0001145549-20-064990.txt : 20201106
0001145549-20-064990.hdr.sgml : 20201106
20201106153301
ACCESSION NUMBER: 0001145549-20-064990
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201106
DATE AS OF CHANGE: 20201106
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: 201294156
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
C000222229
Ultra Shares
SGUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2020-10-31
0000857156
549300I77JNLD629OV19
S000004506
3
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
38
98
15860310771.33
16358037441.68
16606479346.31
16625763539.17
17602651431.48
24241081111.06
23742834129.46
24273187162.63
25135792284.58
24936470530.52
0.4859
0.5037
0.5031
0.5062
0.5333
0.7427
0.7310
0.7354
0.7653
0.7554
0.59
32989348985.13
32982644259.43
20493740.76
301662817.14
32701475183.64
32701222269.1530
1.0000
0.0017
1.0003
1.0002
1.0002
1.0002
1.0002
C000012381
0.00
18794224745.45
18794083942.3600
1.0003
1.0002
1.0002
1.0002
1.0002
1652721489.29
1542941433.96
1621579238.55
1405632690.91
1516890360.59
1250655343.00
1380829631.51
1222652540.19
1763171923.73
1578683155.91
7125848514.74
6231941312.04
0.0001
Y
Investment Advisor and its affiliates Contractual 171,281 Investment Advisor and its affiliates Voluntary 4,412,069
C000151955
0.00
13324811165.25
13324699053.8530
1.0003
1.0002
1.0002
1.0002
1.0002
135497225.53
443086585.17
122200188.52
350271131.33
90130025.48
327979597.67
83323156.68
332939988.14
128294725.24
255902242.14
472643890.11
1458571600.30
0.0001
Y
Investment Advisor and its affiliates Contractual 128,290 Investment Advisor and its affiliates Voluntary 2,080,910
C000222229
1000000.00
582439272.94
582439272.9400
1.0003
1.0002
1.0002
1.0002
1.0002
260586454.47
354025.00
69348717.04
6883218.03
39250877.32
6212427.68
66616601.43
7072839.93
158457596.25
11298463.93
435155791.39
31820974.57
0.0001
Y
Investment Advisor and its affiliates Contractual 3,691 Investment Advisor and its affiliates Voluntary 8,488
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.220000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0022
10100000.00
10100000.00
0.0003
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.180000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0018
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
2020-11-06
2020-11-06
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
27590000.00
27590000.00
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
2020-11-06
2020-11-06
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
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
2020-11-06
2020-11-06
2031-08-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
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
2020-11-06
2020-11-06
2035-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
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 0.180000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
13125000.00
13125000.00
0.0004
N
N
Y
N
Contra Costa Cnty
M/F HOUSING RB (CREEKVIEW APTS) SERIES 2003B 0.110000%
212249BX3
US212249BX36
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2036-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
28700000.00
28700000.00
0.0009
N
N
Y
N
DeKalb Cnty Housing Auth
M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.140000%
240471NE8
US240471NE84
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
12920000.00
12920000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.160000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0016
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.230000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0023
53100000.00
53100000.00
0.0016
N
N
Y
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
0.0010
38384790.34
38384790.34
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.205000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2020-11-02
2021-03-12
2021-03-12
N
N
N
0.0011
97835123.89
97835123.89
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.165000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2020-11-02
2021-06-11
2021-06-11
N
N
N
0.0012
88026884.88
88026884.88
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.165000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2020-11-02
2021-07-08
2021-07-08
N
N
N
0.0012
87528303.63
87528303.63
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.130000%
3130AGVL6
2549001DPIFGXC1TOL40
US3130AGVL64
U.S. Government Agency Debt
Y
2020-11-02
2021-02-09
2021-02-09
N
N
N
0.0010
55104323.15
55104323.15
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2020-11-02
2021-05-14
2021-05-14
N
N
N
0.0011
143025308.14
143025308.14
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.155000%
3130AGZ24
2549001DPIFGXC1TOL40
US3130AGZ241
U.S. Government Agency Debt
Y
2020-11-02
2021-02-26
2021-02-26
N
N
N
0.0013
104506660.83
104506660.83
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.175000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2020-11-02
2021-09-10
2021-09-10
N
N
N
0.0013
137753236.20
137753236.20
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.260000%
3130AHBW2
2549001DPIFGXC1TOL40
US3130AHBW23
U.S. Government Agency Debt
Y
2020-11-02
2021-04-09
2021-04-09
N
N
N
0.0011
33021976.68
33021976.68
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.205000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2020-11-04
2021-05-04
2021-05-04
N
N
N
0.0015
114631570.01
114631570.01
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3130AHLZ4
2549001DPIFGXC1TOL40
US3130AHLZ44
U.S. Government Agency Debt
Y
2020-11-02
2021-02-22
2021-02-22
N
N
N
0.0010
108332023.23
108332023.23
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.060000%
3130AHUW1
2549001DPIFGXC1TOL40
US3130AHUW12
U.S. Government Agency Debt
Y
2021-01-08
2021-01-08
2021-01-08
N
N
N
0.0006
495786484.49
495786484.49
0.0152
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.060000%
3130AHVC4
2549001DPIFGXC1TOL40
US3130AHVC49
U.S. Government Agency Debt
Y
2021-01-08
2021-01-08
2021-01-08
N
N
N
0.0011
53858083.73
53858083.73
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.096000%
3130AHWZ2
2549001DPIFGXC1TOL40
US3130AHWZ25
U.S. Government Agency Debt
Y
2020-11-16
2021-02-16
2021-02-16
N
N
N
0.0010
181992880.16
181992880.16
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.096000%
3130AHX57
2549001DPIFGXC1TOL40
US3130AHX574
U.S. Government Agency Debt
Y
2020-11-23
2021-02-22
2021-02-22
N
N
N
0.0010
49998037.50
49998037.50
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.130000%
3130AJ2X6
2549001DPIFGXC1TOL40
US3130AJ2X65
U.S. Government Agency Debt
Y
2020-11-05
2021-04-05
2021-04-05
N
N
N
0.0009
183233390.04
183233390.04
0.0056
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.106000%
3130AJ5V7
2549001DPIFGXC1TOL40
US3130AJ5V72
U.S. Government Agency Debt
Y
2020-11-16
2020-11-16
2020-11-16
N
N
N
0.0011
73999718.80
73999718.80
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.117000%
3130AJ6Q7
2549001DPIFGXC1TOL40
US3130AJ6Q78
U.S. Government Agency Debt
Y
2020-11-19
2021-03-19
2021-03-19
N
N
N
0.0014
183275925.38
183275925.38
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
0.0010
9034594.20
9034594.20
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.210000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2020-11-02
2022-02-28
2022-02-28
N
N
N
0.0014
119106455.02
119106455.02
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJCE7
2549001DPIFGXC1TOL40
US3130AJCE71
U.S. Government Agency Debt
Y
2020-11-02
2021-03-04
2021-03-04
N
N
N
0.0010
174338931.65
174338931.65
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
0.0010
14026007.24
14026007.24
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.225000%
3130AJDV8
2549001DPIFGXC1TOL40
US3130AJDV87
U.S. Government Agency Debt
Y
2020-11-02
2021-03-10
2021-03-10
N
N
N
0.0011
15306513.82
15306513.82
0.0005
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
0.0016
36746339.62
36746339.62
0.0011
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
0.0007
45005850.00
45005850.00
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.140000%
3130AJU98
2549001DPIFGXC1TOL40
US3130AJU980
U.S. Government Agency Debt
Y
2020-11-02
2020-12-15
2020-12-15
N
N
N
0.0010
92504772.08
92504772.08
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.119000%
3130AJVY2
2549001DPIFGXC1TOL40
US3130AJVY25
U.S. Government Agency Debt
Y
2020-11-24
2021-02-24
2021-02-24
N
N
N
0.0012
92997107.70
92997107.70
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.120000%
3130AJXF1
2549001DPIFGXC1TOL40
US3130AJXF18
U.S. Government Agency Debt
Y
2020-11-03
2021-05-03
2021-05-03
N
N
N
0.0013
79496004.33
79496004.33
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
0.0009
170995251.33
170995251.33
0.0052
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AJZ44
2549001DPIFGXC1TOL40
US3130AJZ443
U.S. Government Agency Debt
Y
2021-08-20
2021-08-20
2021-08-20
N
N
N
0.0016
161357619.59
161357619.59
0.0049
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.100000%
3130AK3N4
2549001DPIFGXC1TOL40
US3130AK3N49
U.S. Government Agency Debt
Y
2020-12-02
2020-12-02
2020-12-02
N
N
N
0.0010
118550197.98
118550197.98
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.125000%
3130AK5A0
2549001DPIFGXC1TOL40
US3130AK5A00
U.S. Government Agency Debt
Y
2021-09-10
2021-09-10
2021-09-10
N
N
N
0.0015
34262773.83
34262773.83
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.140000%
3130AK6S0
2549001DPIFGXC1TOL40
US3130AK6S09
U.S. Government Agency Debt
Y
2020-11-02
2021-07-16
2021-07-16
N
N
N
0.0012
115517289.20
115517289.20
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.120000%
3130AKAH9
2549001DPIFGXC1TOL40
US3130AKAH93
U.S. Government Agency Debt
Y
2021-06-23
2021-06-23
2021-06-23
N
N
N
0.0014
85888863.92
85888863.92
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313EV6
US313313EV65
U.S. Government Agency Debt
Y
2021-04-26
2021-04-26
2021-04-26
N
N
N
0.0010
9995138.90
9995138.90
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313EX2
US313313EX22
U.S. Government Agency Debt
Y
2021-04-28
2021-04-28
2021-04-28
N
N
N
0.0010
34982791.55
34982791.55
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313KN7
US313313KN75
U.S. Government Agency Debt
Y
2021-08-17
2021-08-17
2021-08-17
N
N
N
0.0012
15485120.00
15485120.00
0.0005
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
0.0009
19985378.83
19985378.83
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.375000%
313378JP7
2549001DPIFGXC1TOL40
US313378JP78
U.S. Government Agency Debt
Y
2021-09-10
2021-09-10
2021-09-10
N
N
N
0.0013
13147642.46
13147642.46
0.0004
N
N
N
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
0.0000
138000000.00
138000000.00
0.0042
N
Y
Y
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
0.0007
257994984.48
257994984.48
0.0079
N
N
Y
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
0.0007
230390592.77
230390592.77
0.0070
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BE5
2549001DPIFGXC1TOL40
US313385BE54
U.S. Government Agency Debt
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0009
214952700.00
214952700.00
0.0066
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
0.0009
19995050.00
19995050.00
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
0.0009
244429095.00
244429095.00
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
0.0010
85470075.00
85470075.00
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
0.0010
85469837.31
85469837.31
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
0.0010
49681086.17
49681086.17
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
0.0010
85766633.24
85766633.24
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.300000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2020-11-02
2021-10-28
2021-10-28
N
N
N
0.0013
32153008.66
32153008.66
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.155000%
3133EKD29
US3133EKD295
U.S. Government Agency Debt
Y
2020-11-02
2021-08-20
2021-08-20
N
N
N
0.0012
11002945.47
11002945.47
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.195000%
3133EKHC3
2549001DPIFGXC1TOL40
US3133EKHC37
U.S. Government Agency Debt
Y
2020-11-02
2021-01-15
2021-01-15
N
N
N
0.0010
55110671.22
55110671.22
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2020-11-02
2021-05-07
2021-05-07
N
N
N
0.0011
27510946.65
27510946.65
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.125000%
3133EL3S1
US3133EL3S14
U.S. Government Agency Debt
Y
2021-08-12
2021-08-12
2021-08-12
N
N
N
0.0013
221974274.12
221974274.12
0.0068
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.175000%
3133EL4V3
US3133EL4V34
U.S. Government Agency Debt
Y
2020-11-02
2022-07-25
2022-07-25
N
N
N
0.0016
58216545.10
58216545.10
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000%
3133EL6Q2
US3133EL6Q21
U.S. Government Agency Debt
Y
2020-11-02
2022-03-10
2022-03-10
N
N
N
0.0015
66420163.69
66420163.69
0.0020
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
0.0001
56421469.76
56421469.76
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.114500%
3133ELQC1
US3133ELQC19
U.S. Government Agency Debt
Y
2020-11-03
2021-03-03
2021-03-03
N
N
N
0.0012
137999024.34
137999024.34
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
0.0009
46626314.00
46626314.00
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.390000%
3133ELVN1
US3133ELVN19
U.S. Government Agency Debt
Y
2020-11-02
2021-04-27
2021-04-27
N
N
N
0.0011
119362033.33
119362033.33
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
0.0011
21368912.11
21368912.11
0.0007
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.120000%
3134GT3A9
S6XOOCT0IEG5ABCC6L87
US3134GT3A93
U.S. Government Agency Debt
Y
2020-11-02
2021-02-19
2021-02-19
N
N
N
0.0011
68702636.71
68702636.71
0.0021
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2020-11-02
2022-03-04
2022-03-04
N
N
N
0.0016
150453181.25
150453181.25
0.0046
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.290000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2020-11-02
2022-03-11
2022-03-11
N
N
N
0.0015
36872184.67
36872184.67
0.0011
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.410000%
3134GVHN1
S6XOOCT0IEG5ABCC6L87
US3134GVHN12
U.S. Government Agency Debt
Y
2020-11-02
2021-09-23
2021-09-23
N
N
N
0.0013
18446425.22
18446425.22
0.0006
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.280000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2020-11-02
2022-06-02
2022-06-02
N
N
N
0.0015
187376215.95
187376215.95
0.0057
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.185000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2020-11-02
2022-08-19
2022-08-19
N
N
N
0.0017
230942457.89
230942457.89
0.0071
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.185000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2020-11-02
2022-09-09
2022-09-09
N
N
N
0.0017
131741962.25
131741962.25
0.0040
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.160000%
3135G02C6
B1V7KEBTPIMZEU4LTD58
US3135G02C67
U.S. Government Agency Debt
Y
2020-11-02
2020-12-11
2020-12-11
N
N
N
0.0009
315222186.93
315222186.93
0.0096
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2020-11-02
2021-09-24
2021-09-24
N
N
N
0.0013
94720890.92
94720890.92
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2020-11-02
2022-04-07
2022-04-07
N
N
N
0.0015
112267734.31
112267734.31
0.0034
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.480000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2020-11-02
2022-04-15
2022-04-15
N
N
N
0.0015
129924115.58
129924115.58
0.0040
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2020-11-02
2021-10-20
2021-10-20
N
N
N
0.0013
94773071.93
94773071.93
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2020-11-02
2022-05-19
2022-05-19
N
N
N
0.0015
186367761.06
186367761.06
0.0057
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2020-11-02
2022-05-27
2022-05-27
N
N
N
0.0009
110083063.81
110083063.81
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
0.0012
10010728.50
10010728.50
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
0.0010
131345889.86
131345889.86
0.0040
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.330000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2020-11-02
2022-04-29
2022-04-29
N
N
N
0.0015
93249305.10
93249305.10
0.0029
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2020-11-02
2022-05-09
2022-05-09
N
N
N
0.0015
139292729.83
139292729.83
0.0043
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
0.0011
35129254.64
35129254.64
0.0011
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.180000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
11840000.00
11840000.00
0.0004
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.180000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0018
17335000.00
17335000.00
0.0005
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.200000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0020
24900000.00
24900000.00
0.0008
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.210000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0021
13200000.00
13200000.00
0.0004
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.140000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
9845000.00
9845000.00
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 0.180000%
592040C64
US592040C649
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2031-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0018
10420000.00
10420000.00
0.0003
N
N
Y
N
Montgomery Cnty Housing Opportunities Commission
HOUSING RB (OAKFIELD APTS) SERIES 2005I 0.190000%
613344TB6
549300HDL0LLRHMDL092
US613344TB68
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2039-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0019
31050000.00
31050000.00
0.0009
N
N
Y
N
Nevada Housing Division
RB (SONOMA PALMS APTS) SERIES 2005 0.160000%
641272FT1
549300RE377OK3CTT852
US641272FT12
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2039-04-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0016
15000000.00
15000000.00
0.0005
N
N
Y
N
Nevada Housing Division
HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.160000%
641272GB9
549300RE377OK3CTT852
US641272GB94
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-04-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0016
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 0.170000%
64970HCM4
549300SQWVHKBRF8D702
US64970HCM43
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2036-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
14275000.00
14275000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.140000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
23900000.00
23900000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN) SERIES 2006A 0.140000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
42000000.00
42000000.00
0.0013
N
N
Y
N
New York State HFA
HOUSING RB (39TH ST) SERIES 2000A 0.140000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0014
21400000.00
21400000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.140000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0014
46700000.00
46700000.00
0.0014
N
N
Y
N
New York State HFA
HOUSING RB (360 W 43RD ST) SERIES 2002A 0.140000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0014
31000000.00
31000000.00
0.0009
N
N
Y
N
New York State HFA
HOUSING RB (CAROLINE APTS) SERIES 2008A 0.170000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
12900000.00
12900000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.150000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
84195000.00
84195000.00
0.0026
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.170000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
10480000.00
10480000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.170000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
10530000.00
10530000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.210000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0021
6775000.00
6775000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.180000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
12395000.00
12395000.00
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
2020-11-06
2020-11-06
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
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 0.160000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0016
42300000.00
42300000.00
0.0013
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.200000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0020
11400000.00
11400000.00
0.0003
N
N
Y
N
St. Tammany Parish Development District
RB (MAIN ST HOLDINGS) SERIES 2006A 0.160000%
793513AG7
US793513AG77
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2042-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0016
4245000.00
4245000.00
0.0001
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.180000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
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
2020-11-06
2020-11-06
2038-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
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 0.180000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
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 0.180000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
10210000.00
10210000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.180000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
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 0.220000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0022
13800000.00
13800000.00
0.0004
N
N
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
0.0006
436992413.68
436992413.68
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
0.0007
628979205.26
628979205.26
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
0.0007
788860278.90
788860278.90
0.0241
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963K3
254900HROIFWPRGM1V77
US9127963K35
U.S. Treasury Debt
Y
2020-12-17
2020-12-17
2020-12-17
N
N
N
0.0008
128987502.48
128987502.48
0.0039
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
0.0008
889300440.57
889300440.57
0.0272
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963T4
254900HROIFWPRGM1V77
US9127963T44
U.S. Treasury Debt
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0008
558923137.50
558923137.50
0.0171
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
0.0008
130980342.14
130980342.14
0.0040
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963V9
254900HROIFWPRGM1V77
US9127963V99
U.S. Treasury Debt
Y
2021-01-21
2021-01-21
2021-01-21
N
N
N
0.0008
468620321.00
468620321.00
0.0143
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963W7
254900HROIFWPRGM1V77
US9127963W72
U.S. Treasury Debt
Y
2021-02-04
2021-02-04
2021-02-04
N
N
N
0.0009
216050599.54
216050599.54
0.0066
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964Q9
254900HROIFWPRGM1V77
US9127964Q95
U.S. Treasury Debt
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0005
507999283.72
507999283.72
0.0155
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
895360324.83
895360324.83
0.0274
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964U0
254900HROIFWPRGM1V77
US9127964U08
U.S. Treasury Debt
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0007
136192045.92
136192045.92
0.0042
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
0.0008
127990080.00
127990080.00
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127965D7
254900HROIFWPRGM1V77
US9127965D73
U.S. Treasury Debt
Y
2020-12-22
2020-12-22
2020-12-22
N
N
N
0.0008
795914318.56
795914318.56
0.0243
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
0.0008
580926404.74
580926404.74
0.0178
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A58
254900HROIFWPRGM1V77
US912796A585
U.S. Treasury Debt
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0008
298957476.22
298957476.22
0.0091
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A82
254900HROIFWPRGM1V77
US912796A825
U.S. Treasury Debt
Y
2021-01-26
2021-01-26
2021-01-26
N
N
N
0.0013
169747881.59
169747881.59
0.0052
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796B73
254900HROIFWPRGM1V77
US912796B732
U.S. Treasury Debt
Y
2021-02-09
2021-02-09
2021-02-09
N
N
N
0.0012
168946553.75
168946553.75
0.0052
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796B81
254900HROIFWPRGM1V77
US912796B815
U.S. Treasury Debt
Y
2021-02-16
2021-02-16
2021-02-16
N
N
N
0.0009
128467839.02
128467839.02
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796D22
254900HROIFWPRGM1V77
US912796D225
U.S. Treasury Debt
Y
2021-03-30
2021-03-30
2021-03-30
N
N
N
0.0010
168933995.36
168933995.36
0.0052
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
0.0006
266998608.93
266998608.93
0.0082
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TU3
254900HROIFWPRGM1V77
US912796TU31
U.S. Treasury Debt
Y
2020-12-03
2020-12-03
2020-12-03
N
N
N
0.0008
135191268.78
135191268.78
0.0041
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TY5
254900HROIFWPRGM1V77
US912796TY52
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0008
66990940.93
66990940.93
0.0020
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796UC1
254900HROIFWPRGM1V77
US912796UC14
U.S. Treasury Debt
Y
2021-01-28
2021-01-28
2021-01-28
N
N
N
0.0009
129973295.40
129973295.40
0.0040
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.125000%
9128282F6
254900HROIFWPRGM1V77
US9128282F67
U.S. Treasury Debt
Y
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0012
138135214.88
138135214.88
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
9128283Q1
254900HROIFWPRGM1V77
US9128283Q14
U.S. Treasury Debt
Y
2021-01-15
2021-01-15
2021-01-15
N
N
N
0.0015
136605908.20
136605908.20
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.250000%
9128283X6
254900HROIFWPRGM1V77
US9128283X64
U.S. Treasury Debt
Y
2021-02-15
2021-02-15
2021-02-15
N
N
N
0.0010
183114311.38
183114311.38
0.0056
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
0.0011
343836574.40
343836574.40
0.0105
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.625000%
9128284T4
254900HROIFWPRGM1V77
US9128284T44
U.S. Treasury Debt
Y
2021-06-15
2021-06-15
2021-06-15
N
N
N
0.0013
67488488.72
67488488.72
0.0021
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
0.0014
79800584.73
79800584.73
0.0024
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.215000%
9128285Y2
254900HROIFWPRGM1V77
US9128285Y20
U.S. Treasury Debt
Y
2020-11-02
2021-01-31
2021-01-31
N
N
N
0.0011
144536690.00
144536690.00
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.239000%
9128286Q8
254900HROIFWPRGM1V77
US9128286Q86
U.S. Treasury Debt
Y
2020-11-02
2021-04-30
2021-04-30
N
N
N
0.0009
136698305.56
136698305.56
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
9128286V7
254900HROIFWPRGM1V77
US9128286V71
U.S. Treasury Debt
Y
2021-05-31
2021-05-31
2021-05-31
N
N
N
0.0012
144144826.20
144144826.20
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
9128287F1
254900HROIFWPRGM1V77
US9128287F13
U.S. Treasury Debt
Y
2021-07-31
2021-07-31
2021-07-31
N
N
N
0.0012
380389079.82
380389079.82
0.0116
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
0.0014
53189775.51
53189775.51
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
0.0000
134400000.00
134400000.00
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
0.0013
202330984.13
202330984.13
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
0.0014
53136705.02
53136705.02
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
0.0013
139222517.89
139222517.89
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 3.125000%
912828QN3
254900HROIFWPRGM1V77
US912828QN35
U.S. Treasury Debt
Y
2021-05-15
2021-05-15
2021-05-15
N
N
N
0.0011
40645924.40
40645924.40
0.0012
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.125000%
912828S76
254900HROIFWPRGM1V77
US912828S760
U.S. Treasury Debt
Y
2021-07-31
2021-07-31
2021-07-31
N
N
N
0.0013
57422862.48
57422862.48
0.0018
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
0.0000
154000000.00
154000000.00
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828WR7
254900HROIFWPRGM1V77
US912828WR74
U.S. Treasury Debt
Y
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0011
101326994.00
101326994.00
0.0031
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.250000%
912828WY2
254900HROIFWPRGM1V77
US912828WY26
U.S. Treasury Debt
Y
2021-07-31
2021-07-31
2021-07-31
N
N
N
0.0013
57897152.07
57897152.07
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.625000%
912828Y20
254900HROIFWPRGM1V77
US912828Y206
U.S. Treasury Debt
Y
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0012
103279511.20
103279511.20
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.400000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2020-11-02
2021-10-31
2021-10-31
N
N
N
0.0011
137302292.97
137302292.97
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.254000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2020-11-02
2022-01-31
2022-01-31
N
N
N
0.0013
182193050.01
182193050.01
0.0056
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.214000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2020-11-02
2022-04-30
2022-04-30
N
N
N
0.0013
173107260.42
173107260.42
0.0053
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.155000%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2020-11-02
2022-07-31
2022-07-31
N
N
N
0.0015
233430867.16
233430867.16
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.155000%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2020-11-03
2022-10-31
2022-10-31
N
N
N
0.0015
100015211.00
100015211.00
0.0031
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.080000%
549300QJJX6CVVUXLE15
0001317808
ARP0OD4V7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-28
0.00
100.00
99.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
20539200.00
28496803.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
10291400.00
16447837.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
33700.00
51838.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
24997700.00
39147763.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
400000.00
528648.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
115.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
5000.00
5416.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
100.00
108.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
100.00
100.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
992900.00
1007743.50
U.S. Treasuries (including strips)
Y
2020-11-04
2020-11-04
2020-11-04
Y
RBC DOMINION SECURITIES INC
1.0000
5
N
N
N
0.0008
84000000.00
84000000.00
0.0026
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.100000%
549300QJJX6CVVUXLE15
0001317808
ARP0OD520
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-11 KF
549300M8ZYFG0OCMTT87
2049-09-20
0.721380
1000.00
871.48
Agency Collateralized Mortgage Obligation
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
208541491.00
104706335.68
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
9310.00
5083.57
Agency Mortgage-Backed Securities
GNII SF MA6819 M
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
49999779.00
52155047.53
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
48075757.00
50408860.90
Agency Mortgage-Backed Securities
GNII SP 783620 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
300000000.00
47111367.14
Agency Mortgage-Backed Securities
GNII SP 783457 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
25941624.00
3135706.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLBK5056
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.500000
1130.00
1047.11
Agency Mortgage-Backed Securities
Y
2020-11-04
2020-11-04
2020-11-04
Y
RBC DOMINION SECURITIES INC
1.0000
5
N
N
N
0.0010
250000000.00
250000000.00
0.0076
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OEBW5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
32585500.00
32979525.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
6616300.00
7155031.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
24992000.00
25163635.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
50875700.00
53240810.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
50513100.00
51543761.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
49415600.00
50478077.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
49799000.00
53160894.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.750000
50994800.00
51689898.14
U.S. Treasuries (including strips)
Y
2020-11-06
2020-11-06
2020-11-10
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0010
319000000.00
319000000.00
0.0098
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.130000%
549300HN4UKV1E2R3U73
0001675365
ARP0OEQJ8
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
210566000.00
210563052.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
155973200.00
157656992.40
U.S. Treasuries (including strips)
Y
2020-12-09
2020-12-09
2020-12-09
N
N
N
0.0013
361000000.00
361000000.00
0.0110
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OKBD3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZT1526
2048-11-01
4.000000
148621494.00
108722913.28
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0435
2050-09-01
2.500000
70002679.00
73517087.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7047
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
154753641.00
165610173.98
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4157
B1V7KEBTPIMZEU4LTD58
2050-10-01
1.500000
50000000.00
50323711.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
350377657.00
153874627.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
32480057.00
24168995.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0326
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
100000000.00
68330907.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7287
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
50438852.00
50715102.23
Agency Mortgage-Backed Securities
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0010
675000000.00
675000000.00
0.0206
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.100000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0OKBP6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 723612 X
549300M8ZYFG0OCMTT87
2040-01-15
4.500000
679889.00
167139.26
Agency Mortgage-Backed Securities
GNII SP 784421 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
66409.00
53445.08
Agency Mortgage-Backed Securities
GNII SF 752492 C
549300M8ZYFG0OCMTT87
2040-08-20
4.500000
207723.00
5013.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2958
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1532000.00
1612269.17
Agency Mortgage-Backed Securities
FNMS 05.000 CI970859
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.000000
2225000.00
47183.76
Agency Mortgage-Backed Securities
GNMI SF 760879 X
549300M8ZYFG0OCMTT87
2041-02-15
4.000000
25000.00
6118.93
Agency Mortgage-Backed Securities
GNMI SF BD3187 X
549300M8ZYFG0OCMTT87
2047-10-15
4.000000
25000.00
21259.99
Agency Mortgage-Backed Securities
GNMI SF BQ1005 X
549300M8ZYFG0OCMTT87
2049-10-15
4.000000
42486.00
19993.60
Agency Mortgage-Backed Securities
GNPL PN BV8285
549300M8ZYFG0OCMTT87
2055-07-15
2.390000
300000.00
313978.52
Agency Mortgage-Backed Securities
GNII SF BW7012 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
2708556.00
2838517.35
Agency Mortgage-Backed Securities
GNII SF BW7259 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1772644.00
1867197.23
Agency Mortgage-Backed Securities
GNPL PN BX3955
549300M8ZYFG0OCMTT87
2055-10-15
1.930000
500000.00
506120.86
Agency Mortgage-Backed Securities
GNII SF BY1466 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
840426.00
890856.32
Agency Mortgage-Backed Securities
GNII SF AE8204 C
549300M8ZYFG0OCMTT87
2034-03-20
4.000000
3196676.00
1202947.23
Agency Mortgage-Backed Securities
GNII SF AK7035 C
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
40000.00
16697.68
Agency Mortgage-Backed Securities
GNII SF 004494 M
549300M8ZYFG0OCMTT87
2039-07-20
4.000000
982015.00
120487.23
Agency Mortgage-Backed Securities
GNII SF 004834 M
549300M8ZYFG0OCMTT87
2040-10-20
4.500000
4448680.00
552700.96
Agency Mortgage-Backed Securities
GNMI SP 784066 X
549300M8ZYFG0OCMTT87
2045-05-15
3.500000
500000.00
139398.53
Agency Mortgage-Backed Securities
GNII SP 784656 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
36000.00
16520.24
Agency Mortgage-Backed Securities
GNII SP 782173 M
549300M8ZYFG0OCMTT87
2035-05-20
5.500000
5000000.00
327858.47
Agency Mortgage-Backed Securities
GNMI JP 782284 X
549300M8ZYFG0OCMTT87
2023-03-15
5.000000
50000000.00
344681.95
Agency Mortgage-Backed Securities
GNMI SP 782958 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
165000.00
11864.20
Agency Mortgage-Backed Securities
FNMS 07.000 CL950720
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
6557870.00
137140.96
Agency Mortgage-Backed Securities
GNMI SF AA5822 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
875000.00
308079.27
Agency Mortgage-Backed Securities
GNMI SF AB2734 X
549300M8ZYFG0OCMTT87
2042-08-15
3.000000
75000.00
20652.87
Agency Mortgage-Backed Securities
GNII SF MA2601 M
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
76900000.00
19156081.07
Agency Mortgage-Backed Securities
GNII SF MA4452 M
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
21550816.00
8743566.32
Agency Mortgage-Backed Securities
GNII SF MA3663 M
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
60112320.00
24453199.00
Agency Mortgage-Backed Securities
GNII SF MA5266 M
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
3000000.00
1182593.98
Agency Mortgage-Backed Securities
GNII SF MA6599 M
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
100165000.00
101658273.44
Agency Mortgage-Backed Securities
GNMI SF BD7109 X
549300M8ZYFG0OCMTT87
2047-11-15
4.000000
42188.00
29055.07
Agency Mortgage-Backed Securities
GNMI SF BF8804 X
549300M8ZYFG0OCMTT87
2048-05-15
3.500000
21397.00
8239.01
Agency Mortgage-Backed Securities
GNMI SF AD3518 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
47948.00
18744.94
Agency Mortgage-Backed Securities
GNII SF AF5098 C
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
750000.00
254978.20
Agency Mortgage-Backed Securities
GNII SF AJ3643 C
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
1000000.00
504609.30
Agency Mortgage-Backed Securities
GNMI SF AK8145 X
549300M8ZYFG0OCMTT87
2044-12-15
3.500000
1160898.00
315341.82
Agency Mortgage-Backed Securities
GNII SF AL8482 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
2669772.00
1532642.28
Agency Mortgage-Backed Securities
GNMI SF AN5721 X
549300M8ZYFG0OCMTT87
2045-06-15
3.000000
24899.00
7256.58
Agency Mortgage-Backed Securities
GNII SF 003294 M
549300M8ZYFG0OCMTT87
2032-10-20
5.000000
287311.00
9378.44
Agency Mortgage-Backed Securities
GNII SF AU8252 C
549300M8ZYFG0OCMTT87
2046-07-20
4.000000
3256056.00
1049550.30
Agency Mortgage-Backed Securities
GNMI SF 755655 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
416491.00
130216.67
Agency Mortgage-Backed Securities
GNMI SF 699365 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
3315040.00
307123.15
Agency Mortgage-Backed Securities
GNMI SF AL5265 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
12996912.00
3416128.92
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
75320000.00
80674898.72
U.S. Treasuries (including strips)
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0010
250000000.00
250000000.00
0.0076
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OKWH1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES -K-078 A-M 20280625 FLT
2028-06-25
3.920000
4079000.00
4870839.05
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-W06 A-2 20280625 FLT
2028-06-25
3.800000
5070000.00
5971461.77
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-089 A-M 20290125 FLT
2029-01-25
3.633000
3760000.00
4435068.83
Agency Collateralized Mortgage Obligation
FHLMC REMIC 2020-HQA4 B-1 20500926 FLT
2050-09-26
5.401880
4250000.00
4284387.64
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2017-SB36 B 20370825 FLT
2037-08-25
3.828200
35038311.00
25203470.53
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2020-KF86 C 20270825 FLT
2027-08-25
9.148250
21369004.00
18656166.35
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2014-KF06 C 20211125 FLT
2021-11-25
8.398250
91366758.00
12400838.22
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB45 B-AR 20371225 FLT
2037-12-25
3.661030
12732307.00
8023680.30
Agency Collateralized Mortgage Obligation
FREDDIE MAC STACR REMIC TR 2020-HQA4
2050-09-26
9.551880
5250000.00
5453155.68
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI01 C 20200925 FLT
2022-09-25
8.148250
59131500.00
17456364.70
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2015-SB3 B 20450125 FLT
549300GEP5N0IMB2D553
2045-01-25
7.759750
19276270.00
2492343.31
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2015-KF10 B 20220725 FLT
549300N4KKOO3PDIN555
2022-07-25
6.248250
10000000.00
1553423.08
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF51 B 20250825 FLT
2025-08-25
1.998250
2500000.00
1233935.12
Agency Collateralized Mortgage Obligation
FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT
2039-06-25
4.361430
44262383.00
33956254.75
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI03 C 20230225 FLT
2023-02-25
8.148250
51310000.00
23588197.86
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB57 B 20380925 FLT
5493007KMHT1I8NPE263
2038-09-25
4.065370
57632062.00
41726698.24
Agency Collateralized Mortgage Obligation
FEPC 03.000 CLZS9382
2043-09-01
3.000000
85843081.00
46216237.64
Agency Mortgage-Backed Securities
GNII SF MA1498 M
549300M8ZYFG0OCMTT87
2028-12-20
4.000000
1000.00
212.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8050
2050-03-01
3.000000
209253989.00
175578617.47
Agency Mortgage-Backed Securities
GNII SF MA2892 M
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
477642752.00
148899316.97
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
37583.00
17917.16
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
81418681.00
33326622.17
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1000.00
1048.53
Agency Mortgage-Backed Securities
GNII SF 005055 M
549300M8ZYFG0OCMTT87
2041-05-20
4.500000
1832.00
204.51
Agency Mortgage-Backed Securities
GNII SF 005082 M
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
850000000.00
96743826.30
Agency Mortgage-Backed Securities
GNII SF 005140 M
549300M8ZYFG0OCMTT87
2041-08-20
4.500000
1810000000.00
221010851.91
Agency Mortgage-Backed Securities
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0009
902000000.00
902000000.00
0.0276
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.090000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0OKWS7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2010-084 MP
549300M8ZYFG0OCMTT87
2039-06-20
4.500000
753569.00
39231.93
Agency Collateralized Mortgage Obligation
FNRM CL055PH R07F055
2047-06-25
6.000000
4050.00
907.22
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-093 A-M 20290525 2.7
2029-05-25
2.726000
100.00
111.16
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2040-06-18
2.090000
1000.00
1005.91
Agency Debentures and Agency Strips
05.500 FGPC A89455 G
2039-10-01
5.500000
67500.00
4583.05
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2305
2033-06-01
3.500000
2025000.00
743542.43
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4670
2046-06-01
4.500000
23999.00
6362.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1904
2049-03-01
4.000000
109192576.00
57156778.68
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8104
2050-10-01
1.500000
131266048.00
132178784.59
Agency Mortgage-Backed Securities
03.500 FGPC Q55056 G
2048-03-01
3.500000
4774944.00
3548161.39
Agency Mortgage-Backed Securities
04.000 FGPC G60566 G
2046-05-01
4.000000
7000000.00
3283454.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA8721
2050-04-01
2.500000
2342024.00
2453478.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3962
2050-09-01
2.500000
1284400.00
1364683.22
Agency Mortgage-Backed Securities
FEPC 03.500 CTQK0113
2039-10-01
3.500000
1016040.00
314155.96
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0305
2040-06-01
3.000000
3323640.00
3494958.20
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2586
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
20000000.00
5769803.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2017
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
30177.00
9447.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA3781
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.500000
37398.00
22475.72
Agency Mortgage-Backed Securities
FNMS 06.500 CLAD4463
B1V7KEBTPIMZEU4LTD58
2040-03-01
6.500000
1535862.00
159784.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6168
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
16208.00
8100.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK3293
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
8650.00
6081.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1730
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1750000.00
1040762.72
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM3523
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.000000
9724.00
4701.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3389
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
815780.00
559383.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6291
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
46825500.00
48448610.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2075
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1200000.00
1153925.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM4335
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1024.00
1104.63
Agency Mortgage-Backed Securities
FNMS 07.500 CL576565
B1V7KEBTPIMZEU4LTD58
2031-02-01
7.500000
13067408.00
525162.85
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL9621
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.000000
988998.00
538106.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLAS0574
B1V7KEBTPIMZEU4LTD58
2043-09-01
5.000000
138718.00
22529.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0662
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
44811.00
12255.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4798
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
7821888.00
4010377.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC1497
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
179000.00
108689.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC4714
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
54000.00
35621.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD0907
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
9533.00
5088.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3631
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
18000.00
8558.15
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0118
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
3160000.00
1809197.65
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1914
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
1390.00
747.97
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM5090
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
1448666.00
835760.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4421
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
9441568.00
4170317.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4150
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
13229.00
6895.18
Agency Mortgage-Backed Securities
FNMS 06.500 CL615136
B1V7KEBTPIMZEU4LTD58
2031-11-01
6.500000
5350.00
85.65
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL5557
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
2223936.00
13289.91
Agency Mortgage-Backed Securities
FNMS 05.000 CRAL5942
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
179293.00
86151.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV8738
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
1208910.00
285083.90
Agency Mortgage-Backed Securities
FNMS 05.500 CL688591
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
4018128.00
48410.48
Agency Mortgage-Backed Securities
FNMS 06.500 CL748135
B1V7KEBTPIMZEU4LTD58
2033-11-01
6.500000
1808090.00
42846.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL810403
B1V7KEBTPIMZEU4LTD58
2035-01-01
6.000000
1050504.00
50121.07
Agency Mortgage-Backed Securities
FEPC 02.000 CIZK8281
2031-09-01
2.000000
9190.00
4544.44
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM4367
2047-10-01
3.500000
999999.00
662395.64
Agency Mortgage-Backed Securities
04.000 FGPC U99177 G
2044-02-01
4.000000
59000000.00
41949762.95
Agency Mortgage-Backed Securities
04.500 FGPC G67720 G
2049-03-01
4.500000
226000.00
188552.75
Agency Mortgage-Backed Securities
03.000 FGPC G60984 G
2047-01-01
3.000000
2000.00
1468.59
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2451
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
54150.00
15563.66
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA3172
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
2705720.00
1574794.10
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3340
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
625000.00
316669.34
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3798
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
3172648.00
2090112.45
Agency Mortgage-Backed Securities
GNII SF AB2784 C
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
11280.00
4018.65
Agency Mortgage-Backed Securities
GNII JM MA0665 M
549300M8ZYFG0OCMTT87
2042-10-20
2.500000
2200.00
1007.21
Agency Mortgage-Backed Securities
GNII SF MA3597 M
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
11161.00
4435.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA2141
2050-02-01
4.000000
751184.00
636336.64
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
100.00
103.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
112234600.00
158285237.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
343500.00
445905.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
10800.00
14724.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
400.00
435.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
194800.00
204436.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
9570000.00
9830206.64
U.S. Treasuries (including strips)
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0009
481000000.00
481000000.00
0.0147
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OKWT5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
188843300.00
202981007.47
U.S. Treasuries (including strips)
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0008
199000000.00
199000000.00
0.0061
N
N
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.090000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0OKX80
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
2020-11-03
0.00
83352600.00
83352433.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-21
0.00
24292400.00
24287541.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-05
0.00
65210200.00
65209808.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
0.215025
20933100.00
20950229.94
U.S. Treasuries (including strips)
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0009
190000000.00
190000000.00
0.0058
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.090000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OLAZ3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2020-126 JM
549300M8ZYFG0OCMTT87
2050-07-20
6.509660
1000.00
1096.60
Agency Collateralized Mortgage Obligation
GNRA 2020-126 JM
549300M8ZYFG0OCMTT87
2050-07-20
6.509660
1000.00
1096.60
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBBD4513
B1V7KEBTPIMZEU4LTD58
2044-03-01
2.753000
1020.00
262.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD7202
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.403000
550026.00
164895.89
Agency Mortgage-Backed Securities
GNMI SF 617282 X
549300M8ZYFG0OCMTT87
2036-11-15
6.500000
1152472.00
10339.53
Agency Mortgage-Backed Securities
GNMI SF 651332 X
549300M8ZYFG0OCMTT87
2036-08-15
6.500000
2776.00
47.99
Agency Mortgage-Backed Securities
FMAR 2B0129 G
2042-01-01
3.922000
96130.00
3768.23
Agency Mortgage-Backed Securities
FMAR 2B0197 G
2042-02-01
3.870000
3110.00
293.76
Agency Mortgage-Backed Securities
FMAR 2B5130 G
2046-02-01
2.815000
1645.00
670.92
Agency Mortgage-Backed Securities
FNMS 06.000 CL333871
B1V7KEBTPIMZEU4LTD58
2023-11-01
6.000000
6986.00
211.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8005
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
3542.00
304.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK7741
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
1953.00
449.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV4130
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1029.00
437.56
Agency Mortgage-Backed Securities
FNMS 06.000 CL831440
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
15569.00
356.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4057.00
2704.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3302
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
979815.00
791339.29
Agency Mortgage-Backed Securities
FNMS 05.500 NQ889153
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.500000
2662.00
94.26
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
2824.00
27.64
Agency Mortgage-Backed Securities
FNMS 06.000 CI946651
B1V7KEBTPIMZEU4LTD58
2022-09-01
6.000000
1072.00
15.77
Agency Mortgage-Backed Securities
FNMS 06.000 CI976946
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
5363.00
95.59
Agency Mortgage-Backed Securities
FNMS 06.000 CI984079
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
12370.00
251.60
Agency Mortgage-Backed Securities
FNMS 05.500 CI984259
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
11565.00
166.87
Agency Mortgage-Backed Securities
GNAR AF MA2089 M
549300M8ZYFG0OCMTT87
2044-07-20
3.250000
8831.00
619.47
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-14
0.00
6235700.00
6234527.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-29
0.00
999000.00
998455.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
8341000.00
12550217.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
6410100.00
11694988.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
100.00
145.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
44003200.00
62742018.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
100.00
131.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
117.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
5000.00
5441.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
1000.00
1127.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
0.215025
4727000.00
4730740.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
21066200.00
21746371.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
400.00
414.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
7060600.00
7962114.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
93391600.00
99627994.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.214025
600.00
600.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
500.00
499.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
100.00
132.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
150200.00
238069.01
U.S. Treasuries (including strips)
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
225000000.00
225000000.00
0.0069
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OLB66
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBK1967
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
27237324.00
12276803.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2136
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
32920446.00
13780274.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0616
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
10778000.00
8459997.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3499
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
36240135.00
13201313.45
Agency Mortgage-Backed Securities
04.000 FGPC Q54462 G
2048-02-01
4.000000
21995873.00
12983290.93
Agency Mortgage-Backed Securities
03.500 FGPC Q54036 G
2048-02-01
3.500000
22010433.00
13454934.18
Agency Mortgage-Backed Securities
04.000 FGPC Q55189 G
2048-04-01
4.000000
29567117.00
13725902.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5164
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
28564080.00
10701011.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1179
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
32718237.00
11755707.53
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
2046-08-01
3.500000
389107.00
292612.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5902
2050-01-01
3.000000
356889.00
307210.50
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6448
2050-01-01
3.000000
56123.00
50984.98
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8866
2050-04-01
3.000000
2526285.00
2280673.01
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA9049
2050-04-01
3.000000
2316541.00
2108079.39
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2049
2049-11-01
3.000000
30816.00
15434.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2885
2050-04-01
3.000000
56960.00
50194.90
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
2043-12-01
3.500000
100000.00
17146.57
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
569039.38
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
2044-09-01
3.500000
1400000.00
585094.25
Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
2045-02-01
3.500000
12222000.00
3740769.63
Agency Mortgage-Backed Securities
04.500 FGPC A91161 G
2040-02-01
4.500000
12000000.00
992776.85
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
75787.47
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
342955.61
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
200112.61
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
67677.83
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
24496.63
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
2034-02-01
3.000000
146957.00
89646.96
Agency Mortgage-Backed Securities
03.000 FGPC Q41020 G
2046-06-01
3.000000
20642193.00
13897795.34
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
2046-11-01
3.000000
508840.00
322915.53
Agency Mortgage-Backed Securities
04.000 FGPC Q49631 G
2047-07-01
4.000000
25089836.00
13083142.89
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
3461000.00
2543583.44
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
2691.44
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
41382.69
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
2728.23
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
1597.29
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
5224.00
158.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
106991.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
5292002.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4300
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
14619.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
160627.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
3233356.00
2283724.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
76318.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8878
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
16824163.00
12143260.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
85703.13
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
2043-02-01
3.000000
402132.00
206594.77
Agency Mortgage-Backed Securities
03.500 FGPC C03719 G
2041-10-01
3.500000
500000.00
75062.67
Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
2042-06-01
3.500000
4735000.00
1195395.95
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
2042-08-01
3.000000
28506.00
10104.10
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
4613265.00
1981745.31
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
875000.00
300490.55
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
2044-11-01
3.500000
15000.00
4890.40
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
71548.42
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
15310.76
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
124967.14
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
191757.87
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
157751.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
33477900.00
11674321.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7965
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
89254.91
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
606842.14
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC3818
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1090814.00
319319.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
524196.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2495
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
47355.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
1604248.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3530
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.000000
49763.00
25539.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
97000.00
39494.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2808
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
26035113.00
12121000.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
507740.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
1992522.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
4165730.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
1813446.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3239
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
21454039.00
11437419.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3333
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
22275656.00
10591892.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3331
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
62338.00
37274.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3685
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
997405.00
511209.61
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3697
B1V7KEBTPIMZEU4LTD58
2039-07-01
3.000000
213036.00
123194.88
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3741
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.000000
2655329.00
1519186.62
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3771
B1V7KEBTPIMZEU4LTD58
2039-09-01
3.000000
25497.00
16888.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
9909701.00
6277829.41
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3800
B1V7KEBTPIMZEU4LTD58
2039-10-01
3.000000
1546449.00
1020409.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
9172205.00
6158529.02
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3831
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.000000
641816.00
469681.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1269360.00
977052.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9324
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
21758159.00
13804551.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ0978
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
33843.00
25375.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
1162062.18
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
237761.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
3615510.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7660
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
356688.00
176278.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1480
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
24609723.00
10415659.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
10215042.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3612
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
116000.00
68221.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
1715299.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
3814270.99
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
1746263.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
1755964.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
171471.24
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
1323237.56
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
205608.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
1245308.38
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
3941252.77
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
89091.00
73941.13
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
367136.00
295102.34
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
420900.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
7568524.30
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
332459.69
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
350060.57
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
1233549.60
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
31000.00
12802.34
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
2048-10-01
4.500000
494754.00
219463.65
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
2000.00
743.17
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
2049-01-01
4.500000
3000.00
984.54
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
415069.68
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
26928.31
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
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116819.53
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
2040-03-01
5.000000
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91072.41
Agency Mortgage-Backed Securities
03.000 FGPC G08499 G
2042-07-01
3.000000
27667.00
8507.34
Agency Mortgage-Backed Securities
03.500 FGPC G08538 G
2043-07-01
3.500000
1075000.00
430639.35
Agency Mortgage-Backed Securities
03.500 FGPC G08541 G
2043-08-01
3.500000
503003.00
178214.67
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
2043-01-01
3.000000
2412403.00
1025312.44
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
2044-02-01
3.500000
85000.00
24014.62
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
2043-10-01
3.500000
1524768.00
495618.52
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
65221.39
Agency Mortgage-Backed Securities
03.500 FGPC G08599 G
2044-08-01
3.500000
110000.00
31492.92
Agency Mortgage-Backed Securities
03.500 FGPC G08620 G
2044-12-01
3.500000
195000.00
59361.19
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
2045-01-01
3.500000
2000.00
640.41
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
2045-09-01
3.500000
1265000.00
456245.45
Agency Mortgage-Backed Securities
03.500 FGPC G08671 G
2045-10-01
3.500000
150000.00
56575.63
Agency Mortgage-Backed Securities
03.500 FGPC G08641 G
2045-05-01
3.500000
350000.00
133521.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
3102545.00
2470193.47
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-02-01
3.000000
337842.00
288254.10
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1659156.00
1398562.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5025
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1977161.00
473563.21
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1926737.00
765139.72
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
559743.96
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
11722.21
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
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440493.16
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
16438427.00
10446607.12
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
152136.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1650
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
2184874.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
125000.00
60139.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU9831
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
39878.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
9885795.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9011
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
31529.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX2488
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
27510011.00
13522693.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3376
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
382463.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8840
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
521134.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY8841
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
450000.00
201759.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
40293.20
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
9657.00
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
11543.09
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
85888.55
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
2673.00
51.94
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
119656.11
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
61632.57
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
4255.22
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
B1V7KEBTPIMZEU4LTD58
2021-04-01
5.000000
1322616.00
917.12
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
335463.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
168839.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
208361.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8655
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
485085.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
48932.08
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
14787.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
6034069.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
343766.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0948
2046-04-01
3.500000
1500000.00
616888.25
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
2047-02-01
3.500000
290000.00
137150.64
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
970000.00
464542.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM6020
2048-03-01
3.000000
42603.00
39951.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
2048-11-01
4.000000
159745.00
85691.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
2049-02-01
3.000000
1088255.00
474491.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
2049-01-01
4.000000
12032537.00
4212966.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
2049-02-01
4.000000
180000.00
100255.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3397
2049-02-01
3.000000
194068.00
95380.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
2049-03-01
3.000000
230330.00
160142.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
2049-04-01
3.000000
7219026.00
4608215.47
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5068
2049-04-01
4.500000
2876437.00
2121550.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
2049-04-01
3.000000
833157.00
574798.38
Agency Mortgage-Backed Securities
03.500 FGPC G08650 G
2045-06-01
3.500000
1175000.00
466515.74
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
2045-08-01
3.500000
921000.00
335040.29
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
2045-11-01
3.500000
3851024.00
1525052.32
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
2045-12-01
3.500000
12558000.00
5056222.69
Agency Mortgage-Backed Securities
03.500 FGPC G08687 G
2046-01-01
3.500000
210000.00
83585.58
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
2046-11-01
3.000000
5928000.00
3411238.30
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
2043-04-01
3.500000
2000.00
884.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
2048-11-01
4.000000
155246.00
57563.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
2048-10-01
3.000000
11034161.00
6198349.05
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
2049-01-01
4.500000
13055551.00
4283585.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
2049-06-01
3.000000
628526.00
324688.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8056
2050-04-01
3.000000
2586065.00
2291263.88
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
149637.60
Agency Mortgage-Backed Securities
05.500 FGPC Q01609 G
2041-06-01
5.500000
1524875.00
150608.75
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
2041-11-01
3.500000
500000.00
91712.75
Agency Mortgage-Backed Securities
03.500 FGPC Q07758 G
2042-04-01
3.500000
6750000.00
2369811.68
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
2042-05-01
3.000000
158320.00
53302.12
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
159744.00
65837.76
Agency Mortgage-Backed Securities
03.000 FGPC Q10378 G
2042-08-01
3.000000
35389.00
12987.35
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
2037-09-01
6.500000
2288888.00
39896.12
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
3302805.00
29865.05
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
25058.70
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
6549.60
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
68511.37
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
2042-05-01
3.500000
25000.00
11652.61
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
2042-05-01
3.500000
44000.00
19195.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
2042-06-01
3.500000
25000.00
9958.30
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
2042-05-01
3.500000
19000.00
8820.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
2042-08-01
3.500000
65000.00
31941.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
2042-08-01
3.500000
100000.00
37170.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
2044-09-01
3.500000
500000.00
226977.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
2045-04-01
3.500000
166000.00
100967.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
2045-08-01
3.500000
91000.00
45226.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
500000.00
201264.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
2046-03-01
3.500000
2937941.00
1148965.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
2046-11-01
3.500000
1000.00
489.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
1000000.00
455993.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4706
2047-03-01
3.000000
3539673.00
2294742.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
2047-03-01
3.500000
1000000.00
500317.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
2048-02-01
3.000000
563776.00
326257.20
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4725
2047-07-01
3.000000
112744.00
62300.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
2048-09-01
3.000000
961433.00
506187.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
2045-10-01
3.500000
35000.00
23653.17
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
898290.00
339578.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
2048-09-01
3.000000
549904.00
339388.82
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
2042-10-01
3.000000
67827.00
34101.83
Agency Mortgage-Backed Securities
03.000 FGPC Q12445 G
2042-11-01
3.000000
5178.00
1361.08
Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
2042-12-01
3.000000
2698267.00
1163658.57
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
24927.07
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
21276.41
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
69804.97
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
226687.40
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
62175.72
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
152758.67
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
134103.31
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
254202.64
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
18748.68
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
60988.50
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
297862.10
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
135725.12
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
26113.37
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
106256.97
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
23666.85
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
41306.17
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
150828.17
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
18831.55
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
251544.37
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
17911.84
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
2041-10-01
3.500000
8000000.00
1483776.51
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
2042-01-01
4.000000
16629581.00
5081739.92
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
6869.06
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
29976.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
6614078.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1535
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
20851629.00
11505954.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
5195205.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
787500.00
458923.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2038
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
23528911.00
10496611.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
17817578.00
10395808.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2951
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
18532894.00
12329316.51
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
2046-06-01
3.500000
18715000.00
8102288.65
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
2046-08-01
3.500000
30508000.00
14012254.45
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
9494420.00
5242247.21
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
2033-09-01
3.000000
6621196.00
2762877.21
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
2033-11-01
3.000000
792530.00
404776.92
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
2034-01-01
3.000000
13002261.00
7127860.15
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
2034-06-01
3.000000
151506.00
80505.52
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
80019.10
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
24164.62
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
413.07
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
43289.93
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
6698.87
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
51053.35
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
50968.50
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
26617.54
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
26159.42
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
1206.35
Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
2043-01-01
3.000000
2519000.00
1142213.53
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
2043-01-01
3.000000
166723.00
68471.30
Agency Mortgage-Backed Securities
03.000 FGPC Q15239 G
2043-02-01
3.000000
4096518.00
1821275.77
Agency Mortgage-Backed Securities
03.500 FGPC Q16644 G
2043-03-01
3.500000
28000.00
12700.63
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
2043-04-01
3.500000
4608244.00
1193602.20
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
2043-06-01
3.500000
1100000.00
478367.67
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
2043-05-01
3.500000
3098106.00
1319007.16
Agency Mortgage-Backed Securities
03.000 FGPC Q20569 G
2043-08-01
3.000000
5000.00
2302.90
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
252494.14
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
2046-07-01
3.000000
10681.00
8451.55
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
2047-04-01
4.000000
16367308.00
6440960.92
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
2043-01-01
3.500000
4430091.00
3090855.24
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
2045-02-01
3.500000
30000.00
18730.32
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
355829.38
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
2045-03-01
3.500000
5540806.00
2072353.52
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
2045-05-01
3.500000
250000.00
116461.60
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
2045-07-01
3.500000
510000.00
206713.49
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
2045-10-01
3.500000
2750000.00
1392230.63
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
2045-11-01
3.500000
955630.00
361810.95
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
2048-12-01
4.000000
1748541.00
1738398.99
Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
2049-02-01
4.000000
3718992.00
3259064.67
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
2049-02-01
4.000000
1105769.00
232734.66
Agency Mortgage-Backed Securities
04.000 FGPC Q63567 G
2049-05-01
4.000000
16100611.00
11145939.37
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
2049-04-01
4.000000
3609696.00
2622125.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
2049-06-01
3.000000
4910900.00
2931627.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
2042-05-01
3.500000
45000.00
20734.98
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1843
2024-08-01
5.500000
713490.00
9535.70
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2501
2038-04-01
3.000000
1803067.00
1039971.88
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
2045-12-01
3.500000
257708.00
176886.95
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5947
2048-11-01
4.500000
1147416.00
468031.35
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
2048-11-01
4.500000
1050758.00
437029.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6140
2048-12-01
4.500000
1129513.00
418359.33
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA6568
2039-04-01
3.000000
890360.00
532131.58
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
2042-09-01
3.500000
200000.00
78248.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
2043-12-01
3.500000
500000.00
203846.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
2044-09-01
3.500000
150000.00
42574.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
16000.00
6040.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
2045-08-01
3.500000
213000.00
77463.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
2045-03-01
3.500000
1000000.00
347012.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
2045-04-01
3.500000
25000.00
8797.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
2045-05-01
3.500000
705247.00
268969.20
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
1999986.00
61646.54
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894040.00
84557.30
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
100101.69
Agency Mortgage-Backed Securities
04.500 FGPC Q57426 G
2048-07-01
4.500000
25000.00
12318.15
Agency Mortgage-Backed Securities
03.500 FGPC Q57442 G
2048-07-01
3.500000
28543437.00
11240294.09
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
2048-09-01
5.000000
2233722.00
1088180.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0055
2049-06-01
3.000000
808840.00
469295.46
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
134612.93
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
56333.45
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
2043-12-01
3.500000
1740000.00
1015942.07
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
2045-12-01
4.000000
540000.00
269298.60
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
125108.45
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
2044-01-01
3.500000
90000.00
64810.95
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
2046-11-01
3.500000
380000.00
228533.88
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
2046-01-01
4.000000
13822918.00
10737128.59
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
2044-12-01
3.500000
497957.00
280917.78
Agency Mortgage-Backed Securities
03.500 FGPC G61004 G
2047-05-01
3.500000
19048932.00
14759321.65
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
2044-08-01
3.500000
236000.00
155050.52
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
2048-08-01
4.500000
22000000.00
9716272.45
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
2045-07-01
4.500000
9956295.00
7735396.48
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
979534.00
474364.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2101
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
1256996.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
485709.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
113015.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
351568.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
590078.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
254112.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
105615.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
67560.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
381080.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2666719.00
904074.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
450139.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
1944795.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1437
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
1812693.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
169656.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
61647.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
43397.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2959
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
25885069.00
11521671.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4402
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
23390297.00
10660465.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7129
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
26271105.00
10555912.33
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0204
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
20000000.00
14102272.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1166
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
30407870.00
12514181.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
4327874.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
2189365.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
242512.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
360581.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
205910.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
18948744.00
12767854.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
5120460.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7868
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
25896926.00
12559065.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
1040621.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
299229.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2960
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2215000.00
994042.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3941
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
14998415.00
13476343.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3967
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
13700000.00
12479561.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1233
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
2063330.00
1401346.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3241
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
12305849.00
11952407.19
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
133430.88
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
25567.55
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
348146.03
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
378635.52
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
25170.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
2471.54
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
2498.13
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
14477.72
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
1577.26
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
919.57
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
3524.00
144.84
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
31304.55
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
853.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
171256.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
496408.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
1137693.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
2470615.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
3607727.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5472
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
2203134.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
87566.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
138277.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3667
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
382.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP6242
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
1249849.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
16456.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9736
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
51179.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
2643316.69
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
2048-07-01
4.500000
2767500.00
1170196.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
2198553.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK4962
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
30073019.00
11511852.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
79372.23
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
36107.93
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
20713.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
140412.33
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL1707
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
42179006.00
12467597.68
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
2575.00
196.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
3638.80
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
5229.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3527
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
137386.59
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
3780.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
249201.23
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
10772.05
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5017
2039-11-01
3.000000
8224108.00
6072813.67
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5100
2044-12-01
3.000000
389773.00
289744.49
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
500000.00
101.84
Agency Mortgage-Backed Securities
FNMS 05.500 CT254723
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.500000
1180.00
7.81
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1100000.00
8583.39
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
3190.23
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
2624.24
Agency Mortgage-Backed Securities
FNMS 05.500 CT254501
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
8656655.00
20657.15
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
5525050.00
20182.94
Agency Mortgage-Backed Securities
FNMS 05.500 CT254589
B1V7KEBTPIMZEU4LTD58
2022-11-01
5.500000
13054304.00
49429.62
Agency Mortgage-Backed Securities
FNMS 05.500 CT254634
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.500000
5000000.00
22766.22
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
29470655.00
277914.04
Agency Mortgage-Backed Securities
FNMS 05.500 CT254916
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.500000
5000000.00
59370.99
Agency Mortgage-Backed Securities
FNMS 05.500 CT255321
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.500000
2525650.00
43832.98
Agency Mortgage-Backed Securities
FNMS 05.500 CT255361
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.500000
9107425.00
163731.14
Agency Mortgage-Backed Securities
FNMS 05.500 CT255408
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.500000
5300000.00
87100.06
Agency Mortgage-Backed Securities
FNMS 05.500 ZT310175
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.500000
212947.00
38190.03
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
2096873.62
Agency Mortgage-Backed Securities
FNMS 07.500 CL630993
B1V7KEBTPIMZEU4LTD58
2031-09-01
7.500000
13440401.00
432987.77
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
19559.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7402
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1258696.00
290327.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2650
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
4454354.00
421469.09
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5355
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1342777.00
333719.17
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4612
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
1392364.00
240066.88
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4613
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
2158341.00
434714.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2517195.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1922867.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
2321240.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
553918.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
1976361.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
426893.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
123446.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5667
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
40000000.00
12282190.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
1085891.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
309816.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
298486.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
304344.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
74811.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
266980.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
245943.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
491263.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
2555928.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
202485.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
1056534.05
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
8116.29
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
176356.69
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
5779.56
Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
2042-07-01
3.500000
91215.00
19746.04
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
2042-10-01
3.000000
22000000.00
7690942.72
Agency Mortgage-Backed Securities
03.000 FGPC G07289 G
2042-11-01
3.000000
1000.00
445.26
Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
2042-05-01
3.500000
18590513.00
6533890.43
Agency Mortgage-Backed Securities
03.000 FGPC G07306 G
2043-02-01
3.000000
171936.00
76560.98
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
2043-08-01
3.500000
1260000.00
568198.04
Agency Mortgage-Backed Securities
03.500 FGPC G08788 G
2047-11-01
3.500000
20612223.00
10923562.80
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
2048-06-01
4.500000
3148000.00
1315595.34
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
2048-05-01
4.500000
16250742.00
6927511.68
Agency Mortgage-Backed Securities
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
870000000.00
870000000.00
0.0266
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OLBF6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
156207600.00
166260454.88
U.S. Treasuries (including strips)
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0008
163000000.00
163000000.00
0.0050
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.090000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0OLC24
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2016-116 HK
549300M8ZYFG0OCMTT87
2046-02-20
2.750000
30776000.00
12304782.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
5260509.00
90607.70
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
60757010.00
33308469.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
3.355890
26512261.00
14904144.52
Agency Collateralized Mortgage Obligation
GNMI SF BG5677 X
549300M8ZYFG0OCMTT87
2048-07-15
5.000000
1898011.00
1373273.39
Agency Mortgage-Backed Securities
GNMI SF BI1296 X
549300M8ZYFG0OCMTT87
2048-11-15
5.000000
1769452.00
1711480.21
Agency Mortgage-Backed Securities
GNMI SF BP5564 X
549300M8ZYFG0OCMTT87
2049-09-15
3.000000
1393254.00
1435794.24
Agency Mortgage-Backed Securities
GNII SF BX6355 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
560005.00
587512.38
Agency Mortgage-Backed Securities
GNII SF BX7645 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
2649077.00
2804478.33
Agency Mortgage-Backed Securities
GNII SF BY1243 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
14468728.00
15061455.52
Agency Mortgage-Backed Securities
GNII SF BY1256 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
21121525.00
21986770.62
Agency Mortgage-Backed Securities
GNII SF BY2139 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
488608.00
542026.20
Agency Mortgage-Backed Securities
GNII SF BY3445 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
3713762.00
4169745.95
Agency Mortgage-Backed Securities
GNII SF BY3449 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
7706948.00
8064139.35
Agency Mortgage-Backed Securities
GNII SF BY5040 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
342857.00
379132.11
Agency Mortgage-Backed Securities
GNMI SF 728724 X
549300M8ZYFG0OCMTT87
2041-09-15
5.000000
2200000.00
665949.90
Agency Mortgage-Backed Securities
GNMI SF 738733 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
2177391.00
738036.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB5185
2050-10-01
2.500000
616486.00
643965.79
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3546
2041-10-01
4.000000
953662.00
319136.39
Agency Mortgage-Backed Securities
GNII SF BP7808 C
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
1309940.00
1182723.14
Agency Mortgage-Backed Securities
GNII SF BS7121 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
1849543.00
1922570.26
Agency Mortgage-Backed Securities
GNII SF BS6314 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
540249.00
583148.00
Agency Mortgage-Backed Securities
GNII SF BT3779 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1846139.00
1971816.96
Agency Mortgage-Backed Securities
GNII SF BT3782 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
244717.00
241637.81
Agency Mortgage-Backed Securities
GNII SF BT5695 C
549300M8ZYFG0OCMTT87
2050-05-20
5.000000
168823.00
186926.16
Agency Mortgage-Backed Securities
GNII SF BT9274 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
111479.00
121538.98
Agency Mortgage-Backed Securities
GNII SF BU3323 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1365325.00
1462134.24
Agency Mortgage-Backed Securities
GNII SF BU3325 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1108844.00
1171635.56
Agency Mortgage-Backed Securities
GNII SF BU3326 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
180539.00
188813.91
Agency Mortgage-Backed Securities
GNII SF BU6923 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1420941.00
1530899.08
Agency Mortgage-Backed Securities
GNII SF BU8438 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
32350.00
33681.80
Agency Mortgage-Backed Securities
GNII SF BV0871 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1093613.00
1149970.64
Agency Mortgage-Backed Securities
GNII SF BV0122 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
844855.00
879554.10
Agency Mortgage-Backed Securities
GNII SF BV0910 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
1890105.00
1967272.66
Agency Mortgage-Backed Securities
GNII SF BV1113 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1373822.00
1428550.58
Agency Mortgage-Backed Securities
GNII SF BV4619 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
8456.00
9140.83
Agency Mortgage-Backed Securities
GNII SF BW7615 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
820402.00
905492.12
Agency Mortgage-Backed Securities
GNII SF BX0999 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1678212.00
1868846.16
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8133
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.240000
1259000.00
1370509.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8532
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.400000
1019320.00
1186475.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP7148
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2722760.00
2893154.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3952
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
10625827.00
10937514.98
Agency Mortgage-Backed Securities
GNII SF MA6714 M
549300M8ZYFG0OCMTT87
2050-06-20
5.000000
1845297.00
1975342.81
Agency Mortgage-Backed Securities
GNII SF BD6209 C
549300M8ZYFG0OCMTT87
2048-03-20
5.000000
1050742.00
256217.86
Agency Mortgage-Backed Securities
GNII SF BD7970 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
287362.00
206440.33
Agency Mortgage-Backed Securities
GNII SF BE2182 C
549300M8ZYFG0OCMTT87
2048-03-20
4.500000
2360865.00
1348554.54
Agency Mortgage-Backed Securities
GNMI SF BF4976 X
549300M8ZYFG0OCMTT87
2048-03-15
4.500000
1175528.00
968866.16
Agency Mortgage-Backed Securities
GNII SF BG1907 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
863110.00
421340.47
Agency Mortgage-Backed Securities
GNII SF BH7654 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1161575.00
274075.74
Agency Mortgage-Backed Securities
GNII SF BH7964 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2123471.00
1179336.09
Agency Mortgage-Backed Securities
GNII SF BH7965 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
4802756.00
2237638.91
Agency Mortgage-Backed Securities
GNII SF BM9260 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1049208.00
1107057.95
Agency Mortgage-Backed Securities
GNII SF BY4778 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
985160.00
1087175.71
Agency Mortgage-Backed Securities
GNII SF AF5097 C
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
6585000.00
2028652.48
Agency Mortgage-Backed Securities
GNII SF AG1752 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
1885997.00
379447.21
Agency Mortgage-Backed Securities
GNII JM 005237 M
549300M8ZYFG0OCMTT87
2041-11-20
3.500000
1954981.00
170886.58
Agency Mortgage-Backed Securities
GNII SP 785035 C
549300M8ZYFG0OCMTT87
2050-06-20
5.500000
172688.00
178898.66
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3550
2041-07-01
4.500000
10186867.00
2465289.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0531
2047-04-01
3.500000
1050615.00
701101.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
2048-01-01
3.500000
27714877.00
21634201.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8064
2050-05-01
4.000000
1000.00
931.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
2050-09-01
2.000000
1000.00
1024.13
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8098
2050-10-01
2.000000
1505469.00
1550694.17
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
3059.00
952.32
Agency Mortgage-Backed Securities
03.500 FGPC Q12415 G
2042-11-01
3.500000
3480.00
1502.33
Agency Mortgage-Backed Securities
04.500 FGPC V84653 G
2048-09-01
4.500000
35219997.00
22349785.97
Agency Mortgage-Backed Securities
04.000 FGPC G61114 G
2047-08-01
4.000000
12597356.00
8070238.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6762
2050-02-01
3.000000
8007934.00
7886112.21
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB2796
2050-09-01
2.000000
7178257.00
7344216.31
Agency Mortgage-Backed Securities
FMAR 2B5684 G
2046-10-01
2.312000
2955029.00
1522719.34
Agency Mortgage-Backed Securities
FMAR 2B7088 G
2048-08-01
3.240000
856186.00
424243.20
Agency Mortgage-Backed Securities
FMAR 2B7093 G
2048-09-01
3.412000
3430525.00
1213611.26
Agency Mortgage-Backed Securities
FMAR 2B6488 G
2047-09-01
3.118000
2503320.00
727987.07
Agency Mortgage-Backed Securities
FMAR 2B7034 G
2048-07-01
3.518000
5017630.00
1643567.65
Agency Mortgage-Backed Securities
FMAR 2B7445 G
2049-04-01
3.761000
2547670.00
472093.65
Agency Mortgage-Backed Securities
FMAR 2B7593 G
2049-08-01
3.545000
2543678.00
1758554.12
Agency Mortgage-Backed Securities
FMAR 2B7643 G
2049-10-01
2.962000
1239533.00
711957.98
Agency Mortgage-Backed Securities
FMAR 2B7693 G
2049-11-01
3.130000
34353.00
14778.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4951
2047-07-01
4.000000
2775975.00
2155729.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
2.351000
10105458.00
1890008.91
Agency Mortgage-Backed Securities
GNII SF BS1445 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1233350.00
1325695.98
Agency Mortgage-Backed Securities
GNII SF BS2811 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
109310.00
117240.49
Agency Mortgage-Backed Securities
FMAR 841110 G
2050-07-01
2.318000
3988235.00
4150654.24
Agency Mortgage-Backed Securities
FMAR 1B1845 G
2034-07-01
2.754000
11266136.00
240089.78
Agency Mortgage-Backed Securities
FMAR 1J0790 G
2037-12-01
3.993000
30911903.00
1741640.32
Agency Mortgage-Backed Securities
FMAR 1J1576 G
2037-04-01
4.180000
12947814.00
805742.32
Agency Mortgage-Backed Securities
FMAR 1J2210 G
2040-05-01
2.725000
15140255.00
1634421.48
Agency Mortgage-Backed Securities
FMAR 1J2242 G
2040-07-01
2.802000
20188664.00
2336087.61
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.446000
6641054.00
1469850.69
Agency Mortgage-Backed Securities
FMAR 1L0077 G
2035-06-01
2.916000
75353757.00
2297177.59
Agency Mortgage-Backed Securities
FMAR 1N0002 G
2035-04-01
2.362000
98625000.00
1869695.31
Agency Mortgage-Backed Securities
FMAR 1N0057 G
2035-11-01
3.104000
127164200.00
1999916.87
Agency Mortgage-Backed Securities
FMAR 1N0180 G
2036-07-01
2.358000
74632263.00
2476535.11
Agency Mortgage-Backed Securities
FMAR 1Q1844 G
2040-06-01
3.079000
5826811.00
1646357.66
Agency Mortgage-Backed Securities
FMAR 849833 G
2041-10-01
3.085000
7792690.00
1703988.95
Agency Mortgage-Backed Securities
FMAR 849201 G
2043-12-01
3.328000
13000000.00
1718196.73
Agency Mortgage-Backed Securities
FMAR 849481 G
2035-12-01
3.185000
7696695.00
1870362.14
Agency Mortgage-Backed Securities
FMAR 849482 G
2033-11-01
3.277000
5076560.00
1561373.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2747
2042-02-01
4.000000
1428877.00
337005.75
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0452
2042-09-01
4.000000
46009794.00
18980066.10
Agency Mortgage-Backed Securities
FMAR 2B3062 G
2044-09-01
2.681000
5502069.00
1672755.30
Agency Mortgage-Backed Securities
FMAR 2B4493 G
2045-08-01
2.314000
4104798.00
1161200.56
Agency Mortgage-Backed Securities
FMAR 2B4111 G
2045-04-01
3.409000
8639595.00
1405319.37
Agency Mortgage-Backed Securities
FMAR 2B5283 G
2046-04-01
2.922000
3288343.00
859778.51
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.627000
10063503.00
1664084.39
Agency Mortgage-Backed Securities
FMAR 2B6171 G
2047-06-01
2.656000
3842494.00
1066519.19
Agency Mortgage-Backed Securities
FMAR 2B6273 G
2047-06-01
2.921000
3798830.00
873048.53
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.859000
234179.00
91903.82
Agency Mortgage-Backed Securities
FMAR 2B5484 G
2046-08-01
2.349000
1882445.00
1114125.74
Agency Mortgage-Backed Securities
GNMI SF BT1030 X
549300M8ZYFG0OCMTT87
2050-09-15
3.500000
323557.00
366330.95
Agency Mortgage-Backed Securities
GNII SF BT3780 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
116765.00
128797.06
Agency Mortgage-Backed Securities
GNII SF BT4875 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1073789.00
1161402.91
Agency Mortgage-Backed Securities
GNII SF BU2424 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1057490.00
1130929.80
Agency Mortgage-Backed Securities
GNII SF BU2444 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1161952.00
1243396.00
Agency Mortgage-Backed Securities
GNII SF BV0848 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
1130050.00
1210100.11
Agency Mortgage-Backed Securities
GNII SF BV0908 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
446223.00
463648.51
Agency Mortgage-Backed Securities
GNII SF BV4621 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
3080130.00
3238645.71
Agency Mortgage-Backed Securities
GNII SF BV9287 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
358522.00
373208.52
Agency Mortgage-Backed Securities
GNII SF BW0100 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
455162.00
498342.30
Agency Mortgage-Backed Securities
GNII SF BW4223 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
720365.00
788160.13
Agency Mortgage-Backed Securities
GNII SF BW9168 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
533485.00
564590.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU4289
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
6243577.00
1944832.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4526
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
864527.00
503873.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE6887
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
3430446.00
2053837.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1506
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
3922595.00
2423969.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4629
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
2259065.00
2135037.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7532
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2632385.00
2121654.93
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL7113
B1V7KEBTPIMZEU4LTD58
2040-06-01
2.110000
26422916.00
26922935.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4442
B1V7KEBTPIMZEU4LTD58
2037-08-01
2.304000
15871908.00
8885239.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3174230.00
2632731.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4746
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.500000
654724.00
532912.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
565239.00
416326.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
93188.00
71142.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9409
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1452037.00
1322952.77
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP6615
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
2856848.00
3069922.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2640
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
47642.00
42196.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2819
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
6066716.00
4561576.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5146
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
13506621.00
13599378.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1924
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
4018100.00
3619634.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3982
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
239525313.00
241183636.27
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4100
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
215765.00
219956.38
Agency Mortgage-Backed Securities
GNMI SF AA6089 X
549300M8ZYFG0OCMTT87
2043-02-15
3.000000
1792873.00
792081.32
Agency Mortgage-Backed Securities
GNII SF MA5265 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
149190985.00
59128716.62
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
3669934.00
1490879.54
Agency Mortgage-Backed Securities
GNII JM MA6080 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
1956511.00
910551.70
Agency Mortgage-Backed Securities
GNII SF MA6657 M
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
1016935.00
1038361.51
Agency Mortgage-Backed Securities
GNII SF MA6716 M
549300M8ZYFG0OCMTT87
2050-05-20
6.000000
1088780.00
1185313.00
Agency Mortgage-Backed Securities
GNII SF MA6821 M
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
2778907.00
2949530.93
Agency Mortgage-Backed Securities
GNII SF BA1843 C
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
831604.00
875981.14
Agency Mortgage-Backed Securities
GNMI SF BA2319 X
549300M8ZYFG0OCMTT87
2047-05-15
4.500000
640891.00
230745.46
Agency Mortgage-Backed Securities
GNII SF BA9840 C
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
2811913.00
1885769.85
Agency Mortgage-Backed Securities
GNMI SF BB3580 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
301204.00
93086.59
Agency Mortgage-Backed Securities
GNMI SF BC7168 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1321.00
951.52
Agency Mortgage-Backed Securities
GNII SF BC8975 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
1910702.00
1111513.46
Agency Mortgage-Backed Securities
GNII SF BD6203 C
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
663147.00
173795.32
Agency Mortgage-Backed Securities
GNHF RF AF7352 H
549300M8ZYFG0OCMTT87
2064-03-20
4.700000
1221040.00
756992.32
Agency Mortgage-Backed Securities
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
696000000.00
696000000.00
0.0213
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.090000%
549300H47WTHXPU08X20
ARP0OLP12
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-29
0.00
179000000.00
178902445.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
165488000.00
179646496.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
19000000.00
28741401.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
66910600.00
98124365.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
23480000.00
30170802.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
25000000.00
30312576.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
22600000.00
29850207.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
11124000.00
11771755.41
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
576000000.00
576000000.00
0.0176
N
Y
Y
N
FICC - STATE STREET BANK AND TRUST CO
FICC - STATE STREET BANK AND TRUST CO 0.090000%
549300H47WTHXPU08X20
ARP0OLPJ3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
25939700.00
34660129.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
335200.00
467413.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
129734300.00
168872543.62
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
200000000.00
200000000.00
0.0061
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OLPZ7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZT1526
2048-11-01
4.000000
113468616.00
83007095.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8805
2050-04-01
3.000000
203936676.00
200771629.65
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0542
2048-07-01
4.000000
279652000.00
202390911.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8050
2050-03-01
3.000000
36827011.00
30900417.75
Agency Mortgage-Backed Securities
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0010
502000000.00
502000000.00
0.0154
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.090000%
549300HN4UKV1E2R3U73
0001675365
ARP0OLQ11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CIMA4179
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
239060126.00
248520000.81
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
2050-09-01
2.000000
244110635.00
249999999.48
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
484000000.00
484000000.00
0.0148
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.090000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OLQ86
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNAR AF MA0233 M
549300M8ZYFG0OCMTT87
2042-07-20
3.250000
4166.00
197.41
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-04
0.00
9060800.00
9057356.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
10000000.00
9980215.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
900.00
899.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
800.00
831.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
10839500.00
15536324.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
8544000.00
9255263.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
53718600.00
55138347.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
100.00
106.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
2603600.00
3031304.26
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
100000000.00
100000000.00
0.0031
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.090000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OLQ94
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CIZK6942
2029-10-01
2.500000
2521988.00
1030986.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5949
2048-03-01
4.000000
445000.00
243226.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6661
2048-05-01
4.500000
1367000.00
1090272.40
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0457
2042-09-01
3.500000
82804736.00
35108750.40
Agency Mortgage-Backed Securities
FEPC 03.500 CIZA2653
2026-08-01
3.500000
2344664.00
210348.41
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2025
2027-08-01
5.000000
1000000.00
91186.40
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2201
2031-04-01
4.500000
278333.00
36137.74
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2481
2037-11-01
3.500000
1614000.00
962198.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8084
2050-08-01
3.000000
10028544.00
10329399.25
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7524
2050-08-01
3.000000
100255616.00
107141582.95
Agency Mortgage-Backed Securities
04.000 FGPC Q60219 G
2048-12-01
4.000000
2198208.00
1804423.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB0906
2050-07-01
3.500000
1107898.00
1135044.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1918
2050-07-01
3.000000
3577432.00
3783058.63
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3565
2050-09-01
2.500000
2357804.00
2467750.79
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4498
2050-10-01
2.000000
13533632.00
14002086.64
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3355
2035-08-01
2.500000
7748320.00
8000899.31
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3775
2035-10-01
2.500000
3766504.00
3926651.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WD323839
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.625000
17645120.00
33570.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WD624244
B1V7KEBTPIMZEU4LTD58
2032-01-01
3.974000
5000000.00
22428.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7854
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.667000
337000.00
97810.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9683
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.321000
1260000.00
268991.97
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8917
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.590000
5120000.00
5739531.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAQ0486
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.534000
77000000.00
6044503.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT2070
B1V7KEBTPIMZEU4LTD58
2043-04-01
2.334000
20479160.00
6253760.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY8454
B1V7KEBTPIMZEU4LTD58
2045-08-01
2.299000
3260000.00
517099.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745919
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.598000
440000.00
13969.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LB758900
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.738000
2700000.00
14247.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC4799
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.462000
175000.00
73457.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE8735
B1V7KEBTPIMZEU4LTD58
2047-05-01
2.738000
95000.00
42111.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP0633
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.751000
50000.00
45206.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBCA4497
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.326000
7000000.00
4080303.36
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889912
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.017000
16002688.00
963910.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LB995437
B1V7KEBTPIMZEU4LTD58
2039-02-01
2.973000
28871104.00
1051685.46
Agency Mortgage-Backed Securities
GNII SF MA4365 M
549300M8ZYFG0OCMTT87
2030-04-20
7.500000
367941.00
99181.60
Agency Mortgage-Backed Securities
GNII SF MA6632 M
549300M8ZYFG0OCMTT87
2035-05-20
4.000000
1302694.00
1364875.08
Agency Mortgage-Backed Securities
GNII SF BH2710 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2320120.00
1216979.99
Agency Mortgage-Backed Securities
GNII SF BR8085 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
7923208.00
8373488.90
Agency Mortgage-Backed Securities
GNII SF BU7821 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1106868.00
1152582.98
Agency Mortgage-Backed Securities
GNII SF BU8255 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1400152.00
1519458.40
Agency Mortgage-Backed Securities
GNII SF BV0083 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
3749248.00
3902174.89
Agency Mortgage-Backed Securities
GNII SF BV4822 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
4333288.00
4226054.38
Agency Mortgage-Backed Securities
GNII SF BV4905 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1696944.00
1806931.50
Agency Mortgage-Backed Securities
GNII SF BV7695 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
4856960.00
5095538.19
Agency Mortgage-Backed Securities
GNII SF BW1758 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
3060744.00
3235717.98
Agency Mortgage-Backed Securities
GNII SF BW2582 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1487292.00
1356263.31
Agency Mortgage-Backed Securities
GNII SF BW5900 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1229420.00
1317694.41
Agency Mortgage-Backed Securities
GNII SF BW6731 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
3774224.00
4015883.37
Agency Mortgage-Backed Securities
GNII SF BW7824 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
3096888.00
3249000.60
Agency Mortgage-Backed Securities
GNII SF BW7829 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
2282824.00
2394951.50
Agency Mortgage-Backed Securities
GNII SF BW8573 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
2824592.00
2937064.74
Agency Mortgage-Backed Securities
GNII SF BX1753 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1191372.00
1333394.03
Agency Mortgage-Backed Securities
GNII SF BX1328 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1268124.00
1369404.84
Agency Mortgage-Backed Securities
GNII SF BX5993 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1410062.00
1475422.13
Agency Mortgage-Backed Securities
GNII SF BX7131 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
8765904.00
9196466.70
Agency Mortgage-Backed Securities
GNII SF BX7140 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1059034.00
1105148.69
Agency Mortgage-Backed Securities
GNII SF BX7143 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
11620496.00
12083190.58
Agency Mortgage-Backed Securities
GNII SF BY1886 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1869860.00
1953430.10
Agency Mortgage-Backed Securities
GNII SF BY1888 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1174224.00
1273766.97
Agency Mortgage-Backed Securities
GNII SF BY1928 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1331190.00
1437515.70
Agency Mortgage-Backed Securities
GNII SF BY2146 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
751009.00
796948.48
Agency Mortgage-Backed Securities
GNII SF BY8026 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1809772.00
1984638.81
Agency Mortgage-Backed Securities
GNII SF BY7789 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
2701212.00
2833892.53
Agency Mortgage-Backed Securities
GNII SF BY8753 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
7040672.00
7367018.88
Agency Mortgage-Backed Securities
GNII SF BY9707 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
8222096.00
8625956.22
Agency Mortgage-Backed Securities
GNII SF BZ3841 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
37190160.00
39386569.53
Agency Mortgage-Backed Securities
GNMI SF AX3130 X
549300M8ZYFG0OCMTT87
2046-11-15
4.500000
4676264.00
1554334.65
Agency Mortgage-Backed Securities
GNMI SF AX6550 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
186641.00
19239.78
Agency Mortgage-Backed Securities
GNII SF 004497 M
549300M8ZYFG0OCMTT87
2039-07-20
5.500000
501922.00
43429.65
Agency Mortgage-Backed Securities
GNII SP 785087 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
43806656.00
43348811.05
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5399
2036-11-01
5.500000
215000.00
15630.30
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK2807
2025-12-01
3.500000
1914822.00
198027.67
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0030
2032-12-01
3.000000
6930000.00
5249985.81
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8059
2050-04-01
4.500000
63936.00
57237.38
Agency Mortgage-Backed Securities
04.500 FGPC Q51077 G
2047-10-01
4.500000
1227970.00
260006.50
Agency Mortgage-Backed Securities
04.000 FGPC Q55524 G
2048-04-01
4.000000
5000000.00
3077240.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7478
2050-03-01
3.500000
6499032.00
6050086.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB2534
2050-08-01
3.000000
3603392.00
3790950.64
Agency Mortgage-Backed Securities
FEPC 04.000 3PQU7241
2049-04-01
4.000000
4403496.00
2773707.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3649
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.243000
5000000.00
1948548.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5299
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.277000
18381728.00
8882074.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1806
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.079000
60000.00
19922.63
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
500933.00
105593.79
Agency Mortgage-Backed Securities
GNII SF MA0934 M
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
848157.00
220709.97
Agency Mortgage-Backed Securities
GNII SF MA4490 M
549300M8ZYFG0OCMTT87
2032-12-20
6.000000
87987.00
48683.62
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
3810552.00
1992190.56
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
12706624.00
6590386.30
Agency Mortgage-Backed Securities
GNII SF MA4588 M
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
537413.00
203735.10
Agency Mortgage-Backed Securities
GNAR AT MA5209 M
549300M8ZYFG0OCMTT87
2048-05-20
2.000000
1484350.00
758971.38
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
3020544.00
1391123.03
Agency Mortgage-Backed Securities
GNII SF MA6221 M
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
34521536.00
24248544.53
Agency Mortgage-Backed Securities
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
117700000.00
94278659.85
Agency Mortgage-Backed Securities
GNII SF MA6285 M
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
58080000.00
42174130.88
Agency Mortgage-Backed Securities
GNII JM MA5517 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
4160984.00
806051.55
Agency Mortgage-Backed Securities
GNII SF MA5568 M
549300M8ZYFG0OCMTT87
2032-09-20
6.000000
210148.00
58366.08
Agency Mortgage-Backed Securities
GNII JM MA5584 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
474147.00
100643.47
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
8575000.00
3184037.69
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
511252480.00
190568033.15
Agency Mortgage-Backed Securities
GNII SF MA5746 M
549300M8ZYFG0OCMTT87
2030-11-20
8.000000
201554.00
49671.60
Agency Mortgage-Backed Securities
GNII SF MA5820 M
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
6460432.00
2738874.29
Agency Mortgage-Backed Securities
GNII SF MA6601 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
107320576.00
109859458.58
Agency Mortgage-Backed Securities
GNMI SF BD7087 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
10050208.00
5048586.61
Agency Mortgage-Backed Securities
GNII SF BD7928 C
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
1134294.00
1055696.47
Agency Mortgage-Backed Securities
GNII SF BL1760 C
549300M8ZYFG0OCMTT87
2049-04-20
6.000000
1393430.00
592557.80
Agency Mortgage-Backed Securities
GNMI SF BR6606 X
549300M8ZYFG0OCMTT87
2050-02-15
3.000000
57073024.00
49038851.57
Agency Mortgage-Backed Securities
GNII SF BS6697 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1496588.00
1598349.76
Agency Mortgage-Backed Securities
GNII SF BU7641 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
1629346.00
1722578.23
Agency Mortgage-Backed Securities
GNII SF BX3542 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
8027056.00
8553407.00
Agency Mortgage-Backed Securities
GNII SF AK2626 C
549300M8ZYFG0OCMTT87
2044-12-20
4.500000
4279584.00
1582350.75
Agency Mortgage-Backed Securities
GNII SF 003429 M
549300M8ZYFG0OCMTT87
2033-08-20
5.500000
1075366.00
41965.05
Agency Mortgage-Backed Securities
GNII SF 003929 M
549300M8ZYFG0OCMTT87
2036-12-20
5.000000
1081814.00
39262.97
Agency Mortgage-Backed Securities
GNII SF 004696 M
549300M8ZYFG0OCMTT87
2040-05-20
4.500000
200000000.00
21110726.24
Agency Mortgage-Backed Securities
GNMI SF 733813 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
4800000.00
1277372.40
Agency Mortgage-Backed Securities
GNAR AT 082857 M
549300M8ZYFG0OCMTT87
2041-06-20
2.875000
5263216.00
478940.09
Agency Mortgage-Backed Securities
GNMI SP 784172 X
549300M8ZYFG0OCMTT87
2045-10-15
4.500000
644361.00
260478.57
Agency Mortgage-Backed Securities
GNII AP 784648 M
549300M8ZYFG0OCMTT87
2048-11-20
3.000000
30803808.00
12716128.31
Agency Mortgage-Backed Securities
GNMI SP 784699 X
549300M8ZYFG0OCMTT87
2048-04-15
5.000000
6287296.00
3729551.20
Agency Mortgage-Backed Securities
GNMI SF 757379 X
549300M8ZYFG0OCMTT87
2046-07-15
2.500000
2403020.00
2073555.04
Agency Mortgage-Backed Securities
GNMI SF 622177 X
549300M8ZYFG0OCMTT87
2038-05-15
5.000000
119679.00
9249.12
Agency Mortgage-Backed Securities
FEPC 06.000 ZTZT1300
2026-06-01
6.000000
4418072.00
1833684.24
Agency Mortgage-Backed Securities
GNMI SF AX8714 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
2639480.00
2151825.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LB889071
B1V7KEBTPIMZEU4LTD58
2037-12-01
3.204000
48550656.00
1693600.70
Agency Mortgage-Backed Securities
GNII SF MA2569 M
549300M8ZYFG0OCMTT87
2030-02-20
3.000000
245000.00
61606.36
Agency Mortgage-Backed Securities
GNII SF 755678 C
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
2000000.00
515610.83
Agency Mortgage-Backed Securities
GNMI SF 701503 X
549300M8ZYFG0OCMTT87
2038-12-15
5.000000
1000000.00
33768.33
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1000000000.00
1000000000.00
0.0306
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.090000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0OLQA1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-12-25
5.208010
1.00
0.05
Agency Collateralized Mortgage Obligation
GNRA 2011-020 C
549300M8ZYFG0OCMTT87
2041-04-16
3.562000
200000.00
84165.58
Agency Collateralized Mortgage Obligation
GNRA 2013-141 NC
549300M8ZYFG0OCMTT87
2052-02-16
2.900000
300000.00
315637.83
Agency Collateralized Mortgage Obligation
GNRA 2014-017 AM
549300M8ZYFG0OCMTT87
2048-06-16
2.600720
250000.00
66439.29
Agency Collateralized Mortgage Obligation
GNRA 2019-84 FA
549300M8ZYFG0OCMTT87
2049-07-20
0.751380
50000000.00
38619510.97
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2040-06-18
2.090000
1000.00
1005.91
Agency Debentures and Agency Strips
FNMS 06.000 CL805173
B1V7KEBTPIMZEU4LTD58
2035-01-01
6.000000
4568328.00
126664.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9718
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
7959592.00
2852304.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3053
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
31000.00
22755.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3155
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1486810.00
1558611.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO6985
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
299999.00
269741.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP9667
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
2309356.00
2484174.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ1980
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1031164.00
1087768.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ2474
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
1139644.00
1215625.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1564
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
5350000.00
2790886.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2031
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5200000.00
3648755.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2196
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1312000.00
990045.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2374
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
5363064.00
2381525.60
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2527
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
30110.00
22015.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA4823
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
2381228.00
1999534.76
Agency Mortgage-Backed Securities
FNMS 03.500 CICA7158
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.500000
1286630.00
1389090.18
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9273
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
853074.00
175935.38
Agency Mortgage-Backed Securities
GNII SF 763349 C
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
250000.00
95498.45
Agency Mortgage-Backed Securities
GNII SF BR1042 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1376538.00
1540070.98
Agency Mortgage-Backed Securities
GNII SF BU2076 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1200480.00
1291627.51
Agency Mortgage-Backed Securities
GNII SF BX6873 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1797268.00
1901349.02
Agency Mortgage-Backed Securities
GNII SF BX6994 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1057732.00
1161426.03
Agency Mortgage-Backed Securities
GNII SF BY1465 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1568552.00
1641252.29
Agency Mortgage-Backed Securities
GNII SF BY3879 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1774360.00
1853499.31
Agency Mortgage-Backed Securities
GNII SF BY5634 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1047424.00
1101176.40
Agency Mortgage-Backed Securities
GNII SF BY7809 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1036490.00
1095465.94
Agency Mortgage-Backed Securities
GNMI SF 626973 X
549300M8ZYFG0OCMTT87
2045-08-15
4.000000
36000.00
23572.01
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2590
2035-06-01
3.000000
1655880.00
1749858.65
Agency Mortgage-Backed Securities
FEPC 02.500 CNQS0119
2030-10-01
2.500000
1370030.00
1433207.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5890
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.500000
241000.00
127741.53
Agency Mortgage-Backed Securities
FNMS 04.000 CQAY8052
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
1018252.00
540500.74
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ3074
2028-10-01
6.500000
29844.00
110.26
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ3214
2028-09-01
7.000000
731630.00
4466.86
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5415
2048-01-01
3.500000
15000000.00
11100614.59
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2088
2028-08-01
6.000000
3816.00
58.98
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1767
2037-12-01
5.500000
100000000.00
2119478.41
Agency Mortgage-Backed Securities
03.000 FGPC V60616 G
2029-09-01
3.000000
26139680.00
9243917.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0071
2049-06-01
3.500000
1740694.00
1566909.83
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB3201
2050-09-01
2.000000
1002856.00
1046405.49
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0196
2040-03-01
3.000000
1548294.00
1607480.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7065
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
132000.00
99319.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0920
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
39801152.00
16500848.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO5203
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
2175544.00
2154621.59
Agency Mortgage-Backed Securities
FNMS 03.500 CRCA1227
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1217652.00
1254073.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3102
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
19793.00
14088.11
Agency Mortgage-Backed Securities
FNMS 06.500 CL894221
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.500000
774993.00
16490.00
Agency Mortgage-Backed Securities
FNMS 05.500 CL903073
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
128772.00
4421.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3468
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
500018000.00
204990984.38
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA3032
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
1646444.00
1244889.87
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA3105
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
203781.00
183185.62
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3754
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
2300000.00
1070099.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3746
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
10380656.00
6153069.23
Agency Mortgage-Backed Securities
GNMI SF 767282 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
1323194.00
255526.89
Agency Mortgage-Backed Securities
GNII SF AB7682 C
549300M8ZYFG0OCMTT87
2042-10-20
3.000000
1113872.00
356566.26
Agency Mortgage-Backed Securities
GNMI SF AC0656 X
549300M8ZYFG0OCMTT87
2043-04-15
2.500000
75034.00
33456.82
Agency Mortgage-Backed Securities
GNII SF MA0393 M
549300M8ZYFG0OCMTT87
2042-09-20
4.000000
369296.00
69538.97
Agency Mortgage-Backed Securities
GNII SF MA0700 M
549300M8ZYFG0OCMTT87
2043-01-20
4.000000
3000000.00
723265.61
Agency Mortgage-Backed Securities
GNII SF MA1286 M
549300M8ZYFG0OCMTT87
2043-09-20
4.000000
21502240.00
3783077.04
Agency Mortgage-Backed Securities
GNII SF MA1892 M
549300M8ZYFG0OCMTT87
2029-04-20
4.000000
3262450.00
694392.47
Agency Mortgage-Backed Securities
GNII SF MA2047 M
549300M8ZYFG0OCMTT87
2029-07-20
4.500000
81908.00
31768.94
Agency Mortgage-Backed Securities
GNII SF MA2445 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
14795584.00
3708640.03
Agency Mortgage-Backed Securities
GNII SF MA2827 M
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
107310.00
29303.29
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
155000.00
85543.28
Agency Mortgage-Backed Securities
GNII SF MA6414 M
549300M8ZYFG0OCMTT87
2049-12-20
5.500000
443351.00
318583.03
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
184830208.00
193799969.61
Agency Mortgage-Backed Securities
GNII SF BB4474 C
549300M8ZYFG0OCMTT87
2047-07-20
5.000000
2444988.00
1410965.37
Agency Mortgage-Backed Securities
GNMI SF BC9137 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
897647.00
145751.63
Agency Mortgage-Backed Securities
GNMI SF BL6869 X
549300M8ZYFG0OCMTT87
2049-08-15
3.500000
52599.00
24787.20
Agency Mortgage-Backed Securities
GNMI SF AD1732 X
549300M8ZYFG0OCMTT87
2043-02-15
2.500000
180000.00
65099.46
Agency Mortgage-Backed Securities
GNII SF AE5386 C
549300M8ZYFG0OCMTT87
2034-03-20
4.000000
6119528.00
1123684.78
Agency Mortgage-Backed Securities
GNII SF AX9244 C
549300M8ZYFG0OCMTT87
2046-12-20
4.000000
2541576.00
1793812.82
Agency Mortgage-Backed Securities
GNMI SF 738902 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
11082480.00
1787496.01
Agency Mortgage-Backed Securities
GNMI SF 746806 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
125000.00
20387.41
Agency Mortgage-Backed Securities
GNII SP 784360 C
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
15100000.00
10799496.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5192
2049-12-01
3.500000
1209584.00
1044194.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ9994
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
25067.00
9530.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2976
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
5126264.00
1660003.28
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5186
2036-06-01
6.000000
2345000.00
88712.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI8256
2038-10-01
5.500000
187143.00
4340.27
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2122
2029-05-01
4.500000
725620.00
24598.77
Agency Mortgage-Backed Securities
GNII SF AZ2698 C
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
7694368.00
1818037.35
Agency Mortgage-Backed Securities
GNII SF 003651 M
549300M8ZYFG0OCMTT87
2034-12-20
5.000000
295000.00
13473.71
Agency Mortgage-Backed Securities
GNII SF 003876 M
549300M8ZYFG0OCMTT87
2036-07-20
5.000000
2800000.00
127319.72
Agency Mortgage-Backed Securities
GNII SF 004518 M
549300M8ZYFG0OCMTT87
2039-08-20
4.000000
115000.00
16696.59
Agency Mortgage-Backed Securities
GNII SF 004616 M
549300M8ZYFG0OCMTT87
2040-01-20
4.000000
305000.00
47231.44
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
130770.00
9759.01
Agency Mortgage-Backed Securities
GNMI SF 723365 X
549300M8ZYFG0OCMTT87
2039-10-15
4.000000
55280.00
9384.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4489
2035-07-01
5.000000
1051132.00
43827.66
Agency Mortgage-Backed Securities
FNMS 06.500 CL928497
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
109120.00
3099.21
Agency Mortgage-Backed Securities
GNMI SF AE7714 X
549300M8ZYFG0OCMTT87
2043-08-15
3.000000
151229.00
45680.42
Agency Mortgage-Backed Securities
GNMI SF 670220 X
549300M8ZYFG0OCMTT87
2038-04-15
5.000000
5000000.00
634960.31
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
21173000.00
21163536.13
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
574000000.00
574000000.00
0.0176
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.090000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0OLQE3
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
2049-05-15
2.875000
128414200.00
168301319.90
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
165000000.00
165000000.00
0.0050
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.090000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0OLQF0
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
2023-06-09
0.410000
1300000.00
1306592.08
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
49254000.00
35708657.46
Agency Debentures and Agency Strips
2.125 FHLB 29 GD
2549001DPIFGXC1TOL40
2029-09-14
2.125000
10970000.00
11984398.95
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
71400000.00
58997820.00
Agency Debentures and Agency Strips
GNII SF 779076 C
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
3174434.00
1257667.27
Agency Mortgage-Backed Securities
GNHF RF AA7517 H
549300M8ZYFG0OCMTT87
2063-08-20
4.580000
3103479.00
2207220.76
Agency Mortgage-Backed Securities
GNHF RF AC0996 H
549300M8ZYFG0OCMTT87
2063-08-20
4.652000
4938138.00
3417387.26
Agency Mortgage-Backed Securities
GNAR AF MA1855 M
549300M8ZYFG0OCMTT87
2044-04-20
2.875000
20000000.00
1013298.49
Agency Mortgage-Backed Securities
GNII SF BE6501 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1450133.00
885423.17
Agency Mortgage-Backed Securities
GNHA AL BN4396 H
549300M8ZYFG0OCMTT87
2069-05-20
3.096000
8264185.00
6608712.94
Agency Mortgage-Backed Securities
GNII SF BY5047 C
549300M8ZYFG0OCMTT87
2050-10-20
3.125000
6272765.00
6793068.03
Agency Mortgage-Backed Securities
GNII SF BY5048 C
549300M8ZYFG0OCMTT87
2050-10-20
3.250000
2612422.00
2837140.07
Agency Mortgage-Backed Securities
GNII SF BY5049 C
549300M8ZYFG0OCMTT87
2050-09-20
3.375000
2119997.00
2308867.00
Agency Mortgage-Backed Securities
GNHF RF AF7269 H
549300M8ZYFG0OCMTT87
2064-09-20
4.695000
2800000.00
2396657.76
Agency Mortgage-Backed Securities
GNII SF 004877 M
549300M8ZYFG0OCMTT87
2025-12-20
3.500000
4100000.00
383138.80
Agency Mortgage-Backed Securities
GNAR FB 082449 M
549300M8ZYFG0OCMTT87
2039-12-20
3.500000
17740094.00
1192321.10
Agency Mortgage-Backed Securities
GNAR AF 083053 M
549300M8ZYFG0OCMTT87
2042-03-20
3.000000
3118481.00
216022.50
Agency Mortgage-Backed Securities
GNHF RF 767657 H
549300M8ZYFG0OCMTT87
2063-08-20
4.638000
3288753.00
1183659.92
Agency Mortgage-Backed Securities
GNII SF MA1225 M
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
50000000.00
9092542.30
Agency Mortgage-Backed Securities
GNII SF MA4838 M
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
13090000.00
6502175.81
Agency Mortgage-Backed Securities
GNII SF MA5193 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
40000000.00
15931865.61
Agency Mortgage-Backed Securities
GNII SF MA6218 M
549300M8ZYFG0OCMTT87
2049-10-20
3.000000
10340000.00
7911798.91
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
29872842.00
12098672.58
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
10000000.00
4785021.67
Agency Mortgage-Backed Securities
GNII SF MA6342 M
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
12500000.00
9850615.79
Agency Mortgage-Backed Securities
GNHF RF AH1131 H
549300M8ZYFG0OCMTT87
2065-09-20
4.643000
1000000.00
978668.25
Agency Mortgage-Backed Securities
GNHF RF AP6957 H
549300M8ZYFG0OCMTT87
2065-09-20
4.654000
950000.00
1042159.14
Agency Mortgage-Backed Securities
GNII SF 003598 M
549300M8ZYFG0OCMTT87
2034-08-20
6.000000
36880477.00
1083550.72
Agency Mortgage-Backed Securities
GNII SF 004771 M
549300M8ZYFG0OCMTT87
2040-08-20
4.500000
150000000.00
15687927.91
Agency Mortgage-Backed Securities
GNII SF 736993 C
549300M8ZYFG0OCMTT87
2034-02-20
6.000000
1901677.00
128625.12
Agency Mortgage-Backed Securities
GNII SF 759317 C
549300M8ZYFG0OCMTT87
2041-02-20
4.500000
1917784.00
596802.08
Agency Mortgage-Backed Securities
GNII SF MA0513 M
549300M8ZYFG0OCMTT87
2027-11-20
2.500000
6000000.00
1319438.08
Agency Mortgage-Backed Securities
GNII SF 005174 M
549300M8ZYFG0OCMTT87
2041-09-20
4.000000
50000000.00
7133844.11
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
228000000.00
228000000.00
0.0070
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OLQK9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 784934 M
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
26162351.00
19894112.15
Agency Mortgage-Backed Securities
GNII SP 784966 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
84146944.00
84783046.14
Agency Mortgage-Backed Securities
GNII SP 785041 C
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
155661760.00
152822841.78
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0008
250000000.00
250000000.00
0.0076
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.080000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OLQL7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
76629500.00
76477889.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
400.00
399.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
370100.00
399945.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
600.00
911.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
28313600.00
36412846.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
21250700.00
21939638.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
11883000.00
12011281.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
90200.00
107711.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
25000000.00
25329190.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
3700000.00
3748197.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
6778200.00
7023912.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
3293800.00
3327666.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
1164000.00
1186446.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
15464700.00
16037151.25
U.S. Treasuries (including strips)
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0008
200000000.00
200000000.00
0.0061
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.090000%
549300QJJX6CVVUXLE15
0001317808
ARP0OLQO1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-11 KF
549300M8ZYFG0OCMTT87
2049-09-20
0.721380
129661000.00
112997402.26
Agency Collateralized Mortgage Obligation
GNII SF MA3804 M
549300M8ZYFG0OCMTT87
2046-07-20
4.000000
23536635.00
8014884.25
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
61632.00
31965.90
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
23020667.00
12652229.44
Agency Mortgage-Backed Securities
GNII SF MA6089 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
9701100.00
6678234.60
Agency Mortgage-Backed Securities
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1300.00
1250.28
Agency Mortgage-Backed Securities
GNII SF MA6541 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
14482883.00
14389072.83
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
660100.00
1015387.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
2107600.00
3035238.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
778700.00
1019515.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
133.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
100.00
131.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
120.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
100.00
107.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
673500.00
787082.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
800.00
859.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
200.00
196.29
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
156000000.00
156000000.00
0.0048
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.090000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0OLQP8
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
2022-10-31
2.000000
11422100.00
11956433.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
8953000.00
9369207.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
5045000.00
5286615.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
89396800.00
93747754.40
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
118000000.00
118000000.00
0.0036
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.090000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0OLQT0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLCA5702
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
87162490.00
89950882.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7026
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
138500000.00
148054451.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3858
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
247157365.00
249402355.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3952
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
224424325.00
231007376.32
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM4731
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.000000
9270110.00
9636984.90
Agency Mortgage-Backed Securities
GNII SF MA6256 M
549300M8ZYFG0OCMTT87
2034-12-20
3.500000
2410000.00
1949255.39
Agency Mortgage-Backed Securities
GNII SF MA6839 M
549300M8ZYFG0OCMTT87
2035-09-20
2.000000
2380866.00
2452996.16
Agency Mortgage-Backed Securities
GNII SF MA6933 M
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
10808427.00
11550419.51
Agency Mortgage-Backed Securities
GNII SF BV9027 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
1768695.00
1890612.17
Agency Mortgage-Backed Securities
GNII SF BW5577 C
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
12477.00
12949.74
Agency Mortgage-Backed Securities
GNII SF BW7260 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1110130.00
1184984.51
Agency Mortgage-Backed Securities
GNII SF BW7615 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
249236.00
275086.16
Agency Mortgage-Backed Securities
GNII SF BX1758 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1090906.00
1187382.95
Agency Mortgage-Backed Securities
GNII SF BX2402 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
14461841.00
15172233.95
Agency Mortgage-Backed Securities
GNII SF BX5316 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
8216004.00
8619589.64
Agency Mortgage-Backed Securities
GNII SF BY2320 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
1645.00
1725.81
Agency Mortgage-Backed Securities
GNII SF BY5037 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
4127767.00
4457437.99
Agency Mortgage-Backed Securities
GNII SF BY5024 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
2106907.00
2239000.47
Agency Mortgage-Backed Securities
GNII SF BY5025 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1562071.00
1660005.74
Agency Mortgage-Backed Securities
GNII SF BY5563 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
9911950.00
10371405.23
Agency Mortgage-Backed Securities
FNMS 02.000 CTBK3050
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
6851757.00
7060759.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP6497
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
144693577.00
148478494.18
Agency Mortgage-Backed Securities
FNMS 02.000 CKBQ7086
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
6811000.00
6944407.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
10851436.00
11289388.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3982
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
8690774.00
8750943.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4100
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
44978163.00
45851894.96
Agency Mortgage-Backed Securities
GNII JM MA6080 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
1958630.00
911537.87
Agency Mortgage-Backed Securities
GNII SF MA6476 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
10615217.00
9882718.68
Agency Mortgage-Backed Securities
GNMI SF BF4914 X
549300M8ZYFG0OCMTT87
2048-02-15
4.500000
916768.00
766468.37
Agency Mortgage-Backed Securities
GNII SF BT9273 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
734817.00
811787.02
Agency Mortgage-Backed Securities
GNII SF BW4223 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
1501008.00
1642271.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3863
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5948134.00
5056746.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7507
2049-11-01
3.000000
6757641.00
6588603.63
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
13000000.00
8157560.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2197
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
13452037.00
9661517.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3506
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
11076322.00
9305805.32
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1041000000.00
1041000000.00
0.0318
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.090000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OLR10
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLFM1130
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
1300000.00
1047982.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM4129
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
2285059.00
2143314.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3038
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
1000.00
369.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3835
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
7000.00
4820.27
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4075
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
65000.00
65336.88
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA4173
B1V7KEBTPIMZEU4LTD58
2030-10-01
2.000000
1996475.00
2079051.42
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4182
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
62494506.00
64565330.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4184
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
242600.00
256291.54
Agency Mortgage-Backed Securities
FMAR 841036 G
2049-06-01
3.000000
3100000.00
2239046.88
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ3010
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
11628591.00
12211242.84
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ3011
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
16749827.00
17537204.73
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2672
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.000000
41792000.00
21046061.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3008
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
4000.00
1660.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
7000.00
3760.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
557.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3212
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
1000.00
512.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
14000.00
5442.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3444
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1000.00
431.13
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3797
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
1495214.00
1041622.11
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3827
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
36483000.00
27115368.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
10000.00
7697.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3896
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.500000
2725000.00
2167599.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3939
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
121625.00
95921.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
414897.00
349731.75
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4013
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
2200409.00
2070822.18
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4124
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
189966.00
195156.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT5988
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
2199999.00
849780.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC1450
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
1515000.00
988836.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1164
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1000.00
480.38
Agency Mortgage-Backed Securities
FNMS 05.500 CL745747
B1V7KEBTPIMZEU4LTD58
2036-08-01
5.500000
53410000.00
1029759.22
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
153000000.00
153000000.00
0.0047
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.070000%
549300D0YARF5HYP1809
0001053092
ARP0OLR28
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-19
0.00
1100.00
1099.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
1000.00
1009.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
1000.00
1012.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
1000.00
1033.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
1000.00
1012.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
1000.00
1017.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
1000.00
1005.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
1000.00
1013.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
1000.00
1010.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
1000.00
1032.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
1000.00
1032.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1000.00
1034.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
1000.00
1020.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
1881700.00
1944965.41
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0007
1919811.00
1919811.00
0.0001
N
Y
Y
N
The Charles Schwab Family of Funds
2020-11-06
Mark Fischer
Mark Fischer
Chief Financial Officer