0009
106000000.00
106000000.00
0.0032
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.090000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0O3YM6
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
2038-04-05
3.980000
2027000.00
2093204.07
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
8374000.00
7533082.92
Agency Debentures and Agency Strips
3.37 FHOR 21-30 EA
2549001DPIFGXC1TOL40
2030-02-12
3.370000
90000.00
91174.65
Agency Debentures and Agency Strips
4.125 FHOR 21-35 DD
2549001DPIFGXC1TOL40
2035-05-25
4.125000
90000.00
92965.95
Agency Debentures and Agency Strips
3.50 FHOR 21-29 DR
2549001DPIFGXC1TOL40
2029-02-22
3.500000
5525000.00
5601858.28
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2034-07-18
2.990000
103000.00
107459.63
Agency Debentures and Agency Strips
04.000 FGPC Q50948 G
2047-09-01
4.000000
31441744.00
20477914.03
Agency Mortgage-Backed Securities
GNAR WN 784593 M
549300M8ZYFG0OCMTT87
2043-06-20
3.054000
1000.00
349.02
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
3128487.00
775640.75
Agency Mortgage-Backed Securities
GNAR AF MA2089 M
549300M8ZYFG0OCMTT87
2044-07-20
3.250000
1000.00
75.62
Agency Mortgage-Backed Securities
GNAR FL MA3417 M
549300M8ZYFG0OCMTT87
2045-12-20
2.500000
1000.00
76.98
Agency Mortgage-Backed Securities
GNAR AF MA5723 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
1000.00
435.26
Agency Mortgage-Backed Securities
GNAR AS 082928 M
549300M8ZYFG0OCMTT87
2041-08-20
3.750000
1212.00
45.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8624
2050-04-01
3.500000
1205352.00
1245502.13
Agency Mortgage-Backed Securities
FEPC 03.500 3PQU7337
2049-11-01
3.500000
5000000.00
3758116.91
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM4331
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
1302000.00
967105.90
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM4608
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.000000
1370000.00
1011700.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO8533
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
2936212.00
2743660.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP5353
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
1547508.00
1669097.01
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
493800.00
493768.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
1394300.00
1458423.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
100.00
102.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
100.00
109.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
86108200.00
99363877.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
362300.00
413765.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
118.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
100.00
138.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
76564000.00
83066314.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
121100.00
130646.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
4000.00
4406.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
100.00
103.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
150290000.00
163088029.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
1834900.00
1908487.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
4815900.00
4977858.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
85500.00
86956.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
5082600.00
5877593.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
24900.00
26800.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
367800.00
392023.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
12164000.00
14143978.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
39071100.00
44163774.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
100.00
109.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
100.00
159.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
100.00
142.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
6300000.00
8470868.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-17
0.00
400.00
399.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
500.00
499.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
0.00
938500.00
937364.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
274300.00
296325.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-21
0.00
209300.00
209201.63
U.S. Treasuries (including strips)
Y
2020-09-04
2020-09-04
2020-09-04
N
N
N
0.0009
468000000.00
468000000.00
0.0143
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0O3YN4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC V84483 G
2048-07-01
4.500000
100000000.00
78244768.60
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6049
2050-06-01
2.500000
100000000.00
102593547.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4048
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
17686560.00
18449320.54
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8062
2035-08-01
2.500000
49783255.00
52337301.93
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
2050-08-01
2.000000
99079004.00
102167957.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP9500
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
107785667.00
113458785.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0541
2048-06-01
4.000000
147249999.00
107494065.41
Agency Mortgage-Backed Securities
Y
2020-09-04
2020-09-04
2020-09-04
N
N
N
0.0009
558000000.00
558000000.00
0.0171
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.090000%
ZBUT11V806EZRVTWT807
0000782124
ARP0O3YT1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CIQN1186
2034-12-01
3.000000
3875000.00
3534811.56
Agency Mortgage-Backed Securities
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
237709312.00
249999903.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA5147
2049-12-01
4.500000
11195080.00
10647960.09
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0532
2047-08-01
4.000000
33284608.00
23801422.43
Agency Mortgage-Backed Securities
05.000 FGPC Q02187 G
2041-07-01
5.000000
5074552.00
1132934.82
Agency Mortgage-Backed Securities
GNII SF 627021 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
32197.00
28747.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2572
2042-01-01
4.000000
15554144.00
5447305.08
Agency Mortgage-Backed Securities
06.000 FGPC G30514 G
2028-02-01
6.000000
7592696.00
1120115.06
Agency Mortgage-Backed Securities
03.000 FGPC G14368 G
2026-12-01
3.000000
110000.00
11239.46
Agency Mortgage-Backed Securities
FEPC 04.500 CIQN1178
2034-12-01
4.500000
2359332.00
2273416.18
Agency Mortgage-Backed Securities
06.000 FGPC C75105 G
2032-12-01
6.000000
82789120.00
1434963.20
Agency Mortgage-Backed Securities
06.000 FGPC G30307 G
2027-01-01
6.000000
2880000.00
67854.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3078
2050-07-01
3.000000
154149632.00
163275567.86
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3089
2050-07-01
2.500000
18000000.00
18993500.83
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3075
2047-04-01
4.000000
7000000.00
4178482.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4231
2047-09-01
4.500000
2720000.00
2273947.96
Agency Mortgage-Backed Securities
GNII SF MA6542 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
226850816.00
232529357.77
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA3349
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
79265.00
74615.57
Agency Mortgage-Backed Securities
GNII SF MA5192 M
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
6235008.00
3083485.38
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA2869
2050-06-01
4.000000
2000000.00
2114352.71
Agency Mortgage-Backed Securities
08.000 FGPC G61789 G
2031-12-01
8.000000
6958432.00
6313238.22
Agency Mortgage-Backed Securities
03.000 FGPC U61781 G
2042-05-01
3.000000
1576900.00
360309.66
Agency Mortgage-Backed Securities
03.500 FGPC U91508 G
2043-06-01
3.500000
4271136.00
2787644.80
Agency Mortgage-Backed Securities
04.000 FGPC Q20668 G
2043-08-01
4.000000
1285260.00
204474.52
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN3525
2049-02-01
5.000000
4411152.00
2522990.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1596
2049-09-01
3.000000
21112416.00
20285093.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2335
2050-03-01
3.000000
17110000.00
17593425.10
Agency Mortgage-Backed Securities
03.500 FGPC G16330 G
2032-08-01
3.500000
150000.00
89510.00
Agency Mortgage-Backed Securities
05.000 FGPC G08838 G
2048-09-01
5.000000
5000000.00
2515550.20
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
4482696.00
102475.48
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6130
2034-09-01
5.500000
1898246.00
293033.88
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1152
2050-07-01
3.000000
12598496.00
13401870.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1311
2050-07-01
3.000000
4208840.00
4479192.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1840
2050-08-01
3.000000
1109492.00
1182595.32
Agency Mortgage-Backed Securities
GNII SF BR7541 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1484148.00
1587485.29
Agency Mortgage-Backed Securities
GNII SF BV7022 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1568288.00
1776835.05
Agency Mortgage-Backed Securities
GNII SF BV9859 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
2623496.00
2822071.04
Agency Mortgage-Backed Securities
GNII SF BW5207 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1161876.00
1271454.85
Agency Mortgage-Backed Securities
FEPC 03.500 3PRE6062
2050-08-01
3.500000
2360464.00
2449679.31
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8657
2032-06-01
3.000000
1910000.00
1055085.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS9979
2046-04-01
4.500000
817000.00
432923.68
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK6120
2028-10-01
3.000000
4658592.00
1328222.24
Agency Mortgage-Backed Securities
03.500 FGPC G14449 G
2027-02-01
3.500000
374000.00
53568.19
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7562
2038-05-01
5.500000
1272252.00
12102.30
Agency Mortgage-Backed Securities
FEPC 02.000 CNRD5034
2030-08-01
2.000000
5267752.00
5501359.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA3827
2049-10-01
4.500000
5396912.00
5362896.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1767
2050-07-01
3.000000
4508800.00
4811890.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2699
2049-01-01
4.500000
2228008.00
1084221.76
Agency Mortgage-Backed Securities
FNMS 05.500 CZ918649
B1V7KEBTPIMZEU4LTD58
2047-06-01
5.500000
6709656.00
183597.81
Agency Mortgage-Backed Securities
GNII SF MA1231 M
549300M8ZYFG0OCMTT87
2038-05-20
7.000000
421758.00
94275.36
Agency Mortgage-Backed Securities
03.500 FGPC Q30252 G
2044-12-01
3.500000
2238856.00
1540636.02
Agency Mortgage-Backed Securities
03.500 FGPC Q49879 G
2047-08-01
3.500000
967835.00
941229.12
Agency Mortgage-Backed Securities
04.500 FGPC Q56211 G
2048-05-01
4.500000
4910060.00
2416385.26
Agency Mortgage-Backed Securities
04.000 FGPC Q23311 G
2043-12-01
4.000000
3119812.00
941012.49
Agency Mortgage-Backed Securities
FEPC 03.000 CNRD5036
2030-07-01
3.000000
1145948.00
1145556.67
Agency Mortgage-Backed Securities
FEPC 04.500 3PRE6040
2050-03-01
4.500000
1029724.00
813713.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ0852
2040-12-01
4.500000
3545156.00
690805.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1410
2041-03-01
4.000000
29635136.00
6194690.19
Agency Mortgage-Backed Securities
FEPC 04.000 3PQU7313
2049-11-01
4.000000
810035.00
612700.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2274
2050-01-01
3.500000
3004472.00
3151880.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5950
2048-11-01
4.500000
1122822.00
528244.25
Agency Mortgage-Backed Securities
02.500 FGPC J20466 G
2027-09-01
2.500000
113335000.00
26480088.19
Agency Mortgage-Backed Securities
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0009
848000000.00
848000000.00
0.0260
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.090000%
549300QJJX6CVVUXLE15
0001317808
ARP0O3YX2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
2658520.00
2001070.35
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
5721400.00
7885705.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
18973000.00
25510760.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
123810000.00
127822299.17
U.S. Treasuries (including strips)
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0009
160000000.00
160000000.00
0.0049
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
ZBUT11V806EZRVTWT807
0000782124
ARP0O3YY0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5530 M
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
122526128.00
52982359.47
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
494753280.00
204517640.88
Agency Mortgage-Backed Securities
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0008
250000000.00
250000000.00
0.0077
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.090000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0O3ZB9
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
2022-08-31
1.875000
37026000.00
38306099.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
188305900.00
197645150.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
50436800.00
55296579.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
223397500.00
241193575.57
U.S. Treasuries (including strips)
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0009
522000000.00
522000000.00
0.0160
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.070000%
549300D0YARF5HYP1809
0001053092
ARP0O3ZC7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
400.00
438.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
1005900.00
1122951.82
U.S. Treasuries (including strips)
Y
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0007
1101282.00
1101282.00
0.0000
N
Y
Y
N
The Charles Schwab Family of Funds
2020-09-08
Mark Fischer
Mark Fischer
Chief Financial Officer