0001145549-21-000656.txt : 20210108
0001145549-21-000656.hdr.sgml : 20210108
20210108154530
ACCESSION NUMBER: 0001145549-21-000656
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210108
DATE AS OF CHANGE: 20210108
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: 21517362
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
2020-12-31
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
46
95
19530202616.80
20295185899.42
21134379359.09
21774020158.91
26396024607.45
26512857609.57
27027753605.40
27784150030.52
0.00
0.5871
0.6100
0.6169
0.6174
0.7934
0.7968
0.7889
0.7878
0.0000
0.09
33821702367.87
33815746162.77
32696891.45
268556077.85
33579886976.46
33579636551.1210
1.0000
0.0012
1.0002
1.0002
1.0002
1.0002
0.0000
C000012381
0.00
20118930081.59
20118790769.4800
1.0002
1.0002
1.0002
1.0002
0.0000
1869851125.18
1471703302.67
1878288182.77
1865047674.12
2276219974.72
1802931534.94
2650078896.80
2130091804.76
0.00
0.00
10078081075.57
8972357634.41
0.0001
Y
Investment Advisor and its affiliates Contractual 208,376 Investment Advisor and its affiliates Voluntary 5,884,317
C000151955
0.00
11958591872.89
11958480648.0110
1.0002
1.0002
1.0002
1.0002
0.0000
78211163.07
261475721.01
69098878.11
285879283.37
98169455.99
322513360.02
979156985.34
252994789.90
0.00
0.00
1364280694.01
2162104512.20
0.0001
Y
Investment Advisor and its affiliates Contractual 130,264 Investment Advisor and its affiliates Voluntary 2,530,602
C000222229
1000000.00
1502365021.98
1502365133.6300
1.0002
1.0002
1.0002
1.0002
0.0000
485109629.41
27514244.21
398795385.33
41068710.48
57288816.79
32058054.16
104874696.40
253119315.23
0.00
0.00
1127010190.85
403428797.51
0.0001
Y
Investment Advisor and its affiliates Contractual 15,127 Investment Advisor and its affiliates Voluntary 94,806
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.190000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0019
10100000.00
10100000.00
0.0003
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.170000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
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 0.100000%
13077V4K5
549300KTNI2GCJNX2U48
US13077V4K51
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
27590000.00
27590000.00
0.0008
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (FAIRWAY FAMILY APTS) SERIES 2003PP 0.100000%
13077V4M1
549300KTNI2GCJNX2U48
US13077V4M18
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
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 0.100000%
13077VF98
549300KTNI2GCJNX2U48
US13077VF982
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2031-08-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
13240000.00
13240000.00
0.0004
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (OAKMONT OF CONCORD) SERIES 2002Q 0.100000%
13077VQ88
549300KTNI2GCJNX2U48
US13077VQ880
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2035-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
23000000.00
23000000.00
0.0007
N
N
Y
N
Capital Area Housing Finance Corporation
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.170000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
13035000.00
13035000.00
0.0004
N
N
Y
N
DeKalb Cnty Housing Auth
M/F HOUSING RB (HIGHLAND PLACE APTS) SERIES 2008 0.110000%
240471NE8
US240471NE84
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12920000.00
12920000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.150000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.190000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0019
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
0.0015
38223725.98
38223725.98
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.205000%
3130AG3Q6
2549001DPIFGXC1TOL40
US3130AG3Q69
U.S. Government Agency Debt
Y
2021-01-04
2021-03-12
2021-03-12
N
N
N
0.0009
97820993.75
97820993.75
0.0029
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.165000%
3130AGM85
2549001DPIFGXC1TOL40
US3130AGM850
U.S. Government Agency Debt
Y
2021-01-04
2021-06-11
2021-06-11
N
N
N
0.0010
88025168.00
88025168.00
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.165000%
3130AGQA6
2549001DPIFGXC1TOL40
US3130AGQA64
U.S. Government Agency Debt
Y
2021-01-04
2021-07-08
2021-07-08
N
N
N
0.0010
87529167.25
87529167.25
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.130000%
3130AGVL6
2549001DPIFGXC1TOL40
US3130AGVL64
U.S. Government Agency Debt
Y
2021-01-04
2021-02-09
2021-02-09
N
N
N
0.0009
55102239.82
55102239.82
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.145000%
3130AGWA9
2549001DPIFGXC1TOL40
US3130AGWA90
U.S. Government Agency Debt
Y
2021-01-04
2021-05-14
2021-05-14
N
N
N
0.0011
143018841.68
143018841.68
0.0043
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.155000%
3130AGZ24
2549001DPIFGXC1TOL40
US3130AGZ241
U.S. Government Agency Debt
Y
2021-01-04
2021-02-26
2021-02-26
N
N
N
0.0009
104509874.21
104509874.21
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.175000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2021-01-04
2021-09-10
2021-09-10
N
N
N
0.0011
137757564.11
137757564.11
0.0041
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.260000%
3130AHBW2
2549001DPIFGXC1TOL40
US3130AHBW23
U.S. Government Agency Debt
Y
2021-01-04
2021-04-09
2021-04-09
N
N
N
0.0009
33014777.73
33014777.73
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.217000%
3130AHJ53
2549001DPIFGXC1TOL40
US3130AHJ532
U.S. Government Agency Debt
Y
2021-01-04
2021-05-04
2021-05-04
N
N
N
0.0015
114620991.28
114620991.28
0.0034
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3130AHLZ4
2549001DPIFGXC1TOL40
US3130AHLZ44
U.S. Government Agency Debt
Y
2021-01-04
2021-02-22
2021-02-22
N
N
N
0.0009
108314793.78
108314793.78
0.0032
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
0.0012
495796970.66
495796970.66
0.0148
N
N
Y
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
0.0009
53864879.88
53864879.88
0.0016
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.103000%
3130AHWZ2
2549001DPIFGXC1TOL40
US3130AHWZ25
U.S. Government Agency Debt
Y
2021-01-19
2021-02-16
2021-02-16
N
N
N
0.0011
181997055.24
181997055.24
0.0054
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.094000%
3130AHX57
2549001DPIFGXC1TOL40
US3130AHX574
U.S. Government Agency Debt
Y
2021-01-22
2021-02-22
2021-02-22
N
N
N
0.0011
49999151.50
49999151.50
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.143000%
3130AJ2X6
2549001DPIFGXC1TOL40
US3130AJ2X65
U.S. Government Agency Debt
Y
2021-01-05
2021-04-05
2021-04-05
N
N
N
0.0006
183233818.72
183233818.72
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.121600%
3130AJ6Q7
2549001DPIFGXC1TOL40
US3130AJ6Q78
U.S. Government Agency Debt
Y
2021-01-19
2021-03-19
2021-03-19
N
N
N
0.0015
183286818.90
183286818.90
0.0055
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
0.0006
9017226.81
9017226.81
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
2021-01-04
2022-02-28
2022-02-28
N
N
N
0.0011
119138846.82
119138846.82
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJCE7
2549001DPIFGXC1TOL40
US3130AJCE71
U.S. Government Agency Debt
Y
2021-01-04
2021-03-04
2021-03-04
N
N
N
0.0009
174322875.13
174322875.13
0.0052
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
0.0006
14014190.54
14014190.54
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
2021-01-04
2021-03-10
2021-03-10
N
N
N
0.0009
15303715.61
15303715.61
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
0.0013
36727449.03
36727449.03
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.113000%
3130AJVY2
2549001DPIFGXC1TOL40
US3130AJVY25
U.S. Government Agency Debt
Y
2021-01-25
2021-02-24
2021-02-24
N
N
N
0.0012
92998682.19
92998682.19
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.128000%
3130AJXF1
2549001DPIFGXC1TOL40
US3130AJXF18
U.S. Government Agency Debt
Y
2021-01-04
2021-05-03
2021-05-03
N
N
N
0.0013
79497351.06
79497351.06
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.070000%
3130AJY94
2549001DPIFGXC1TOL40
US3130AJY941
U.S. Government Agency Debt
Y
2021-02-12
2021-02-12
2021-02-12
N
N
N
0.0011
170998144.65
170998144.65
0.0051
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
0.0011
161419919.99
161419919.99
0.0048
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
0.0011
34272351.95
34272351.95
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
2021-01-04
2021-07-16
2021-07-16
N
N
N
0.0010
115524860.22
115524860.22
0.0034
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
0.0011
85905842.06
85905842.06
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
0.0008
9997511.10
9997511.10
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
0.0008
34991133.45
34991133.45
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313HX9
US313313HX94
U.S. Government Agency Debt
Y
2021-07-09
2021-07-09
2021-07-09
N
N
N
0.0009
7996280.00
7996280.00
0.0002
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
0.0009
15491281.25
15491281.25
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313KQ0
US313313KQ07
U.S. Government Agency Debt
Y
2021-08-19
2021-08-19
2021-08-19
N
N
N
0.0009
11993190.00
11993190.00
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313LB2
US313313LB29
U.S. Government Agency Debt
Y
2021-08-30
2021-08-30
2021-08-30
N
N
N
0.0009
4997025.00
4997025.00
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313MQ8
US313313MQ88
U.S. Government Agency Debt
Y
2021-10-06
2021-10-06
2021-10-06
N
N
N
0.0010
14888618.04
14888618.04
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313NS3
US313313NS36
U.S. Government Agency Debt
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0010
1998327.78
1998327.78
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313QD3
US313313QD30
U.S. Government Agency Debt
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0010
6993466.69
6993466.69
0.0002
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
0.0014
13097040.28
13097040.28
0.0004
N
N
N
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
0.0006
214991040.95
214991040.95
0.0064
N
N
Y
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
0.0007
19998600.00
19998600.00
0.0006
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CF1
2549001DPIFGXC1TOL40
US313385CF11
U.S. Government Agency Debt
Y
2021-02-23
2021-02-23
2021-02-23
N
N
N
0.0007
175982889.28
175982889.28
0.0052
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385CG9
2549001DPIFGXC1TOL40
US313385CG93
U.S. Government Agency Debt
Y
2021-02-24
2021-02-24
2021-02-24
N
N
N
0.0007
81991868.06
81991868.06
0.0024
N
N
Y
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
0.0007
244474801.83
244474801.83
0.0073
N
N
Y
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
0.0008
85488030.00
85488030.00
0.0025
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
0.0008
85487840.19
85487840.19
0.0025
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
0.0008
49691827.33
49691827.33
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
0.0008
85785318.76
85785318.76
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
2021-01-04
2021-10-28
2021-10-28
N
N
N
0.0013
32145917.12
32145917.12
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
2021-01-04
2021-08-20
2021-08-20
N
N
N
0.0012
11002406.25
11002406.25
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
2021-01-04
2021-01-15
2021-01-15
N
N
N
0.0009
55101703.69
55101703.69
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.190000%
3133EKKV7
2549001DPIFGXC1TOL40
US3133EKKV70
U.S. Government Agency Debt
Y
2021-01-04
2021-05-07
2021-05-07
N
N
N
0.0011
27507398.05
27507398.05
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
0.0007
222046807.33
222046807.33
0.0066
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
2021-01-04
2022-07-25
2022-07-25
N
N
N
0.0016
58211914.12
58211914.12
0.0017
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
2021-01-04
2022-03-10
2022-03-10
N
N
N
0.0013
66428366.75
66428366.75
0.0020
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.122600%
3133ELQC1
US3133ELQC19
U.S. Government Agency Debt
Y
2021-01-04
2021-03-03
2021-03-03
N
N
N
0.0012
137999515.62
137999515.62
0.0041
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
0.0005
46581799.08
46581799.08
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
2021-01-04
2021-04-27
2021-04-27
N
N
N
0.0011
119304595.62
119304595.62
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-01-04
2022-10-21
2022-10-21
N
N
N
0.0016
117977568.20
117977568.20
0.0035
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
2021-01-04
2021-02-19
2021-02-19
N
N
N
0.0010
68701815.05
68701815.05
0.0020
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
2021-01-04
2022-03-04
2022-03-04
N
N
N
0.0011
150537558.17
150537558.17
0.0045
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
2021-01-04
2022-03-11
2022-03-11
N
N
N
0.0014
36866557.95
36866557.95
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
2021-01-04
2021-09-23
2021-09-23
N
N
N
0.0012
18438605.78
18438605.78
0.0005
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
2021-01-04
2022-06-02
2022-06-02
N
N
N
0.0015
187355357.97
187355357.97
0.0056
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
2021-01-04
2022-08-19
2022-08-19
N
N
N
0.0012
231128106.11
231128106.11
0.0069
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
2021-01-04
2022-09-09
2022-09-09
N
N
N
0.0015
131768173.19
131768173.19
0.0039
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2021-01-04
2021-09-24
2021-09-24
N
N
N
0.0010
94700108.48
94700108.48
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-01-04
2022-04-07
2022-04-07
N
N
N
0.0011
112268979.76
112268979.76
0.0033
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.480000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-01-04
2022-04-15
2022-04-15
N
N
N
0.0012
129901975.55
129901975.55
0.0039
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2021-01-04
2021-10-20
2021-10-20
N
N
N
0.0010
94750211.43
94750211.43
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-01-04
2022-05-19
2022-05-19
N
N
N
0.0012
186412920.00
186412920.00
0.0056
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2021-01-04
2022-05-27
2022-05-27
N
N
N
0.0012
109997540.03
109997540.03
0.0033
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
0.0009
131063055.71
131063055.71
0.0039
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.330000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-01-04
2022-04-29
2022-04-29
N
N
N
0.0012
93260148.90
93260148.90
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-01-04
2022-05-09
2022-05-09
N
N
N
0.0012
139321313.79
139321313.79
0.0041
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
0.0007
34994875.31
34994875.31
0.0010
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.170000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
11750000.00
11750000.00
0.0003
N
N
Y
N
Florida Housing Finance Corp
M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.090000%
34074HBQ4
549300W0PCIJCI0JCF10
US34074HBQ48
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
2160000.00
2160000.00
0.0001
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.170000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
17335000.00
17335000.00
0.0005
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.170000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
24900000.00
24900000.00
0.0007
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.180000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0018
13200000.00
13200000.00
0.0004
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.110000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
9745000.00
9745000.00
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 0.170000%
592040C64
US592040C649
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2031-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
10420000.00
10420000.00
0.0003
N
N
Y
N
Nevada Housing Division
RB (SONOMA PALMS APTS) SERIES 2005 0.100000%
641272FT1
549300RE377OK3CTT852
US641272FT12
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2039-04-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
15000000.00
15000000.00
0.0004
N
N
Y
N
Nevada Housing Division
HOUSING RB (VISTA CREEK APTS) SERIES 2007 0.120000%
641272GB9
549300RE377OK3CTT852
US641272GB94
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-04-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0012
16515000.00
16515000.00
0.0005
N
N
Y
N
New York City Housing Development Corp
M/F MORTGAGE RB (201 PEARL STREET DEVELOPMENT) SERIES 2006A 0.090000%
64966TAF1
549300SQWVHKBRF8D702
US64966TAF12
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
1510000.00
1510000.00
0.0000
N
N
Y
N
New York City Housing Development Corp
M/F RENTAL HOUSING RB SERIES 2006B 0.110000%
64970HCJ1
549300SQWVHKBRF8D702
US64970HCJ14
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2036-03-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
6100000.00
6100000.00
0.0002
N
N
Y
N
New York City Housing Development Corp
M/F RENTAL HOUSING RB (RIVEREAST APTS) SERIES A 0.110000%
64970HCM4
549300SQWVHKBRF8D702
US64970HCM43
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2036-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
14275000.00
14275000.00
0.0004
N
N
Y
N
New York City Housing Development Corp
M/F HOUSING RB (155 WEST 21ST STREET) SERIES 2007B 0.110000%
64970HDJ0
549300SQWVHKBRF8D702
US64970HDJ05
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2037-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
6600000.00
6600000.00
0.0002
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN SOUTH) SERIES 2005A 0.100000%
64986M2V6
5493000LS7KCDB02O506
US64986M2V67
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
23900000.00
23900000.00
0.0007
N
N
Y
N
New York State HFA
HOUSING RB (CLINTON GREEN) SERIES 2006A 0.100000%
64986M2W4
5493000LS7KCDB02O506
US64986M2W41
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
42000000.00
42000000.00
0.0013
N
N
Y
N
New York State HFA
HOUSING RB (NORTH END AVE) SERIES 2004A 0.090000%
64986MJ55
5493000LS7KCDB02O506
US64986MJ553
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2036-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
1300000.00
1300000.00
0.0000
N
N
Y
N
New York State HFA
HOUSING RB (39TH ST) SERIES 2000A 0.100000%
64986MJY2
5493000LS7KCDB02O506
US64986MJY21
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2031-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
21400000.00
21400000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.100000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
46700000.00
46700000.00
0.0014
N
N
Y
N
New York State HFA
HOUSING RB SERIES 2007B 0.110000%
64986MK87
5493000LS7KCDB02O506
US64986MK874
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
6900000.00
6900000.00
0.0002
N
N
Y
N
New York State HFA
HOUSING RB (360 W 43RD ST) SERIES 2002A 0.100000%
64986MSG1
5493000LS7KCDB02O506
US64986MSG14
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2033-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
31000000.00
31000000.00
0.0009
N
N
Y
N
New York State HFA
HOUSING RB (CAROLINE APTS) SERIES 2008A 0.110000%
64986MT54
5493000LS7KCDB02O506
US64986MT545
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2043-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12900000.00
12900000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (RELATED-42ND & 10TH) SERIES 2007A 0.120000%
64986URA7
5493000LS7KCDB02O506
US64986URA78
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
84195000.00
84195000.00
0.0025
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.160000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0016
10390000.00
10390000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.160000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0016
10530000.00
10530000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.180000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0018
6775000.00
6775000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.170000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
12395000.00
12395000.00
0.0004
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.100000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
9250000.00
9250000.00
0.0003
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.150000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
42300000.00
42300000.00
0.0013
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.170000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
11400000.00
11400000.00
0.0003
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.170000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
12200000.00
12200000.00
0.0004
N
N
Y
N
San Jose
M/F HOUSING REFUNDING RB (LAS VENTANAS APTS) SERIES 2008B 0.100000%
798165KP0
549300QHIHSH68W22O38
US798165KP09
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-07-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
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 0.170000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
11140000.00
11140000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.170000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
10120000.00
10120000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.170000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0017
12445000.00
12445000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.190000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-01-07
2021-01-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0019
13800000.00
13800000.00
0.0004
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962F5
254900HROIFWPRGM1V77
US9127962F58
U.S. Treasury Debt
Y
2021-03-25
2021-03-25
2021-03-25
N
N
N
0.0007
743092652.19
743092652.19
0.0221
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962Q1
254900HROIFWPRGM1V77
US9127962Q14
U.S. Treasury Debt
Y
2021-04-22
2021-04-22
2021-04-22
N
N
N
0.0007
136971230.00
136971230.00
0.0041
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
0.0002
558999066.47
558999066.47
0.0166
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
0.0004
130998726.68
130998726.68
0.0039
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
0.0004
468692252.39
468692252.39
0.0140
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
0.0005
216091626.13
216091626.13
0.0064
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964C0
254900HROIFWPRGM1V77
US9127964C00
U.S. Treasury Debt
Y
2021-02-11
2021-02-11
2021-02-11
N
N
N
0.0005
247986910.56
247986910.56
0.0074
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964D8
254900HROIFWPRGM1V77
US9127964D82
U.S. Treasury Debt
Y
2021-02-18
2021-02-18
2021-02-18
N
N
N
0.0006
140990306.25
140990306.25
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964X4
254900HROIFWPRGM1V77
US9127964X47
U.S. Treasury Debt
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0007
76986931.56
76986931.56
0.0023
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
0.0001
299000041.86
299000041.86
0.0089
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
0.0004
169796108.18
169796108.18
0.0051
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
0.0004
168994085.00
168994085.00
0.0050
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
0.0006
348775001.51
348775001.51
0.0104
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796B99
254900HROIFWPRGM1V77
US912796B997
U.S. Treasury Debt
Y
2021-02-23
2021-02-23
2021-02-23
N
N
N
0.0005
361973602.96
361973602.96
0.0108
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C23
254900HROIFWPRGM1V77
US912796C235
U.S. Treasury Debt
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0007
263970278.88
263970278.88
0.0079
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C72
254900HROIFWPRGM1V77
US912796C722
U.S. Treasury Debt
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0008
107985600.36
107985600.36
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796C98
254900HROIFWPRGM1V77
US912796C987
U.S. Treasury Debt
Y
2021-03-23
2021-03-23
2021-03-23
N
N
N
0.0007
143979720.48
143979720.48
0.0043
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
0.0006
168974861.25
168974861.25
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796D71
254900HROIFWPRGM1V77
US912796D712
U.S. Treasury Debt
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0007
230959856.82
230959856.82
0.0069
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
0.0005
129995882.90
129995882.90
0.0039
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796XE4
254900HROIFWPRGM1V77
US912796XE43
U.S. Treasury Debt
Y
2021-02-25
2021-02-25
2021-02-25
N
N
N
0.0006
287976078.72
287976078.72
0.0086
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
0.0007
419861649.99
419861649.99
0.0125
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
0.0013
136176022.74
136176022.74
0.0041
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
0.0014
182437961.16
182437961.16
0.0054
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
0.0012
342486009.80
342486009.80
0.0102
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
0.0010
67209521.37
67209521.37
0.0020
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.750000%
9128284W7
254900HROIFWPRGM1V77
US9128284W72
U.S. Treasury Debt
Y
2021-08-15
2021-08-15
2021-08-15
N
N
N
0.0008
149185794.66
149185794.66
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.750000%
9128285A4
254900HROIFWPRGM1V77
US9128285A44
U.S. Treasury Debt
Y
2021-09-15
2021-09-15
2021-09-15
N
N
N
0.0008
141572610.61
141572610.61
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.875000%
9128285L0
254900HROIFWPRGM1V77
US9128285L09
U.S. Treasury Debt
Y
2021-11-15
2021-11-15
2021-11-15
N
N
N
0.0011
151425613.58
151425613.58
0.0045
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.210000%
9128285Y2
254900HROIFWPRGM1V77
US9128285Y20
U.S. Treasury Debt
Y
2021-01-04
2021-01-31
2021-01-31
N
N
N
0.0009
144513149.50
144513149.50
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.234000%
9128286Q8
254900HROIFWPRGM1V77
US9128286Q86
U.S. Treasury Debt
Y
2021-01-04
2021-04-30
2021-04-30
N
N
N
0.0010
136660672.26
136660672.26
0.0041
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
0.0010
143663623.65
143663623.65
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
9128287A2
254900HROIFWPRGM1V77
US9128287A26
U.S. Treasury Debt
Y
2021-06-30
2021-06-30
2021-06-30
N
N
N
0.0010
144269864.38
144269864.38
0.0043
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
0.0009
379413593.45
379413593.45
0.0113
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828B58
254900HROIFWPRGM1V77
US912828B584
U.S. Treasury Debt
Y
2021-01-31
2021-01-31
2021-01-31
N
N
N
0.0013
55080449.60
55080449.60
0.0016
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828D72
254900HROIFWPRGM1V77
US912828D721
U.S. Treasury Debt
Y
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0007
72600977.90
72600977.90
0.0022
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828F21
254900HROIFWPRGM1V77
US912828F213
U.S. Treasury Debt
Y
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0009
111649609.50
111649609.50
0.0033
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828F96
254900HROIFWPRGM1V77
US912828F965
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0010
79216089.42
79216089.42
0.0024
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
0.0009
40438969.20
40438969.20
0.0012
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
912828RC6
254900HROIFWPRGM1V77
US912828RC60
U.S. Treasury Debt
Y
2021-08-15
2021-08-15
2021-08-15
N
N
N
0.0009
54674136.00
54674136.00
0.0016
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
0.0009
57337270.14
57337270.14
0.0017
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.250000%
912828T67
254900HROIFWPRGM1V77
US912828T677
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0011
500551303.97
500551303.97
0.0149
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
0.0008
100997125.00
100997125.00
0.0030
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
0.0010
57702446.91
57702446.91
0.0017
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
0.0011
314944490.04
314944490.04
0.0094
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YC8
254900HROIFWPRGM1V77
US912828YC87
U.S. Treasury Debt
Y
2021-08-31
2021-08-31
2021-08-31
N
N
N
0.0008
168146796.03
168146796.03
0.0050
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YJ3
254900HROIFWPRGM1V77
US912828YJ31
U.S. Treasury Debt
Y
2021-09-30
2021-09-30
2021-09-30
N
N
N
0.0009
57794123.24
57794123.24
0.0017
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.395000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2021-01-04
2021-10-31
2021-10-31
N
N
N
0.0014
137191395.76
137191395.76
0.0041
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YP9
254900HROIFWPRGM1V77
US912828YP90
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0010
419970249.41
419970249.41
0.0125
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YT1
254900HROIFWPRGM1V77
US912828YT13
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0011
64400802.23
64400802.23
0.0019
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.249000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-01-04
2022-01-31
2022-01-31
N
N
N
0.0015
182099109.55
182099109.55
0.0054
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.209000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-01-04
2022-04-30
2022-04-30
N
N
N
0.0014
173059775.16
173059775.16
0.0052
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.150000%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2021-01-04
2022-07-31
2022-07-31
N
N
N
0.0014
233427860.96
233427860.96
0.0070
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.150000%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2021-01-04
2022-10-31
2022-10-31
N
N
N
0.0015
99999768.00
99999768.00
0.0030
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.090000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OXDS0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
118505500.00
146715079.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
165472400.00
178691843.76
U.S. Treasuries (including strips)
Y
2021-01-07
2021-01-07
2021-01-12
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0009
319000000.00
319000000.00
0.0095
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.110000%
549300HN4UKV1E2R3U73
0001675365
ARP0OZFB0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
46632000.00
48132320.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
41479600.00
45330141.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
42837600.00
43742176.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
47271300.00
49153075.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
49001800.00
50676593.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
15662100.00
16585752.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.250000
48638500.00
48779981.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
36103100.00
36239999.56
U.S. Treasuries (including strips)
Y
2021-01-19
2021-01-19
2021-01-19
N
N
N
0.0011
332000000.00
332000000.00
0.0099
N
N
N
Y
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.250000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0P0X67
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2018-KF47 B 20250525 FLT
2025-05-25
2.153380
7500000.00
3318044.27
Agency Collateralized Mortgage Obligation
FREM MTG TR 2018-KF42 B 20241225 FLT
2024-12-25
2.353380
2426030.00
1221031.50
Agency Collateralized Mortgage Obligation
FNMS 04.000 CIMA0732
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.000000
300000.00
22470.46
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1434
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
1000000.00
438948.76
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2201
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
69912.00
52751.80
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2409
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
932031.00
579483.56
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA2900
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
226000.00
118880.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3333
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
202000.00
83767.51
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3439
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
181423.00
68109.39
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3754
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
2300000.00
915508.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3746
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
11559168.00
6053266.57
Agency Mortgage-Backed Securities
FNMS 07.000 CLAD0310
B1V7KEBTPIMZEU4LTD58
2038-12-01
7.000000
994000.00
19902.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0113
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.000000
1385000.00
168477.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0154
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
9458000.00
516139.55
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI4121
2036-01-01
5.500000
7510000.00
104972.87
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8004
2038-08-01
6.000000
2934230.00
59684.72
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ6149
2032-06-01
7.000000
306172.00
8100.85
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK8142
2031-06-01
3.000000
7970512.00
4115427.13
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1883
2025-02-01
6.500000
3835608.00
88186.66
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1990
2027-02-01
5.000000
1112182.00
14584.37
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2201
2031-04-01
4.500000
1100000.00
135810.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4807
2047-02-01
4.000000
489674.00
256038.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6536
2049-03-01
4.000000
525000.00
262784.35
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS3287
2039-09-01
6.500000
100000.00
9055.46
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4237
2036-04-01
5.500000
1000000.00
20640.74
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5660
2023-06-01
5.000000
1763284.00
16437.56
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6576
2024-03-01
5.000000
1137600.00
12053.36
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8025
2033-04-01
3.000000
490000.00
352751.04
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8836
2027-08-01
6.000000
175000.00
6204.11
Agency Mortgage-Backed Securities
FEPC 02.500 CIZT2022
2034-05-01
2.500000
338300.00
161552.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0028
2048-08-01
3.000000
8150000.00
6479806.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8006
2049-08-01
4.000000
17597040.00
8483256.77
Agency Mortgage-Backed Securities
03.500 FGPC Q31999 G
2045-03-01
3.500000
4000000.00
1416903.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA0985
2049-05-01
5.000000
3499304.00
2630890.13
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA6933
2050-02-01
4.500000
1201284.00
832429.06
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB2923
2050-09-01
3.500000
1364436.00
1497802.47
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3666
2050-09-01
2.500000
14002940.00
14721195.49
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4345
2050-10-01
2.000000
1743176.00
1748628.65
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0196
2040-03-01
3.000000
1548294.00
1435732.03
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2718
2035-07-01
3.000000
1028400.00
1084090.15
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3959
2035-11-01
2.000000
1055000.00
1101044.53
Agency Mortgage-Backed Securities
FEPC 02.500 CNQS0119
2030-10-01
2.500000
1370032.00
1414844.88
Agency Mortgage-Backed Securities
FNMS 05.500 CT257204
B1V7KEBTPIMZEU4LTD58
2028-04-01
5.500000
3309576.00
90031.23
Agency Mortgage-Backed Securities
FNMS 06.500 CL351141
B1V7KEBTPIMZEU4LTD58
2026-06-01
6.500000
3015032.00
27330.95
Agency Mortgage-Backed Securities
FNMS 07.500 CL639609
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.500000
1019400.00
20489.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7936
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.500000
465594.00
222412.53
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL8209
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
225191.00
37033.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLAS2741
B1V7KEBTPIMZEU4LTD58
2044-06-01
5.000000
724675.00
139675.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS6627
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
37000.00
11319.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS6805
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
50767872.00
15174666.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7311
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3501000.00
2057376.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY2974
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
23434.00
6992.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ1858
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1290286.00
344011.36
Agency Mortgage-Backed Securities
FNMS 06.000 CL664397
B1V7KEBTPIMZEU4LTD58
2032-10-01
6.000000
3909116.00
69566.54
Agency Mortgage-Backed Securities
FNMS 05.000 CL766641
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.000000
819000.00
11575.71
Agency Mortgage-Backed Securities
FNMS 06.000 CL871232
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
1463894.00
13419.86
Agency Mortgage-Backed Securities
FNMS 05.500 I4BF0141
B1V7KEBTPIMZEU4LTD58
2056-09-01
5.500000
100000.00
64872.51
Agency Mortgage-Backed Securities
FNMS 03.000 RIBJ7340
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.000000
1886380.00
1174760.58
Agency Mortgage-Backed Securities
FNMS 03.500 CTBM1975
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.500000
3925000.00
2444417.12
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM4146
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.500000
37133.00
17922.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3155
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1486810.00
1457411.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO5203
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
2175544.00
2080647.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP8646
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
11756160.00
12272990.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2958
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
2939000.00
3090802.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1564
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
5350000.00
2528994.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2196
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1312000.00
916881.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1637
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
2001000.00
1291401.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2214
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
880434.00
493143.07
Agency Mortgage-Backed Securities
FNMS 06.500 CL895072
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.500000
1500000.00
16146.87
Agency Mortgage-Backed Securities
FNMS 06.500 CL928497
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
800000.00
22657.00
Agency Mortgage-Backed Securities
FNMS 04.000 GL932168
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.000000
209551.00
15519.19
Agency Mortgage-Backed Securities
FNMS 05.500 CL969757
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
733208.00
6180.43
Agency Mortgage-Backed Securities
FNMS 05.500 CIAB0406
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.500000
20000000.00
274532.55
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB5490
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
50000.00
8723.82
Agency Mortgage-Backed Securities
FNMS 04.000 CIAC9607
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.000000
1000000.00
44265.56
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5664
2037-01-01
6.000000
4778344.00
62174.99
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI7982
2038-08-01
6.000000
337891.00
6506.36
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8549
2039-02-01
5.000000
1645738.00
188634.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI9652
2040-01-01
5.500000
1531070.00
108073.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM2269
2046-12-01
3.000000
191431.00
118015.97
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3542
2047-06-01
4.500000
1805708.00
1603862.51
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1947
2026-07-01
5.500000
1000000.00
18408.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4434
2044-02-01
4.500000
925277.00
282538.58
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1023
2036-03-01
5.500000
622514.00
12021.05
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1210
2036-12-01
6.000000
11127760.00
142262.04
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1246
2036-12-01
6.000000
5585400.00
154439.12
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2236
2038-05-01
6.000000
495627.00
36156.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2487
2038-12-01
5.500000
3200000.00
120448.43
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6669
2026-06-01
5.000000
453551.00
7628.79
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS7527
2026-06-01
5.000000
4155432.00
177008.92
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8407
2025-05-01
4.500000
2000000.00
60293.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7546
2050-01-01
3.500000
1519516.00
1373166.45
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB5947
2050-12-01
2.000000
3889088.00
4068655.45
Agency Mortgage-Backed Securities
FNMS 07.500 CL254180
B1V7KEBTPIMZEU4LTD58
2032-01-01
7.500000
4000400.00
25341.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH7196
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
2408640.00
382454.45
Agency Mortgage-Backed Securities
FNMS 06.000 CL680962
B1V7KEBTPIMZEU4LTD58
2033-01-01
6.000000
2601472.00
34713.47
Agency Mortgage-Backed Securities
FNMS 05.000 CL828683
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
1001956.00
20350.59
Agency Mortgage-Backed Securities
FNMS 06.000 CL864589
B1V7KEBTPIMZEU4LTD58
2035-12-01
6.000000
716580.00
7619.84
Agency Mortgage-Backed Securities
FNMS 04.000 CKBD4487
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
3655750.00
293034.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0122
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1616566.00
1201130.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK9581
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.500000
151999.00
57067.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1658
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
642809.00
397089.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5460
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1188470.00
908823.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP6171
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
6200288.00
5979815.65
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP8530
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
1441984.00
1499350.06
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ9870
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.000000
1480600.00
1540409.20
Agency Mortgage-Backed Securities
FNMS 03.500 CQCA0500
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
3615956.00
2994653.13
Agency Mortgage-Backed Securities
FNMS 03.500 CRCA4694
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
1156500.00
864897.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3908
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
277116.00
238742.60
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB4286
B1V7KEBTPIMZEU4LTD58
2026-08-01
4.000000
882687.00
69620.76
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2073
2028-06-01
5.000000
1252902.00
21120.64
Agency Mortgage-Backed Securities
FNMS 05.500 CL907509
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
3000000.00
49398.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL933861
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
999900.00
42278.80
Agency Mortgage-Backed Securities
Y
2021-02-04
2021-02-04
2021-04-06
Y
GOLDMAN SACHS & CO LLC
1.0000
35
N
N
N
0.0025
131000000.00
131000000.00
0.0039
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0P1475
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLBQ5487
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
40243410.00
42407213.25
Agency Mortgage-Backed Securities
FNMS 04.000 CTFM3205
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
20397117.00
16598249.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3283
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
33357805.00
28682561.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4805
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
45100958.00
46704899.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
2048-12-01
4.000000
50180730.00
21017363.08
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
4157696.00
2544597.48
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8501
2035-08-01
2.000000
39497000.00
39669638.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
2047-02-01
3.000000
30000000.00
22078705.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0343
2048-03-01
3.000000
66473889.00
64919802.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB4413
2050-10-01
2.500000
28866914.00
30078788.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA4072
2050-11-01
3.500000
17539865.00
19252753.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
2049-12-01
3.000000
25037623.00
18192415.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0516
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
63437254.00
28370447.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX2572
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
68152243.00
16223227.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7366
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
56630852.00
27676497.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7108
2050-12-01
2.500000
18855276.00
19909329.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB6786
2050-12-01
2.500000
37994905.00
40118908.84
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB6991
2050-12-01
2.500000
17666205.00
18653787.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ8341
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
37559804.00
39032023.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ8359
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
17957731.00
18961610.06
Agency Mortgage-Backed Securities
FNMS 01.500 CLBQ9514
B1V7KEBTPIMZEU4LTD58
2050-12-01
1.500000
45434477.00
45934710.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0174
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
17599344.00
18583188.39
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1154
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
30631191.00
31831862.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3751
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
59724459.00
60196203.72
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM5120
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
48185241.00
50073990.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4238
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
47942077.00
50622150.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2185
2050-02-01
3.500000
48969245.00
50887084.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2361
2050-03-01
3.500000
38799641.00
40912893.59
Agency Mortgage-Backed Securities
FEPC 01.500 CLRA4233
2045-12-01
1.500000
25000000.00
25275125.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4762
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
40000000.00
24551939.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4302
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
19027971.00
20617098.34
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0010
952000000.00
952000000.00
0.0284
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.100000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0P14H3
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
2046-02-15
1.000000
81264000.00
121180518.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
218110400.00
249999776.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
207534400.00
249999708.31
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0010
609000000.00
609000000.00
0.0181
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.100000%
549300QJJX6CVVUXLE15
0001317808
ARP0P15G4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
24043332.00
1747493.70
Agency Collateralized Mortgage Obligation
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
0.851630
20729591.00
12816477.52
Agency Collateralized Mortgage Obligation
GNRA 2019-11 KF
549300M8ZYFG0OCMTT87
2049-09-20
0.721630
1000.00
813.07
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1955.00
207.15
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4209
B1V7KEBTPIMZEU4LTD58
2050-12-01
1.500000
1000.00
1007.72
Agency Mortgage-Backed Securities
GNII SF MA4125 M
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
1000.00
548.02
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
54045696.00
15147820.07
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
208542636.00
95019170.40
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
9508.00
4700.31
Agency Mortgage-Backed Securities
GNII SF MA6038 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
1000.00
557.35
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
22703857.00
23376308.78
Agency Mortgage-Backed Securities
GNII SF MA6819 M
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
34938476.00
36520738.23
Agency Mortgage-Backed Securities
GNII SP 783620 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
300000000.00
43924089.61
Agency Mortgage-Backed Securities
GNII SP 783457 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
25941624.00
2949804.42
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
1000.00
1031.99
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
12540300.00
19660025.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
3596400.00
5767511.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
27000.00
32044.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
201300.00
243993.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
31400.00
37203.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
1000.00
1088.76
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0010
250000000.00
250000000.00
0.0074
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.080000%
549300QJJX6CVVUXLE15
0001317808
ARP0P15L3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
13000000.00
29082055.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
3419200.00
4938341.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
359300.00
512023.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
800.00
1282.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
2608100.00
2989423.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
100.00
132.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
1000.00
1116.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
59154600.00
69295961.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
38000.00
45100.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
2000.00
2345.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
234100.00
232828.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
1000.00
1088.76
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
105000000.00
105000000.00
0.0031
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.110000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0P1F73
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLSD8108
2050-11-01
3.000000
11513894.00
11977205.50
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9163
2033-09-01
3.000000
242260805.00
125159406.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0341
2049-08-01
3.500000
133000000.00
131881722.23
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8120
2050-12-01
1.500000
7685150.00
7769763.50
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4241
2051-01-01
2.500000
137440555.00
147960026.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4349
2051-01-01
2.500000
112920445.00
119468513.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8252
B1V7KEBTPIMZEU4LTD58
2045-12-01
2.000000
128501046.00
133537858.67
Agency Mortgage-Backed Securities
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0011
658000000.00
658000000.00
0.0196
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.100000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0P1FB4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CLMA4237
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
62447668.00
64895408.43
Agency Mortgage-Backed Securities
Y
2021-01-07
2021-01-07
2021-01-28
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0010
63000000.00
63000000.00
0.0019
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.110000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0P1FJ7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLAH0956
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.000000
1400000.00
263191.28
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2228
B1V7KEBTPIMZEU4LTD58
2026-08-01
2.520000
190000.00
206338.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9500
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
13460000.00
16323655.38
Agency Mortgage-Backed Securities
FNMS 03.500 GLAS5396
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
100000.00
59474.90
Agency Mortgage-Backed Securities
FNMS 05.000 CL735402
B1V7KEBTPIMZEU4LTD58
2035-04-01
5.000000
2386000.00
71716.46
Agency Mortgage-Backed Securities
FNMS 05.500 CL759153
B1V7KEBTPIMZEU4LTD58
2034-01-01
5.500000
25000000.00
1991773.92
Agency Mortgage-Backed Securities
GNMI SF 752120 X
549300M8ZYFG0OCMTT87
2038-01-15
3.000000
3957528.00
2452901.35
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA3105
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
203781.00
182281.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3211
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
52706688.00
25378487.26
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3441
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.000000
4600000.00
1917864.70
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3894
B1V7KEBTPIMZEU4LTD58
2031-09-01
4.000000
225000.00
27160.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4080
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
469105.00
444120.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4645
2049-11-01
3.500000
1952736.00
1936270.52
Agency Mortgage-Backed Securities
FNMS 07.500 CL596192
B1V7KEBTPIMZEU4LTD58
2031-08-01
7.500000
924637.00
15074.64
Agency Mortgage-Backed Securities
02.500 FGPC T40188 G
2031-07-01
2.500000
3607840.00
1817910.64
Agency Mortgage-Backed Securities
03.000 FGPC G08537 G
2043-07-01
3.000000
10116048.00
4288558.10
Agency Mortgage-Backed Securities
03.000 FGPC G08525 G
2043-05-01
3.000000
4889088.00
1958173.19
Agency Mortgage-Backed Securities
GNII SF MA6711 M
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
143685440.00
146006876.94
Agency Mortgage-Backed Securities
GNII SF BQ1710 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
2006772.00
1630091.02
Agency Mortgage-Backed Securities
GNII JM 005299 M
549300M8ZYFG0OCMTT87
2042-01-20
3.000000
1983098.00
779969.91
Agency Mortgage-Backed Securities
FNMS 03.000 I3BF0435
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
7444144.00
7553931.42
Agency Mortgage-Backed Securities
GNII SF 762808 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
1000000.00
248181.77
Agency Mortgage-Backed Securities
GNII SF MA0933 M
549300M8ZYFG0OCMTT87
2043-04-20
3.000000
27825000.00
8176891.51
Agency Mortgage-Backed Securities
GNII SF MA2522 M
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
99096192.00
21938826.17
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
31491456.00
14929421.62
Agency Mortgage-Backed Securities
GNII SF MA5934 M
549300M8ZYFG0OCMTT87
2049-05-20
5.500000
490952.00
235322.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLZI0455
2033-08-01
4.000000
2998344.00
139935.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI1806
2034-05-01
4.500000
1000000.00
15738.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI2019
2034-06-01
5.500000
3438390.00
173527.46
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5232
2036-09-01
6.000000
932873.00
11225.94
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ9298
2028-08-01
6.000000
640730.00
18617.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2636
2042-02-01
3.500000
21000.00
5059.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0803
2046-02-01
4.000000
510000.00
209685.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM1320
2046-06-01
4.000000
973312.00
580233.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4036
2047-08-01
4.000000
10361680.00
7409464.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5249
2048-01-01
4.000000
7103584.00
4212159.74
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5995
2048-03-01
3.500000
4774944.00
3237988.25
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7235
2048-07-01
4.000000
3800000.00
1439620.78
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN1367
2048-11-01
5.000000
3218888.00
1465220.42
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1383
2045-02-01
4.000000
36000.00
6546.58
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2122
2029-05-01
4.500000
725620.00
23427.14
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2192
2031-01-01
4.000000
1003500.00
137255.15
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0886
2035-07-01
5.000000
1500000.00
42741.68
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2856
2040-01-01
5.000000
1700000.00
219149.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4739
2047-10-01
3.500000
33828032.00
15278053.60
Agency Mortgage-Backed Securities
FEPC 03.500 CTSC0039
2040-01-01
3.500000
115889280.00
90620187.65
Agency Mortgage-Backed Securities
04.000 FGPC Q37698 G
2045-12-01
4.000000
4271510.00
3081669.37
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3471
2035-09-01
2.500000
3460250.00
3640212.98
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3954
2035-11-01
2.000000
2053200.00
2138397.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4180
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
11685940.00
5187796.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO3963
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
646432.00
697261.05
Agency Mortgage-Backed Securities
FNMS 04.000 CIBO4568
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.000000
1411710.00
1418584.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7447
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
13672624.00
11894074.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ1259
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
1159694.00
1262158.58
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ2508
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
4251504.00
4232827.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2368
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8779520.00
4432397.89
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7146
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
2391652.00
2260345.34
Agency Mortgage-Backed Securities
FNMS 04.000 CICA6548
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
53367.00
37508.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2587
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
3037724.00
3132020.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3566
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
56198016.00
46980497.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3753
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
1200000.00
1080419.15
Agency Mortgage-Backed Securities
FNMS 06.000 CL909153
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
145000.00
18902.80
Agency Mortgage-Backed Securities
FNMS 06.000 CL929191
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
1150000.00
80588.84
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1379
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
3400000.00
1460586.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL5853
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.000000
706398.00
174296.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4329
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.870000
230000.00
228452.98
Agency Mortgage-Backed Securities
FNMS 06.000 CL797952
B1V7KEBTPIMZEU4LTD58
2034-10-01
6.000000
1896868.00
160966.28
Agency Mortgage-Backed Securities
FNMS 06.000 CL871256
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
1006522.00
9118.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3600
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1261884.00
1150738.25
Agency Mortgage-Backed Securities
02.500 FGPC J18912 G
2027-04-01
2.500000
1135000.00
215777.12
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3065
2035-05-01
5.500000
737619.00
7468.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8621
2039-03-01
5.000000
1100000.00
85600.43
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ1210
2041-02-01
5.000000
21699.00
10468.59
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ9254
2028-06-01
6.000000
1444794.00
109633.09
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0263
2037-05-01
4.000000
1004370.00
766074.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2824
2049-01-01
4.000000
230000.00
72783.00
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN6655
2049-06-01
5.000000
2146800.00
2200627.85
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS0833
2034-11-01
6.000000
6789300.00
148941.37
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1295
2037-02-01
5.500000
600000.00
7815.64
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2682
2038-08-01
5.500000
592771.00
26628.15
Agency Mortgage-Backed Securities
FEPC 06.500 CLZT0449
2035-12-01
6.500000
145000.00
102264.68
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2888
2035-07-01
3.000000
1489790.00
1574708.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH0806
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
18953.00
6142.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN3660
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
1198280.00
1140152.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7384
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1025350.00
558635.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2429
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5178768.00
4907318.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9580
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1101666.00
1201225.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1585
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
300000.00
247129.24
Agency Mortgage-Backed Securities
FNMS 03.000 CIBP9812
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.000000
1042328.00
957600.65
Agency Mortgage-Backed Securities
FNMS 02.000 CIBP9433
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
11295184.00
11117960.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3657
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1600000.00
1065243.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1543
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
6375000.00
3492853.21
Agency Mortgage-Backed Securities
FNMS 05.000 CL929079
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.000000
567679.00
17178.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAA7943
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
2000000.00
271180.87
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB3805
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
7890208.00
1904491.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7382
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
200000.00
141548.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9096
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1650000.00
877015.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM6156
2048-04-01
3.500000
23474.00
17924.46
Agency Mortgage-Backed Securities
FNMS 03.500 CNBM3267
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
20627.00
8984.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV0894
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
2451888.00
100390.53
Agency Mortgage-Backed Securities
GNMI SF AL4231 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
1397338.00
589211.78
Agency Mortgage-Backed Securities
GNMI SF 733720 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
1180000.00
214357.23
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
166753600.00
249994537.50
U.S. Treasuries (including strips)
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0011
750000000.00
750000000.00
0.0223
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.090000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P1FP3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
2981800.00
3503492.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
200.00
207.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
500.00
512.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
6571000.00
6695529.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
100.00
106.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
200.00
203.10
U.S. Treasuries (including strips)
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0009
10000000.00
10000000.00
0.0003
N
N
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.110000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0P1FW8
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
2032-04-15
3.375000
205900.00
462208.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
7693400.00
11804806.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
131270100.00
210867983.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
100.00
187.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
15748400.00
18125077.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
57359100.00
67439328.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
485200.00
529604.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
207600.00
188264.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
11577600.00
13347361.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
2317200.00
2615184.26
U.S. Treasuries (including strips)
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0011
319000000.00
319000000.00
0.0095
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0P1P31
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLFM3460
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
126183617.00
107782773.41
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9164
2033-09-01
3.000000
159917419.00
81621798.54
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8108
2050-11-01
3.000000
100780998.00
104836358.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4314
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
82407601.00
87014378.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0440
2048-01-01
3.500000
141674587.00
116440366.40
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8084
2035-12-01
2.000000
92515000.00
96825705.59
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8121
2050-12-01
2.000000
99276688.00
103168003.25
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB6786
2050-12-01
2.500000
23504220.00
24818160.74
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4350
2051-01-01
2.500000
94239648.00
101508477.70
Agency Mortgage-Backed Securities
Y
2021-01-06
2021-01-06
2021-01-06
N
N
N
0.0010
800000000.00
800000000.00
0.0238
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.090000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P1PC1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
54847200.00
59300545.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
192766200.00
195700293.27
U.S. Treasuries (including strips)
Y
2021-01-06
2021-01-06
2021-01-06
N
N
N
0.0009
250000000.00
250000000.00
0.0074
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.100000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0P1PP2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC061BA R13F061
2043-01-25
3.000000
1599576.00
403320.87
Agency Collateralized Mortgage Obligation
FNRM CL019PA R20F019
2046-02-25
3.000000
605251.00
359051.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-05-15
3.500000
1359020.00
552751.81
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBBK4531
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.420000
3271998.00
1730780.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK7410
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.115000
1319869.00
410866.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WS556359
B1V7KEBTPIMZEU4LTD58
2040-05-01
2.144000
9173661.00
83630.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ5690
B1V7KEBTPIMZEU4LTD58
2041-12-01
2.280000
20430171.00
1008051.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.033000
5000000.00
1624322.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO1267
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.355000
2620577.00
1507902.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO1309
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.018000
2134734.00
1241478.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO1506
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.551000
2799850.00
1267081.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK7745
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.355000
3237652.00
1666627.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9107
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.356000
3365844.00
1113636.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3851
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.913000
393200.00
207760.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5436
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
190012038.00
129664849.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5737
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.436000
3164984.00
1244901.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.232000
25450282.00
1423347.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LB880377
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.578000
64950233.00
1711676.00
Agency Mortgage-Backed Securities
FMAR 1J0790 G
2037-12-01
2.475000
11326625.00
634424.21
Agency Mortgage-Backed Securities
FMAR 1J1576 G
2037-04-01
4.180000
25421929.00
1562843.22
Agency Mortgage-Backed Securities
FMAR 1J2210 G
2040-05-01
2.725000
15140255.00
1298254.71
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.332000
6641054.00
1408804.35
Agency Mortgage-Backed Securities
FMAR 849833 G
2041-10-01
3.008000
7792690.00
1670379.86
Agency Mortgage-Backed Securities
GNMI SF BP5564 X
549300M8ZYFG0OCMTT87
2049-09-15
3.000000
1273651.00
1314743.26
Agency Mortgage-Backed Securities
GNII SF BT4536 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
1379347.00
1481089.00
Agency Mortgage-Backed Securities
GNII SF BT4876 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1308904.00
1414558.22
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.908000
4505522.00
1475621.98
Agency Mortgage-Backed Securities
FMAR 2B7088 G
2048-08-01
3.238000
3107329.00
1405245.27
Agency Mortgage-Backed Securities
FMAR 2B7093 G
2048-09-01
3.412000
3430525.00
1213252.18
Agency Mortgage-Backed Securities
FMAR 2B6384 G
2047-08-01
2.978000
4440000.00
1463946.65
Agency Mortgage-Backed Securities
FMAR 2B6445 G
2047-08-01
2.877000
2993839.00
1023267.14
Agency Mortgage-Backed Securities
FMAR 2B6449 G
2047-09-01
2.970000
3603888.00
1110378.98
Agency Mortgage-Backed Securities
FMAR 2B6488 G
2047-09-01
3.118000
2503320.00
727135.51
Agency Mortgage-Backed Securities
FMAR 2B6621 G
2047-11-01
2.996000
2117899.00
1403279.10
Agency Mortgage-Backed Securities
GNMI SF 798441 X
549300M8ZYFG0OCMTT87
2042-05-15
4.500000
1033579.00
368849.09
Agency Mortgage-Backed Securities
GNII SF AA5293 C
549300M8ZYFG0OCMTT87
2042-04-20
3.500000
1094297.00
265670.69
Agency Mortgage-Backed Securities
GNII SF BD6203 C
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
1508428.00
206152.84
Agency Mortgage-Backed Securities
GNII SF BH7654 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1161575.00
126207.84
Agency Mortgage-Backed Securities
GNII SF BJ9558 C
549300M8ZYFG0OCMTT87
2049-01-20
6.000000
260177.00
104027.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5639
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.090000
10042933.00
1464551.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ0531
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.309000
13610652.00
1633533.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS647926
B1V7KEBTPIMZEU4LTD58
2032-05-01
1.944000
1125757.00
59150.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WS670653
B1V7KEBTPIMZEU4LTD58
2032-10-01
1.944000
3509977.00
84573.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679715
B1V7KEBTPIMZEU4LTD58
2040-01-01
1.994000
1090900.00
7454.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LB770297
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.383000
43750.00
773.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LB796986
B1V7KEBTPIMZEU4LTD58
2034-08-01
1.957000
52595000.00
1753109.97
Agency Mortgage-Backed Securities
FMAR 849201 G
2043-12-01
2.225000
13000000.00
1576042.89
Agency Mortgage-Backed Securities
FMAR 849482 G
2033-11-01
2.872000
5076560.00
1443850.27
Agency Mortgage-Backed Securities
FMAR 2B1993 G
2043-12-01
2.735000
19867735.00
1380928.54
Agency Mortgage-Backed Securities
FMAR 2B3527 G
2044-11-01
2.795000
309738.00
96399.29
Agency Mortgage-Backed Securities
FMAR 2B3062 G
2044-09-01
2.688000
5502069.00
1539111.75
Agency Mortgage-Backed Securities
FMAR 2B4493 G
2045-08-01
2.314000
4104798.00
1155094.84
Agency Mortgage-Backed Securities
FMAR 2B4111 G
2045-04-01
3.409000
8639595.00
1396706.56
Agency Mortgage-Backed Securities
FMAR 2B4344 G
2045-06-01
2.541000
6016212.00
1356004.19
Agency Mortgage-Backed Securities
FMAR 2B5283 G
2046-04-01
2.922000
3288343.00
849315.14
Agency Mortgage-Backed Securities
FMAR 2B5378 G
2046-06-01
2.697000
7648013.00
1416317.04
Agency Mortgage-Backed Securities
FMAR 2B4673 G
2045-09-01
2.162000
8250483.00
1753568.51
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.575000
10063503.00
1653590.63
Agency Mortgage-Backed Securities
FMAR 2B6171 G
2047-06-01
2.656000
3842494.00
1059662.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO5459
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.008000
3885635.00
1607523.28
Agency Mortgage-Backed Securities
FMAR 2B7034 G
2048-07-01
3.516000
5017630.00
1628576.06
Agency Mortgage-Backed Securities
FMAR 2B7287 G
2049-02-01
3.847000
2730528.00
1584030.74
Agency Mortgage-Backed Securities
FMAR 2B7288 G
2049-01-01
4.097000
4608798.00
1510985.17
Agency Mortgage-Backed Securities
FMAR 2B7445 G
2049-04-01
3.761000
4827838.00
892025.67
Agency Mortgage-Backed Securities
FMAR 2B7593 G
2049-08-01
3.545000
2543678.00
1756884.74
Agency Mortgage-Backed Securities
FMAR 2B7643 G
2049-10-01
2.969000
1239533.00
646366.53
Agency Mortgage-Backed Securities
FMAR 2B7693 G
2049-11-01
3.130000
34353.00
14804.76
Agency Mortgage-Backed Securities
FNAR XX.XXX AM461977
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.326000
10260826.00
1686760.76
Agency Mortgage-Backed Securities
FMAR 2B7957 G
2050-05-01
2.321000
903504.00
942726.79
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8098
2050-10-01
2.000000
242648240.00
248522566.29
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
2860153.00
1510269.50
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
1376007.00
902441.16
Agency Mortgage-Backed Securities
GNII SF BX1765 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1228858.00
1344903.03
Agency Mortgage-Backed Securities
GNII SF BU3323 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1365325.00
1460902.52
Agency Mortgage-Backed Securities
GNII SF BV1113 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1373822.00
1427564.37
Agency Mortgage-Backed Securities
GNII SF BW0323 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
1289122.00
1407217.39
Agency Mortgage-Backed Securities
GNII SF BW3903 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
313616.00
349820.86
Agency Mortgage-Backed Securities
GNII SF BW5986 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1284770.00
1421947.16
Agency Mortgage-Backed Securities
GNII SF BW7614 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
948659.00
1059315.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5231
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.843000
3706866.00
1384601.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5842
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.897000
3396400.00
1730829.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN8678
B1V7KEBTPIMZEU4LTD58
2049-05-01
2.990000
90549.00
33440.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO0805
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.073000
3064324.00
1138979.05
Agency Mortgage-Backed Securities
GNII SF BX6572 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1325853.00
1482964.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8497
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.506000
149771.00
155733.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8757
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.637000
1574295.00
1640542.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBQ1461
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.519000
24792.00
23379.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBQ2159
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.241000
954363.00
994940.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBQ5241
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.345000
258829.00
270465.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
B1V7KEBTPIMZEU4LTD58
2039-03-01
2.754000
15424742.00
1725528.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4508
B1V7KEBTPIMZEU4LTD58
2037-06-01
2.675000
8961315.00
1550543.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5406
B1V7KEBTPIMZEU4LTD58
2044-06-01
3.236000
11911271.00
1747441.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6673
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.814000
8500000.00
1483253.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8295
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.671000
5600000.00
1559230.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2263
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.084000
25089485.00
1609010.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW5122
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.300000
1375000.00
40740.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5620
B1V7KEBTPIMZEU4LTD58
2045-08-01
2.401000
10049576.00
1160813.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5609
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.085000
10083447.00
1583246.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5611
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.465000
10011125.00
1409808.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5614
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.523000
10007052.00
1477715.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5638
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.874000
6100000.00
1508503.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0735
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.670000
5447461.00
1176656.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6744
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.852000
3052661.00
627005.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ4354
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.817000
4962098.00
1552992.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ4356
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.319000
4466990.00
1691223.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ6723
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.291000
1987590.00
761908.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7726
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.785000
5384338.00
1422998.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBQ7552
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.097000
671845.00
696724.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6730
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
586642.00
634544.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3982
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
6885261.00
6283378.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS920851
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.939000
26518226.00
1515534.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC3955
B1V7KEBTPIMZEU4LTD58
2039-09-01
2.432000
23762000.00
1586019.38
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB2747
2050-09-01
2.000000
200140061.00
203457059.84
Agency Mortgage-Backed Securities
FMAR 840665 G
2047-02-01
3.171000
3793228.00
1518041.00
Agency Mortgage-Backed Securities
FMAR 840754 G
2047-09-01
3.206000
389579.00
167483.43
Agency Mortgage-Backed Securities
FMAR 2B6273 G
2047-06-01
2.921000
7681228.00
1757410.59
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.859000
234179.00
80926.33
Agency Mortgage-Backed Securities
FMAR 2B6071 G
2047-04-01
2.663000
5110242.00
1631061.11
Agency Mortgage-Backed Securities
FMAR 2B6043 G
2047-04-01
2.837000
5346452.00
1161792.27
Agency Mortgage-Backed Securities
GNII SF AS1289 C
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
532540.00
276276.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4159
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
275814.00
286591.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0820
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.488000
83083751.00
1552860.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.294000
46956908.00
1597985.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7079
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.232000
2114044.00
1389099.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7338
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.610000
167073.00
69246.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7432
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.894000
19417.00
13163.26
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBP0632
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.223000
2322912.00
1769435.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP4100
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.252000
2197767.00
1698742.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4639
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.420000
9762121.00
1359445.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC7126
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.775000
3324000.00
1686110.97
Agency Mortgage-Backed Securities
GNII SF BP7913 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
1097584.00
246281.76
Agency Mortgage-Backed Securities
GNII SF BR8629 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
373307.00
398946.85
Agency Mortgage-Backed Securities
GNHF RF AC0986 H
549300M8ZYFG0OCMTT87
2063-06-20
4.689000
640000.00
245117.94
Agency Mortgage-Backed Securities
GNII SF BG1901 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1070661.00
393158.54
Agency Mortgage-Backed Securities
GNII SF BH7655 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1154762.00
302086.70
Agency Mortgage-Backed Securities
GNII SF BJ9577 C
549300M8ZYFG0OCMTT87
2049-01-20
6.000000
1242421.00
190770.71
Agency Mortgage-Backed Securities
GNII SF BY2197 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
215743.00
237852.81
Agency Mortgage-Backed Securities
GNII SF BY5055 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
715040.00
783771.70
Agency Mortgage-Backed Securities
GNII SF BZ0850 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
416255.00
456090.60
Agency Mortgage-Backed Securities
GNII SF BZ1074 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
657468.00
685857.97
Agency Mortgage-Backed Securities
GNII SF BZ3548 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
150548.00
164368.30
Agency Mortgage-Backed Securities
GNII SF BZ7306 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
872200.00
923096.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1906
2049-03-01
4.500000
14608601.00
9978743.69
Agency Mortgage-Backed Securities
GNII SF BX1760 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1160293.00
1266501.00
Agency Mortgage-Backed Securities
GNII SF BW9173 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
208643.00
221836.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7605
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
6700107.00
7354092.85
Agency Mortgage-Backed Securities
GNII SF CA2769 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
1215606.00
1288886.78
Agency Mortgage-Backed Securities
GNII SF CA2787 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1496536.00
1660548.36
Agency Mortgage-Backed Securities
GNMI SF AX6229 X
549300M8ZYFG0OCMTT87
2047-05-15
4.000000
780393.00
422994.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7283
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
16491998.00
16630405.87
Agency Mortgage-Backed Securities
GNMI SF 779396 X
549300M8ZYFG0OCMTT87
2042-06-15
3.500000
8481800.00
1272637.91
Agency Mortgage-Backed Securities
Y
2021-01-06
2021-01-06
2021-01-06
N
N
N
0.0010
750000000.00
750000000.00
0.0223
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.060000%
549300H47WTHXPU08X20
ARP0P22V2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
585000000.00
701967240.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
666511900.00
721249166.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
139299600.00
151663637.35
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0006
1544000000.00
1544000000.00
0.0460
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.050000%
549300H47WTHXPU08X20
ARP0P22X8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
422245000.00
651288422.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
208818200.00
266711649.98
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0005
900000000.00
900000000.00
0.0268
N
Y
Y
N
FICC - STATE STREET BANK AND TRUST CO
FICC - STATE STREET BANK AND TRUST CO 0.060000%
549300H47WTHXPU08X20
ARP0P22Y6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
84211100.00
99960090.66
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0006
98000000.00
98000000.00
0.0029
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.080000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0P23W9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZT0542
2048-07-01
4.000000
241549878.00
160064928.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7526
2050-10-01
2.500000
237678843.00
249999999.21
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP7517
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
74491971.00
78162667.04
Agency Mortgage-Backed Securities
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0008
474000000.00
474000000.00
0.0141
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.080000%
549300HN4UKV1E2R3U73
0001675365
ARP0P23X7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBAH3822
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.557000
20189390.00
822190.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3989
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.544000
9884205.00
3422245.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4634
B1V7KEBTPIMZEU4LTD58
2044-01-01
2.229000
7100000.00
945106.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5527
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.632000
34425808.00
1933931.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6382
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.178000
1100000.00
115956.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8221
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.483000
10198227.00
2754741.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8218
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.586000
10217822.00
2252536.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8237
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.550000
5091228.00
1259797.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2872
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.454000
2724856.00
1626045.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD6059
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.472000
2200000.00
962829.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.033000
5000000.00
1624322.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE7218
B1V7KEBTPIMZEU4LTD58
2047-04-01
2.730000
10193247.00
2005560.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.029000
11000000.00
3680442.32
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4524
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.627000
13406581.00
5715785.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH7093
B1V7KEBTPIMZEU4LTD58
2048-01-01
2.991000
25178389.00
8280554.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ0777
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.125000
699769.00
356334.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ1685
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.847000
3863771.00
1502261.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ2725
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.384000
20149258.00
7021024.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5620
B1V7KEBTPIMZEU4LTD58
2050-09-01
1.982000
15526610.00
16051494.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1076
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.429000
28543299.00
3647982.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3182
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.772000
1100000.00
316714.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3895
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.898000
2012109.00
979073.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6350
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.489000
26000168.00
20272013.70
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM6389
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.781000
239628.00
247202.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6390
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.221000
358229.00
291261.10
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM6385
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.762000
636795.00
565818.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6411
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.806000
1552453.00
1181591.49
Agency Mortgage-Backed Securities
FNAR XX.XXX WS559799
B1V7KEBTPIMZEU4LTD58
2040-08-01
2.144000
7000000.00
3733.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WS606116
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.439000
1100000.00
3829.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.132000
12000000.00
871887.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8486
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.791000
93000.00
23917.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8780
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.693000
1600000.00
551722.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI4881
B1V7KEBTPIMZEU4LTD58
2041-07-01
3.777000
29819026.00
1551073.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6925
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.750000
9375553.00
155222.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI8982
B1V7KEBTPIMZEU4LTD58
2041-09-01
3.952000
15004355.00
1766601.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI8153
B1V7KEBTPIMZEU4LTD58
2041-08-01
2.528000
25052448.00
459172.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9748
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.931000
11011340.00
3168232.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0811
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.488000
22898010.00
3786293.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0812
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.692000
25359506.00
2581445.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0813
B1V7KEBTPIMZEU4LTD58
2037-10-01
2.683000
24067828.00
2671576.28
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL0024
B1V7KEBTPIMZEU4LTD58
2021-01-25
3.990000
3500000.00
50206.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0349
B1V7KEBTPIMZEU4LTD58
2041-06-01
3.739000
28592093.00
2188259.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0534
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.237000
1400000.00
55974.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0593
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.580000
110000.00
5341.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WNAL1725
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.785000
17042476.00
3268717.45
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL2293
B1V7KEBTPIMZEU4LTD58
2021-06-01
4.421000
3011402.00
494979.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3544
B1V7KEBTPIMZEU4LTD58
2043-05-01
2.394000
5000.00
1907.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3864
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.401000
12231445.00
3827628.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3988
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.475000
13833034.00
3438778.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
4856000.00
5172796.43
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
2450490.08
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
14764000.00
16373294.70
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889818
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.878000
37722922.00
2751356.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ894451
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.394000
47758481.00
2158794.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6476
B1V7KEBTPIMZEU4LTD58
2037-09-01
2.695000
4685742.00
4878190.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6477
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.348000
14436844.00
14418819.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6478
B1V7KEBTPIMZEU4LTD58
2042-10-01
2.941000
4711553.00
4838410.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0378
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.899000
15000000.00
5681307.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP6521
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.180000
16198014.00
16402040.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7379
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.048000
13319070.00
12523316.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7489
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.307000
9918930.00
10082212.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7490
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.132000
9564850.00
9932617.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8498
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.440000
18840822.00
18995313.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBCA3453
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.543000
1000000.00
397423.96
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888058
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.336000
32562489.00
1386799.63
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888141
B1V7KEBTPIMZEU4LTD58
2036-08-01
3.010000
40866895.00
1826627.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888422
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.546000
34214165.00
2473461.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889616
B1V7KEBTPIMZEU4LTD58
2034-02-01
2.701000
18799978.00
1356059.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889813
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.031000
41356378.00
3235704.44
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
5896000.00
6613395.80
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8045
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.210000
1631000.00
1764934.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8048
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.080000
3775000.00
4234125.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
2291925.11
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
292.03
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
687.37
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
1.967000
2000000.00
2933.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WS083490
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.750000
1650000.00
4797.68
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.125000
1000000.00
375.20
Agency Mortgage-Backed Securities
FNAR XX.XXX W2249904
B1V7KEBTPIMZEU4LTD58
2024-02-01
4.000000
4700000.00
5043.07
Agency Mortgage-Backed Securities
FNAR XX.XXX WS303219
B1V7KEBTPIMZEU4LTD58
2029-08-01
4.000000
1600000.00
823.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WS308283
B1V7KEBTPIMZEU4LTD58
2023-09-01
3.895000
5647476.00
8383.06
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
4.135000
2378690.00
11787.57
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462304
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.052000
35814848.00
4886153.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544860
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.024000
2400000.00
5430.76
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544861
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.079000
92900000.00
484728.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7250
B1V7KEBTPIMZEU4LTD58
2045-08-01
2.575000
10986501.00
3546275.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7596
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.605000
2000000.00
585113.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7640
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.360000
46823802.00
7541236.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9818
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.716000
24399803.00
7106406.65
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL9332
B1V7KEBTPIMZEU4LTD58
2038-06-01
2.672000
15434543.00
3065229.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9334
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.940000
75664965.00
23569395.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9337
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.820000
67698614.00
8105348.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9925
B1V7KEBTPIMZEU4LTD58
2038-10-01
2.494000
30000000.00
8143477.38
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
2055676.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8496
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.340000
450000.00
508033.50
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8631
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.400000
10303000.00
11935379.85
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9036
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.460000
12170000.00
14172151.61
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2893231.18
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
3815000.00
4262676.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
1000000.00
1135586.48
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9168
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.550000
12509000.00
14710763.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
13545136.58
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9367
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.570000
9293000.00
10444933.82
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9388
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.670000
19113000.00
21715717.22
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9389
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.670000
14690000.00
16690414.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2278
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.792000
3000000.00
308967.13
Agency Mortgage-Backed Securities
FNAR XX.XXX XXFN0038
B1V7KEBTPIMZEU4LTD58
2022-07-01
2.410000
2750000.00
837644.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAR6900
B1V7KEBTPIMZEU4LTD58
2043-03-01
2.265000
745000.00
225409.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU9786
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.749000
9336269.00
1061233.34
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAX2704
B1V7KEBTPIMZEU4LTD58
2044-03-01
2.515000
16539423.00
2540184.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX3002
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.865000
6000000.00
1111074.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5638
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.874000
3966865.00
980988.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2971
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.874000
20093980.00
6129543.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4327
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.561000
1000000.00
191606.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LB723996
B1V7KEBTPIMZEU4LTD58
2033-05-01
1.751000
21900000.00
696574.81
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745174
B1V7KEBTPIMZEU4LTD58
2044-12-01
1.946000
112208160.00
4917176.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745656
B1V7KEBTPIMZEU4LTD58
2044-09-01
1.773000
34152610.00
1372193.17
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745657
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.346000
41059999.00
3233514.02
Agency Mortgage-Backed Securities
FNAR XX.XXX S1745857
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.666000
29328404.00
1526536.75
Agency Mortgage-Backed Securities
FNAR XX.XXX WS802608
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
4093249.00
52700.60
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806483
B1V7KEBTPIMZEU4LTD58
2035-05-01
1.779000
51133774.00
3992003.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LB866888
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.205000
780703.00
26656.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7367
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.983000
4602221.00
1745879.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0148
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.964000
30035455.00
9217398.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0199
B1V7KEBTPIMZEU4LTD58
2046-02-01
2.441000
1225000.00
274569.65
Agency Mortgage-Backed Securities
FNAR XX.XXX WS897699
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.773000
61470833.00
5318580.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ897700
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.773000
29440425.00
2558605.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WS898507
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.773000
29745099.00
2607913.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ898509
B1V7KEBTPIMZEU4LTD58
2046-09-01
1.773000
14226695.00
1600269.58
Agency Mortgage-Backed Securities
FNAR XX.XXX S1902187
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.182000
40001394.00
1614591.54
Agency Mortgage-Backed Securities
FNAR XX.XXX WS915646
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.905000
52951928.00
1869224.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923270
B1V7KEBTPIMZEU4LTD58
2036-09-01
3.253000
29913098.00
4256680.62
Agency Mortgage-Backed Securities
FNAR XX.XXX S1961241
B1V7KEBTPIMZEU4LTD58
2038-01-01
2.051000
25061481.00
1623644.24
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995161
B1V7KEBTPIMZEU4LTD58
2036-08-01
3.255000
57264880.00
2999856.05
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ995418
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.944000
13012174.00
1517256.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2404
B1V7KEBTPIMZEU4LTD58
2039-05-01
2.516000
19749315.00
844074.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4021
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
53227090.00
46403533.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0775
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.784000
50000000.00
2754515.56
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAD0068
B1V7KEBTPIMZEU4LTD58
2036-04-01
1.930000
67871413.00
5125623.41
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AD0174
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.690000
29071750.00
1175317.06
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AD0300
B1V7KEBTPIMZEU4LTD58
2038-03-01
3.353000
2200000.00
92937.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0608
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.773000
100000000.00
2668839.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0654
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.382000
6900000.00
363177.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0662
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.268000
20971581.00
1300395.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0733
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.590000
128966517.00
4698220.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE1503
B1V7KEBTPIMZEU4LTD58
2040-08-01
2.454000
33942056.00
1020343.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
2.866000
9859288.00
1538882.76
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL8144
B1V7KEBTPIMZEU4LTD58
2022-10-01
2.630000
350000.00
7820.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8317
B1V7KEBTPIMZEU4LTD58
2045-03-01
2.403000
7000000.00
2417167.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL8328
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.615000
11147897.00
3591958.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM6448
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.872000
1513124.00
1483474.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6449
B1V7KEBTPIMZEU4LTD58
2048-05-01
2.682000
24013891.00
22939848.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM6475
B1V7KEBTPIMZEU4LTD58
2044-03-01
2.891000
2424105.00
2435843.03
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1160
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.500000
250000.00
261272.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6107
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.792000
4010000.00
814826.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7067
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.701000
1020000.00
452145.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6315
B1V7KEBTPIMZEU4LTD58
2048-12-01
2.393000
1000000.00
711490.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM1288
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.970000
1000000.00
1004189.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7516
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.550000
8425000.00
9849653.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3609
B1V7KEBTPIMZEU4LTD58
2031-12-01
3.140000
2605000.00
2979434.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9198
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.638000
115000.00
43259.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9040
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
3602590.00
4198619.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
3438501.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2251
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.700000
164846.00
2492.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0095
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.772000
151000.00
25785.04
Agency Mortgage-Backed Securities
FNAR XX.XXX WS768435
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.621000
1400000.00
33754.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826398
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.136000
86000.00
1849.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4570
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.846000
122000.00
27205.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0869
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.017000
1000000.00
357751.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0274
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.042000
1000000.00
379069.31
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN1669
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.140000
860000.00
843886.84
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
628000000.00
628000000.00
0.0187
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.070000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0P23Y5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLQB7364
2051-01-01
3.500000
5124062.00
5561532.21
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4201
2050-12-01
2.000000
30678920.00
31881462.08
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5096
2040-12-01
2.500000
3061345.00
3237805.01
Agency Mortgage-Backed Securities
FEPC 03.500 3JRE0012
2050-06-01
3.500000
2571591.00
2800712.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ2148
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
38352.00
27675.59
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
8885900.00
8933718.91
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0007
51000000.00
51000000.00
0.0015
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.060000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0P2465
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
62653400.00
63240456.13
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0006
62000000.00
62000000.00
0.0018
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.080000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0P2473
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIMA4219
B1V7KEBTPIMZEU4LTD58
2035-12-01
3.000000
980159.00
1025577.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4222
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1020.00
1079.10
Agency Mortgage-Backed Securities
GNAR AS 082975 M
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
2711.00
125.66
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
8000.00
8313.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
300.00
331.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
101260000.00
98935495.58
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
98000000.00
98000000.00
0.0029
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.070000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0P2481
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
600.00
891.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
22928100.00
26904932.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1626700.00
1751719.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
2.250000
200.00
202.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
908100.00
1004610.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
100.00
102.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
24796000.00
26823327.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
49196100.00
50671013.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.375000
96449400.00
96845787.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
200.00
199.25
U.S. Treasuries (including strips)
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0007
200000000.00
200000000.00
0.0060
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.080000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0P2499
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
0.25 FHLB 22 G5159
2549001DPIFGXC1TOL40
2022-06-03
0.250000
33060000.00
33127490.15
Agency Debentures and Agency Strips
GNII SF MA6994 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
56067804.00
58546498.38
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
89000000.00
89000000.00
0.0027
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.080000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0P24D0
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
2023-12-31
2.625000
7862600.00
8439345.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.750000
18785200.00
19100731.53
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
27000000.00
27000000.00
0.0008
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.070000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0P24F5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII JM 005145 M
549300M8ZYFG0OCMTT87
2026-07-20
3.000000
733708.00
90753.31
Agency Mortgage-Backed Securities
GNMI SF 434738 X
549300M8ZYFG0OCMTT87
2030-04-15
8.500000
2524384.00
10445.75
Agency Mortgage-Backed Securities
GNMI SF 718259 X
549300M8ZYFG0OCMTT87
2040-01-15
4.000000
250330.00
57644.51
Agency Mortgage-Backed Securities
GNMI SF 621246 X
549300M8ZYFG0OCMTT87
2037-05-15
5.500000
500000.00
11879.39
Agency Mortgage-Backed Securities
GNMI SF 626950 X
549300M8ZYFG0OCMTT87
2045-06-15
3.000000
24327.00
15902.78
Agency Mortgage-Backed Securities
GNMI SF 626982 X
549300M8ZYFG0OCMTT87
2045-09-15
3.000000
2428320.00
1741943.18
Agency Mortgage-Backed Securities
GNMI SF 672355 X
549300M8ZYFG0OCMTT87
2022-11-15
6.000000
2687596.00
17432.07
Agency Mortgage-Backed Securities
GNMI SF 677192 X
549300M8ZYFG0OCMTT87
2038-06-15
5.000000
4465576.00
24557.33
Agency Mortgage-Backed Securities
GNMI SF 687179 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
5317680.00
86170.19
Agency Mortgage-Backed Securities
GNMI SF 690662 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
27839.00
9850.59
Agency Mortgage-Backed Securities
GNMI SF 697003 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
550639.00
100479.89
Agency Mortgage-Backed Securities
GNMI SF 702806 X
549300M8ZYFG0OCMTT87
2024-02-15
5.000000
1172528.00
25571.09
Agency Mortgage-Backed Securities
GNMI SF 707116 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
779180.00
15207.84
Agency Mortgage-Backed Securities
GNII SF MA0533 M
549300M8ZYFG0OCMTT87
2042-11-20
3.000000
90000.00
25000.88
Agency Mortgage-Backed Securities
GNII SF MA1731 M
549300M8ZYFG0OCMTT87
2029-01-20
3.000000
538458.00
105030.57
Agency Mortgage-Backed Securities
GNII SF MA1011 M
549300M8ZYFG0OCMTT87
2043-05-20
3.000000
30203712.00
8894737.27
Agency Mortgage-Backed Securities
GNII SF MA1089 M
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
6250000.00
1880986.88
Agency Mortgage-Backed Securities
GNII SF MA1158 M
549300M8ZYFG0OCMTT87
2043-07-20
4.000000
662832.00
152738.40
Agency Mortgage-Backed Securities
GNII SF MA1650 M
549300M8ZYFG0OCMTT87
2029-02-20
3.000000
61980.00
12276.02
Agency Mortgage-Backed Securities
GNII SF MA1995 M
549300M8ZYFG0OCMTT87
2044-06-20
3.500000
31293408.00
6812845.27
Agency Mortgage-Backed Securities
GNII SF MA2448 M
549300M8ZYFG0OCMTT87
2044-12-20
5.000000
3000000.00
457087.14
Agency Mortgage-Backed Securities
GNII SF MA2519 M
549300M8ZYFG0OCMTT87
2045-01-20
2.500000
80000.00
35013.71
Agency Mortgage-Backed Securities
GNII SF MA2526 M
549300M8ZYFG0OCMTT87
2031-12-20
6.000000
182396.00
36081.96
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
473797.00
207332.74
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1748
2037-11-01
6.000000
5102392.00
81432.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7528
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
5241416.00
3148456.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9994
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1321452.00
1418834.21
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5504
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
6402400.00
6614944.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ0839
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1592062.00
1698262.42
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ1263
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
1292000.00
1319052.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3402
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1968800.00
2109906.36
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ4269
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
3336540.00
3452421.06
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ5276
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
1108000.00
1175594.60
Agency Mortgage-Backed Securities
FNMS 02.500 CICA0775
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
379000.00
242077.95
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1821
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
8038368.00
4435183.63
Agency Mortgage-Backed Securities
FNMS 06.000 CT930123
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.000000
538885.00
24704.91
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1775
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.000000
61366.00
19090.26
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2586
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
20000000.00
5146543.61
Agency Mortgage-Backed Securities
GNMI SP 784078 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
125000.00
28870.64
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
60296.00
19104.26
Agency Mortgage-Backed Securities
GNII SF 754384 C
549300M8ZYFG0OCMTT87
2042-03-20
4.500000
600000.00
138528.18
Agency Mortgage-Backed Securities
GNMI SF 754215 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
158438.00
15710.01
Agency Mortgage-Backed Securities
GNMI SF 755958 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
120524.00
27903.18
Agency Mortgage-Backed Securities
GNMI SF 756631 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
64077.00
19729.18
Agency Mortgage-Backed Securities
GNMI SF 759207 X
549300M8ZYFG0OCMTT87
2041-02-15
4.000000
161918.00
51073.80
Agency Mortgage-Backed Securities
GNII SP 783050 M
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
2500000.00
224212.98
Agency Mortgage-Backed Securities
GNII SF BQ5401 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
7023664.00
3795391.14
Agency Mortgage-Backed Securities
GNII SF MA3877 M
549300M8ZYFG0OCMTT87
2046-08-20
5.000000
10425296.00
2758016.54
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
286816.00
131461.90
Agency Mortgage-Backed Securities
GNII SF MA4071 M
549300M8ZYFG0OCMTT87
2046-10-20
4.500000
3336248.00
1023460.36
Agency Mortgage-Backed Securities
GNII SF MA4129 M
549300M8ZYFG0OCMTT87
2046-12-20
4.500000
1000000.00
338456.24
Agency Mortgage-Backed Securities
GNII SF MA4133 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
471000.00
189144.37
Agency Mortgage-Backed Securities
FNMS 03.000 CICA5064
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.000000
7425940.00
6614975.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1754
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
475000.00
318918.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1159
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
12546144.00
6966635.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2254
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
9377504.00
8156773.09
Agency Mortgage-Backed Securities
FNMS 04.000 CTFM3602
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.000000
11135104.00
10920880.69
Agency Mortgage-Backed Securities
FNMS 05.500 CL909666
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
3500000.00
193068.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3277
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
4357000.00
2043111.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4026
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
12394896.00
10360070.35
Agency Mortgage-Backed Securities
GNMI SF 764477 X
549300M8ZYFG0OCMTT87
2041-05-15
5.000000
736095.00
131699.18
Agency Mortgage-Backed Securities
GNMI SF 792934 X
549300M8ZYFG0OCMTT87
2041-12-15
3.100000
172474.00
145426.99
Agency Mortgage-Backed Securities
GNMI SF AA6403 X
549300M8ZYFG0OCMTT87
2043-05-15
3.000000
229780.00
86372.63
Agency Mortgage-Backed Securities
GNII SF AA8363 C
549300M8ZYFG0OCMTT87
2044-03-20
4.000000
5510440.00
486287.32
Agency Mortgage-Backed Securities
GNMI SF AB2758 X
549300M8ZYFG0OCMTT87
2042-08-15
3.000000
100825.00
22259.03
Agency Mortgage-Backed Securities
GNMI SF AC2828 X
549300M8ZYFG0OCMTT87
2043-03-15
2.500000
643283.00
172455.68
Agency Mortgage-Backed Securities
GNII SF BR1042 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1376538.00
1537575.83
Agency Mortgage-Backed Securities
GNII SF BR1043 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1571036.00
1632722.83
Agency Mortgage-Backed Securities
GNII SF BR3413 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
5047832.00
4370198.73
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3498
2035-09-01
2.000000
6347880.00
6578895.89
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3040
2035-08-01
2.500000
14567488.00
14924806.15
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3958
2035-11-01
2.500000
1151634.00
1220239.08
Agency Mortgage-Backed Securities
FNMS 05.500 CT256490
B1V7KEBTPIMZEU4LTD58
2026-11-01
5.500000
919742.00
14712.13
Agency Mortgage-Backed Securities
GNII SF 003624 M
549300M8ZYFG0OCMTT87
2034-10-20
5.500000
1000000.00
36964.73
Agency Mortgage-Backed Securities
GNII SF 004587 M
549300M8ZYFG0OCMTT87
2024-12-20
5.500000
329991.00
35779.45
Agency Mortgage-Backed Securities
GNII SF 004599 M
549300M8ZYFG0OCMTT87
2039-12-20
5.000000
634261.00
56448.11
Agency Mortgage-Backed Securities
GNII SF 004618 M
549300M8ZYFG0OCMTT87
2040-01-20
5.000000
467000.00
43573.40
Agency Mortgage-Backed Securities
GNII SF 004800 M
549300M8ZYFG0OCMTT87
2040-09-20
4.000000
611991.00
79667.76
Agency Mortgage-Backed Securities
GNII SF 005017 M
549300M8ZYFG0OCMTT87
2041-04-20
4.500000
4014400.00
374647.61
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4265
2036-11-01
5.500000
543998.00
8979.39
Agency Mortgage-Backed Securities
FEPC 05.000 3SZT0937
2044-05-01
5.000000
7160320.00
3168183.74
Agency Mortgage-Backed Securities
FEPC 03.500 3UZT2056
2030-02-01
3.500000
5772450.00
3975144.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
2050-01-01
3.000000
8709.00
5959.70
Agency Mortgage-Backed Securities
04.000 FGPC U99177 G
2044-02-01
4.000000
59000000.00
39471319.82
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA0237
2049-06-01
4.000000
11216256.00
6698026.32
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA8721
2050-04-01
2.500000
2342024.00
2439316.35
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB2750
2050-09-01
2.500000
8777872.00
9268833.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB5107
2050-11-01
3.000000
7311056.00
7832741.45
Agency Mortgage-Backed Securities
FEPC 02.500 CTQK0318
2040-06-01
2.500000
6150440.00
6051592.66
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0305
2040-06-01
3.000000
3323640.00
3497855.16
Agency Mortgage-Backed Securities
GNII SF AD8811 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
1809680.00
738446.78
Agency Mortgage-Backed Securities
GNII SF AH8776 C
549300M8ZYFG0OCMTT87
2034-06-20
4.500000
1204272.00
566231.65
Agency Mortgage-Backed Securities
GNMI SF AK3531 X
549300M8ZYFG0OCMTT87
2045-01-15
3.000000
1043864.00
401185.78
Agency Mortgage-Backed Securities
GNMI SF AK7331 X
549300M8ZYFG0OCMTT87
2045-04-15
3.000000
2084324.00
991153.34
Agency Mortgage-Backed Securities
GNMI SF AL5247 X
549300M8ZYFG0OCMTT87
2045-01-15
3.500000
1313780.00
261258.46
Agency Mortgage-Backed Securities
GNII SF AL5585 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
1449676.00
573841.68
Agency Mortgage-Backed Securities
GNII SF AL8482 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
2669772.00
1533482.49
Agency Mortgage-Backed Securities
GNII SF AM1091 C
549300M8ZYFG0OCMTT87
2041-10-20
4.500000
82050.00
27144.29
Agency Mortgage-Backed Securities
GNMI SF AM7287 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
200000.00
84726.77
Agency Mortgage-Backed Securities
GNII SF MA5530 M
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
9094560.00
3235322.44
Agency Mortgage-Backed Securities
GNII SF MA5713 M
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
14356608.00
5603536.37
Agency Mortgage-Backed Securities
GNII SF MA5766 M
549300M8ZYFG0OCMTT87
2049-02-20
5.500000
1000000.00
434211.44
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
241493760.00
101782698.34
Agency Mortgage-Backed Securities
GNII SF MA5878 M
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
18480416.00
7615316.45
Agency Mortgage-Backed Securities
GNII SF MA6043 M
549300M8ZYFG0OCMTT87
2049-05-20
5.500000
3983692.00
2265235.02
Agency Mortgage-Backed Securities
GNII SF MA6476 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
63016640.00
49538600.50
Agency Mortgage-Backed Securities
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
200000000.00
207242080.81
Agency Mortgage-Backed Securities
GNII SF BB7225 C
549300M8ZYFG0OCMTT87
2032-09-20
3.000000
1124786.00
214802.30
Agency Mortgage-Backed Securities
GNMI SF BE7964 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
828824.00
138387.34
Agency Mortgage-Backed Securities
GNMI SF BJ5779 X
549300M8ZYFG0OCMTT87
2048-09-15
5.500000
88209.00
21023.42
Agency Mortgage-Backed Securities
GNII SF BM2526 C
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
9435312.00
6710598.26
Agency Mortgage-Backed Securities
GNII SF BN9739 C
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
1498248.00
1222681.42
Agency Mortgage-Backed Securities
GNII SF BP6872 C
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
5479912.00
3643895.84
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5285
B1V7KEBTPIMZEU4LTD58
2033-03-01
4.000000
3746170.00
1957880.86
Agency Mortgage-Backed Securities
GNMI SF 726884 X
549300M8ZYFG0OCMTT87
2039-12-15
4.000000
200000.00
23997.03
Agency Mortgage-Backed Securities
GNMI SF 733749 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
50004000.00
7051765.17
Agency Mortgage-Backed Securities
GNMI SF 734290 X
549300M8ZYFG0OCMTT87
2041-03-15
5.000000
642420.00
80549.36
Agency Mortgage-Backed Securities
GNMI SF 737664 X
549300M8ZYFG0OCMTT87
2040-11-15
4.500000
150000.00
27344.12
Agency Mortgage-Backed Securities
GNMI SF 737898 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
525301.00
133033.61
Agency Mortgage-Backed Securities
GNMI SF 745125 X
549300M8ZYFG0OCMTT87
2040-06-15
4.000000
1072328.00
121871.56
Agency Mortgage-Backed Securities
GNMI SF 494330 X
549300M8ZYFG0OCMTT87
2029-02-15
5.500000
1303832.00
12465.30
Agency Mortgage-Backed Securities
GNMI SF 515965 X
549300M8ZYFG0OCMTT87
2041-11-15
4.000000
161715.00
23711.12
Agency Mortgage-Backed Securities
GNMI SF 541629 X
549300M8ZYFG0OCMTT87
2034-06-15
5.500000
359884.00
15269.18
Agency Mortgage-Backed Securities
GNII SF MA4870 M
549300M8ZYFG0OCMTT87
2032-12-20
2.500000
33195.00
18185.61
Agency Mortgage-Backed Securities
GNII SF MA5138 M
549300M8ZYFG0OCMTT87
2048-04-20
4.500000
14233312.00
5070577.42
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
10593984.00
4816052.71
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
2353664.00
1068564.20
Agency Mortgage-Backed Securities
GNII SF MA4264 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
477524.00
148296.93
Agency Mortgage-Backed Securities
GNII SF MA5328 M
549300M8ZYFG0OCMTT87
2048-07-20
3.000000
435730.00
259487.83
Agency Mortgage-Backed Securities
GNII SF MA4590 M
549300M8ZYFG0OCMTT87
2047-07-20
5.500000
903209.00
291174.58
Agency Mortgage-Backed Securities
GNII SF MA4585 M
549300M8ZYFG0OCMTT87
2047-07-20
3.000000
56676.00
27476.84
Agency Mortgage-Backed Securities
GNII SF MA4653 M
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
158515.00
66142.70
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
2554000.00
1265489.57
Agency Mortgage-Backed Securities
GNII SF MA4809 M
549300M8ZYFG0OCMTT87
2032-11-20
3.500000
938700.00
438766.53
Agency Mortgage-Backed Securities
GNII SF MA4838 M
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
6392040.00
2854045.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
7462344.00
4787032.64
Agency Mortgage-Backed Securities
FNMS 06.500 CL653638
B1V7KEBTPIMZEU4LTD58
2032-07-01
6.500000
1610792.00
5257.69
Agency Mortgage-Backed Securities
FNMS 06.500 CL656309
B1V7KEBTPIMZEU4LTD58
2032-10-01
6.500000
5548624.00
6414.19
Agency Mortgage-Backed Securities
FNMS 05.000 CL826080
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
2500000.00
79071.73
Agency Mortgage-Backed Securities
FNMS 05.500 CL833060
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
3713872.00
208968.28
Agency Mortgage-Backed Securities
FNMS 03.500 CQBC0942
B1V7KEBTPIMZEU4LTD58
2036-05-01
3.500000
1700402.00
1378194.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE4203
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.500000
3273190.00
1715229.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5378
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
2250680.00
273046.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ6283
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
1362962.00
1437058.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7618
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
714000.00
497904.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1577
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
75000000.00
41210573.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3152
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
17105360.00
12531697.17
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3389
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
815780.00
539375.74
Agency Mortgage-Backed Securities
FNMS 07.500 CL559000
B1V7KEBTPIMZEU4LTD58
2030-11-01
7.500000
364280.00
15646.64
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL5169
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
399338.00
178308.42
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6238
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.000000
5000000.00
2255264.60
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7596
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.160000
780000.00
847288.48
Agency Mortgage-Backed Securities
GNMI SF BU8315 X
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
1662204.00
1680561.12
Agency Mortgage-Backed Securities
GNII SF BV2551 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
6781480.00
6927219.69
Agency Mortgage-Backed Securities
GNMI SF 466558 X
549300M8ZYFG0OCMTT87
2029-02-15
5.500000
613722.00
18886.74
Agency Mortgage-Backed Securities
GNII SF AU2016 C
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
281000.00
175688.03
Agency Mortgage-Backed Securities
FEPC 02.500 3UZM9926
2028-05-01
2.500000
1480376.00
315956.82
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1824
2037-12-01
6.000000
823718.00
12107.24
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM5153
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.500000
108602.00
65789.36
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ2075
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
5586856.00
5768344.23
Agency Mortgage-Backed Securities
GNII SF 759440 C
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
1069204.00
274754.64
Agency Mortgage-Backed Securities
GNMI SP 781814 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
8000000.00
343124.76
Agency Mortgage-Backed Securities
GNII SF BQ5464 C
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
1177656.00
753075.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4564
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
200000.00
139874.14
Agency Mortgage-Backed Securities
FNMS 05.000 CL928341
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.000000
225000.00
20026.84
Agency Mortgage-Backed Securities
GNII BD 769101 C
549300M8ZYFG0OCMTT87
2041-07-20
4.000000
530000.00
74936.61
Agency Mortgage-Backed Securities
GNII SF BR6206 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
5593888.00
5649009.94
Agency Mortgage-Backed Securities
GNII SF BR6566 C
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
3173588.00
2759253.54
Agency Mortgage-Backed Securities
GNMI SF AU3733 X
549300M8ZYFG0OCMTT87
2046-08-15
3.500000
45000.00
20887.05
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3000
2040-03-01
5.500000
25292160.00
907232.62
Agency Mortgage-Backed Securities
GNII SF CA1548 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
1306208.00
1388249.62
Agency Mortgage-Backed Securities
GNMI SF AM8200 X
549300M8ZYFG0OCMTT87
2045-07-15
4.000000
2519940.00
1733508.35
Agency Mortgage-Backed Securities
GNII SF BA1458 C
549300M8ZYFG0OCMTT87
2047-05-20
5.000000
2765364.00
1095632.29
Agency Mortgage-Backed Securities
GNII SF BB6850 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
1623578.00
1538643.11
Agency Mortgage-Backed Securities
GNII SF BD4260 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
7722980.00
6229004.50
Agency Mortgage-Backed Securities
GNMI SF BE0143 X
549300M8ZYFG0OCMTT87
2048-01-15
4.000000
30000.00
23462.25
Agency Mortgage-Backed Securities
GNII SF BF4965 C
549300M8ZYFG0OCMTT87
2048-03-20
5.000000
925000.00
317248.91
Agency Mortgage-Backed Securities
GNII SF BM9078 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
5024592.00
4723800.72
Agency Mortgage-Backed Securities
GNII SF 736422 C
549300M8ZYFG0OCMTT87
2040-01-20
4.500000
61503.00
11138.83
Agency Mortgage-Backed Securities
GNMI SF 739794 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
40000.00
6929.26
Agency Mortgage-Backed Securities
GNMI SF 561294 X
549300M8ZYFG0OCMTT87
2033-02-15
5.500000
1650000.00
17929.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS4972
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
2200000.00
1057142.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT1747
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
600000.00
303378.99
Agency Mortgage-Backed Securities
FNMS 05.000 GO767866
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.000000
2054590.00
21881.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3793
B1V7KEBTPIMZEU4LTD58
2033-02-01
2.500000
251000.00
154728.03
Agency Mortgage-Backed Securities
FNMS 05.000 CT256294
B1V7KEBTPIMZEU4LTD58
2026-05-01
5.000000
748529.00
13713.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2901
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
380000.00
93620.84
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6304
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.100000
275000.00
310634.32
Agency Mortgage-Backed Securities
GNII SF BS8924 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1188386.00
1174321.40
Agency Mortgage-Backed Securities
GNII SF BW6727 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
6988024.00
7381394.62
Agency Mortgage-Backed Securities
GNPL PN BY5183
549300M8ZYFG0OCMTT87
2056-01-15
1.950000
11353400.00
11608624.43
Agency Mortgage-Backed Securities
GNII SF BZ1200 C
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
1627744.00
1704969.49
Agency Mortgage-Backed Securities
GNII SF BZ7589 C
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
1396632.00
1463748.01
Agency Mortgage-Backed Securities
GNII SF BZ7663 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
3139732.00
3295062.91
Agency Mortgage-Backed Securities
GNII SF CA0047 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1924012.00
2051944.05
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS4309
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.000000
22252.00
8984.70
Agency Mortgage-Backed Securities
GNMI SF 676935 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
4267992.00
407004.29
Agency Mortgage-Backed Securities
GNMI SF 711483 X
549300M8ZYFG0OCMTT87
2040-01-15
4.000000
80000.00
32820.62
Agency Mortgage-Backed Securities
GNMI SF AB4326 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
66000.00
23747.89
Agency Mortgage-Backed Securities
GNII SF 005141 M
549300M8ZYFG0OCMTT87
2041-08-20
5.000000
2687452.00
258007.01
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0007
768000000.00
768000000.00
0.0229
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P24H1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
575100.00
583853.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
35152200.00
41046265.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
233000.00
236828.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
4953800.00
5035202.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
118822000.00
122375966.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
2507600.00
2577192.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
172408000.00
175082295.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
20800.00
23778.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
2920900.00
2954843.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
28139600.00
28494267.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
75617600.00
85065904.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
173681200.00
179661434.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
1120400.00
1140492.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-13
0.00
3422900.00
3421678.02
U.S. Treasuries (including strips)
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0007
635000000.00
635000000.00
0.0189
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.080000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P24L2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA6657 M
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
26996224.00
26827397.09
Agency Mortgage-Backed Securities
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
233539584.00
238137734.70
Agency Mortgage-Backed Securities
GNII SF MA6765 M
549300M8ZYFG0OCMTT87
2050-07-20
2.500000
50000000.00
51916955.27
Agency Mortgage-Backed Securities
GNMI SP 784355 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
462235.00
197088.06
Agency Mortgage-Backed Securities
GNMI SP 782694 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
400000.00
18262.22
Agency Mortgage-Backed Securities
03.500 FGPC U71052 G
2031-04-01
3.500000
1598710.00
689999.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WD323839
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.625000
17645120.00
17538.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5273
B1V7KEBTPIMZEU4LTD58
2044-04-01
3.142000
400000.00
103323.45
Agency Mortgage-Backed Securities
GNII SF AU0807 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
400000.00
196810.05
Agency Mortgage-Backed Securities
GNII SF 003187 M
549300M8ZYFG0OCMTT87
2032-01-20
6.000000
104504832.00
967438.41
Agency Mortgage-Backed Securities
GNII SF 004834 M
549300M8ZYFG0OCMTT87
2040-10-20
4.500000
150000000.00
17600210.41
Agency Mortgage-Backed Securities
GNII SF 005082 M
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
200000000.00
21323209.55
Agency Mortgage-Backed Securities
GNII SF 005259 M
549300M8ZYFG0OCMTT87
2041-12-20
4.000000
1000000.00
135244.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLZN4918
2049-01-01
5.500000
1033396.00
499566.64
Agency Mortgage-Backed Securities
GNII SF BW8894 C
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
3790240.00
3587866.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8201
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.817000
1000000.00
314994.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8398
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
142000.00
157379.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT1156
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.248000
470000.00
97720.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779324
B1V7KEBTPIMZEU4LTD58
2034-06-01
2.373000
750000.00
13562.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804852
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.024000
1420000.00
30983.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0442
B1V7KEBTPIMZEU4LTD58
2045-12-01
2.875000
150000.00
47444.11
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888121
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.201000
569999.00
11474.19
Agency Mortgage-Backed Securities
GNMI SF AB1352 X
549300M8ZYFG0OCMTT87
2042-06-15
3.000000
81143.00
68966.02
Agency Mortgage-Backed Securities
GNAR AF MA1934 M
549300M8ZYFG0OCMTT87
2044-05-20
2.875000
72049360.00
3296644.08
Agency Mortgage-Backed Securities
GNII SF MA4005 M
549300M8ZYFG0OCMTT87
2046-10-20
4.000000
29756352.00
9618848.02
Agency Mortgage-Backed Securities
GNII SF MA5653 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
18234496.00
6095687.84
Agency Mortgage-Backed Securities
GNII SF MA5875 M
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
100000000.00
45367354.24
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
54332416.00
22899556.11
Agency Mortgage-Backed Securities
GNII SF MA6092 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
12556700.00
7209089.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WS323917
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.191000
26320992.00
145950.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAI2380
B1V7KEBTPIMZEU4LTD58
2034-08-01
2.898000
3617320.00
157722.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4980
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.865000
391000.00
60833.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6779
B1V7KEBTPIMZEU4LTD58
2045-05-01
2.634000
265000.00
69602.36
Agency Mortgage-Backed Securities
GNII SF MA6996 M
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
1595052.00
1687584.70
Agency Mortgage-Backed Securities
GNII SF BY6338 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1147874.00
1225627.92
Agency Mortgage-Backed Securities
GNII SF BY9967 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2254548.00
2394610.79
Agency Mortgage-Backed Securities
GNII SF BZ7154 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1515900.00
1638791.99
Agency Mortgage-Backed Securities
GNII SF BZ7324 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
40719360.00
42756644.59
Agency Mortgage-Backed Securities
GNII SF BZ7558 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1820712.00
1902477.94
Agency Mortgage-Backed Securities
GNII SF BZ7664 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
16556416.00
17354926.42
Agency Mortgage-Backed Securities
GNII SF BZ8385 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
3521880.00
3760428.67
Agency Mortgage-Backed Securities
GNII SF BZ9415 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
8606272.00
9352206.28
Agency Mortgage-Backed Securities
GNII SF CA2515 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
20260704.00
21621723.54
Agency Mortgage-Backed Securities
GNII SF CA3894 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
4778400.00
5036983.12
Agency Mortgage-Backed Securities
GNII SF CA3921 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
3334264.00
3498139.74
Agency Mortgage-Backed Securities
GNII SF CA7049 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
2540508.00
2665366.35
Agency Mortgage-Backed Securities
GNII SF MA7023 M
549300M8ZYFG0OCMTT87
2035-12-20
2.000000
73247616.00
76557431.61
Agency Mortgage-Backed Securities
GNII SF MA7024 M
549300M8ZYFG0OCMTT87
2035-12-20
2.500000
31892224.00
33364985.64
Agency Mortgage-Backed Securities
GNII SF MA6932 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
14361600.00
15091456.50
Agency Mortgage-Backed Securities
GNII SF 002852 M
549300M8ZYFG0OCMTT87
2029-12-20
7.000000
5336320.00
18178.23
Agency Mortgage-Backed Securities
GNAR AS 082775 M
549300M8ZYFG0OCMTT87
2041-03-20
2.750000
1969426.00
298645.37
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN3025
2049-02-01
5.000000
972173.00
830241.26
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2468
2037-08-01
3.000000
1085546.00
525049.61
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8111
2050-10-02
4.500000
159630.00
156488.98
Agency Mortgage-Backed Securities
GNII SF MA7051 M
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
21191872.00
22187586.23
Agency Mortgage-Backed Securities
GNII SF BC7516 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
5813370.00
3493139.28
Agency Mortgage-Backed Securities
GNII SF BQ6055 C
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
359464.00
376710.70
Agency Mortgage-Backed Securities
GNPL LM BV4168
549300M8ZYFG0OCMTT87
2054-03-15
3.250000
11584480.00
12856119.26
Agency Mortgage-Backed Securities
GNII SF BY0559 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
34193536.00
36206408.62
Agency Mortgage-Backed Securities
GNII SF BY2681 C
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
1927480.00
2048521.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO0490
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.248000
13146880.00
519894.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LB780989
B1V7KEBTPIMZEU4LTD58
2034-05-01
2.725000
5679000.00
138210.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WS803338
B1V7KEBTPIMZEU4LTD58
2044-09-01
1.944000
6000000.00
119931.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0776
B1V7KEBTPIMZEU4LTD58
2046-03-01
2.653000
252000.00
66697.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3845
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.037000
337000.00
159979.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4576
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.671000
630000.00
330005.81
Agency Mortgage-Backed Securities
GNAR AF MA6297 M
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
365278.00
130090.95
Agency Mortgage-Backed Securities
GNMI SP 782429 X
549300M8ZYFG0OCMTT87
2038-10-15
5.000000
775461.00
24122.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2188
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.058000
2050000.00
79224.33
Agency Mortgage-Backed Securities
GNII SF 002728 M
549300M8ZYFG0OCMTT87
2029-03-20
6.000000
345112064.00
2295043.38
Agency Mortgage-Backed Securities
GNII SF 002838 M
549300M8ZYFG0OCMTT87
2029-11-20
7.000000
8469520.00
22996.96
Agency Mortgage-Backed Securities
03.500 FGPC Q05763 G
2042-01-01
3.500000
2986420.00
1094866.60
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
759000000.00
759000000.00
0.0226
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.080000%
549300QJJX6CVVUXLE15
0001317808
ARP0P24M0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
15398651.00
1119189.54
Agency Collateralized Mortgage Obligation
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.751630
1000.00
587.86
Agency Collateralized Mortgage Obligation
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
0.851630
6271389.00
3877409.65
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.871630
22067596.00
16916465.00
Agency Collateralized Mortgage Obligation
GNRA 2019-11 KF
549300M8ZYFG0OCMTT87
2049-09-20
0.721630
129993750.00
105694510.54
Agency Collateralized Mortgage Obligation
GNRA 2019-28 YF
549300M8ZYFG0OCMTT87
2049-10-20
0.801630
19101766.00
17224851.04
Agency Collateralized Mortgage Obligation
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
2195042.00
1000136.35
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
4408961.00
4539547.34
Agency Mortgage-Backed Securities
GNII SF MA6995 M
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
1000.00
1057.55
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
1005.00
1037.15
Agency Mortgage-Backed Securities
GNII SF MA7052 M
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1949076.00
2066563.05
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
148000000.00
148000000.00
0.0044
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P24O6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 676797 X
549300M8ZYFG0OCMTT87
2038-04-15
6.000000
3832472.00
41650.14
Agency Mortgage-Backed Securities
GNMI SF 711448 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1000000.00
421402.05
Agency Mortgage-Backed Securities
GNMI SF 793306 X
549300M8ZYFG0OCMTT87
2042-03-15
3.375000
2491950.00
355854.91
Agency Mortgage-Backed Securities
GNMI SF AA0268 X
549300M8ZYFG0OCMTT87
2041-12-15
3.750000
88560.00
75569.12
Agency Mortgage-Backed Securities
GNII SF MA6659 M
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
108482048.00
105541899.93
Agency Mortgage-Backed Securities
GNMI SF AO8679 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
2584612.00
517879.95
Agency Mortgage-Backed Securities
GNMI SF BC1141 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
1440930.00
901501.95
Agency Mortgage-Backed Securities
GNMI SF BC3613 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
202183.00
32960.29
Agency Mortgage-Backed Securities
GNMI SF BC8602 X
549300M8ZYFG0OCMTT87
2047-09-15
3.000000
677731.00
664218.97
Agency Mortgage-Backed Securities
GNMI SF BG5655 X
549300M8ZYFG0OCMTT87
2048-05-15
3.000000
182306.00
163833.98
Agency Mortgage-Backed Securities
GNMI SF BQ8599 X
549300M8ZYFG0OCMTT87
2050-01-15
3.000000
426496.00
350442.99
Agency Mortgage-Backed Securities
GNII SF BR3808 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
68631168.00
70738341.89
Agency Mortgage-Backed Securities
GNMI SF AX2595 X
549300M8ZYFG0OCMTT87
2047-08-15
3.000000
116486.00
101841.66
Agency Mortgage-Backed Securities
GNMI SF AZ7322 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
321450.00
186010.33
Agency Mortgage-Backed Securities
GNMI SF 745093 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
2922048.00
894647.57
Agency Mortgage-Backed Securities
GNMI SF 493571 X
549300M8ZYFG0OCMTT87
2031-06-15
6.000000
947745.00
17940.39
Agency Mortgage-Backed Securities
GNMI SF 561955 X
549300M8ZYFG0OCMTT87
2031-05-15
6.000000
1150000.00
7447.86
Agency Mortgage-Backed Securities
GNMI SF 755476 X
549300M8ZYFG0OCMTT87
2040-11-15
4.250000
1371000.00
250496.31
Agency Mortgage-Backed Securities
GNMI SF 757397 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
315587.00
297377.07
Agency Mortgage-Backed Securities
GNMI SF 618677 X
549300M8ZYFG0OCMTT87
2036-10-15
6.000000
3229940.00
118422.08
Agency Mortgage-Backed Securities
GNMI SF 761518 X
549300M8ZYFG0OCMTT87
2041-04-15
4.250000
2247524.00
545760.44
Agency Mortgage-Backed Securities
GNII SF MA6905 M
549300M8ZYFG0OCMTT87
2032-10-20
2.000000
72887168.00
75228221.28
Agency Mortgage-Backed Securities
GNMI SF AM8611 X
549300M8ZYFG0OCMTT87
2045-06-15
4.500000
110777.00
38665.12
Agency Mortgage-Backed Securities
GNMI SF 492058 X
549300M8ZYFG0OCMTT87
2028-12-15
6.000000
504824.00
7613.74
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0007
250000000.00
250000000.00
0.0074
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.080000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0P24R9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HYBL1189
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.960000
65842000.00
81938986.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0133
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.720000
27472957.00
32066160.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0356
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.630000
22400000.00
26048400.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0850
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.510000
16700000.00
19067868.48
Agency Mortgage-Backed Securities
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
153000000.00
153000000.00
0.0046
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0P24S7
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
2024-07-26
1.850000
15000000.00
15954829.17
Agency Debentures and Agency Strips
GNII SF MA6473 M
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
210217514.00
180171973.74
Agency Mortgage-Backed Securities
GNII SF MA6474 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
136406686.00
108355019.61
Agency Mortgage-Backed Securities
GNII SF MA6601 M
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
120762746.00
116359811.61
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
13911748.00
13336482.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1294
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
38476597.00
18211180.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3747
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
35401586.00
18714450.39
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4751
2048-01-01
3.500000
17589236.00
8337721.45
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4791
2048-09-01
4.500000
40726803.00
15130885.04
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
2049-10-01
5.000000
23901538.00
12700511.34
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
137761881.00
59412587.37
Agency Mortgage-Backed Securities
GNII SF MA4718 M
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
212842218.00
112248213.31
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
61348032.00
31043237.22
Agency Mortgage-Backed Securities
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
104155175.00
77220613.36
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
50683157.00
18384539.41
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
50000000.00
23747605.97
Agency Mortgage-Backed Securities
FEPC 04.000 3PRE6025
2049-10-01
4.000000
37301005.00
14666323.65
Agency Mortgage-Backed Securities
FMAR 840521 G
2047-02-01
2.666000
44881.00
24484.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0922
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
21075483.00
8790147.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3396
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
2863337.00
2289835.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7527
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1834904.00
1942084.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4216
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
3695499.00
3000000.28
Agency Mortgage-Backed Securities
04.500 FGPC V85433 G
2049-04-01
4.500000
4117400.00
3022863.51
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
90439500.00
97491067.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
226709300.00
249999984.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
250129400.00
249999951.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
65597300.00
65594676.11
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0007
1488000000.00
1488000000.00
0.0443
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.080000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0P24U2
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
2024-05-31
2.000000
51389400.00
54617954.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
98878100.00
98383412.87
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
150000000.00
150000000.00
0.0045
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.060000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0P24Z1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
1869400.00
1869718.99
U.S. Treasuries (including strips)
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0006
1833038.00
1833038.00
0.0001
N
Y
Y
N
The Charles Schwab Family of Funds
2021-01-08
Mark Fischer
Mark Fischer
Chief Financial Officer