0001145549-21-045169.txt : 20210806
0001145549-21-045169.hdr.sgml : 20210806
20210806154008
ACCESSION NUMBER: 0001145549-21-045169
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210806
DATE AS OF CHANGE: 20210806
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: 211152664
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
2021-07-31
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.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
35
77
17874894417.12
17995598223.52
17332655290.75
17951634805.85
18222560799.50
26478230235.63
27101763448.70
27054815441.13
27493627789.18
27032587995.76
0.5747
0.5738
0.5560
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0.5868
0.8513
0.8641
0.8679
0.8770
0.8706
0.09
31011713287.46
31008158409.20
40498380.35
2213581.18
31046443208.46
31046189169.1100
1.0000
0.0008
1.0001
1.0001
1.0001
1.0001
1.0001
C000012381
0.00
20360064391.96
20359922915.4800
1.0001
1.0001
1.0001
1.0001
1.0001
181636654.80
450037872.52
331843203.78
38172713.59
194003809.34
324319188.95
264104993.01
36795556.14
24701680.65
338444890.18
994274773.97
984609518.76
0.0001
Y
Investment Advisor and its affiliates Contractual 158,265 Investment Advisor and its affiliates Voluntary 6,779,806
C000151955
0.00
8824203307.31
8824090815.5600
1.0001
1.0001
1.0001
1.0001
1.0001
271501531.75
408037956.68
54922117.34
105320162.91
47837425.00
98598752.87
75737231.34
119746394.87
74846064.16
104717837.82
272134474.60
481524889.78
0.0001
Y
Investment Advisor and its affiliates Contractual 69,016 Investment Advisor and its affiliates Voluntary 2,175,496
C000222229
1000000.00
1862175509.19
1862175438.0700
1.0001
1.0001
1.0001
1.0001
1.0001
20602756.77
60408316.06
51237639.27
34830864.82
41429839.37
50562069.90
57185669.80
64203783.03
92388188.83
46149441.78
256806145.28
208663169.65
0.0001
Y
Investment Advisor and its affiliates Contractual 14,121 Investment Advisor and its affiliates Voluntary 205,369
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.120000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0012
10100000.00
10100000.00
0.0003
N
N
Y
N
Aurora
M/F HOUSING REFUNDING RB (COVEY AT FOX VALLEY APTS) SERIES 2006 0.080000%
051655CT3
US051655CT30
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2027-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
10485000.00
10485000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (WILSHIRE COURT APTS) SERIES 2003M 0.050000%
13077V3E0
549300KTNI2GCJNX2U48
US13077V3E01
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
20190000.00
20190000.00
0.0007
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.050000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0005
10685000.00
10685000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.050000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
10100000.00
10100000.00
0.0003
N
N
Y
N
Capital Area Housing Finance Corporation
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.080000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
12945000.00
12945000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.060000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.050000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
53100000.00
53100000.00
0.0017
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.135000%
3130AH3A9
2549001DPIFGXC1TOL40
US3130AH3A99
U.S. Government Agency Debt
Y
2021-08-02
2021-09-10
2021-09-10
N
N
N
0.0006
137711082.10
137711082.10
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.104000%
3130AJAH2
2549001DPIFGXC1TOL40
US3130AJAH21
U.S. Government Agency Debt
Y
2021-08-25
2021-08-25
2021-08-25
N
N
N
0.0000
376728572.70
376728572.70
0.0121
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2021-08-02
2022-02-28
2022-02-28
N
N
N
0.0007
119066416.28
119066416.28
0.0038
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
0.0003
161407697.17
161407697.17
0.0052
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
0.0007
34271951.68
34271951.68
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.025000%
3130AM5B4
2549001DPIFGXC1TOL40
US3130AM5B47
U.S. Government Agency Debt
Y
2021-08-20
2021-08-20
2021-08-20
N
N
N
0.0007
93997967.72
93997967.72
0.0030
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
0.0002
15499870.89
15499870.89
0.0005
N
N
Y
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
0.0002
11999886.72
11999886.72
0.0004
N
N
Y
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
0.0002
4999922.20
4999922.20
0.0002
N
N
Y
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
0.0003
14899193.02
14899193.02
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313MW5
US313313MW56
U.S. Government Agency Debt
Y
2021-10-12
2021-10-12
2021-10-12
N
N
N
0.0003
23598603.82
23598603.82
0.0008
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
0.0003
1999848.34
1999848.34
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
0.0004
6999020.14
6999020.14
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
0.0002
12932050.18
12932050.18
0.0004
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.500000%
313378WG2
2549001DPIFGXC1TOL40
US313378WG23
U.S. Government Agency Debt
Y
2022-03-11
2022-03-11
2022-03-11
N
N
N
0.0007
5073938.50
5073938.50
0.0002
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385KU9
2549001DPIFGXC1TOL40
US313385KU95
U.S. Government Agency Debt
Y
2021-08-23
2021-08-23
2021-08-23
N
N
N
0.0002
436394907.21
436394907.21
0.0141
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385LE4
2549001DPIFGXC1TOL40
US313385LE45
U.S. Government Agency Debt
Y
2021-09-02
2021-09-02
2021-09-02
N
N
N
0.0003
174595490.08
174595490.08
0.0056
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385LK0
2549001DPIFGXC1TOL40
US313385LK05
U.S. Government Agency Debt
Y
2021-09-07
2021-09-07
2021-09-07
N
N
N
0.0003
47098587.00
47098587.00
0.0015
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385LL8
2549001DPIFGXC1TOL40
US313385LL87
U.S. Government Agency Debt
Y
2021-09-08
2021-09-08
2021-09-08
N
N
N
0.0003
140995652.97
140995652.97
0.0045
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385LV6
2549001DPIFGXC1TOL40
US313385LV69
U.S. Government Agency Debt
Y
2021-09-17
2021-09-17
2021-09-17
N
N
N
0.0003
268789696.90
268789696.90
0.0087
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.260000%
3133EK4H6
US3133EK4H67
U.S. Government Agency Debt
Y
2021-08-02
2021-10-28
2021-10-28
N
N
N
0.0004
32117131.77
32117131.77
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.115000%
3133EKD29
US3133EKD295
U.S. Government Agency Debt
Y
2021-08-02
2021-08-20
2021-08-20
N
N
N
0.0004
11000422.40
11000422.40
0.0004
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
0.0004
221982354.09
221982354.09
0.0072
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.135000%
3133EL4V3
US3133EL4V34
U.S. Government Agency Debt
Y
2021-08-02
2022-07-25
2022-07-25
N
N
N
0.0005
58247606.44
58247606.44
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.130000%
3133EL6Q2
US3133EL6Q21
U.S. Government Agency Debt
Y
2021-08-02
2022-03-10
2022-03-10
N
N
N
0.0005
66434746.45
66434746.45
0.0021
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-08-02
2022-10-21
2022-10-21
N
N
N
0.0006
118076337.74
118076337.74
0.0038
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMLZ3
US3133EMLZ32
U.S. Government Agency Debt
Y
2021-08-02
2021-12-30
2021-12-30
N
N
N
0.0007
28200335.30
28200335.30
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000%
3133EMMM1
US3133EMMM10
U.S. Government Agency Debt
Y
2021-08-02
2022-07-08
2022-07-08
N
N
N
0.0005
94535000.91
94535000.91
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
3133EMQA3
US3133EMQA36
U.S. Government Agency Debt
Y
2022-05-09
2022-05-09
2022-05-09
N
N
N
0.0008
23599949.26
23599949.26
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090000%
3133EMU75
US3133EMU758
U.S. Government Agency Debt
Y
2021-08-02
2023-07-21
2023-07-21
N
N
N
0.0008
155330994.77
155330994.77
0.0050
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000%
3133EMZJ4
US3133EMZJ44
U.S. Government Agency Debt
Y
2022-05-17
2022-05-17
2022-05-17
N
N
N
0.0004
117821163.95
117821163.95
0.0038
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.200000%
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2021-08-02
2022-03-04
2022-03-04
N
N
N
0.0004
150442488.91
150442488.91
0.0048
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2021-08-02
2022-03-11
2022-03-11
N
N
N
0.0005
36845204.02
36845204.02
0.0012
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.370000%
3134GVHN1
S6XOOCT0IEG5ABCC6L87
US3134GVHN12
U.S. Government Agency Debt
Y
2021-08-02
2021-09-23
2021-09-23
N
N
N
0.0004
18408840.28
18408840.28
0.0006
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.240000%
3134GVJ25
S6XOOCT0IEG5ABCC6L87
US3134GVJ250
U.S. Government Agency Debt
Y
2021-08-02
2022-06-02
2022-06-02
N
N
N
0.0008
187254439.68
187254439.68
0.0060
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000%
3134GW2U9
S6XOOCT0IEG5ABCC6L87
US3134GW2U94
U.S. Government Agency Debt
Y
2021-08-02
2022-08-19
2022-08-19
N
N
N
0.0011
230994179.49
230994179.49
0.0074
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.145000%
3134GWQ25
S6XOOCT0IEG5ABCC6L87
US3134GWQ253
U.S. Government Agency Debt
Y
2021-08-02
2022-09-09
2022-09-09
N
N
N
0.0007
131810037.98
131810037.98
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.350000%
3135G02Q5
B1V7KEBTPIMZEU4LTD58
US3135G02Q53
U.S. Government Agency Debt
Y
2021-08-02
2021-09-24
2021-09-24
N
N
N
0.0006
94541000.72
94541000.72
0.0030
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-08-02
2022-04-07
2022-04-07
N
N
N
0.0006
112061276.60
112061276.60
0.0036
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-08-02
2022-04-15
2022-04-15
N
N
N
0.0006
129651305.51
129651305.51
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.390000%
3135G03K7
B1V7KEBTPIMZEU4LTD58
US3135G03K74
U.S. Government Agency Debt
Y
2021-08-02
2021-10-20
2021-10-20
N
N
N
0.0006
94569206.13
94569206.13
0.0030
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-08-02
2022-05-19
2022-05-19
N
N
N
0.0007
186251979.78
186251979.78
0.0060
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2021-08-02
2022-05-27
2022-05-27
N
N
N
0.0007
109900924.91
109900924.91
0.0035
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.875000%
3135G0T45
B1V7KEBTPIMZEU4LTD58
US3135G0T450
U.S. Government Agency Debt
Y
2022-04-05
2022-04-05
2022-04-05
N
N
N
0.0007
1361381.95
1361381.95
0.0000
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.250000%
3135G0V59
B1V7KEBTPIMZEU4LTD58
US3135G0V597
U.S. Government Agency Debt
Y
2022-04-12
2022-04-12
2022-04-12
N
N
N
0.0007
23957102.22
23957102.22
0.0008
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.150000%
3135G0Z30
B1V7KEBTPIMZEU4LTD58
US3135G0Z309
U.S. Government Agency Debt
Y
2021-08-02
2021-09-07
2021-09-07
N
N
N
0.0004
175018432.75
175018432.75
0.0056
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-08-02
2022-04-29
2022-04-29
N
N
N
0.0007
93153117.06
93153117.06
0.0030
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-08-02
2022-05-09
2022-05-09
N
N
N
0.0007
139192975.09
139192975.09
0.0045
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.375000%
3137EADB2
S6XOOCT0IEG5ABCC6L87
US3137EADB22
U.S. Government Agency Debt
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0006
177527798.93
177527798.93
0.0057
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.080000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
11480000.00
11480000.00
0.0004
N
N
Y
N
Florida Housing Finance Corp
M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.050000%
34074HBQ4
549300W0PCIJCI0JCF10
US34074HBQ48
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
2160000.00
2160000.00
0.0001
N
N
Y
N
Harris Cnty Housing Finance Corp
M/F HOUSING RB (LAFAYETTE VILLAGE APTS) SERIES 2006 0.050000%
414158SU0
US414158SU07
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2038-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
11615000.00
11615000.00
0.0004
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.080000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
17110000.00
17110000.00
0.0006
N
N
Y
N
Jacksonville HFA
M/F HOUSING RB (HARTWOOD APTS) SERIES 2006 0.050000%
46940YBE0
US46940YBE05
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2036-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
3000000.00
3000000.00
0.0001
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.050000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0005
3890000.00
3890000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.050000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0005
24900000.00
24900000.00
0.0008
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.110000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
13200000.00
13200000.00
0.0004
N
N
Y
N
Maryland Community Development Administration
M/F DEVELOPMENT RB (SHARP LEADENHALL APTS) SERIES 2009A 0.040000%
57419PTB5
US57419PTB57
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0004
155000.00
155000.00
0.0000
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.060000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
10155000.00
10155000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.060000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
10260000.00
10260000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.060000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
6705000.00
6705000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.080000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
12300000.00
12300000.00
0.0004
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.050000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
9250000.00
9250000.00
0.0003
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.060000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
42300000.00
42300000.00
0.0014
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.100000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
11400000.00
11400000.00
0.0004
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.080000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
12200000.00
12200000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WINDSHIRE APTS) SERIES 2007 0.050000%
88275ABN9
549300J3RRLLZZN4WP77
US88275ABN90
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
9800000.00
9800000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.080000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
11050000.00
11050000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.080000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
10030000.00
10030000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.080000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
12350000.00
12350000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.120000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-08-06
2021-08-06
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0012
13800000.00
13800000.00
0.0004
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796D48
254900HROIFWPRGM1V77
US912796D480
U.S. Treasury Debt
Y
2021-08-19
2021-08-19
2021-08-19
N
N
N
0.0003
140497843.33
140497843.33
0.0045
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796K32
254900HROIFWPRGM1V77
US912796K329
U.S. Treasury Debt
Y
2021-08-24
2021-08-24
2021-08-24
N
N
N
0.0004
149996334.00
149996334.00
0.0048
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
0.0004
417357464.91
417357464.91
0.0134
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
0.0004
146922978.40
146922978.40
0.0047
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
0.0005
139449120.12
139449120.12
0.0045
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
0.0005
149093125.57
149093125.57
0.0048
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.500000%
9128286C9
254900HROIFWPRGM1V77
US9128286C90
U.S. Treasury Debt
Y
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0005
152980075.08
152980075.08
0.0049
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.375000%
9128286H8
254900HROIFWPRGM1V77
US9128286H87
U.S. Treasury Debt
Y
2022-03-15
2022-03-15
2022-03-15
N
N
N
0.0006
347319377.22
347319377.22
0.0112
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.250000%
9128286M7
254900HROIFWPRGM1V77
US9128286M72
U.S. Treasury Debt
Y
2022-04-15
2022-04-15
2022-04-15
N
N
N
0.0007
149041630.13
149041630.13
0.0048
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
0.0000
375839000.00
375839000.00
0.0121
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
0.0004
71810894.09
71810894.09
0.0023
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
0.0005
155418757.00
155418757.00
0.0050
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
0.0005
117860133.31
117860133.31
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828G53
254900HROIFWPRGM1V77
US912828G534
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0005
225342212.48
225342212.48
0.0073
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828H86
254900HROIFWPRGM1V77
US912828H862
U.S. Treasury Debt
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0007
379760874.17
379760874.17
0.0122
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828J76
254900HROIFWPRGM1V77
US912828J769
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0006
328730134.87
328730134.87
0.0106
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
0.0004
54040483.26
54040483.26
0.0017
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
0.0000
150000000.00
150000000.00
0.0048
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
0.0005
572478956.83
572478956.83
0.0184
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828U65
254900HROIFWPRGM1V77
US912828U659
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0005
44647853.23
44647853.23
0.0014
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828U81
254900HROIFWPRGM1V77
US912828U816
U.S. Treasury Debt
Y
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0005
60721285.07
60721285.07
0.0020
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828W55
254900HROIFWPRGM1V77
US912828W556
U.S. Treasury Debt
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0006
397226755.93
397226755.93
0.0128
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828W89
254900HROIFWPRGM1V77
US912828W895
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0007
135089774.07
135089774.07
0.0044
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
0.0000
57000000.00
57000000.00
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828X47
254900HROIFWPRGM1V77
US912828X471
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0006
100435388.36
100435388.36
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YA2
254900HROIFWPRGM1V77
US912828YA22
U.S. Treasury Debt
Y
2022-08-15
2022-08-15
2022-08-15
N
N
N
0.0008
115472947.63
115472947.63
0.0037
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
0.0004
237673648.60
237673648.60
0.0077
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
0.0005
57333945.81
57333945.81
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.350000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2021-08-02
2021-10-31
2021-10-31
N
N
N
0.0004
137005759.36
137005759.36
0.0044
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
0.0005
618489516.68
618489516.68
0.0199
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
0.0005
101681995.36
101681995.36
0.0033
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828YZ7
254900HROIFWPRGM1V77
US912828YZ72
U.S. Treasury Debt
Y
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0005
37742474.63
37742474.63
0.0012
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.204000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-08-02
2022-01-31
2022-01-31
N
N
N
0.0005
350178051.54
350178051.54
0.0113
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.375000%
912828Z60
254900HROIFWPRGM1V77
US912828Z609
U.S. Treasury Debt
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0007
59580722.90
59580722.90
0.0019
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.164000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-08-02
2022-04-30
2022-04-30
N
N
N
0.0005
395935342.20
395935342.20
0.0128
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.105000%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2021-08-02
2022-07-31
2022-07-31
N
N
N
0.0005
233518956.98
233518956.98
0.0075
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CAC5
254900HROIFWPRGM1V77
US91282CAC55
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0007
76039403.72
76039403.72
0.0024
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CAG6
254900HROIFWPRGM1V77
US91282CAG69
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0009
230590037.91
230590037.91
0.0074
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.105000%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2021-08-02
2022-10-31
2022-10-31
N
N
N
0.0006
100060758.00
100060758.00
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.099000%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2021-08-02
2023-01-31
2023-01-31
N
N
N
0.0006
199019286.30
199019286.30
0.0064
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.084000%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2021-08-02
2023-04-30
2023-04-30
N
N
N
0.0007
208260979.70
208260979.70
0.0067
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PQDC9
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
6399239.00
393885.50
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
2.009740
10312706.00
176232.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.391450
18616534.00
415528.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
11323.00
164.64
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
174129.00
49804.63
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
73924.00
20448.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
103203.00
82400.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
6602090.00
291490.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-15
3.000000
661103.00
673328.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.434970
384552.00
179114.44
Agency Collateralized Mortgage Obligation
FNMS 05.550 MY873295
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.550000
4007000.00
2854624.17
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0397
B1V7KEBTPIMZEU4LTD58
2059-08-01
3.000000
2955.00
2860.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2730
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.229000
14287526.00
11358453.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK8600
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.106000
11543439.00
11691866.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
508060.00
528619.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1701
B1V7KEBTPIMZEU4LTD58
2047-09-01
2.912000
43567697.00
11429382.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
26030196.00
16905984.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4813
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1024.00
565.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6608
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.950000
3525696.00
2875895.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6674
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.255000
199838.00
186448.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6469
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
7135211.00
6952281.44
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9962
B1V7KEBTPIMZEU4LTD58
2051-05-01
1.904000
15069549.00
15413800.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1924
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.340000
18201991.00
19213930.69
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT0070
B1V7KEBTPIMZEU4LTD58
2051-05-01
1.921000
10973120.00
11223414.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
28644928.00
17956531.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8129
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
20571067.00
20378372.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8233
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
138295886.00
143587255.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3241
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
43587000.00
29768966.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3226
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4384496.00
2885897.64
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0659
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
3257992.00
379025.65
Agency Mortgage-Backed Securities
FMAR 841170 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
2.248000
423556.00
413123.34
Agency Mortgage-Backed Securities
FMAR 841191 G
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.189000
9068364.00
7875515.96
Agency Mortgage-Backed Securities
FMAR 2B8012 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.061000
4565954.00
3966753.71
Agency Mortgage-Backed Securities
FMAR 2B8032 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.021000
12028295.00
10630236.41
Agency Mortgage-Backed Securities
FMAR 2B7961 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.107000
15280852.00
10950463.45
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8507
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
1092715.00
1073648.18
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA7380
S6XOOCT0IEG5ABCC6L87
2050-02-01
2.500000
5338903.00
3871993.76
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
33974.00
32352.72
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3507
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
4326475.00
3968947.71
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1259541.00
1296375.54
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB0354
S6XOOCT0IEG5ABCC6L87
2040-11-01
2.000000
835106.00
790578.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI9479
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
9402820.00
1904110.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4020
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
681500.00
405795.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
125234.00
123265.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4325
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
82411408.00
83106616.08
Agency Mortgage-Backed Securities
FMAR 8D0019 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.817000
7413461.00
7533859.39
Agency Mortgage-Backed Securities
FMAR 8D0024 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.115000
8806388.00
9106064.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5967
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
12890234.00
11626856.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM5563
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
2720.00
2592.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8109
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
244082.00
256263.86
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8175
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
788050.00
822242.61
Agency Mortgage-Backed Securities
FNMS 07.000 CLFM8285
B1V7KEBTPIMZEU4LTD58
2039-02-01
7.000000
147084.00
186625.16
Agency Mortgage-Backed Securities
04.000 FGPC G61559 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
2927.00
1278.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC4719
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
436134.00
474296.89
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4071
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
181377.00
179880.71
Agency Mortgage-Backed Securities
Y
2021-08-06
2021-08-06
2021-12-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0153
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PU8G7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
2278055.00
527548.45
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
912121.00
192990.31
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
513400.00
146843.41
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
1245258.00
344453.73
Agency Collateralized Mortgage Obligation
FNRM CL019PA R20F019
B1V7KEBTPIMZEU4LTD58
2046-02-25
3.000000
14392737.00
1905338.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
608797.00
486084.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
29070796.00
2583518.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
27001559.00
1192151.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
3464099.00
1250113.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-05-15
4.000000
2024005.00
65166.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.434970
3740453.00
1742206.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
22844.00
8749.91
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
2.272980
15052882.00
445348.31
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
2.009740
6577685.00
112405.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.224010
1167.00
23.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.391450
66245564.00
1478626.81
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
360010.00
354351.37
Agency Mortgage-Backed Securities
FNMS 05.940 MY465990
B1V7KEBTPIMZEU4LTD58
2027-07-01
5.939000
3837054.00
3586084.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0628
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
4877235.00
1094748.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6608
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.950000
12394407.00
10110067.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6637
B1V7KEBTPIMZEU4LTD58
2048-09-01
2.653000
12888496.00
11896720.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6638
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.913000
13469757.00
11987661.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0346
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
24283085.00
11105818.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP7377
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
6712320.00
6345085.47
Agency Mortgage-Backed Securities
FNMS 02.500 CKBQ1923
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1079005.00
1099878.34
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2049
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.290000
4220000.00
4412164.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2341
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
7515140.00
5289248.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4166
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
7057079.00
4681526.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7044
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
13630154.00
13468347.18
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8129
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
23924751.00
23700642.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9291
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
2258703.00
2339312.96
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0496
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
29566403.00
30016902.91
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM2772
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
3100000.00
2057772.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3226
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
10823260.00
7123924.95
Agency Mortgage-Backed Securities
FMAR 841195 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
2.819000
14463938.00
11764856.59
Agency Mortgage-Backed Securities
FMAR 2B8012 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.061000
8933423.00
7761070.05
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4078
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
7600000.00
2418885.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
4081778.00
2525106.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8129
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
98104088.00
95948705.23
Agency Mortgage-Backed Securities
04.500 FGPC Q23528 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
2997780.00
1101430.69
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
7427267.00
7072828.67
Agency Mortgage-Backed Securities
FEPC 01.500 CIQN4368
S6XOOCT0IEG5ABCC6L87
2035-11-01
1.500000
66435701.00
62553190.89
Agency Mortgage-Backed Securities
FEPC 01.500 CIQN4660
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.500000
3267873.00
3076246.99
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4367
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1185134.00
1165209.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
101572.00
104542.41
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5256
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
10942437.00
11042908.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
4271003.00
4443834.71
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL6692
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.450000
597500.00
632434.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6583
B1V7KEBTPIMZEU4LTD58
2048-05-01
2.651000
14815333.00
12102785.91
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462306
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.493000
18037825.00
1698545.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL1638
B1V7KEBTPIMZEU4LTD58
2037-09-01
2.290000
589894.00
33626.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9458
B1V7KEBTPIMZEU4LTD58
2039-08-01
2.022000
39329352.00
12189727.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4721372.00
2694407.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX8368
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
7370772.00
3115786.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8175
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
808601.00
843685.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5967
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
32120349.00
28972219.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM5563
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
54295339.00
51746257.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8109
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
331906.00
348471.06
Agency Mortgage-Backed Securities
Y
2021-08-06
2021-08-06
2022-02-03
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0153
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0QLFS2
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
2022-11-07
1.960000
500000.00
513927.94
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2035-06-21
3.080000
6173000.00
7226833.98
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2030-10-24
3.620000
24780000.00
29976795.52
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2026-11-25
2.050000
2000000.00
2053652.78
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2050-02-03
2.760000
2194000.00
2363392.16
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-01-02
0.00
5447000.00
4365661.56
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-12-14
0.950000
2500000.00
2446807.22
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-04-01
4.800000
400000.00
418963.07
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2021-10-05
1.530000
1000000.00
1007475.50
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
16441000.00
15940207.14
Agency Debentures and Agency Strips
2.02 FHOR 22-26 UZ
2549001DPIFGXC1TOL40
2026-12-16
2.020000
1650000.00
1693188.57
Agency Debentures and Agency Strips
FNMS 03.000 CLBO3254
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
9305680.00
7872787.69
Agency Mortgage-Backed Securities
03.000 FGPC G18684 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
13000.00
4649.74
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2604
B1V7KEBTPIMZEU4LTD58
2033-07-01
1.930000
302020.00
308249.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2621
B1V7KEBTPIMZEU4LTD58
2033-07-01
1.950000
2561000.00
2651231.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2296
B1V7KEBTPIMZEU4LTD58
2033-07-01
1.940000
3137000.00
3200793.33
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8110
S6XOOCT0IEG5ABCC6L87
2036-07-01
1.500000
4000000.00
4056491.89
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8159
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.500000
2363378.00
2340132.60
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8161
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
51341262.00
53550932.87
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU7872
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
3811554.00
3938643.68
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU7859
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
3966077.00
4096832.83
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5121
S6XOOCT0IEG5ABCC6L87
2041-07-01
2.000000
136502.00
140568.00
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5122
S6XOOCT0IEG5ABCC6L87
2041-07-01
2.500000
2008400.00
2103274.58
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6107
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
240206.00
247429.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1272
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
61226079.00
62695389.25
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8294
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
2369535.00
2494340.51
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4403
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
6869274.00
7139038.02
Agency Mortgage-Backed Securities
GNII SF CF4689 C
549300M8ZYFG0OCMTT87
2043-10-20
4.500000
1765983.00
1922166.54
Agency Mortgage-Backed Securities
GNII SF CF4690 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
8191020.00
8834891.51
Agency Mortgage-Backed Securities
GNII SF CF4684 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
1407583.00
1505428.63
Agency Mortgage-Backed Securities
GNII SF CG5017 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
1988697.00
2169817.14
Agency Mortgage-Backed Securities
GNII SF CG5029 C
549300M8ZYFG0OCMTT87
2039-07-20
6.000000
3309421.00
3812970.36
Agency Mortgage-Backed Securities
Y
2021-08-03
2021-08-03
2021-08-03
Y
BANK OF MONTREAL
1.0000
4
N
N
N
0.0006
236000000.00
236000000.00
0.0076
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0QO4Q2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD8161
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
99282922.00
103555948.65
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6107
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
96185607.00
99078089.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2604
B1V7KEBTPIMZEU4LTD58
2033-07-01
1.930000
14978583.00
15287527.09
Agency Mortgage-Backed Securities
FNAR XX.XXX SOCB0899
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.967000
25120943.00
25849602.26
Agency Mortgage-Backed Securities
GNII RG CE6447 C
549300M8ZYFG0OCMTT87
2041-05-20
4.000000
337485.00
351037.85
Agency Mortgage-Backed Securities
Y
2021-08-06
2021-08-06
2021-08-12
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
237000000.00
237000000.00
0.0076
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QO5V0
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
2023-02-28
2.625000
13351500.00
14018839.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
34109200.00
41359209.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
98091900.00
104719325.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
101994100.00
104176186.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
253213800.00
249999911.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
19556400.00
19561111.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
175714600.00
175780589.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
202446700.00
202343270.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
21774800.00
29094546.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
31800.00
35759.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
15103000.00
19067141.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
100.00
87.97
U.S. Treasuries (including strips)
Y
2021-08-06
2021-08-06
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
941000000.00
941000000.00
0.0303
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QSTB9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G67711 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
3461000.00
1860190.00
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
2233722.00
714953.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0800
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
1490144.00
419657.97
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
1740000.00
813490.54
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
13822918.00
8656087.57
Agency Mortgage-Backed Securities
03.000 FGPC Q15239 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
4096518.00
1263798.91
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
4608244.00
755873.49
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
1100000.00
396574.44
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
3098106.00
833931.54
Agency Mortgage-Backed Securities
04.000 FGPC V80487 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
14144886.00
3054350.08
Agency Mortgage-Backed Securities
04.000 FGPC V81188 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
29649119.00
9197665.60
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
4430091.00
2330271.96
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
1400000.00
434666.95
Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
12222000.00
2660898.33
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
5540806.00
1556075.14
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
2750000.00
847721.63
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8062
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
15771802.00
9214070.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8066
S6XOOCT0IEG5ABCC6L87
2050-05-01
5.000000
2051297.00
1143416.68
Agency Mortgage-Backed Securities
03.500 FGPC Q06884 G
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
2314492.00
494623.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
1750000.00
478236.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2184
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
770274.00
510991.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
12032537.00
2043968.60
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
9494420.00
3318441.25
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.000000
6621196.00
1479322.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
1404478.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1437
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
1478747.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9405
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5497764.00
4437696.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
3500212.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3700
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5617726.00
3476468.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
1265809.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8215
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
14526350.00
8538532.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1595
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4351534.00
3359026.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
3531594.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4624
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
17104935.00
9276762.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
862386.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5849
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
750000.00
498830.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
2980531.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5472
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
1469998.89
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
22000000.00
5175407.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP6242
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
900431.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
2160144.41
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR6885
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
2300000.00
486515.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0414
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
23810000.00
5685853.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1111
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
5250000.00
1921609.63
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS1296
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.000000
43710402.00
9961784.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
33477900.00
8340349.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4886
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
921767.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
359606.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
1159883.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5667
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
40000000.00
7324676.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
636202.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
1416968.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
601191.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
18884652.00
8685881.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
2968615.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
802707.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9828
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
14000000.00
8694250.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
9967729.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1650
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
1467268.02
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
9956295.00
5834508.22
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.000000
11609124.00
5623257.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5902
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
954968.00
472471.44
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8866
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2526285.00
1607468.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA9049
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2316541.00
1482353.06
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3685
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5675818.00
5758887.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
2833689.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8622
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1474598.00
1575505.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8631
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
2189792.00
2368346.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9880
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2210190.00
2316186.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9881
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1903285.00
1987914.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9883
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
2969574.00
3112692.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9104
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
7504207.00
7774170.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9128
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5257624.00
5496501.46
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9312
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5180068.00
5406215.84
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9584
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5561612.00
5820060.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9990
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5569060.00
5828530.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0281
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1158096.00
1182874.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0282
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1375255.00
1403772.70
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0283
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
3043545.00
3104387.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8744
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
19766938.00
7403378.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
7600101.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6023
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
1828232.00
465911.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8840
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
370669.62
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
322924.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2101
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
838827.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
314790.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
342988.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2802240.00
563502.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
331453.05
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
1363400.00
491333.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
8243319.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
15000000.00
9442174.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
1077518.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
2634142.65
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
1168182.32
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5382
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
13960000.00
8655894.06
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1888
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
1039612.00
426040.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ7680
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
620624.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
1576359.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
1330181.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK5035
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
699065.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAK7581
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
2375000.00
524683.76
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL1707
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
42179006.00
9936258.82
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL2462
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
4691803.00
821614.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
350558.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
714689.46
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL8671
B1V7KEBTPIMZEU4LTD58
2028-11-01
2.500000
5694439.00
1770374.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
787404.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
1626015.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
1137245.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5078
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
845595.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5172
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
13684130.00
8694618.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2396
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
980690.00
620916.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
929476.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
2845011.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7018
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
3321955.00
1754062.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP3624
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
6523402.00
6376997.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2048
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3710982.00
3712911.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2057
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
6591306.00
6387731.17
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2058
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
6886278.00
6730396.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2060
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1524560.00
1342471.87
Agency Mortgage-Backed Securities
FNMS 06.000 CLAI2335
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
661934.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5355
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1342777.00
326418.53
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4613
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
2158341.00
402083.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2460761.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
690508.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1552703.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC1336
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1525511.00
1655545.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC1397
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
4978352.00
5386400.62
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC1473
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1134112.00
1188023.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC1464
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1291886.00
1285814.75
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2982
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1109448.00
1194439.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2978
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1459071.00
1579868.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC3118
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1071021.00
1179241.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC3120
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1062371.00
1161312.37
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC3123
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1235747.00
1341767.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC3167
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
1043014.00
1115984.55
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA2006
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
3266385.00
1468994.48
Agency Mortgage-Backed Securities
04.500 FGPC Q62279 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
8087166.00
5214835.45
Agency Mortgage-Backed Securities
04.000 FGPC Q63567 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
16100611.00
7567991.33
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
3609696.00
1592024.93
Agency Mortgage-Backed Securities
03.500 FGPC Q42043 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
5670308.00
2697763.70
Agency Mortgage-Backed Securities
03.000 FGPC Q43733 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
1000000.00
498281.41
Agency Mortgage-Backed Securities
03.500 FGPC Q45219 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
1250000.00
395489.63
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
3.500000
8000000.00
963032.27
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
16629581.00
4177130.68
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC0380
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.500000
1876096.00
1959180.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0383
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
3158489.00
3292790.38
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0384
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
3983670.00
4267593.64
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC0442
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1439755.00
1556535.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC1245
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
1722735.00
1872486.90
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
16250742.00
3928666.37
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
2767500.00
696537.35
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
S6XOOCT0IEG5ABCC6L87
2035-03-01
5.500000
12768317.00
331378.69
Agency Mortgage-Backed Securities
03.500 FGPC G08488 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
3250000.00
548625.10
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
2412403.00
721760.00
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
1524768.00
343443.53
Agency Mortgage-Backed Securities
03.500 FGPC G08654 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
1906000.00
445185.90
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
3851024.00
926167.41
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
12558000.00
3098397.52
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
5928000.00
2163820.17
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
18715000.00
5028886.67
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
30508000.00
8663169.13
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1748541.00
1482876.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3686
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5404562.00
4899926.58
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3687
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5071278.00
4717520.22
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3805
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5708124.00
5564690.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3906
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5092746.00
5178379.39
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ4257
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
4243285.00
4127754.28
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4262
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
7825060.00
7602163.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4263
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3986545.00
3848817.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4897
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
4239555.00
4108746.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR2739
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
3177405.00
3021842.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR2741
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
6970857.00
7234747.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR2742
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
3809450.00
3954865.25
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3333
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
6156146.00
5907035.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7159
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1511355.00
1633029.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7328
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
2449533.00
2554358.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7337
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
2415000.00
2516230.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7351
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1184050.00
1247799.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7591
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7775
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8235
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8237
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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1144361.71
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR8353
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
6671187.00
6951373.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT4084
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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1597776.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT4085
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
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1572190.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT4086
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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1851655.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
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2047-08-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 05.000 CLCA1795
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2048-05-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
3677852.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
2862752.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2652
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
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380619.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19339000.00
4048758.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2418
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
20073675.00
8628777.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3474
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
8064158.00
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7483
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1425677.00
1249489.20
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7470
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
7665350.00
7720946.70
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB9823
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
1486258.00
1583583.79
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC0379
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2051-04-01
2.500000
1358769.00
1242434.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2951
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
18532894.00
8205735.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2960
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2215000.00
522501.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM3619
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
4068403.00
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Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
3481597.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
538295.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
425983.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2229
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1800000.00
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Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2522
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1835000.00
474290.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
1018261.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2864
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1412969.00
481211.43
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3124
B1V7KEBTPIMZEU4LTD58
2032-09-01
2.500000
2225000.00
870564.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
1127101.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
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Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
1037314.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1539200.00
388210.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3422
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3741
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3800
B1V7KEBTPIMZEU4LTD58
2039-10-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5025
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
266981.00
42089.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9720
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1926737.00
443165.38
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
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Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
3090043.00
493563.50
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
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Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
18590513.00
4553979.44
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
1260000.00
442433.82
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
3148000.00
752290.35
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
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2049-01-01
4.500000
13055551.00
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Agency Mortgage-Backed Securities
FEPC 05.000 CLZT1954
S6XOOCT0IEG5ABCC6L87
2049-05-01
5.000000
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Agency Mortgage-Backed Securities
FEPC 02.500 CISB0316
S6XOOCT0IEG5ABCC6L87
2033-01-01
2.500000
985882.00
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Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0291
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2050-03-01
5.000000
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Agency Mortgage-Backed Securities
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2050-01-01
5.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8056
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2050-04-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
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2049-04-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5068
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2049-04-01
4.500000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
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2049-06-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2501
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2038-04-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
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2046-03-01
3.500000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4706
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4792
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2048-09-01
5.000000
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Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8549
S6XOOCT0IEG5ABCC6L87
2030-01-01
2.500000
3325000.00
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Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8621
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.500000
1000000.00
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Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.000000
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Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
4735000.00
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8636
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2051-05-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8878
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
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Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
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Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
3331416.00
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Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.500000
7112245.00
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Agency Mortgage-Backed Securities
04.500 FGPC A91161 G
S6XOOCT0IEG5ABCC6L87
2040-02-01
4.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2027-08-01
2.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2027-11-01
2.500000
10000000.00
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2028-01-01
2.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2031-06-01
2.500000
745000.00
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Agency Mortgage-Backed Securities
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2040-11-01
5.000000
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Agency Mortgage-Backed Securities
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2046-04-01
3.500000
1500000.00
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Agency Mortgage-Backed Securities
03.500 FGPC Q07758 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
6750000.00
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Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4534
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5017
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2039-11-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5027
S6XOOCT0IEG5ABCC6L87
2040-01-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
1656057.96
Agency Mortgage-Backed Securities
FNMS 07.500 CL630993
B1V7KEBTPIMZEU4LTD58
2031-09-01
7.500000
13440401.00
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Agency Mortgage-Backed Securities
FNMS 03.500 CLAH2680
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
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Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2650
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
4454354.00
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Agency Mortgage-Backed Securities
04.000 FGPC Q47571 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
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Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
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Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5590000.00
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1153
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 05.000 CLFM3957
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
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Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
731000000.00
731000000.00
0.0235
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QSTO1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAB5469
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
692184.00
112931.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7965
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
63254.17
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB8447
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
1125000.00
237871.31
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC3818
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CIMA1528
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
1050000.00
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Agency Mortgage-Backed Securities
FNMS 05.000 CLMA2170
B1V7KEBTPIMZEU4LTD58
2044-12-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2495
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
29388.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3530
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
97000.00
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Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
1000.00
315.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1000000.00
286760.22
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
1000000.00
295979.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
563776.00
177121.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4725
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.000000
112744.00
36567.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.000000
961433.00
305268.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
35000.00
16774.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
898290.00
172705.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
150160.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
146765.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
298845.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
117893.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
161953.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
211506.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
107984.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
193216.66
Agency Mortgage-Backed Securities
FNMS 02.500 CIAT2060
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
470000.00
103445.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6321
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
128177.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
125000.00
42318.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU9831
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
24082.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9011
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
30806.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3376
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
237226.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY8841
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
450000.00
102126.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
22879.02
Agency Mortgage-Backed Securities
FNMS 02.500 CIAZ4898
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
148879.00
44033.89
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
7844.33
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
9898.47
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
48065.29
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
14395676.00
231959.70
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
96799.17
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
50570.43
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
3658.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
101276.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
141984.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8655
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
295088.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
87302.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
222844.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
160877.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
63627.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
43546.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
280649.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
109422.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ0578
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
1200000.00
233034.36
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ4071
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
1000000.00
219408.25
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ9362
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1120000.00
230206.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4555
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
252871.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4783
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
269725.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
220936.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
81396.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
175927.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
171591.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
188509.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
49180.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
58889.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
106179.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3667
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
282.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8897
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
575000.00
146853.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
10970.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9736
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
33252.59
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
60639.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
37152.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE3704
B1V7KEBTPIMZEU4LTD58
2047-06-01
5.000000
546061.00
171268.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
50521.63
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3934
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.000000
337842.00
163575.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5025
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1710180.00
269612.14
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
6791.07
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
41346.23
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
8628.61
Agency Mortgage-Backed Securities
GNII SF MA2602 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
114082.00
20631.17
Agency Mortgage-Backed Securities
GNII SF MA2305 M
549300M8ZYFG0OCMTT87
2044-10-20
4.500000
590000.00
82646.14
Agency Mortgage-Backed Securities
GNII SF MA2447 M
549300M8ZYFG0OCMTT87
2044-12-20
4.500000
1000.00
141.45
Agency Mortgage-Backed Securities
GNII SF MA6657 M
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
402805754.00
249999999.85
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
186416293.00
131833356.22
Agency Mortgage-Backed Securities
GNMI SF AX7301 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
3238060.00
315105.02
Agency Mortgage-Backed Securities
GNII SP 784934 M
549300M8ZYFG0OCMTT87
2048-08-20
3.000000
199743.00
95527.10
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK5632
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
1100000.00
245297.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
25000.00
10163.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
44000.00
12501.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
25000.00
6107.44
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
19000.00
5231.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
65000.00
25130.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
100000.00
29295.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
500000.00
168009.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
166000.00
73033.50
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
91000.00
32435.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
290000.00
77667.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
970000.00
249442.28
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM6020
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.000000
42603.00
39445.91
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM6161
S6XOOCT0IEG5ABCC6L87
2048-04-01
5.000000
61930.00
20958.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
159745.00
63521.14
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.000000
1088255.00
221409.22
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
180000.00
47399.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3397
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.000000
194068.00
85958.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.000000
230330.00
99822.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
45000.00
15043.61
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA1908
S6XOOCT0IEG5ABCC6L87
2025-11-01
4.500000
2916828.00
26747.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
257708.00
125123.93
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5947
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1147416.00
245118.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1050758.00
213249.75
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6140
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1129513.00
226605.11
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA6568
S6XOOCT0IEG5ABCC6L87
2039-04-01
3.000000
890360.00
300733.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
200000.00
65402.65
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4429
S6XOOCT0IEG5ABCC6L87
2040-09-01
5.000000
388954.00
24412.73
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
500000.00
157791.18
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
150000.00
25790.58
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
16000.00
3735.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
213000.00
47657.21
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
1000000.00
214842.81
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
25000.00
5407.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
705247.00
166987.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
500000.00
123324.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
311059.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3331
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
62338.00
22017.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
408000.00
89159.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3617
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
329126.00
103099.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3685
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
997405.00
254583.94
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3697
B1V7KEBTPIMZEU4LTD58
2039-07-01
3.000000
213036.00
60728.28
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3771
B1V7KEBTPIMZEU4LTD58
2039-09-01
3.000000
25497.00
8901.08
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3831
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.000000
641816.00
244992.29
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
2083.80
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
786.32
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
6164.61
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
974.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
900.85
Agency Mortgage-Backed Securities
FNMS 05.000 CL938755
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.000000
917890.00
42108.98
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
35595.92
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
24370.32
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
2324.17
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
39303.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
2678.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
1325.64
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
77266.25
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB3857
B1V7KEBTPIMZEU4LTD58
2026-11-01
2.500000
27000.00
1665.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4300
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
9994.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
99045.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE8496
B1V7KEBTPIMZEU4LTD58
2047-02-01
5.000000
357641.00
31305.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ0978
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
33843.00
8536.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ6245
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
496655.00
294140.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
172096.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4769
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
49149.00
16747.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7660
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
356688.00
94782.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
57775.89
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1890
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.500000
275000.00
116339.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3612
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
116000.00
49005.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5331
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
275582.00
95343.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
133666.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5158
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
267225000.00
191148777.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
163036.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0813
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.000000
530663.00
217912.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1628
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
279213.00
72290.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4857
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
361686.00
167648.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN6451
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
604710.00
247658.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5345
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
89091.00
49187.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5383
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
367136.00
173422.58
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO4944
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
93000.00
65945.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO6294
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
122723.00
52442.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP0038
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
420900.00
223111.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
787500.00
248458.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6086
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
84274214.00
59038225.25
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1695
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
145000.00
88207.42
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM3701
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
38000.00
32622.74
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4091
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
50000.00
46704.88
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
101494.64
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
24232.58
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
284623.98
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
14833.74
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
2971.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3527
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
102628.26
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
955.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
193916.83
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
6297.39
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
18465.57
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
4.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
124222.55
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
54783.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7402
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1258696.00
212937.90
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4612
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
1392364.00
191164.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
56164.52
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
32065.36
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
17463.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
114029.32
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
110026.21
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
2955.14
Agency Mortgage-Backed Securities
04.500 FGPC Q57426 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
25000.00
5687.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0055
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
808840.00
194591.84
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
418000.00
102090.06
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
179163.00
42061.82
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
540000.00
203177.19
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.500000
352675.00
81459.08
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
90000.00
43870.14
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
380000.00
138801.59
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
497957.00
174340.49
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
236000.00
110306.73
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.500000
979534.00
295218.54
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
389107.00
201886.67
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6448
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
56123.00
30849.61
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA8163
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
468467.00
265711.95
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA1217
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
656959.00
246563.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2049
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
30816.00
6664.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2885
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
56960.00
23001.79
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC1421
S6XOOCT0IEG5ABCC6L87
2035-06-01
2.500000
299983.00
196875.54
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5100
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.000000
389773.00
167946.53
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
684.31
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
1144.10
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
40629.48
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
13954.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.000000
549904.00
186274.50
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
2000.00
692.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
155246.00
29413.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
628526.00
161349.24
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0117
S6XOOCT0IEG5ABCC6L87
2034-11-01
2.500000
165000.00
119152.13
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
1440781.00
101622.70
Agency Mortgage-Backed Securities
05.500 FGPC Q01609 G
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
1524875.00
148212.37
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
3.500000
500000.00
58043.82
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.000000
158320.00
31319.25
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
159744.00
43623.19
Agency Mortgage-Backed Securities
03.000 FGPC Q10378 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
35389.00
8826.17
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
67827.00
24992.67
Agency Mortgage-Backed Securities
03.000 FGPC Q12445 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
5178.00
816.05
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
166723.00
50003.35
Agency Mortgage-Backed Securities
03.500 FGPC Q16644 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
28000.00
9348.79
Agency Mortgage-Backed Securities
03.000 FGPC Q20569 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
5000.00
1475.21
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
1032642.00
194485.36
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.000000
10681.00
6773.10
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
100000.00
16845.97
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
863747.00
270437.27
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
30000.00
13724.88
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
5.000000
881287.00
293427.28
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
250000.00
81735.73
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
510000.00
162041.00
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
955630.00
198529.49
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
1105769.00
90401.20
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
508840.00
208791.33
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
S6XOOCT0IEG5ABCC6L87
2027-12-01
6.000000
2000000.00
53730.91
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
S6XOOCT0IEG5ABCC6L87
2028-03-01
6.500000
894040.00
72617.95
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
6.000000
10272321.00
59366.16
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.500000
6437794.00
86640.03
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
3302805.00
30331.23
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
615384.00
14794.85
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
569374.00
6142.82
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
10259051.00
54661.28
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.000000
4003599.00
22075.36
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.500000
2000000.00
15534.59
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.000000
4752815.00
67299.28
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
9724436.00
177006.10
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
3126597.00
49708.35
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9445341.00
120280.43
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9468237.00
122683.44
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
16012676.00
191010.84
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.500000
603821.00
17157.49
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
5.500000
3622490.00
45240.73
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
18276751.00
265360.96
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
5.500000
9315187.00
110010.96
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
1474015.00
20941.15
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
4311563.00
83306.92
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
S6XOOCT0IEG5ABCC6L87
2039-01-01
5.500000
1346434.00
19197.60
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.500000
1666505.00
33931.79
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
5.500000
8993829.00
121979.36
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
S6XOOCT0IEG5ABCC6L87
2038-11-01
6.500000
1625363.00
16898.57
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
7395477.00
202954.99
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
S6XOOCT0IEG5ABCC6L87
2039-04-01
6.500000
678637.00
15438.58
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
156000.00
5487.82
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2038-12-01
6.000000
748357.00
24907.59
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
175000.00
6833.65
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
825985.00
139601.52
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
25132.00
4641.79
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
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387.76
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
171936.00
59355.97
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
31000.00
7485.01
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
494754.00
129436.72
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
2000.00
410.28
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
3000.00
535.73
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2035-06-01
6.500000
761000.00
23882.43
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2038-05-01
6.000000
4024996.00
95655.38
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1027416.00
65705.84
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2042-07-01
3.000000
27667.00
5233.31
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
1075000.00
310611.87
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
503003.00
120944.52
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
85000.00
15600.92
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2044-05-01
5.000000
379035.00
52603.72
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
110000.00
19474.43
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
195000.00
36666.13
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
2000.00
391.12
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2045-09-01
3.500000
1265000.00
273983.09
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
150000.00
33779.11
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
350000.00
82899.41
Agency Mortgage-Backed Securities
03.500 FGPC G08650 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
1175000.00
290832.35
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
921000.00
206132.99
Agency Mortgage-Backed Securities
03.500 FGPC G08687 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
210000.00
50888.17
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.000000
792530.00
237864.06
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.000000
151506.00
44753.21
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
S6XOOCT0IEG5ABCC6L87
2027-08-01
6.000000
3025000.00
63785.31
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
6.000000
2048309.00
16114.52
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
S6XOOCT0IEG5ABCC6L87
2028-03-01
5.500000
26458.00
329.17
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
S6XOOCT0IEG5ABCC6L87
2028-10-01
6.000000
2000000.00
38340.91
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.500000
144824.00
6396.05
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
1676450.00
48136.58
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
5.500000
7041202.00
36179.77
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
6.000000
2472559.00
14460.84
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
S6XOOCT0IEG5ABCC6L87
2038-11-01
5.500000
3776120.00
23229.61
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
S6XOOCT0IEG5ABCC6L87
2031-03-01
6.500000
522991.00
1060.57
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
402132.00
167497.11
Agency Mortgage-Backed Securities
03.500 FGPC C03719 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
3.500000
500000.00
50291.15
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
28506.00
6725.49
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
875000.00
209796.65
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.500000
15000.00
3156.46
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
S6XOOCT0IEG5ABCC6L87
2038-12-01
6.500000
4910174.00
70549.38
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.500000
326933.00
15088.45
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.000000
1149418.00
37876.89
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.500000
1021426.00
124713.11
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
1014889.00
154965.36
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1201282.00
51622.46
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.500000
1314047.00
247364.04
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
S6XOOCT0IEG5ABCC6L87
2040-07-01
5.500000
2701346.00
196248.58
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
S6XOOCT0IEG5ABCC6L87
2029-09-01
5.000000
2611542.00
56570.28
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
5.500000
1079270.00
23795.36
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
S6XOOCT0IEG5ABCC6L87
2034-02-01
3.000000
146957.00
60629.66
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ1456
S6XOOCT0IEG5ABCC6L87
2041-03-01
5.000000
2535969.00
277333.52
Agency Mortgage-Backed Securities
FEPC 05.000 CLQB1361
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
127129.00
84734.04
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
1422400.00
1476461.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
0.125000
15229900.00
15231671.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
100000.00
110865.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
49597500.00
52008927.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
2756500.00
2794359.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
250000.00
251382.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
16256000.00
16866965.86
U.S. Treasuries (including strips)
Y
2021-08-03
2021-08-03
2021-08-03
N
N
N
0.0005
731000000.00
731000000.00
0.0235
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QT8S3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLBM1513
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
40661120.00
20232335.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1579
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
24634326.00
16307313.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4356
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
25340192.00
11602743.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5331
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
2798531.00
968213.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5133
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
54236000.00
31541238.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5134
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
43000000.00
20435386.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3011
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
4796984.00
3784988.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6630
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
171372316.00
101873970.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4560
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1349891.00
829434.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7226
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
27799219.00
23927593.50
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
739772.00
716590.68
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB5521
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
8466927.00
1504196.58
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA0599
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
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45.53
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA0656
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
5069.00
198.70
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4204
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
2349.00
2253.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6086
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
140049028.00
98111221.31
Agency Mortgage-Backed Securities
FNMS 06.000 CZAE0086
B1V7KEBTPIMZEU4LTD58
2048-11-01
6.000000
1612.00
57.34
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0994
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
868261.00
907215.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
4104055.00
2506618.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0304
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
125064121.00
66389691.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0336
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
4150780.00
2976501.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0387
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
52266655.00
26585729.10
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
5279952.00
1316719.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1016
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
42190183.00
25935844.31
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1814406.00
537426.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1899
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
101244846.00
49354355.53
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
240315.00
121506.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2167
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
70077362.00
46607587.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2214
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
108206900.00
60466575.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2201
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
140903278.00
49248194.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1740
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
168298266.00
91261863.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5399
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
36483539.00
27479476.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5747
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
49165726.00
30391302.82
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1968189.00
1088911.56
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
6059609.00
3338567.12
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
6402088.00
4001636.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9038
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
72590283.00
74760687.66
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-02-01
3.500000
20984774.00
21600997.55
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
16968299.00
17074997.22
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
4923913.00
5017265.77
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM6567
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
1802.00
1886.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5700
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
775291.00
692556.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP1953
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
99475854.00
74942348.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP3788
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
41207158.00
28725201.96
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ4491
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
8177500.00
8112261.70
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7226
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
7728776.00
7763031.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0615
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
50000562.00
30771909.54
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1343
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
8165059.00
3874188.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA1574
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
2867776.00
584680.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2583
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5894816.00
2372646.06
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2079
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.500000
11276942.00
5840551.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2161
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
85087736.00
50435219.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3086
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
2871856.00
2029756.82
Agency Mortgage-Backed Securities
FNMS 03.000 CICA5631
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
4833235.00
4113356.41
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0236
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.500000
4138.00
237.04
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
100.00
99.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
100.00
113.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
100.00
103.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
22557800.00
23216369.36
U.S. Treasuries (including strips)
Y
2021-08-04
2021-08-04
2021-08-04
N
N
N
0.0005
1150000000.00
1150000000.00
0.0370
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0QT8Y0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 772046 X
549300M8ZYFG0OCMTT87
2041-08-15
4.000000
760000.00
137919.21
Agency Mortgage-Backed Securities
GNMI SF AB2734 X
549300M8ZYFG0OCMTT87
2042-08-15
3.000000
75000.00
19817.12
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
1000000.00
294497.54
Agency Mortgage-Backed Securities
GNII JM MA4772 M
549300M8ZYFG0OCMTT87
2047-10-20
5.000000
1823096.00
241000.74
Agency Mortgage-Backed Securities
GNII SF MA4839 M
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
1310000.00
342665.96
Agency Mortgage-Backed Securities
GNII JM MA5752 M
549300M8ZYFG0OCMTT87
2049-02-20
3.500000
1012330.00
91903.87
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
199559680.00
182114642.40
Agency Mortgage-Backed Securities
GNII SF AM1091 C
549300M8ZYFG0OCMTT87
2041-10-20
4.500000
82050.00
26527.39
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1595
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
35000.00
7612.69
Agency Mortgage-Backed Securities
GNMI SF 760879 X
549300M8ZYFG0OCMTT87
2041-02-15
4.000000
25000.00
5328.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8513
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
788431.00
318084.86
Agency Mortgage-Backed Securities
Y
2021-08-04
2021-08-04
2021-08-04
N
N
N
0.0006
180000000.00
180000000.00
0.0058
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0QTNN7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 738003 X
549300M8ZYFG0OCMTT87
2041-02-15
4.500000
1000000.00
139718.07
Agency Mortgage-Backed Securities
GNMI SF 737311 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
175378.00
29147.65
Agency Mortgage-Backed Securities
GNMI SF 738902 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
11082480.00
1413270.68
Agency Mortgage-Backed Securities
GNMI SF 748382 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
1590292.00
238886.45
Agency Mortgage-Backed Securities
GNII SP 784890 C
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
29100544.00
18644762.00
Agency Mortgage-Backed Securities
GNII SP 785191 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
103001344.00
102730082.36
Agency Mortgage-Backed Securities
GNMI SF 757567 X
549300M8ZYFG0OCMTT87
2026-03-15
3.500000
100000.00
7091.42
Agency Mortgage-Backed Securities
GNII SF 759449 C
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
580000.00
136394.28
Agency Mortgage-Backed Securities
GNMI SP 782690 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
170320000.00
7220367.97
Agency Mortgage-Backed Securities
GNMI SF 636430 X
549300M8ZYFG0OCMTT87
2024-12-15
5.500000
1170362.00
66139.81
Agency Mortgage-Backed Securities
GNMI SF 672767 X
549300M8ZYFG0OCMTT87
2038-06-15
6.500000
1200000.00
17046.80
Agency Mortgage-Backed Securities
GNMI SF 700822 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
936877.00
17225.41
Agency Mortgage-Backed Securities
GNMI SF 705450 X
549300M8ZYFG0OCMTT87
2024-02-15
6.000000
979530.00
9565.28
Agency Mortgage-Backed Securities
03.000 FGPC N31544 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.000000
2000000.00
268546.37
Agency Mortgage-Backed Securities
FEPC 05.500 CLZN4958
S6XOOCT0IEG5ABCC6L87
2049-04-01
5.500000
484827.00
64017.54
Agency Mortgage-Backed Securities
FNMS 06.000 CT256395
B1V7KEBTPIMZEU4LTD58
2026-09-01
6.000000
650000.00
10715.64
Agency Mortgage-Backed Securities
FNMS 07.500 NP256467
B1V7KEBTPIMZEU4LTD58
2036-09-01
7.500000
713600.00
10163.96
Agency Mortgage-Backed Securities
FNMS 04.500 CL729327
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.500000
270361.00
5797.94
Agency Mortgage-Backed Securities
FNMS 05.000 CL747558
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
3583760.00
101678.70
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0318
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
102810240.00
52942028.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB9789
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
7000000.00
2801521.52
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0371
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
302692.00
9014.23
Agency Mortgage-Backed Securities
GNMI SF 761681 X
549300M8ZYFG0OCMTT87
2041-05-15
4.290000
30000.00
13650.73
Agency Mortgage-Backed Securities
GNII SF 763320 C
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
3951796.00
355106.54
Agency Mortgage-Backed Securities
GNMI SF 778693 X
549300M8ZYFG0OCMTT87
2041-12-15
4.000000
400000.00
34812.53
Agency Mortgage-Backed Securities
GNMI SF 778474 X
549300M8ZYFG0OCMTT87
2042-10-15
3.500000
310000.00
162916.60
Agency Mortgage-Backed Securities
GNII SF AA3074 C
549300M8ZYFG0OCMTT87
2043-01-20
3.500000
2500000.00
541180.20
Agency Mortgage-Backed Securities
GNMI SF AB3945 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
29740.00
11822.96
Agency Mortgage-Backed Securities
GNII SF MA1920 M
549300M8ZYFG0OCMTT87
2044-05-20
4.000000
4040912.00
532334.01
Agency Mortgage-Backed Securities
GNII SF MA2224 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
3393772.00
502219.66
Agency Mortgage-Backed Securities
GNII SF MA3035 M
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
134241536.00
22691396.10
Agency Mortgage-Backed Securities
GNII SF MA4132 M
549300M8ZYFG0OCMTT87
2046-12-20
6.000000
293093.00
88046.73
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
204438784.00
53156279.78
Agency Mortgage-Backed Securities
GNII SF MA5400 M
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
26887424.00
5886647.32
Agency Mortgage-Backed Securities
GNII SF MA4720 M
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
5375000.00
1529315.68
Agency Mortgage-Backed Securities
GNII SF MA5020 M
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
27875000.00
7817412.09
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
281221.00
64935.38
Agency Mortgage-Backed Securities
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
1231086.00
556972.44
Agency Mortgage-Backed Securities
GNII SF MA6658 M
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
86846848.00
51675859.76
Agency Mortgage-Backed Securities
GNII SF MA6821 M
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
468974.00
356503.56
Agency Mortgage-Backed Securities
GNII SF MA7054 M
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
212018688.00
207457088.02
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
195000000.00
197888888.38
Agency Mortgage-Backed Securities
GNII SF MA7310 M
549300M8ZYFG0OCMTT87
2051-04-20
1.500000
158820352.00
156281571.29
Agency Mortgage-Backed Securities
GNII SF BA6071 C
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
5000000.00
2222835.69
Agency Mortgage-Backed Securities
GNMI SF BA8278 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1117076.00
99468.57
Agency Mortgage-Backed Securities
GNII SF BB5190 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
342000.00
271681.47
Agency Mortgage-Backed Securities
GNII SF BD4260 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
7722980.00
4342206.40
Agency Mortgage-Backed Securities
GNMI SF BM5435 X
549300M8ZYFG0OCMTT87
2049-05-15
5.000000
1853688.00
483001.69
Agency Mortgage-Backed Securities
GNII SF BS0646 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
1069734.00
540345.63
Agency Mortgage-Backed Securities
GNII SF BS2124 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
2387308.00
2015622.49
Agency Mortgage-Backed Securities
GNII SF BS8924 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1188386.00
874253.34
Agency Mortgage-Backed Securities
GNPL PN CC7496
549300M8ZYFG0OCMTT87
2049-01-15
2.600000
200000.00
214636.09
Agency Mortgage-Backed Securities
GNPL PN CD1248
549300M8ZYFG0OCMTT87
2056-05-15
2.600000
200000.00
215730.85
Agency Mortgage-Backed Securities
GNMI SF AE7511 X
549300M8ZYFG0OCMTT87
2043-06-15
3.000000
1708674.00
439584.80
Agency Mortgage-Backed Securities
GNMI SF AX3115 X
549300M8ZYFG0OCMTT87
2046-11-15
4.500000
122979.00
20546.52
Agency Mortgage-Backed Securities
GNII SF AZ3557 C
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
6244608.00
2939062.02
Agency Mortgage-Backed Securities
GNII SF 003513 M
549300M8ZYFG0OCMTT87
2034-02-20
5.000000
1074896.00
30817.23
Agency Mortgage-Backed Securities
GNII SF 003582 M
549300M8ZYFG0OCMTT87
2034-07-20
5.000000
1800000.00
64785.14
Agency Mortgage-Backed Securities
GNII SF 004619 M
549300M8ZYFG0OCMTT87
2040-01-20
5.500000
3940000.00
325717.09
Agency Mortgage-Backed Securities
GNII SF 004715 M
549300M8ZYFG0OCMTT87
2040-06-20
5.000000
1925168.00
146285.69
Agency Mortgage-Backed Securities
GNII SF 005085 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
6361600.00
354534.28
Agency Mortgage-Backed Securities
GNMI SF 608722 X
549300M8ZYFG0OCMTT87
2024-11-15
5.500000
1658544.00
127028.41
Agency Mortgage-Backed Securities
GNMI SF 726884 X
549300M8ZYFG0OCMTT87
2039-12-15
4.000000
200000.00
19263.11
Agency Mortgage-Backed Securities
GNMI SF 733720 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
1180000.00
171533.61
Agency Mortgage-Backed Securities
GNII SF 736422 C
549300M8ZYFG0OCMTT87
2040-01-20
4.500000
61503.00
7127.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD0247
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
100000.00
60582.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9725
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
3287000.00
2037517.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3395
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
100000.00
67712.68
Agency Mortgage-Backed Securities
GNII SF 770949 C
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
130130.00
19485.22
Agency Mortgage-Backed Securities
GNII SF BS8712 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1129714.00
595557.05
Agency Mortgage-Backed Securities
GNPL LM CC1886
549300M8ZYFG0OCMTT87
2060-06-15
3.140000
199999.00
221403.26
Agency Mortgage-Backed Securities
GNPL PN CC4264
549300M8ZYFG0OCMTT87
2061-04-15
2.570000
200000.00
213660.58
Agency Mortgage-Backed Securities
GNPL PN CD0888
549300M8ZYFG0OCMTT87
2056-05-15
2.500000
200000.00
214375.49
Agency Mortgage-Backed Securities
GNPL LM CE1220
549300M8ZYFG0OCMTT87
2054-11-15
3.100000
499999.00
555479.00
Agency Mortgage-Backed Securities
GNPL PN CE9462
549300M8ZYFG0OCMTT87
2056-07-15
2.330000
500000.00
530000.97
Agency Mortgage-Backed Securities
GNII SF 003677 M
549300M8ZYFG0OCMTT87
2035-02-20
5.000000
268801.00
10015.49
Agency Mortgage-Backed Securities
Y
2021-08-05
2021-08-05
2021-08-05
N
N
N
0.0006
897000000.00
897000000.00
0.0289
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0QTNT4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
203802800.00
246455416.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
181023000.00
184097213.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
119334000.00
135310393.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
233600.00
237839.79
U.S. Treasuries (including strips)
Y
2021-08-05
2021-08-05
2021-08-05
N
N
N
0.0005
555000000.00
555000000.00
0.0179
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0QTYP0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
140000000.00
209361752.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
200000000.00
230287960.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.270006
200000000.00
200128257.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
48917000.00
59942049.30
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
686000000.00
686000000.00
0.0221
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0QTZC8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBBN0378
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.916000
15000000.00
2890632.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN6589
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.383000
2500000.00
704526.91
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBO7347
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.894000
10002813.00
10212422.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP6521
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.198000
23349097.00
19143538.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7379
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.043000
13319070.00
10910855.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7489
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.309000
9918930.00
9820998.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7490
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.132000
9564850.00
7593164.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8498
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.384000
18840822.00
15565318.90
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9961
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.932000
10018724.00
9864650.39
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0179
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.670000
135000.00
136284.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
54820.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBCA7856
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.571000
1656658.00
1201277.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3664
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
302383655.00
122824119.41
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888058
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.332000
32562489.00
1150128.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888141
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.094000
40866895.00
1430524.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888422
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.005000
34214165.00
2357660.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889616
B1V7KEBTPIMZEU4LTD58
2034-02-01
2.021000
18799978.00
1183639.79
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889818
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.390000
37722922.00
2306110.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ894451
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.396000
47758481.00
1434520.66
Agency Mortgage-Backed Securities
FNAR XX.XXX WS897699
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.593000
61470833.00
4690802.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ897700
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.593000
29440425.00
2468634.45
Agency Mortgage-Backed Securities
FNAR XX.XXX WS898507
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.593000
29745099.00
2400905.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ898509
B1V7KEBTPIMZEU4LTD58
2046-09-01
1.593000
14226695.00
1301220.46
Agency Mortgage-Backed Securities
FNAR XX.XXX WS915646
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.280000
52951928.00
1265937.62
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923270
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.486000
29913098.00
3739736.13
Agency Mortgage-Backed Securities
FNAR XX.XXX S1961241
B1V7KEBTPIMZEU4LTD58
2038-01-01
1.174000
25061481.00
1275857.42
Agency Mortgage-Backed Securities
FNAR XX.XXX S1962430
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.316000
75043599.00
2528041.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ966449
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.357000
10224257.00
113555.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ974864
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.160000
17471983.00
595586.42
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995161
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.629000
57264880.00
2805155.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ995418
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.318000
13012174.00
1395539.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2404
B1V7KEBTPIMZEU4LTD58
2039-05-01
1.796000
19749315.00
737125.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAD0068
B1V7KEBTPIMZEU4LTD58
2036-04-01
1.770000
67871413.00
4456024.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0608
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.311000
100000000.00
2098584.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0662
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.257000
20971581.00
569256.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0733
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.263000
128966517.00
3568793.58
Agency Mortgage-Backed Securities
FMAR 8C0024 G
S6XOOCT0IEG5ABCC6L87
2051-04-01
1.809000
10029106.00
9579759.49
Agency Mortgage-Backed Securities
FMAR 8C0057 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.895000
46382214.00
47881853.99
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL8328
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.997000
11147897.00
3215546.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
B1V7KEBTPIMZEU4LTD58
2045-11-01
1.949000
12000000.00
587146.82
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5186
B1V7KEBTPIMZEU4LTD58
2029-01-01
4.240000
280000.00
289346.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5447
B1V7KEBTPIMZEU4LTD58
2030-03-01
4.060000
520000.00
568022.65
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
6340000.00
6605179.66
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6756
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
201090.16
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6760
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
201090.15
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6828
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.530000
250000.00
254807.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
2352029.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
102405.54
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
22489000.00
23569486.58
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0620
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.010000
1445000.00
1527604.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
3029000.00
3335795.29
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN4850
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.850000
1918000.00
2060416.63
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
5896000.00
6604138.10
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8045
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.210000
1631000.00
1731264.21
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
4735598.70
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
2254032.81
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1939489.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9040
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
3796590.00
4377352.26
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2856899.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
891423.03
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
1000000.00
1113969.34
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
13410547.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
3479418.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
4250000.00
4970886.65
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
2202356.70
Agency Mortgage-Backed Securities
FNAR XX.XXX XXFN0038
B1V7KEBTPIMZEU4LTD58
2022-07-01
3.200000
2750000.00
40081.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU9786
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.974000
9336269.00
522907.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW3237
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.070000
10268013.00
393160.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8244
B1V7KEBTPIMZEU4LTD58
2044-07-01
1.820000
5850267.00
301783.88
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAX2704
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.695000
16539423.00
1878249.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5638
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.828000
3966865.00
398835.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2971
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.834000
20093980.00
4645138.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB723996
B1V7KEBTPIMZEU4LTD58
2033-05-01
1.725000
21900000.00
623964.69
Agency Mortgage-Backed Securities
FNAR XX.XXX WS735643
B1V7KEBTPIMZEU4LTD58
2042-08-01
1.318000
400000.00
9330.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745174
B1V7KEBTPIMZEU4LTD58
2044-12-01
1.318000
112208160.00
3995836.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745606
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.347000
350000.00
8692.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745656
B1V7KEBTPIMZEU4LTD58
2044-09-01
1.593000
34152610.00
1091014.87
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745657
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.325000
41059999.00
2900400.88
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0811
B1V7KEBTPIMZEU4LTD58
2040-12-01
1.960000
22898010.00
3369227.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0812
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.098000
25359506.00
2150925.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0349
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.067000
28592093.00
1750865.75
Agency Mortgage-Backed Securities
FNAR XX.XXX WNAL1725
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.316000
17042476.00
3039484.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3864
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.366000
12231445.00
3504812.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3988
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.476000
13833034.00
2714424.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3989
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.509000
9884205.00
2622360.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6115
B1V7KEBTPIMZEU4LTD58
2044-11-01
2.149000
10000000.00
928678.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7640
B1V7KEBTPIMZEU4LTD58
2042-02-01
1.972000
46823802.00
6086910.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9818
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.138000
24399803.00
5808942.85
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL9332
B1V7KEBTPIMZEU4LTD58
2038-06-01
2.208000
15434543.00
2815529.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9334
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.153000
75664965.00
20004846.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9337
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.067000
67698614.00
6411647.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9604
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.221000
25646337.00
4830538.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9925
B1V7KEBTPIMZEU4LTD58
2038-10-01
1.921000
30000000.00
7054275.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
2.055000
9859288.00
1250188.41
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL8144
B1V7KEBTPIMZEU4LTD58
2022-10-01
2.630000
350000.00
7781.15
Agency Mortgage-Backed Securities
FMAR 1B0934 G
S6XOOCT0IEG5ABCC6L87
2033-07-01
2.451000
10026839.00
61466.08
Agency Mortgage-Backed Securities
FMAR 780368 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
2.348000
500000.00
790.45
Agency Mortgage-Backed Securities
FMAR 780369 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
2.348000
1000000.00
622.44
Agency Mortgage-Backed Securities
FMAR 840784 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.266000
6405263.00
2943149.77
Agency Mortgage-Backed Securities
FMAR 840816 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.273000
140000.00
48315.19
Agency Mortgage-Backed Securities
FMAR 840321 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
1.987000
6500000.00
662379.03
Agency Mortgage-Backed Securities
FMAR 840322 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.452000
11327767.00
1468645.99
Agency Mortgage-Backed Securities
FMAR 840327 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
2.431000
330000.00
99606.30
Agency Mortgage-Backed Securities
FMAR 840356 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
1.964000
115000.00
23584.93
Agency Mortgage-Backed Securities
FMAR 840434 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
2.436000
300000.00
105600.32
Agency Mortgage-Backed Securities
FMAR 840452 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.096000
2125000.00
420863.43
Agency Mortgage-Backed Securities
FMAR 840662 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.640000
6163934.00
1367284.52
Agency Mortgage-Backed Securities
FMAR 840678 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
2.549000
160000.00
42208.04
Agency Mortgage-Backed Securities
FMAR 781816 G
S6XOOCT0IEG5ABCC6L87
2034-08-01
2.580000
10000000.00
196520.17
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
228.51
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
593.55
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
1.842000
2000000.00
2423.81
Agency Mortgage-Backed Securities
FMAR 2B1332 G
S6XOOCT0IEG5ABCC6L87
2043-04-01
1.915000
274516.00
11019.17
Agency Mortgage-Backed Securities
FMAR 2B1608 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
2.294000
2800000.00
193997.77
Agency Mortgage-Backed Securities
FMAR 2B1666 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
2.265000
11707290.00
822843.35
Agency Mortgage-Backed Securities
FMAR 2B1648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.530000
16324174.00
4013294.67
Agency Mortgage-Backed Securities
FMAR 2B3526 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.169000
2600000.00
753515.85
Agency Mortgage-Backed Securities
FMAR 2B4855 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.031000
20129786.00
4632065.61
Agency Mortgage-Backed Securities
FMAR 2B6087 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
2.896000
7729345.00
2613032.47
Agency Mortgage-Backed Securities
FMAR 2B6435 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.013000
20810320.00
5419886.88
Agency Mortgage-Backed Securities
FMAR 2B6670 G
S6XOOCT0IEG5ABCC6L87
2047-12-01
2.885000
7000000.00
2071261.88
Agency Mortgage-Backed Securities
FMAR 2B7846 G
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.526000
27276484.00
15247255.53
Agency Mortgage-Backed Securities
FMAR 2B7961 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.107000
55000000.00
39413737.53
Agency Mortgage-Backed Securities
FMAR 840959 G
S6XOOCT0IEG5ABCC6L87
2043-04-01
2.335000
26169154.00
11862367.22
Agency Mortgage-Backed Securities
FMAR 840951 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.176000
13300000.00
4616350.74
Agency Mortgage-Backed Securities
FMAR 841060 G
S6XOOCT0IEG5ABCC6L87
2036-09-01
2.405000
3152951.00
2586700.64
Agency Mortgage-Backed Securities
FMAR 841052 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
2.029000
70000.00
34238.59
Agency Mortgage-Backed Securities
FMAR 841079 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.421000
33328932.00
19656533.44
Agency Mortgage-Backed Securities
FMAR 841084 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.485000
125000.00
67227.21
Agency Mortgage-Backed Securities
FMAR 841094 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
2.027000
150000.00
85380.40
Agency Mortgage-Backed Securities
FMAR 841214 G
S6XOOCT0IEG5ABCC6L87
2049-06-01
2.651000
11887175.00
11358315.93
Agency Mortgage-Backed Securities
FMAR 841216 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.478000
18326566.00
17229188.30
Agency Mortgage-Backed Securities
FMAR 841218 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.428000
20844283.00
19798340.65
Agency Mortgage-Backed Securities
FMAR 841219 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.479000
24366061.00
23063462.34
Agency Mortgage-Backed Securities
FMAR 841203 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.478000
24526567.00
23210206.38
Agency Mortgage-Backed Securities
FMAR 841204 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.428000
20844285.00
19798342.55
Agency Mortgage-Backed Securities
FMAR 841205 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.376000
1160671.00
1208642.70
Agency Mortgage-Backed Securities
FMAR 841206 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.478000
24526566.00
23210205.18
Agency Mortgage-Backed Securities
FMAR 841207 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.522000
7806127.00
7720353.37
Agency Mortgage-Backed Securities
FMAR 841208 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.987000
2878537.00
2518032.41
Agency Mortgage-Backed Securities
FMAR 841209 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.478000
24526567.00
23210205.87
Agency Mortgage-Backed Securities
FMAR 841211 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.428000
20844284.00
19798341.82
Agency Mortgage-Backed Securities
FMAR 841212 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.478000
24526566.00
23210205.18
Agency Mortgage-Backed Securities
FMAR 841247 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.001000
17553200.00
18224798.12
Agency Mortgage-Backed Securities
FMAR 849278 G
S6XOOCT0IEG5ABCC6L87
2044-04-01
1.994000
145000.00
14349.98
Agency Mortgage-Backed Securities
FMAR 849410 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
2.364000
22523973.00
532954.29
Agency Mortgage-Backed Securities
FMAR 849618 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
2.036000
21250000.00
1563307.52
Agency Mortgage-Backed Securities
FMAR 849648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.100000
12850000.00
1800576.84
Agency Mortgage-Backed Securities
FMAR 2B1727 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.701000
12933629.00
3030125.79
Agency Mortgage-Backed Securities
FMAR 2B1054 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
2.025000
25201878.00
534075.74
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
2996906.00
3342385.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
4246128.14
Agency Mortgage-Backed Securities
FNAR XX.XXX WS083490
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.625000
1650000.00
3685.38
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.875000
1000000.00
340.91
Agency Mortgage-Backed Securities
FNAR XX.XXX WS303219
B1V7KEBTPIMZEU4LTD58
2029-08-01
2.875000
1600000.00
776.69
Agency Mortgage-Backed Securities
FNAR XX.XXX WS308283
B1V7KEBTPIMZEU4LTD58
2023-09-01
3.895000
5647476.00
1428.87
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.495000
2378690.00
8587.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HA462152
B1V7KEBTPIMZEU4LTD58
2034-12-01
6.150000
280000.00
98811.57
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462304
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.481000
35814848.00
4703606.39
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544860
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.922000
2400000.00
4397.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544861
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.038000
92900000.00
387080.16
Agency Mortgage-Backed Securities
FNAR XX.XXX WS557168
B1V7KEBTPIMZEU4LTD58
2030-11-01
2.064000
640000.00
14093.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS559799
B1V7KEBTPIMZEU4LTD58
2040-08-01
1.518000
7000000.00
3547.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH3822
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.205000
20189390.00
340611.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI4881
B1V7KEBTPIMZEU4LTD58
2041-07-01
3.177000
29819026.00
977951.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI8982
B1V7KEBTPIMZEU4LTD58
2041-09-01
3.940000
15004355.00
1321826.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9748
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.930000
11011340.00
2194879.88
Agency Mortgage-Backed Securities
FMAR 846981 G
S6XOOCT0IEG5ABCC6L87
2031-07-01
2.439000
16087597.00
48143.34
Agency Mortgage-Backed Securities
FMAR 847301 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
5.037000
104067207.00
1399742.38
Agency Mortgage-Backed Securities
FMAR 847690 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.517000
66895077.00
3304143.51
Agency Mortgage-Backed Securities
FMAR 847823 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.085000
77904591.00
2407924.25
Agency Mortgage-Backed Securities
FMAR 2B0818 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
2.270000
16662187.00
87505.31
Agency Mortgage-Backed Securities
FMAR 2B0872 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
2.270000
12616100.00
860908.96
Agency Mortgage-Backed Securities
FMAR 1N0003 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.905000
147924435.00
3784669.96
Agency Mortgage-Backed Securities
FMAR 1N0004 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.905000
130017983.00
3106040.39
Agency Mortgage-Backed Securities
FMAR 1B6458 G
S6XOOCT0IEG5ABCC6L87
2049-11-01
2.713000
2000000.00
1007305.31
Agency Mortgage-Backed Securities
FMAR 1B7450 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.670000
22083943.00
1587085.01
Agency Mortgage-Backed Securities
FMAR 1Q0345 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.530000
26920112.00
1636251.13
Agency Mortgage-Backed Securities
FMAR 1Q1768 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.254000
10942111.00
2631358.67
Agency Mortgage-Backed Securities
FMAR 1Q1781 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.465000
23000000.00
5311600.94
Agency Mortgage-Backed Securities
FMAR 1Q1883 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.930000
5791157.00
6003449.85
Agency Mortgage-Backed Securities
FMAR 1B8766 G
S6XOOCT0IEG5ABCC6L87
2041-09-01
3.489000
35307208.00
2320472.12
Agency Mortgage-Backed Securities
FMAR 848968 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
2.012000
1775000.00
68286.52
Agency Mortgage-Backed Securities
FMAR 848510 G
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.283000
53300000.00
3509435.41
Agency Mortgage-Backed Securities
FNAR XX.XXX S1745857
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.185000
29328404.00
1486112.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806483
B1V7KEBTPIMZEU4LTD58
2035-05-01
1.639000
51133774.00
3496819.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7367
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.968000
4602221.00
1351873.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0148
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.969000
30035455.00
7030666.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0195
B1V7KEBTPIMZEU4LTD58
2046-01-01
1.987000
5000000.00
745161.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC1196
B1V7KEBTPIMZEU4LTD58
2046-06-01
1.870000
750000.00
137454.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC1480
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.452000
750000.00
176332.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC2788
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.307000
500000.00
124793.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8221
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.535000
10198227.00
1608836.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8218
B1V7KEBTPIMZEU4LTD58
2046-06-01
1.860000
10217822.00
1368330.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2872
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.508000
2724856.00
1050762.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.081000
5000000.00
1071442.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3733
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.203000
35291040.00
10298964.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.002000
11000000.00
2788991.03
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4524
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.257000
145694809.00
43964030.14
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4523
B1V7KEBTPIMZEU4LTD58
2047-04-01
2.231000
70443012.00
21112075.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH7093
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.010000
25178389.00
4359692.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ1685
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.868000
3863771.00
1064984.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5620
B1V7KEBTPIMZEU4LTD58
2050-09-01
1.992000
15526610.00
12174930.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
2374153.25
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
483000.00
552467.68
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
2446059.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
1208552.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0547
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.780000
6196000.00
6674405.55
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0584
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.670000
1640000.00
1717445.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0661
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.990000
2686000.00
3079508.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0745
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.090000
2556000.00
2975773.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0752
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.650000
10000000.00
11651482.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
976659.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
3665827.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
4156862.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
664747.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1753407.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
991000.00
1115797.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
25021000.00
29112301.86
Agency Mortgage-Backed Securities
MNMS 02.940 MTBL5079
B1V7KEBTPIMZEU4LTD58
2040-02-01
2.940000
3250000.00
3326519.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6365
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.090000
650000.00
648765.39
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
53279.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1034
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.191000
129003793.00
24591638.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3895
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.875000
2012109.00
689126.18
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5390
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.162000
26236350.00
12999720.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4564
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.239000
140000.00
59149.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6203
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.175000
75000.00
28072.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5737
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.474000
53164984.00
12343459.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6315
B1V7KEBTPIMZEU4LTD58
2048-12-01
2.108000
50000.00
27079.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6426
B1V7KEBTPIMZEU4LTD58
2048-09-01
2.876000
175000.00
99056.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6575
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.257000
609170.00
136181.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6632
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.067000
6092103.00
6264511.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6633
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.135000
4516807.00
4275799.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6634
B1V7KEBTPIMZEU4LTD58
2048-12-01
2.318000
10993976.00
10615524.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6641
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.549000
20422114.00
18024830.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6642
B1V7KEBTPIMZEU4LTD58
2047-04-01
2.550000
20280009.00
17901106.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6677
B1V7KEBTPIMZEU4LTD58
2046-02-01
1.950000
10717146.00
10266493.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6681
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.166000
14959818.00
14758894.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6682
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.684000
24157621.00
22036877.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6683
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.156000
14949814.00
14685587.15
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM6698
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.059000
13488660.00
13520426.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6699
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.024000
17068384.00
17707323.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6700
B1V7KEBTPIMZEU4LTD58
2044-12-01
1.953000
75205130.00
75729913.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6701
B1V7KEBTPIMZEU4LTD58
2048-12-01
2.216000
10137879.00
9337184.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6702
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.679000
19004692.00
19042034.40
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6716
B1V7KEBTPIMZEU4LTD58
2051-08-01
1.767000
55770881.00
57492662.88
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6717
B1V7KEBTPIMZEU4LTD58
2051-08-01
1.828000
36522728.00
37416824.67
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR1079
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.180000
20073739.00
20845465.13
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9979
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.797000
25160488.00
25697455.27
Agency Mortgage-Backed Securities
FMAR 8B0032 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.742000
2650374.00
2737598.54
Agency Mortgage-Backed Securities
FMAR 8B0011 G
S6XOOCT0IEG5ABCC6L87
2051-04-01
1.894000
647277.00
667777.74
Agency Mortgage-Backed Securities
FMAR 8B0023 G
S6XOOCT0IEG5ABCC6L87
2051-06-01
1.755000
821250.00
848345.30
Agency Mortgage-Backed Securities
FMAR 8B0033 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.739000
729500.00
752978.86
Agency Mortgage-Backed Securities
FMAR 8C0058 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.897000
20853398.00
21578589.54
Agency Mortgage-Backed Securities
FMAR 8C0074 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.058000
6407089.00
6675000.36
Agency Mortgage-Backed Securities
FMAR 8C0081 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.835000
30059031.00
31036766.95
Agency Mortgage-Backed Securities
FMAR 8D0057 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.610000
5367735.00
5443602.27
Agency Mortgage-Backed Securities
FMAR 8D0060 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.997000
6090153.00
6284658.45
Agency Mortgage-Backed Securities
FMAR 8D0061 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.751000
25021374.00
25528720.58
Agency Mortgage-Backed Securities
FMAR 8D0062 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.925000
2327000.00
2391894.66
Agency Mortgage-Backed Securities
FMAR 8D0047 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.939000
28028074.00
28753258.11
Agency Mortgage-Backed Securities
FMAR 8D0048 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.790000
15451303.00
15787834.79
Agency Mortgage-Backed Securities
FMAR 8D0067 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.728000
18576361.00
18934383.21
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0360
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.950000
1100000.00
1323904.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2840
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.490000
250000.00
269970.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5472
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.090000
160000.00
179564.35
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5942
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.100000
385000.00
432586.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5944
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.190000
230000.00
238185.54
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6128
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.270000
785000.00
895892.37
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN7111
B1V7KEBTPIMZEU4LTD58
2024-12-01
2.700000
680000.00
699388.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO5214
B1V7KEBTPIMZEU4LTD58
2042-08-01
2.269000
1000000.00
45602.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1760
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.196000
1050000.00
42520.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4524
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.097000
2450000.00
262352.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4947
B1V7KEBTPIMZEU4LTD58
2038-10-01
2.212000
1420000.00
197509.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6501
B1V7KEBTPIMZEU4LTD58
2045-03-01
2.023000
2950000.00
208646.73
Agency Mortgage-Backed Securities
FMAR 841243 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.170000
11918007.00
12238396.60
Agency Mortgage-Backed Securities
FMAR 841244 G
S6XOOCT0IEG5ABCC6L87
2047-01-01
2.068000
10722054.00
10734427.31
Agency Mortgage-Backed Securities
FMAR 841253 G
S6XOOCT0IEG5ABCC6L87
2049-06-01
2.598000
10135156.00
10517918.61
Agency Mortgage-Backed Securities
FMAR 2B1538 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.356000
5100000.00
1052095.95
Agency Mortgage-Backed Securities
FMAR 2B3968 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
2.598000
2460000.00
485782.17
Agency Mortgage-Backed Securities
FMAR 2B5597 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
2.115000
1000000.00
171847.46
Agency Mortgage-Backed Securities
FMAR 2B5646 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
2.620000
1250000.00
391303.15
Agency Mortgage-Backed Securities
FKAR 01.250 WNWN1035
S6XOOCT0IEG5ABCC6L87
2027-04-01
1.250000
1685000.00
1699340.94
Agency Mortgage-Backed Securities
FMAR 841245 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.195000
4514135.00
4712687.73
Agency Mortgage-Backed Securities
FMAR 841246 G
S6XOOCT0IEG5ABCC6L87
2044-06-01
2.541000
2124148.00
2200659.64
Agency Mortgage-Backed Securities
FMAR 841242 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.349000
2491840.00
2508003.51
Agency Mortgage-Backed Securities
FMAR 849455 G
S6XOOCT0IEG5ABCC6L87
2044-09-01
1.948000
5000000.00
206320.35
Agency Mortgage-Backed Securities
FMAR 841254 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.887000
40000000.00
41381923.33
Agency Mortgage-Backed Securities
FMAR 841255 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.816000
29000000.00
29670360.78
Agency Mortgage-Backed Securities
FMAR 841256 G
S6XOOCT0IEG5ABCC6L87
2046-04-01
2.176000
17374990.00
18168851.36
Agency Mortgage-Backed Securities
FMAR 841257 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.643000
10432713.00
10941225.17
Agency Mortgage-Backed Securities
FMAR 1B2420 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.360000
600000.00
8375.62
Agency Mortgage-Backed Securities
FMAR 2B0086 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
2.146000
47469786.00
2393968.66
Agency Mortgage-Backed Securities
FMAR 1B5145 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
1.885000
1200000.00
126944.85
Agency Mortgage-Backed Securities
FMAR 1N0161 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
1.875000
500000.00
26433.96
Agency Mortgage-Backed Securities
FMAR 1Q1886 G
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.081000
3553628.00
3694138.82
Agency Mortgage-Backed Securities
FMAR 848987 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
2.258000
3580000.00
171861.03
Agency Mortgage-Backed Securities
FNAR XX.XXX WD797278
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.218000
40000.00
1666.36
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0020
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.870000
200000.00
224971.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
5196423.82
Agency Mortgage-Backed Securities
MNMS 03.825 MYBL0937
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.825000
16500000.00
18210048.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4513
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.627000
65000.00
28590.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6067
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.082000
1000000.00
359531.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6056
B1V7KEBTPIMZEU4LTD58
2048-09-01
2.695000
215000.00
57947.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6060
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.007000
1000000.00
387883.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6356
B1V7KEBTPIMZEU4LTD58
2049-01-01
2.710000
75000.00
26460.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6372
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.220000
100000.00
62922.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6714
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.690000
15113704.00
16062571.72
Agency Mortgage-Backed Securities
FMAR 2B1553 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.217000
5500000.00
1136908.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO7947
B1V7KEBTPIMZEU4LTD58
2042-06-01
1.950000
8000000.00
263226.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU4264
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.520000
4500000.00
1132551.78
Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
1873000000.00
1873000000.00
0.0603
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QTZE4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G07394 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
50000000.00
13312730.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
50180730.00
14758806.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
26500000.00
11509891.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
30000000.00
16873293.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0343
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.000000
18599889.00
15890204.72
Agency Mortgage-Backed Securities
04.000 FGPC V81221 G
S6XOOCT0IEG5ABCC6L87
2044-06-01
4.000000
63281498.00
14143920.91
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
62562572.00
13410108.57
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
46397892.00
15826106.54
Agency Mortgage-Backed Securities
04.500 FGPC Q60362 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
31324245.00
13312456.95
Agency Mortgage-Backed Securities
03.500 FGPC Q63179 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.500000
19763896.00
10509994.91
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
48712237.00
18576828.11
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
30767828.00
18948766.19
Agency Mortgage-Backed Securities
04.500 FGPC Q54882 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.500000
25090749.00
12429711.07
Agency Mortgage-Backed Securities
03.500 FGPC G61004 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.500000
19048932.00
10374940.22
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.000000
9672664.00
4685269.72
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA7258
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
33196145.00
14959545.82
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA9120
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
12800000.00
12393131.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
25037623.00
12621198.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2894
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
48950000.00
17217766.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
18948744.00
10477672.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8818
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
10845258.00
4161367.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9620
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
34486761.00
18661644.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
35327400.00
15869893.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5046
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
46341015.00
10650164.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX2488
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
27510011.00
10467268.81
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0204
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
20000000.00
10741221.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
15018966.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
39000000.00
15254511.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP4111
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
13373936.00
10869299.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ2045
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
11658207.00
11739314.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR6834
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
17582062.00
18485309.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7339
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
10603698.00
10980568.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0708
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
27185044.00
15197543.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
40817578.00
13912700.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1233
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
41830842.00
17856835.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3776
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
32500000.00
12005752.63
Agency Mortgage-Backed Securities
Y
2021-08-06
2021-08-06
2021-08-06
N
N
N
0.0005
470000000.00
470000000.00
0.0151
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.055000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0QTZF1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLMA4210
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1000.00
939.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2604
B1V7KEBTPIMZEU4LTD58
2033-07-01
1.930000
37336.00
38106.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1272
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
774854.00
793449.03
Agency Mortgage-Backed Securities
GNII SF MA7474 M
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
38557354.00
41142217.59
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8114
S6XOOCT0IEG5ABCC6L87
2036-07-01
1.500000
15742395.00
16044937.59
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC4876
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.000000
15722284.00
16041133.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC5087
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
6468280.00
6783594.99
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN7106
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.000000
1304248.00
1360212.12
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5121
S6XOOCT0IEG5ABCC6L87
2041-07-01
2.000000
190124.00
195787.24
Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
80000000.00
80000000.00
0.0026
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0QTZL8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CWMA2052
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
958220.00
336037.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4079
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
85244928.00
56549840.20
Agency Mortgage-Backed Securities
FNMS 05.000 CTAD5541
B1V7KEBTPIMZEU4LTD58
2030-05-01
5.000000
3129528.00
399436.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5331
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
81343360.00
43239308.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB0563
B1V7KEBTPIMZEU4LTD58
2051-04-01
4.500000
1303036.00
1460352.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5298
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
19999.00
15025.36
Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
100000000.00
100000000.00
0.0032
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0QTZO2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
8900.00
9444.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
76503500.00
79702159.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
225682800.00
231389700.81
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
305000000.00
305000000.00
0.0098
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.055000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0QTZP9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
15864504.00
15925629.44
Agency Mortgage-Backed Securities
GNII SF MA6998 M
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1480270.00
1388235.55
Agency Mortgage-Backed Securities
GNII SF MA7196 M
549300M8ZYFG0OCMTT87
2051-02-20
4.000000
134086144.00
135762383.14
Agency Mortgage-Backed Securities
GNII SF MA7369 M
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
85322993.00
90004866.74
Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
236000000.00
236000000.00
0.0076
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0QTZS3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
70799100.00
96445174.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
50493500.00
68357674.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
86923600.00
105399462.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
220481900.00
249999938.57
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
510000000.00
510000000.00
0.0164
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.055000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0QTZV6
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
2029-07-15
0.250000
33995100.00
40800050.81
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
40000000.00
40000000.00
0.0013
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0QTZW4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-51 FE
549300M8ZYFG0OCMTT87
2048-11-20
0.783630
4300.00
1921.69
Agency Collateralized Mortgage Obligation
GNRA 2019-11 KF
549300M8ZYFG0OCMTT87
2049-09-20
0.653630
1071.00
602.35
Agency Collateralized Mortgage Obligation
GNRA 2019-28 YF
549300M8ZYFG0OCMTT87
2049-10-20
0.733630
99105200.00
76354845.27
Agency Collateralized Mortgage Obligation
GNRM 2020-115 YA
549300M8ZYFG0OCMTT87
2050-08-20
1.000000
1000.00
940.82
Agency Collateralized Mortgage Obligation
GNRM 2020-104 YN
549300M8ZYFG0OCMTT87
2050-07-20
1.200000
1559626.00
1456248.71
Agency Collateralized Mortgage Obligation
GNRM 2016-75 WA
549300M8ZYFG0OCMTT87
2043-11-16
2.250000
35000000.00
8347470.18
Agency Collateralized Mortgage Obligation
GNRM 2016-147 PA
549300M8ZYFG0OCMTT87
2045-06-20
2.500000
30911540.00
15293360.84
Agency Collateralized Mortgage Obligation
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
35955389.00
36093923.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD3808
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
1478.00
68.85
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0219
B1V7KEBTPIMZEU4LTD58
2025-08-01
4.500000
2861.00
43.29
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
126369002.00
126443915.48
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
81569000.00
85560545.12
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8161
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
90172103.00
94053010.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4379
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
3852920.00
4005568.29
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
263700.00
435212.47
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
435000000.00
435000000.00
0.0140
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0QTZZ7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.803630
199156000.00
111606180.13
Agency Collateralized Mortgage Obligation
GNRM 2020-115 YA
549300M8ZYFG0OCMTT87
2050-08-20
1.000000
50000000.00
47040858.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-12-15
4.500000
40807000.00
913498.33
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424912.00
70897.15
Agency Collateralized Mortgage Obligation
GNRM 2003-71 PC
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
9501056.00
3964599.53
Agency Collateralized Mortgage Obligation
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
3434000.00
3622201.90
Agency Collateralized Mortgage Obligation
GNRA 2015-151 WK
549300M8ZYFG0OCMTT87
2039-01-20
6.129210
4000000.00
1763469.67
Agency Collateralized Mortgage Obligation
GNRM 2015-182 AB
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
4000000.00
3125412.71
Agency Collateralized Mortgage Obligation
GNRM 2018-36 AT
549300M8ZYFG0OCMTT87
2048-03-20
6.000000
10942688.00
4922975.48
Agency Collateralized Mortgage Obligation
GNRM 2021-097 BA
549300M8ZYFG0OCMTT87
2042-04-20
1.000000
4499980.00
4346161.30
Agency Collateralized Mortgage Obligation
GNRM 2019-65 GT
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
9999980.00
4124649.12
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.963460
6600000.00
6912397.12
Agency Collateralized Mortgage Obligation
GNRM 2021-103 DQ
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
3500000.00
4002916.66
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
3400000.00
3956741.42
Agency Collateralized Mortgage Obligation
GNRM 2021-097 JL
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
7564000.00
7243771.34
Agency Collateralized Mortgage Obligation
FNRM RC102HY R12F102
B1V7KEBTPIMZEU4LTD58
2042-09-25
2.000000
1301000.00
1268205.84
Agency Collateralized Mortgage Obligation
FNRM RC052BC R13F052
B1V7KEBTPIMZEU4LTD58
2043-06-25
3.000000
3362608.00
3617485.84
Agency Collateralized Mortgage Obligation
FNRM CL072GY R13F072
B1V7KEBTPIMZEU4LTD58
2043-07-25
2.500000
7522264.00
7910276.59
Agency Collateralized Mortgage Obligation
FNRM RC008BP R16F008
B1V7KEBTPIMZEU4LTD58
2046-03-25
4.000000
9312500.00
2469262.65
Agency Collateralized Mortgage Obligation
FNRM CL094PA R16F094
B1V7KEBTPIMZEU4LTD58
2044-03-25
3.000000
75026944.00
13157995.21
Agency Collateralized Mortgage Obligation
FNRM CL059NG R17F059
B1V7KEBTPIMZEU4LTD58
2047-08-25
2.750000
25000000.00
4929186.16
Agency Collateralized Mortgage Obligation
FNRM CL035KA R18F035
B1V7KEBTPIMZEU4LTD58
2048-05-25
3.500000
11000000.00
2404304.48
Agency Collateralized Mortgage Obligation
FNRM CL007QC R07F007
B1V7KEBTPIMZEU4LTD58
2037-02-25
5.500000
2808000.00
1375913.91
Agency Collateralized Mortgage Obligation
GNRM 2013-146 AK
549300M8ZYFG0OCMTT87
2044-09-16
2.500000
3000000.00
454782.03
Agency Collateralized Mortgage Obligation
GNRA 2016-33 KW
549300M8ZYFG0OCMTT87
2039-07-20
6.553420
3439170.00
1167939.83
Agency Collateralized Mortgage Obligation
GNRM 2020-082 AB
549300M8ZYFG0OCMTT87
2062-03-16
1.500000
40000000.00
33860138.07
Agency Collateralized Mortgage Obligation
FNRM CL106PY R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
2237770.00
2428053.55
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-09-15
4.000000
10000000.00
9596027.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-06-15
3.000000
2622310.00
2842580.54
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-05-15
2.500000
34004352.00
4604821.71
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
25368800.00
8266295.35
Agency Collateralized Mortgage Obligation
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0007
299000000.00
299000000.00
0.0096
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.055000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0QU116
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
178644100.00
198170773.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
118952000.00
117009227.19
U.S. Treasuries (including strips)
Y
2021-08-06
2021-08-06
2021-08-06
N
N
N
0.0006
309000000.00
309000000.00
0.0100
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0QU124
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
2023-01-31
2.375000
124370400.00
130016616.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
2400.00
2432.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
700.00
709.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
2999700.00
3073660.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
600.00
610.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
300.00
303.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
400.00
483.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
2000.00
2033.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
100.00
101.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
400.00
406.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.375000
38351500.00
38866446.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
79080000.00
79039598.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
3200.00
3199.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
100.00
99.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
0.00
800.00
799.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-17
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
1300.00
1352.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
3497700.00
3987996.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
500.00
575.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
800.00
935.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
1400.00
1437.65
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
250000000.00
250000000.00
0.0081
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0QU132
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
16535100.00
17193887.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
13048200.00
13233908.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
68100.00
69069.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
207554800.00
212398239.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
51443600.00
51949221.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
75647600.00
76391097.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
48588800.00
58916490.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
90831600.00
92614172.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
471000.00
478972.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
60474900.00
60843798.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
8890200.00
9072638.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
74396200.00
74938549.52
U.S. Treasuries (including strips)
Y
2021-08-06
2021-08-06
2021-08-06
N
N
N
0.0005
655000000.00
655000000.00
0.0211
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QU173
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA2446 M
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
9013616.00
1503092.36
Agency Mortgage-Backed Securities
GNII SF MA7136 M
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
23828289.00
23947131.82
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
100000000.00
140730417.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
25000000.00
31037075.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
78294600.00
80531058.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
100000000.00
105807502.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
13244500.00
13974474.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
144999900.00
164914138.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
104159900.00
104924666.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
255623900.00
249999974.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
256445300.00
249999909.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
74191500.00
74219362.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
50000000.00
49460232.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
200.00
204.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
106625900.00
106887140.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
0.125000
47681000.00
47656639.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
100.00
103.60
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
1417000000.00
1417000000.00
0.0456
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.060000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0QU181
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HY109745
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.540000
3115880.00
3573950.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0086
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.705000
5783237.00
6692041.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0236
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.750000
1742600.00
2030297.74
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1381
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.695000
36772500.00
42823985.87
Agency Mortgage-Backed Securities
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0006
53000000.00
53000000.00
0.0017
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QU1E8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-06
0.00
409100.00
409000.18
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
400918.00
400918.00
0.0000
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0QU1G3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
300727900.00
407122894.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
1012078100.00
1117291605.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
351790900.00
383519105.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
110600.00
117594.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
364295800.00
391609070.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
229350800.00
240706478.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
1479600.00
1465952.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
453089200.00
431689235.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
7798400.00
7771142.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
14009900.00
18719423.01
U.S. Treasuries (including strips)
Y
2021-08-02
2021-08-02
2021-08-02
N
N
N
0.0005
3000000000.00
3000000000.00
0.0966
N
Y
Y
N
The Charles Schwab Family of Funds
2021-08-06
Mark Fischer
Mark Fischer
Chief Financial Officer