0001145549-21-064737.txt : 20211105
0001145549-21-064737.hdr.sgml : 20211105
20211105153840
ACCESSION NUMBER: 0001145549-21-064737
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211105
DATE AS OF CHANGE: 20211105
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: 211384336
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
2021-10-31
0000857156
549300I77JNLD629OV19
S000004506
3
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
39
79
22006497603.16
22734873798.06
22412915911.78
23246406479.24
23902411446.16
28042129472.28
29098412772.70
28881441746.60
29108304323.17
29687808189.95
0.6855
0.6858
0.6825
0.7029
0.7093
0.8735
0.8777
0.8795
0.8801
0.8810
0.91
33679743380.35
33678602514.81
17738228.78
704465555.32
32991875189.18
32991506895.1600
1.0000
0.0008
1.0001
1.0001
1.0001
1.0001
1.0000
C000012381
0.00
21427961235.18
21427744320.9400
1.0001
1.0001
1.0001
1.0001
1.0000
162313455.11
230139900.14
554598153.21
14809289.16
209108698.16
137873642.08
64244696.12
276492578.49
27935182.66
100864988.73
948228541.08
530040498.46
0.0001
Y
Investment Advisor and its affiliates Contractual 144,124 Investment Advisor and its affiliates Voluntary 6,848,777
C000151955
0.00
6977106326.43
6976961846.3800
1.0001
1.0001
1.0001
1.0001
1.0001
87800085.69
103207960.30
67284066.22
101230799.84
56040526.25
83362883.72
50316978.27
111807622.05
208707162.98
114159433.49
393458578.14
428883614.62
0.0001
Y
Investment Advisor and its affiliates Contractual 46,598 Investment Advisor and its affiliates Voluntary 1,623,686
C000222229
1000000.00
4586807627.57
4586800727.8400
1.0001
1.0001
1.0001
1.0001
1.0000
227305411.58
82100925.09
195297551.47
40171290.39
90682582.33
59235823.26
150491992.12
54228697.38
432953502.12
118296177.23
916282353.66
309875400.28
0.0001
Y
Investment Advisor and its affiliates Contractual 28,273 Investment Advisor and its affiliates Voluntary 447,917
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.060000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
58160000.00
58160000.00
0.0018
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.150000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0015
10100000.00
10100000.00
0.0003
N
N
Y
N
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 0.110000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0011
56900000.00
56900000.00
0.0017
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (WILSHIRE COURT APTS) SERIES 2003M 0.060000%
13077V3E0
549300KTNI2GCJNX2U48
US13077V3E01
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
20190000.00
20190000.00
0.0006
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (BAY VISTA AT MEADOW PARK APTS) SERIES 2003NN-1 0.060000%
13077V4F6
549300KTNI2GCJNX2U48
US13077V4F66
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
26325000.00
26325000.00
0.0008
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.080000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
10685000.00
10685000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.080000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
10100000.00
10100000.00
0.0003
N
N
Y
N
CAPITAL AREA HOUSING FINANCE CORP
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.110000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12945000.00
12945000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.090000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.080000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
53100000.00
53100000.00
0.0016
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.170000%
3130AJC49
2549001DPIFGXC1TOL40
US3130AJC491
U.S. Government Agency Debt
Y
2021-11-01
2022-02-28
2022-02-28
N
N
N
0.0004
119050956.99
119050956.99
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313C48
US313313C481
U.S. Government Agency Debt
Y
2022-08-18
2022-08-18
2022-08-18
N
N
N
0.0011
37766926.89
37766926.89
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313D96
US313313D968
U.S. Government Agency Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0011
33968932.50
33968932.50
0.0010
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
0.0001
2000000.00
2000000.00
0.0001
N
Y
Y
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
0.0003
6999795.81
6999795.81
0.0002
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313XQ6
US313313XQ69
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0008
9395568.46
9395568.46
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313YZ5
US313313YZ59
U.S. Government Agency Debt
Y
2022-07-06
2022-07-06
2022-07-06
N
N
N
0.0010
23583886.86
23583886.86
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313ZN1
US313313ZN11
U.S. Government Agency Debt
Y
2022-07-19
2022-07-19
2022-07-19
N
N
N
0.0010
56559314.22
56559314.22
0.0017
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
0.0009
5043431.45
5043431.45
0.0002
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.125000%
313379Q69
2549001DPIFGXC1TOL40
US313379Q698
U.S. Government Agency Debt
Y
2022-06-10
2022-06-10
2022-06-10
N
N
N
0.0006
1594762.00
1594762.00
0.0000
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.920000%
3133EHHH9
US3133EHHH94
U.S. Government Agency Debt
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0009
1009210.62
1009210.62
0.0000
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.200000%
3133EKNR3
US3133EKNR32
U.S. Government Agency Debt
Y
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0008
14129322.37
14129322.37
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.850000%
3133EKYJ9
US3133EKYJ96
U.S. Government Agency Debt
Y
2022-08-05
2022-08-05
2022-08-05
N
N
N
0.0011
5167482.95
5167482.95
0.0002
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
2021-11-01
2022-07-25
2022-07-25
N
N
N
0.0005
58237815.45
58237815.45
0.0018
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
2021-11-01
2022-03-10
2022-03-10
N
N
N
0.0005
66420431.95
66420431.95
0.0020
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.250000%
3133ELE75
US3133ELE754
U.S. Government Agency Debt
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0012
3207487.56
3207487.56
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EM2F8
US3133EM2F83
U.S. Government Agency Debt
Y
2022-08-10
2022-08-10
2022-08-10
N
N
N
0.0010
5388885.89
5388885.89
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.077500%
3133EM4G4
US3133EM4G49
U.S. Government Agency Debt
Y
2021-11-01
2023-05-01
2023-05-01
N
N
N
0.0007
117815599.08
117815599.08
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.060000%
3133EM4W9
US3133EM4W98
U.S. Government Agency Debt
Y
2021-11-01
2022-09-08
2022-09-08
N
N
N
0.0002
188516546.53
188516546.53
0.0057
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
2021-11-01
2022-10-21
2022-10-21
N
N
N
0.0005
118067008.66
118067008.66
0.0036
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
2021-11-01
2021-12-30
2021-12-30
N
N
N
0.0007
28200131.69
28200131.69
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
2021-11-01
2022-07-08
2022-07-08
N
N
N
0.0005
94526371.17
94526371.17
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
3133EMQ96
US3133EMQ962
U.S. Government Agency Debt
Y
2021-11-02
2023-07-13
2023-07-13
N
N
N
0.0007
47104694.93
47104694.93
0.0014
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
0.0011
23596395.81
23596395.81
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.070000%
3133EMU75
US3133EMU758
U.S. Government Agency Debt
Y
2021-11-01
2023-07-21
2023-07-21
N
N
N
0.0003
155327120.04
155327120.04
0.0047
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
0.0009
117782655.13
117782655.13
0.0036
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
2021-11-01
2022-03-04
2022-03-04
N
N
N
0.0004
150383036.24
150383036.24
0.0046
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
2021-11-01
2022-03-11
2022-03-11
N
N
N
0.0005
36826665.28
36826665.28
0.0011
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
2021-11-01
2022-06-02
2022-06-02
N
N
N
0.0005
187210825.67
187210825.67
0.0057
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3134GVJ66
S6XOOCT0IEG5ABCC6L87
US3134GVJ664
U.S. Government Agency Debt
Y
2022-06-08
2022-06-08
2022-06-08
N
N
N
0.0009
5155113.02
5155113.02
0.0002
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
2021-11-01
2022-08-19
2022-08-19
N
N
N
0.0011
230971939.20
230971939.20
0.0070
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
2021-11-01
2022-09-09
2022-09-09
N
N
N
0.0007
131785128.25
131785128.25
0.0040
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-11-01
2022-04-07
2022-04-07
N
N
N
0.0006
111966382.99
111966382.99
0.0034
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2021-11-01
2022-04-15
2022-04-15
N
N
N
0.0006
129527690.84
129527690.84
0.0039
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2021-11-01
2022-05-19
2022-05-19
N
N
N
0.0007
186173777.94
186173777.94
0.0056
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2021-11-01
2022-05-27
2022-05-27
N
N
N
0.0005
109871357.16
109871357.16
0.0033
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
1355391.59
1355391.59
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
0.0008
23829150.81
23829150.81
0.0007
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.375000%
3135G0W33
B1V7KEBTPIMZEU4LTD58
US3135G0W330
U.S. Government Agency Debt
Y
2022-09-06
2022-09-06
2022-09-06
N
N
N
0.0012
10662055.98
10662055.98
0.0003
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290000%
3136G4VL4
B1V7KEBTPIMZEU4LTD58
US3136G4VL49
U.S. Government Agency Debt
Y
2021-11-01
2022-04-29
2022-04-29
N
N
N
0.0007
93102027.51
93102027.51
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2021-11-01
2022-05-09
2022-05-09
N
N
N
0.0007
139130953.29
139130953.29
0.0042
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
0.0014
176489758.87
176489758.87
0.0053
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.110000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
11295000.00
11295000.00
0.0003
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
2021-11-05
2021-11-05
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 0.060000%
414158SU0
US414158SU07
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
11515000.00
11515000.00
0.0003
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.110000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0011
16990000.00
16990000.00
0.0005
N
N
Y
N
Jacksonville HFA
M/F HOUSING RB (HARTWOOD APTS) SERIES 2006 0.080000%
46940YBE0
US46940YBE05
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
3000000.00
3000000.00
0.0001
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.080000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
3890000.00
3890000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.080000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
24900000.00
24900000.00
0.0008
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.140000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0014
13200000.00
13200000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (THEATRE ROW TOWER) SERIES 2000A 0.070000%
64986MD51
5493000LS7KCDB02O506
US64986MD515
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2032-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0007
11600000.00
11600000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB SERIES 2005A 0.070000%
64986MJ71
5493000LS7KCDB02O506
US64986MJ710
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0007
19800000.00
19800000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.070000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
1005000.00
1005000.00
0.0000
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.090000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
10025000.00
10025000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.090000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
10170000.00
10170000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.090000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0009
6670000.00
6670000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.110000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12205000.00
12205000.00
0.0004
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.110000%
769141AA0
549300O0KPP43OWB4Y15
US769141AA08
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0011
77300000.00
77300000.00
0.0023
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.060000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
9250000.00
9250000.00
0.0003
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.090000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0009
42300000.00
42300000.00
0.0013
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.130000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0013
11400000.00
11400000.00
0.0003
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.110000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12200000.00
12200000.00
0.0004
N
N
Y
N
San Francisco Redevelopment Agency
M/F HOUSING RB (3RD & MISSION) SERIES 1999C 0.050000%
79765TBY0
5493001TPOZL3UK8DX25
US79765TBY01
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2034-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0005
17150000.00
17150000.00
0.0005
N
N
Y
N
San Jose
M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.060000%
798165JQ0
549300QHIHSH68W22O38
US798165JQ01
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
13400000.00
13400000.00
0.0004
N
N
Y
N
San Jose
M/F HOUSING RB (ALMADEN FAMILY APTS) SERIES 2003D 0.060000%
798165JR8
549300QHIHSH68W22O38
US798165JR83
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
23215000.00
23215000.00
0.0007
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WINDSHIRE APTS) SERIES 2007 0.060000%
88275ABN9
549300J3RRLLZZN4WP77
US88275ABN90
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
12200000.00
12200000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.110000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
10960000.00
10960000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING REFUNDING RB (ALTA CULLEN APTS) SERIES 2008 0.110000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
10030000.00
10030000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.110000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12245000.00
12245000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.150000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0015
13800000.00
13800000.00
0.0004
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796H69
254900HROIFWPRGM1V77
US912796H697
U.S. Treasury Debt
Y
2021-11-18
2021-11-18
2021-11-18
N
N
N
0.0005
2024956968.75
2024956968.75
0.0614
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796K57
254900HROIFWPRGM1V77
US912796K576
U.S. Treasury Debt
Y
2022-07-14
2022-07-14
2022-07-14
N
N
N
0.0009
168192708.75
168192708.75
0.0051
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796L64
254900HROIFWPRGM1V77
US912796L640
U.S. Treasury Debt
Y
2022-08-11
2022-08-11
2022-08-11
N
N
N
0.0010
107112920.37
107112920.37
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796N70
254900HROIFWPRGM1V77
US912796N703
U.S. Treasury Debt
Y
2021-11-23
2021-11-23
2021-11-23
N
N
N
0.0005
466985018.64
466985018.64
0.0142
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796N88
254900HROIFWPRGM1V77
US912796N885
U.S. Treasury Debt
Y
2021-11-30
2021-11-30
2021-11-30
N
N
N
0.0006
768964379.92
768964379.92
0.0233
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
9128282P4
254900HROIFWPRGM1V77
US9128282P40
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0010
124628631.93
124628631.93
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
9128282S8
254900HROIFWPRGM1V77
US9128282S88
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0012
146807239.40
146807239.40
0.0044
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
9128282W9
254900HROIFWPRGM1V77
US9128282W90
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0015
105942646.78
105942646.78
0.0032
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
0.0007
152058304.64
152058304.64
0.0046
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
0.0010
345282032.17
345282032.17
0.0105
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
0.0011
148225486.72
148225486.72
0.0045
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
378436759.16
378436759.16
0.0115
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
0.0009
327316414.76
327316414.76
0.0099
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828L24
254900HROIFWPRGM1V77
US912828L245
U.S. Treasury Debt
Y
2022-08-31
2022-08-31
2022-08-31
N
N
N
0.0012
106936011.06
106936011.06
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828L57
254900HROIFWPRGM1V77
US912828L575
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0014
155248263.09
155248263.09
0.0047
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
0.0009
60427409.05
60427409.05
0.0018
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
0.0007
395436873.36
395436873.36
0.0120
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
0.0009
134483164.76
134483164.76
0.0041
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828XQ8
254900HROIFWPRGM1V77
US912828XQ82
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
0.0011
141979511.80
141979511.80
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828XW5
254900HROIFWPRGM1V77
US912828XW50
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0009
38620583.53
38620583.53
0.0012
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
0.0011
455680186.95
455680186.95
0.0138
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.500000%
912828YF1
254900HROIFWPRGM1V77
US912828YF19
U.S. Treasury Debt
Y
2022-09-15
2022-09-15
2022-09-15
N
N
N
0.0014
387231462.68
387231462.68
0.0117
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.355000%
912828YN4
254900HROIFWPRGM1V77
US912828YN43
U.S. Treasury Debt
Y
2021-10-31
2021-10-31
2021-10-31
N
N
N
0.0000
2270600000.04
2270600000.04
0.0688
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
0.0009
37593746.25
37593746.25
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.209000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-11-01
2022-01-31
2022-01-31
N
N
N
0.0006
274854165.98
274854165.98
0.0083
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
59391561.14
59391561.14
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.169000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-11-01
2022-04-30
2022-04-30
N
N
N
0.0006
395817548.36
395817548.36
0.0120
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.110000%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2021-11-01
2022-07-31
2022-07-31
N
N
N
0.0006
233484633.18
233484633.18
0.0071
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
0.0010
116017925.48
116017925.48
0.0035
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
0.0012
346514348.57
346514348.57
0.0105
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
91282CAN1
254900HROIFWPRGM1V77
US91282CAN11
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
0.0014
251472161.47
251472161.47
0.0076
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.110000%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2021-11-01
2022-10-31
2022-10-31
N
N
N
0.0006
100052566.00
100052566.00
0.0030
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.104000%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2021-11-01
2023-01-31
2023-01-31
N
N
N
0.0007
447666465.52
447666465.52
0.0136
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.089000%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2021-11-01
2023-04-30
2023-04-30
N
N
N
0.0008
115215775.49
115215775.49
0.0035
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.084000%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2021-11-01
2023-07-31
2023-07-31
N
N
N
0.0008
95006711.75
95006711.75
0.0029
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.090000%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2021-11-01
2023-10-31
2023-10-31
N
N
N
0.0009
76799923.20
76799923.20
0.0023
N
Y
Y
N
Washington State Housing Finance Commission
M/F HOUSING RB (RAINIER COURT APTS) SERIES 2003A 0.060000%
93978PDE4
549300YL1HU59NREG764
US93978PDE43
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
12750000.00
12750000.00
0.0004
N
N
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
2037-08-15
2.112900
38536733.00
2263864.38
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.096740
72868757.00
2575602.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.134820
5057473.00
108274.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.083740
3652935.00
67672.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.216960
18618877.00
391186.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-09-15
5.000000
2300000.00
634428.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
108743000.00
6084942.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
5975551.00
4164848.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-15
3.000000
681007.00
689100.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.349360
17923814.00
7764975.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-06-25
3.000000
3406.00
795.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
401747.00
122045.37
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
10191465.00
353998.96
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
4615901.00
1547457.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
19742862.00
261564.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
10861044.00
7506370.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
5309204.00
379591.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
26739556.00
7265428.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-05-15
3.500000
33371000.00
6605566.46
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-09-15
3.500000
10000000.00
7459558.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-04-15
3.500000
2196000.00
1583198.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-06-15
3.500000
2780000.00
1626052.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-12-15
3.500000
1815000.00
659732.52
Agency Collateralized Mortgage Obligation
FEPC 02.000 CLRA5680
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
13577.00
13394.36
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5256
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
464216.00
452694.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
2659665.00
907905.94
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0288
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
1205403.00
708028.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
508060.00
517840.04
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1924
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.340000
18201991.00
18756733.08
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1259541.00
1225017.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4931
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
40436560.00
39762719.20
Agency Mortgage-Backed Securities
03.500 FGPC G60866 G
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
105240811.00
52146873.44
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
2262224.00
781368.34
Agency Mortgage-Backed Securities
04.500 FGPC G61548 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
11883800.00
5057946.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7246
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
3289922.00
2921941.30
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
33974.00
29742.74
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
210176.00
197956.51
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8507
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
1092715.00
1015449.62
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
101714249.00
30701657.53
Agency Mortgage-Backed Securities
03.500 FGPC Q36002 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.500000
9287853.00
2324708.45
Agency Mortgage-Backed Securities
04.000 FGPC Q54411 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
7684152.00
3263785.93
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2302
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
51354.00
14725.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
9906156.00
4925336.87
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
2613235.00
742699.45
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9012
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
942384.00
266136.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
10826361.00
6162907.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
7823423.00
3958780.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT4903
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
6778500.00
2645994.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8233
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
209468769.00
204994660.04
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1993
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
3413226.00
3414229.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0018
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2054387.00
865392.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1702
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
5429720.00
2913705.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3135949.00
1503318.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7057
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
14327734.00
13335620.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0526
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
7458126.00
4131048.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5231
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
6380000.00
4684114.12
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5288
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
48191.00
46978.25
Agency Mortgage-Backed Securities
04.000 FGPC Q36480 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
9731802.00
4495446.35
Agency Mortgage-Backed Securities
04.500 FGPC Q60187 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
4952361.00
2457075.93
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4963
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
4589540.00
3146764.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6392
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.500000
4378284.00
1941774.90
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
417398.00
418312.52
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
510800.00
504329.88
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2021-12-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0144
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 RC031HE R21F031
B1V7KEBTPIMZEU4LTD58
2051-06-25
1.250000
2830498.00
2488538.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.134820
1000.00
21.41
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.083740
1205.00
22.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.216960
66303676.00
1393054.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.349360
3834017.00
1660977.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-06-25
3.000000
17792138.00
4155477.77
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
637949.00
193800.38
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-07-15
4.000000
10517963.00
496089.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
1489913.00
1038441.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-02-15
3.500000
4351904.00
1305236.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-15
3.000000
9539.00
9652.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2031-06-15
4.500000
15898658.00
4135554.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
4.000000
25000000.00
1844963.38
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
670678.00
463524.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
29070796.00
2078469.16
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
64155963.00
2228447.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
3464099.00
1161321.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-12-15
3.000000
30000000.00
2775341.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-07-15
3.500000
25000000.00
4705709.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
55970.00
741.52
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLAL7072
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.500000
3934807.00
1482314.99
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
132516.00
124811.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
101572.00
98787.96
Agency Mortgage-Backed Securities
04.500 FGPC Q23528 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
2997780.00
883544.02
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
7110124.00
6224599.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC7184
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
2078071.00
2241822.27
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9742
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
5834039.00
2669869.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
5061941.00
2881510.81
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0030
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
1250000.00
652087.52
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0297
S6XOOCT0IEG5ABCC6L87
2035-03-01
3.000000
1500000.00
1006251.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8129
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
98104088.00
85937166.84
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
9729308.00
3321206.43
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
22464159.00
11169171.02
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
128929.00
36642.51
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9012
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
226451.00
63951.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1990
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
4155898.00
4157119.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1993
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
1697311.00
1697810.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2049
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.290000
4220000.00
4332868.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3497
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1264282.00
806538.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1533491.00
735128.47
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
30377085.00
27572672.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7367
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
220276.00
193158.84
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
969569.00
898632.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
65354240.00
28025569.82
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5680
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
5328131.00
5256454.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI3423
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
17949310.00
1413115.63
Agency Mortgage-Backed Securities
09.000 FRPC G80355 G
S6XOOCT0IEG5ABCC6L87
2030-07-15
9.000000
2427015.00
211574.45
Agency Mortgage-Backed Securities
03.500 FGPC G07143 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
1374305.00
282823.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
4271151.00
4353369.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1501
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
80261273.00
37437084.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5331
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
3065364.00
917736.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5935
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
59098876.00
31403738.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0975
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
4120303.00
1552846.30
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0176
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
16419284.00
10480875.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4014
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
44903161.00
25913822.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ9926
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
2164819.00
927562.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK1241
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
2123754.00
1404218.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3451125.00
1198060.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW4272
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
5656153.00
1558553.79
Agency Mortgage-Backed Securities
03.500 FGPC Q50344 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
33182.00
19517.28
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3180
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
5037255.00
2611260.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5622
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.053000
6097.00
5160.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8485
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
2771379.00
1699801.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2367
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1924030.00
452752.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU1813
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
1497458.00
630138.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO8714
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
382033.00
105840.86
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
640859.00
642263.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA6009
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
5702151.00
6117481.60
Agency Mortgage-Backed Securities
FEPC 03.000 3LSE5000
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
2077778.00
591896.60
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0329
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2614905.00
2622866.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0461
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2968000.00
2983144.38
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0481
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
1414850.00
1423736.04
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU8023
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
8532708.00
8797857.16
Agency Mortgage-Backed Securities
03.500 FGPC Q42650 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1400000.00
462549.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC9768
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
5543567.00
6070013.07
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD0298
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
4284394.00
4573167.87
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD7527
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
3600000.00
3337696.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4883
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
273786.00
107835.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3549
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
9984554.00
1628275.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6202
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
5259011.00
4413674.81
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5745
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
1281750.00
979219.30
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3887
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5292956.00
4979283.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3568
B1V7KEBTPIMZEU4LTD58
2031-10-01
1.720000
16428000.00
16403370.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP2373
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
3366068.00
1089028.84
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2904
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5000000.00
4654382.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ6048
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1176126.00
1117150.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6702
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
58209685.00
31627538.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO0963
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
3082705.00
1082761.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1496
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
2220645.00
1041056.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO7224
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
1967923.00
1084886.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7705
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
5049444.00
4153469.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1465
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1537988.00
924500.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7057
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
24505998.00
22809097.98
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT7160
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
231067.00
236072.95
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT9770
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
242427.00
249294.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU0956
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
137023.00
144235.39
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1453
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
5947424.00
2975853.16
Agency Mortgage-Backed Securities
Y
2021-11-05
2021-11-05
2022-02-03
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0144
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
2024-04-15
0.375000
29671700.00
29473203.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
1813700.00
1767618.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
95000000.00
119658969.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
25000000.00
24883001.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
47554000.00
56724566.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
124425000.00
123737521.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
90000000.00
103095710.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
109862000.00
109561811.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
3005500.00
3774371.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
122000000.00
134714578.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
122300000.00
129112305.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
34828300.00
38513721.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
25903900.00
33087256.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
50000000.00
52051304.35
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
941000000.00
941000000.00
0.0285
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QUWG9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
309848.00
215958.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
2879094.00
874630.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.083740
50171495.00
929453.59
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.216960
4506522.00
94682.96
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.134820
55494743.00
1188072.33
Agency Collateralized Mortgage Obligation
GNMI SF 678169 X
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
65885.00
46408.77
Agency Mortgage-Backed Securities
GNII SF BY3468 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
4164875.00
3003745.36
Agency Mortgage-Backed Securities
GNII RG CH3377 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1215393.00
1269485.61
Agency Mortgage-Backed Securities
GNII RG CH5216 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
9750194.00
10530171.24
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
2460522.00
1638239.14
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
44938800.00
59103325.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
70187400.00
71401085.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
40994800.00
42705803.10
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
Y
Royal Bank of Canada
1.0000
3
N
N
N
0.0006
189000000.00
189000000.00
0.0057
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0R04X8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2007-068 FA
549300M8ZYFG0OCMTT87
2037-11-16
0.535880
33000000.00
1488994.12
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LU
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
115455.00
102113.08
Agency Collateralized Mortgage Obligation
GNRM 2021-160 LG
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
2989128.00
3042721.40
Agency Collateralized Mortgage Obligation
GNRM 2021-175 LN
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1358236.00
1411442.78
Agency Collateralized Mortgage Obligation
GNRA 2021-175 QF
549300M8ZYFG0OCMTT87
2051-10-20
0.400000
70000000.00
68875170.00
Agency Collateralized Mortgage Obligation
GNRM 2021-175 PB
549300M8ZYFG0OCMTT87
2050-03-20
1.000000
9197472.00
9261392.39
Agency Collateralized Mortgage Obligation
GNRM 2021-175 PD
549300M8ZYFG0OCMTT87
2050-03-20
1.500000
20000000.00
20160313.33
Agency Collateralized Mortgage Obligation
GNRM 2021-175 MV
549300M8ZYFG0OCMTT87
2033-03-20
2.500000
1561586.00
1645415.75
Agency Collateralized Mortgage Obligation
FHLMC WLST 2017-SC02 1-A2 20470525 3.0
2047-05-25
3.000000
3235000.00
3244531.39
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-060 1A4D 20440325 FLT
S6XOOCT0IEG5ABCC6L87
2044-03-25
4.338540
5000000.00
2717413.76
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2017-1 HB 20560125 FLT
2056-01-25
3.000000
6000000.00
6258344.00
Agency Collateralized Mortgage Obligation
GNRM 2019-006 BD
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
7907288.00
8434800.75
Agency Collateralized Mortgage Obligation
GNRM 2020-011 DA
549300M8ZYFG0OCMTT87
2050-01-20
3.000000
7400000.00
3865803.89
Agency Collateralized Mortgage Obligation
GNRM 2014-24 KM
549300M8ZYFG0OCMTT87
2042-09-16
2.600000
9000000.00
1001793.84
Agency Collateralized Mortgage Obligation
GNRA 2019-27 FA
549300M8ZYFG0OCMTT87
2049-02-20
0.535630
26310080.00
8087012.17
Agency Collateralized Mortgage Obligation
GNRA 2019-43 FB
549300M8ZYFG0OCMTT87
2049-04-20
0.535630
40000000.00
15119921.22
Agency Collateralized Mortgage Obligation
GNRA 2019-44 FM
549300M8ZYFG0OCMTT87
2049-04-20
0.535630
19257536.00
9198486.17
Agency Collateralized Mortgage Obligation
GNRA 2019-44 BF
549300M8ZYFG0OCMTT87
2049-04-20
0.535630
29333312.00
8303442.35
Agency Collateralized Mortgage Obligation
GNRM 2019-65 GT
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
10000000.00
3093758.81
Agency Collateralized Mortgage Obligation
GNRM 2020-079 EL
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
55197.00
55625.79
Agency Collateralized Mortgage Obligation
GNRM 2020-183 AQ
549300M8ZYFG0OCMTT87
2050-12-20
5.500000
4997056.00
5445909.21
Agency Collateralized Mortgage Obligation
GNRM 2021-008 BQ
549300M8ZYFG0OCMTT87
2051-01-20
5.500000
6300000.00
6931120.18
Agency Collateralized Mortgage Obligation
GNRM 2021-008 AQ
549300M8ZYFG0OCMTT87
2051-01-20
5.000000
9675000.00
10389252.01
Agency Collateralized Mortgage Obligation
GNRA 2021-027 CW
549300M8ZYFG0OCMTT87
2051-02-20
5.000680
5000000.00
5118091.31
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.540970
6600000.00
6596945.81
Agency Collateralized Mortgage Obligation
GNRM 2021-058 VL
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
2743932.00
2979587.28
Agency Collateralized Mortgage Obligation
GNRM 2021-105 DA
549300M8ZYFG0OCMTT87
2051-06-20
1.000000
28645000.00
26819885.94
Agency Collateralized Mortgage Obligation
GNRM 2021-105 DT
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
4000000.00
4406434.58
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
3400000.00
3780626.61
Agency Collateralized Mortgage Obligation
GNRM 2021-097 DL
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
61075.00
52250.43
Agency Collateralized Mortgage Obligation
GNRM 2012-150 A
549300M8ZYFG0OCMTT87
2052-11-16
1.900000
25000000.00
10126330.80
Agency Collateralized Mortgage Obligation
GNRM 2012-147 AB
549300M8ZYFG0OCMTT87
2048-12-16
1.750000
25000000.00
7157642.00
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1743940.66
Agency Collateralized Mortgage Obligation
GNRA 2013-021 AP
549300M8ZYFG0OCMTT87
2054-01-16
2.636760
50000000.00
25291128.53
Agency Collateralized Mortgage Obligation
GNRM 2013-146 AK
549300M8ZYFG0OCMTT87
2044-09-16
2.500000
3000000.00
423149.55
Agency Collateralized Mortgage Obligation
GNRA 2013-171 B
549300M8ZYFG0OCMTT87
2055-03-16
2.795570
39800000.00
26208351.08
Agency Collateralized Mortgage Obligation
GNRA 2014-049 C
549300M8ZYFG0OCMTT87
2055-02-16
3.503150
17000000.00
16973556.72
Agency Collateralized Mortgage Obligation
GNRA 2014-064 C
549300M8ZYFG0OCMTT87
2055-12-16
3.492190
16500000.00
10188610.76
Agency Collateralized Mortgage Obligation
GNRM 2014-186 AM
549300M8ZYFG0OCMTT87
2047-12-16
2.500000
5000000.00
379228.57
Agency Collateralized Mortgage Obligation
GNRA 2015-086 AE
549300M8ZYFG0OCMTT87
2052-05-16
2.750000
6500000.00
1757542.27
Agency Collateralized Mortgage Obligation
GNRA 2016-33 KW
549300M8ZYFG0OCMTT87
2039-07-20
6.566580
3439170.00
1055949.21
Agency Collateralized Mortgage Obligation
GNRM 2016-093 AB
549300M8ZYFG0OCMTT87
2044-07-20
1.750000
5582128.00
5195829.42
Agency Collateralized Mortgage Obligation
GNRM 2016-134 CK
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
25000000.00
8755209.39
Agency Collateralized Mortgage Obligation
GNRM 2016-161 ML
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
1578538.00
1600562.29
Agency Collateralized Mortgage Obligation
GNRM 2016-41 GY
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1000000.00
1046964.33
Agency Collateralized Mortgage Obligation
GNRM 2019-034 VA
549300M8ZYFG0OCMTT87
2036-04-16
2.500000
3536000.00
3208628.53
Agency Collateralized Mortgage Obligation
GNRM 2019-066 AB
549300M8ZYFG0OCMTT87
2060-08-16
3.000000
2000000.00
654889.21
Agency Collateralized Mortgage Obligation
GNRM 2019-130 AC
549300M8ZYFG0OCMTT87
2062-01-16
2.500000
50000000.00
33182151.56
Agency Collateralized Mortgage Obligation
GNRM 2020-131 AF
549300M8ZYFG0OCMTT87
2062-10-16
1.650000
55000.00
50400.16
Agency Collateralized Mortgage Obligation
GNRA 2020-099 AF
549300M8ZYFG0OCMTT87
2062-09-16
2.300000
535000.00
482843.39
Agency Collateralized Mortgage Obligation
GNRM 2017-80 MC
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
7600000.00
3066762.99
Agency Collateralized Mortgage Obligation
GNRM 2018-36 AT
549300M8ZYFG0OCMTT87
2048-03-20
6.000000
10942688.00
4135055.99
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
25374000.00
7667845.07
Agency Collateralized Mortgage Obligation
GNRM 2005-16 CA
549300M8ZYFG0OCMTT87
2035-02-20
5.000000
675000.00
613566.05
Agency Collateralized Mortgage Obligation
GNRM 2011-019 PY
549300M8ZYFG0OCMTT87
2041-02-20
4.000000
15708000.00
4819319.42
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LG
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
121887.00
103227.14
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LQ
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
763032.00
711953.54
Agency Collateralized Mortgage Obligation
GNRM 2021-122 DC
549300M8ZYFG0OCMTT87
2050-09-20
1.500000
6819272.00
6730062.38
Agency Collateralized Mortgage Obligation
GNRM 2021-160 LM
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1780452.00
1745434.86
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF56 B 20281125 FLT
2028-11-25
2.530250
4000000.00
3123230.53
Agency Collateralized Mortgage Obligation
FNRM RC052BC R13F052
B1V7KEBTPIMZEU4LTD58
2043-06-25
3.000000
206560.00
216789.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-10-15
2.500000
4100000.00
4211714.52
Agency Collateralized Mortgage Obligation
FHLMCT SLSTT SERIES 2018-1 A-2 20280625 3.5
2028-06-25
3.500000
2743000.00
2878156.45
Agency Collateralized Mortgage Obligation
GNII SF AF3174 C
549300M8ZYFG0OCMTT87
2035-08-20
5.500000
2760924.00
295150.15
Agency Mortgage-Backed Securities
GNMI SF AY0488 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
5342608.00
1315026.82
Agency Mortgage-Backed Securities
GNII SP 784656 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
202968.00
26797.24
Agency Mortgage-Backed Securities
GNMI SP 782539 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
2461150.00
68223.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6789
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
2383340.00
1338902.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4358
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
4392960.00
1203874.84
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1715
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
15520000.00
5433344.18
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4302
B1V7KEBTPIMZEU4LTD58
2036-04-01
1.500000
9800000.00
9134358.40
Agency Mortgage-Backed Securities
03.500 FGPC G14714 G
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.500000
5750000.00
635846.55
Agency Mortgage-Backed Securities
05.500 FGPC A90773 G
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.500000
15464432.00
893856.86
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8518
S6XOOCT0IEG5ABCC6L87
2029-02-01
3.500000
300000.00
54297.06
Agency Mortgage-Backed Securities
03.500 FGPC Q09639 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
12358000.00
3826819.23
Agency Mortgage-Backed Securities
GNII SF BF4760 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
1055664.00
327453.05
Agency Mortgage-Backed Securities
GNII SF BP2153 C
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1544838.00
1272295.31
Agency Mortgage-Backed Securities
GNII SF 545327 C
549300M8ZYFG0OCMTT87
2030-12-20
3.500000
482401.00
27379.28
Agency Mortgage-Backed Securities
GNII SP 785702 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
2534144.00
2604764.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5864
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
2741500.00
1890902.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT3656
B1V7KEBTPIMZEU4LTD58
2051-07-01
4.000000
1258066.00
1360135.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8004
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
33551040.00
6347923.66
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK5570
S6XOOCT0IEG5ABCC6L87
2028-06-01
3.000000
16405000.00
3210705.32
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3923
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
380445.00
47175.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB8060
S6XOOCT0IEG5ABCC6L87
2051-01-01
3.500000
5340010.00
3701226.30
Agency Mortgage-Backed Securities
Y
2021-11-01
2022-02-01
2022-02-15
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
474000000.00
474000000.00
0.0144
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0R2BC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-052 D
549300M8ZYFG0OCMTT87
2039-08-16
5.998000
800000.00
581587.84
Agency Collateralized Mortgage Obligation
GNRM 2014-189 A
549300M8ZYFG0OCMTT87
2041-05-16
2.099900
4000000.00
66820.55
Agency Collateralized Mortgage Obligation
GNRA 2015-67 AE
549300M8ZYFG0OCMTT87
2056-10-16
2.600000
2000000.00
617718.82
Agency Collateralized Mortgage Obligation
GNRM 2017-069 AB
549300M8ZYFG0OCMTT87
2053-05-16
2.350000
120000.00
35600.62
Agency Collateralized Mortgage Obligation
GNRM 2019-68 VB
549300M8ZYFG0OCMTT87
2058-09-16
2.500000
2000000.00
2042768.89
Agency Collateralized Mortgage Obligation
GNRA 2021-175 FD
549300M8ZYFG0OCMTT87
2051-10-20
0.300000
2500000.00
2449175.00
Agency Collateralized Mortgage Obligation
GNRM 2021-175 LE
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
13403584.00
13328544.78
Agency Collateralized Mortgage Obligation
GNRA 2021-175 WF
549300M8ZYFG0OCMTT87
2051-10-20
0.450000
25000000.00
24650612.50
Agency Collateralized Mortgage Obligation
GNRM 2021-175 DB
549300M8ZYFG0OCMTT87
2051-10-20
1.250000
4640000.00
4726240.07
Agency Collateralized Mortgage Obligation
GNRA 2021-175 F
549300M8ZYFG0OCMTT87
2051-10-20
0.350000
102926848.00
101113843.04
Agency Collateralized Mortgage Obligation
GNRM 2021-175 CE
549300M8ZYFG0OCMTT87
2047-09-20
1.500000
9464752.00
9566078.48
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2015-SB6 A-10 20350825 FLT
549300U481M1WQOJXI49
2035-08-25
3.220000
1750000.00
698632.60
Agency Collateralized Mortgage Obligation
FNRM CL007PA R15F007
B1V7KEBTPIMZEU4LTD58
2044-02-25
3.000000
58991552.00
6892671.05
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES WI-K746 A-M 20290125 FLT
2029-01-25
1.547000
5000000.00
4982416.11
Agency Collateralized Mortgage Obligation
FNRM CL004ME R06F004
B1V7KEBTPIMZEU4LTD58
2036-02-25
6.000000
4192000.00
2241943.82
Agency Collateralized Mortgage Obligation
GNRM 2013-032 AB
549300M8ZYFG0OCMTT87
2042-01-16
1.900000
2000000.00
328015.25
Agency Collateralized Mortgage Obligation
GNRA 2014-049 B
549300M8ZYFG0OCMTT87
2055-02-16
3.503150
15000000.00
14527707.58
Agency Collateralized Mortgage Obligation
GNRA 2014-015 C
549300M8ZYFG0OCMTT87
2055-03-16
2.921030
24500000.00
19077837.61
Agency Collateralized Mortgage Obligation
GNRM 2014-014 AV
549300M8ZYFG0OCMTT87
2044-10-16
2.550000
9000000.00
84589.85
Agency Collateralized Mortgage Obligation
GNRA 2014-153 C
549300M8ZYFG0OCMTT87
2056-04-16
3.000000
15000000.00
10151596.11
Agency Collateralized Mortgage Obligation
GNRA 2015-41 B
549300M8ZYFG0OCMTT87
2056-09-16
3.000000
19400000.00
9899204.72
Agency Collateralized Mortgage Obligation
GNRM 2015-097 A
549300M8ZYFG0OCMTT87
2043-04-16
2.400000
200000.00
75534.99
Agency Collateralized Mortgage Obligation
GNRM 2016-045 A
549300M8ZYFG0OCMTT87
2052-08-16
2.300000
7000000.00
333352.80
Agency Collateralized Mortgage Obligation
GNRM 2018-010 AB
549300M8ZYFG0OCMTT87
2060-04-16
2.600000
1538000.00
842101.74
Agency Collateralized Mortgage Obligation
GNRA 2018-71 KF
549300M8ZYFG0OCMTT87
2048-05-20
0.385630
17053000.00
1717142.65
Agency Collateralized Mortgage Obligation
GNRM 2018-35 AB
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
35741824.00
7436665.95
Agency Collateralized Mortgage Obligation
GNRA 2019-97 FB
549300M8ZYFG0OCMTT87
2049-08-20
0.535630
17757824.00
8840016.73
Agency Collateralized Mortgage Obligation
GNRM 2019-136 P
549300M8ZYFG0OCMTT87
2045-10-20
1.500000
21309792.00
5821563.61
Agency Collateralized Mortgage Obligation
GNRM 2021-122 LD
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
2228616.00
2401965.18
Agency Collateralized Mortgage Obligation
GNRM 2021-122 LH
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
12748784.00
12482926.52
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
3.339250
20982400.00
21180768.19
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2017-KF38 B 20240925 FLT
2024-09-25
2.580250
3128000.00
939495.27
Agency Collateralized Mortgage Obligation
FREM MTG TR 2019-KF69 B 20290827 FLT
2029-08-27
2.380250
3000000.00
1842915.21
Agency Collateralized Mortgage Obligation
FREDDIE MAC SERIES K-J26 A-1 20250725 2.1
S6XOOCT0IEG5ABCC6L87
2025-07-25
2.135000
19600000.00
11125019.31
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
268150.01
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424936.00
69660.66
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-09-15
4.000000
1979816.00
1213011.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-06-15
6.000000
10730000.00
5968325.84
Agency Collateralized Mortgage Obligation
GNII SF MA2760 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
9571280.00
1994758.75
Agency Mortgage-Backed Securities
GNII SF MA5801 M
549300M8ZYFG0OCMTT87
2027-06-20
8.500000
25362.00
9145.51
Agency Mortgage-Backed Securities
GNII SP 784407 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
550003.00
154281.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7440
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
2035532.00
2107036.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM2055
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.500000
5280304.00
3012742.35
Agency Mortgage-Backed Securities
GNII RG CF2388 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
4888328.00
5131920.59
Agency Mortgage-Backed Securities
03.500 FGPC J20211 G
S6XOOCT0IEG5ABCC6L87
2027-09-01
3.500000
1997420.00
134950.28
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8176
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.500000
11635904.00
11271312.34
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
10563200.00
10801400.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
1.375000
138794200.00
141657631.46
U.S. Treasuries (including strips)
Y
2021-11-01
2022-02-01
2022-02-22
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
474000000.00
474000000.00
0.0144
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0RD733
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7422 M
549300M8ZYFG0OCMTT87
2051-06-20
4.500000
2044660.00
2083394.96
Agency Mortgage-Backed Securities
GNII SF BR2145 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
4703702.00
2382893.23
Agency Mortgage-Backed Securities
GNII SF BT4100 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
3446516.00
2169630.13
Agency Mortgage-Backed Securities
GNII SF BU2684 C
549300M8ZYFG0OCMTT87
2037-12-20
6.500000
3206087.00
1815050.42
Agency Mortgage-Backed Securities
GNII SF BV3227 C
549300M8ZYFG0OCMTT87
2036-05-20
5.000000
2622754.00
2161280.48
Agency Mortgage-Backed Securities
GNII SF BV9806 C
549300M8ZYFG0OCMTT87
2033-10-20
6.500000
2304215.00
2032382.58
Agency Mortgage-Backed Securities
GNII SF BY2942 C
549300M8ZYFG0OCMTT87
2035-05-20
6.000000
3080557.00
2655892.66
Agency Mortgage-Backed Securities
GNII SF BZ1639 C
549300M8ZYFG0OCMTT87
2043-07-20
5.000000
2051452.00
1831334.37
Agency Mortgage-Backed Securities
GNII SF CA2808 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
2162684.00
2184737.37
Agency Mortgage-Backed Securities
GNII SF CB8772 C
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
1642081.00
1662177.15
Agency Mortgage-Backed Securities
GNII SF CE6254 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
5120465.00
5285983.35
Agency Mortgage-Backed Securities
GNII SF CF4689 C
549300M8ZYFG0OCMTT87
2043-10-20
4.500000
1765983.00
1772340.77
Agency Mortgage-Backed Securities
GNII SF CG5017 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
1988697.00
2002201.33
Agency Mortgage-Backed Securities
GNII SF CH7023 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
3456384.00
3666619.71
Agency Mortgage-Backed Securities
GNII SF CH8088 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
2597100.00
2674453.18
Agency Mortgage-Backed Securities
GNII SF CH7442 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1972762.00
2031519.62
Agency Mortgage-Backed Securities
GNII SF CH7492 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1779502.00
1933318.99
Agency Mortgage-Backed Securities
GNII SF CH7495 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1911528.00
2058966.49
Agency Mortgage-Backed Securities
GNII SF CH7498 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1940728.00
2075975.82
Agency Mortgage-Backed Securities
GNII SF CH8112 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
1572897.00
1676602.99
Agency Mortgage-Backed Securities
GNII SF MA7317 M
549300M8ZYFG0OCMTT87
2048-01-20
5.000000
1827675.00
1695202.84
Agency Mortgage-Backed Securities
GNII SF MA7647 M
549300M8ZYFG0OCMTT87
2051-10-20
1.500000
1581302.00
1551584.06
Agency Mortgage-Backed Securities
GNII SF CH8353 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1967785.00
2049303.12
Agency Mortgage-Backed Securities
GNII SF CH8469 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1660349.00
1803861.63
Agency Mortgage-Backed Securities
GNII SF CH8470 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
2476455.00
2649029.79
Agency Mortgage-Backed Securities
GNII SF CH8649 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
3274102.00
3526634.21
Agency Mortgage-Backed Securities
GNII SF CH8650 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
1600309.00
1743504.83
Agency Mortgage-Backed Securities
GNII SF CH9485 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1386781.00
1493747.89
Agency Mortgage-Backed Securities
GNII SF CH9487 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
2173806.00
2368320.58
Agency Mortgage-Backed Securities
GNII SF CI0669 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
1569022.00
1672467.79
Agency Mortgage-Backed Securities
GNII SF CI0687 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1863723.00
1940932.07
Agency Mortgage-Backed Securities
GNII SF CI3674 C
549300M8ZYFG0OCMTT87
2051-09-20
4.500000
1791016.00
1919247.07
Agency Mortgage-Backed Securities
GNII SF CI7212 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
4010207.00
4144598.84
Agency Mortgage-Backed Securities
GNII SF CI7260 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1983863.00
2066045.19
Agency Mortgage-Backed Securities
GNPL PN AT8546
549300M8ZYFG0OCMTT87
2061-10-15
2.840000
202398.00
216377.81
Agency Mortgage-Backed Securities
GNII SF MA7648 M
549300M8ZYFG0OCMTT87
2051-10-20
2.000000
1946806.00
1973540.62
Agency Mortgage-Backed Securities
GNII SF BQ2071 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1750967.00
1897235.73
Agency Mortgage-Backed Securities
GNII SF BQ2114 C
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
3491026.00
3545130.31
Agency Mortgage-Backed Securities
GNII SF BQ2101 C
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
2021654.00
2031127.30
Agency Mortgage-Backed Securities
GNII SF BT6873 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
5412426.00
2578869.22
Agency Mortgage-Backed Securities
GNII SF BU2683 C
549300M8ZYFG0OCMTT87
2037-10-20
5.000000
2235424.00
1584633.54
Agency Mortgage-Backed Securities
GNII SF BV4728 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
2589305.00
1620992.54
Agency Mortgage-Backed Securities
GNII SF BZ3567 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
2021611.00
2043702.80
Agency Mortgage-Backed Securities
GNII SF BZ6441 C
549300M8ZYFG0OCMTT87
2051-02-20
4.000000
1640582.00
1800449.23
Agency Mortgage-Backed Securities
GNII SF CA5081 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2424985.00
2460880.40
Agency Mortgage-Backed Securities
GNII SF CB1522 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
1595607.00
1618491.73
Agency Mortgage-Backed Securities
GNII SF CC0812 C
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
1855527.00
1662528.19
Agency Mortgage-Backed Securities
GNII SF CC0814 C
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1739562.00
1533759.94
Agency Mortgage-Backed Securities
GNII SF CC0060 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1469511.00
1599285.17
Agency Mortgage-Backed Securities
GNII SF CC1657 C
549300M8ZYFG0OCMTT87
2051-04-20
2.000000
2655427.00
2662382.54
Agency Mortgage-Backed Securities
GNII SF CC3751 C
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1494431.00
1572012.14
Agency Mortgage-Backed Securities
GNII SF CC4045 C
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
1706139.00
1866465.50
Agency Mortgage-Backed Securities
GNII SF CD3273 C
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
1914692.00
2065330.79
Agency Mortgage-Backed Securities
GNII SF CD4232 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
1633798.00
1722399.85
Agency Mortgage-Backed Securities
GNII SF CD5065 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1475803.00
1610834.21
Agency Mortgage-Backed Securities
GNII SF CD5067 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1470655.00
1595185.76
Agency Mortgage-Backed Securities
GNII SF CD7083 C
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
1690510.00
1762256.11
Agency Mortgage-Backed Securities
GNII SF CD7676 C
549300M8ZYFG0OCMTT87
2051-07-20
4.500000
1558151.00
1573939.30
Agency Mortgage-Backed Securities
GNII SF CD9422 C
549300M8ZYFG0OCMTT87
2051-06-20
4.500000
1945860.00
2149156.09
Agency Mortgage-Backed Securities
GNII SF CD9423 C
549300M8ZYFG0OCMTT87
2051-06-20
4.500000
1658623.00
1818725.27
Agency Mortgage-Backed Securities
GNII SF CD9425 C
549300M8ZYFG0OCMTT87
2051-06-20
4.500000
1643079.00
1781195.38
Agency Mortgage-Backed Securities
GNII SF CE2451 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1429499.00
1494893.90
Agency Mortgage-Backed Securities
GNII SF CE2454 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1741140.00
1820303.30
Agency Mortgage-Backed Securities
GNII SF CE2554 C
549300M8ZYFG0OCMTT87
2051-04-20
4.500000
1484218.00
1651524.30
Agency Mortgage-Backed Securities
GNII SF CE4750 C
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
1612411.00
1759085.89
Agency Mortgage-Backed Securities
GNII SF CE5747 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1500291.00
1598070.02
Agency Mortgage-Backed Securities
GNII SF CE6138 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1497155.00
1566156.17
Agency Mortgage-Backed Securities
GNII SF CE6455 C
549300M8ZYFG0OCMTT87
2040-07-20
5.500000
1989995.00
1946098.92
Agency Mortgage-Backed Securities
GNII SF CE6456 C
549300M8ZYFG0OCMTT87
2041-04-20
4.000000
2391248.00
2561400.86
Agency Mortgage-Backed Securities
GNII SF CE6452 C
549300M8ZYFG0OCMTT87
2039-04-20
6.000000
1389690.00
1560888.06
Agency Mortgage-Backed Securities
GNII SF CE9817 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1608115.00
1670041.71
Agency Mortgage-Backed Securities
GNII SF CE9818 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
2569419.00
2653978.93
Agency Mortgage-Backed Securities
GNII SF CE9823 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
2273844.00
2471791.72
Agency Mortgage-Backed Securities
GNII SF CF5316 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1355195.00
1470896.40
Agency Mortgage-Backed Securities
GNII SF CF5317 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1771555.00
1921762.63
Agency Mortgage-Backed Securities
GNII SF CF5320 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1641415.00
1722692.80
Agency Mortgage-Backed Securities
GNII SF CF4683 C
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1479847.00
1593149.96
Agency Mortgage-Backed Securities
GNII SF CF7139 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2317950.00
2423486.05
Agency Mortgage-Backed Securities
GNII SF CF8984 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
2895471.00
3071003.58
Agency Mortgage-Backed Securities
GNII SF CF8405 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1404521.00
1496102.85
Agency Mortgage-Backed Securities
GNII SF CF8682 C
549300M8ZYFG0OCMTT87
2051-07-20
5.000000
1366692.00
1513461.25
Agency Mortgage-Backed Securities
GNII SF CF9031 C
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
1431069.00
1572671.78
Agency Mortgage-Backed Securities
GNII SF CG0803 C
549300M8ZYFG0OCMTT87
2051-08-20
4.500000
1412773.00
1536275.50
Agency Mortgage-Backed Securities
GNII SF CG2253 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
1915406.00
1982802.93
Agency Mortgage-Backed Securities
GNII SF CG2334 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1511257.00
1562294.98
Agency Mortgage-Backed Securities
GNII SF CG5272 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1611500.00
1752425.21
Agency Mortgage-Backed Securities
GNII SF CG5035 C
549300M8ZYFG0OCMTT87
2041-04-20
4.000000
2812661.00
2688379.97
Agency Mortgage-Backed Securities
GNII SF CG5138 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
2299609.00
2436142.38
Agency Mortgage-Backed Securities
GNII SF CG5139 C
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
2029377.00
1708784.43
Agency Mortgage-Backed Securities
GNII SF CG5148 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
2479303.00
2670694.12
Agency Mortgage-Backed Securities
GNII SF CG5149 C
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
1956828.00
2081732.65
Agency Mortgage-Backed Securities
GNII SF CG5150 C
549300M8ZYFG0OCMTT87
2046-10-20
4.000000
1833170.00
1977445.92
Agency Mortgage-Backed Securities
GNII SF CG5151 C
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
1507641.00
1636488.06
Agency Mortgage-Backed Securities
GNII SF CG6220 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1516813.00
1647925.14
Agency Mortgage-Backed Securities
GNII SF CG6221 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1642421.00
1710465.41
Agency Mortgage-Backed Securities
GNII SF CG6862 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1953326.00
2028186.11
Agency Mortgage-Backed Securities
GNII SF CG6907 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
2435484.00
2520127.89
Agency Mortgage-Backed Securities
GNII SF CG6909 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1544711.00
1607033.05
Agency Mortgage-Backed Securities
GNII SF CG6928 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
2189450.00
2268421.59
Agency Mortgage-Backed Securities
GNII SF CG6988 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
2047244.00
2121109.14
Agency Mortgage-Backed Securities
GNII SF CG8850 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
2296335.00
2475527.00
Agency Mortgage-Backed Securities
GNII SF CG9245 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1313211.00
1427530.25
Agency Mortgage-Backed Securities
GNII SF CH0479 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
2140375.00
2218584.77
Agency Mortgage-Backed Securities
GNII SF CH0480 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
2292798.00
2369147.09
Agency Mortgage-Backed Securities
GNII SF CH0587 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
2630504.00
2787115.50
Agency Mortgage-Backed Securities
GNII SF CH0588 C
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
1475505.00
1563352.51
Agency Mortgage-Backed Securities
GNII SF CH1755 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1679205.00
1788212.48
Agency Mortgage-Backed Securities
GNII SF CH1804 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
1477688.00
1603008.78
Agency Mortgage-Backed Securities
GNII SF CH1899 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2522626.00
2602565.92
Agency Mortgage-Backed Securities
GNII SF CH2206 C
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
1997205.00
2020633.24
Agency Mortgage-Backed Securities
GNII SF CH3650 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
4086140.00
4424873.74
Agency Mortgage-Backed Securities
GNII SF CH3651 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
3073883.00
3230891.48
Agency Mortgage-Backed Securities
GNII SF CH4894 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
3241044.00
3337576.69
Agency Mortgage-Backed Securities
GNII SF CH5045 C
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
1601733.00
1751013.09
Agency Mortgage-Backed Securities
GNII SF CH6317 C
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
1895897.00
2053304.12
Agency Mortgage-Backed Securities
GNII SF CH6320 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
2115946.00
2190845.95
Agency Mortgage-Backed Securities
GNII SF CH7020 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
2473246.00
2644058.81
Agency Mortgage-Backed Securities
Y
2021-11-04
2021-11-04
2021-11-04
Y
BANK OF MONTREAL
1.0000
6
N
N
N
0.0006
236000000.00
236000000.00
0.0072
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0REO32
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BT4875 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
293825.00
243271.46
Agency Mortgage-Backed Securities
GNII SF BW9125 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
2002.00
1612.71
Agency Mortgage-Backed Securities
GNII SF 769336 C
549300M8ZYFG0OCMTT87
2041-09-20
3.875000
1349519.00
316768.44
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
19881500.00
19877603.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
25519900.00
29556640.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
99000000.00
124605671.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
21454600.00
21456417.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
95328800.00
94691072.33
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-01-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
285000000.00
285000000.00
0.0086
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0RFYY0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII JM 004513 M
549300M8ZYFG0OCMTT87
2039-08-20
5.000000
2051.00
41.74
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0885
B1V7KEBTPIMZEU4LTD58
2022-03-01
4.000000
268686.00
0.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0640
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
453380.00
364970.23
Agency Mortgage-Backed Securities
GNPL PN CF1623
549300M8ZYFG0OCMTT87
2056-09-15
2.170000
1000000.00
1024674.48
Agency Mortgage-Backed Securities
GNPL PN CH2287
549300M8ZYFG0OCMTT87
2061-10-15
2.400000
5300000.00
5502633.13
Agency Mortgage-Backed Securities
GNPL PN BT2181
549300M8ZYFG0OCMTT87
2056-11-15
2.040000
9029775.00
9176162.70
Agency Mortgage-Backed Securities
GNPL LM CC1893
549300M8ZYFG0OCMTT87
2060-04-15
2.870000
2162598.00
2326934.30
Agency Mortgage-Backed Securities
GNPL PN CD4902
549300M8ZYFG0OCMTT87
2056-10-15
2.260000
18960000.00
19588349.15
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU7956
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1980306.00
2036418.26
Agency Mortgage-Backed Securities
FEPC 02.000 3PRE6076
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
1255066.00
1095125.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3362
B1V7KEBTPIMZEU4LTD58
2031-10-01
1.660000
1950572.00
1936089.22
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9437
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
108886937.00
108996973.30
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9438
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
52311971.00
52364835.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4466
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1949635.00
2005715.17
Agency Mortgage-Backed Securities
GNPL PN CD8991
549300M8ZYFG0OCMTT87
2056-10-15
2.150000
533683.00
546837.87
Agency Mortgage-Backed Securities
GNPL LM CE9974
549300M8ZYFG0OCMTT87
2040-05-15
2.720000
4680162.00
4853616.08
Agency Mortgage-Backed Securities
GNPL PN CE9984
549300M8ZYFG0OCMTT87
2056-10-15
2.030000
20080000.00
20391458.65
Agency Mortgage-Backed Securities
GNPL LM CG3680
549300M8ZYFG0OCMTT87
2050-12-15
2.200000
11579843.00
11912591.08
Agency Mortgage-Backed Securities
Y
2021-11-05
2021-11-05
2021-11-15
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
237000000.00
237000000.00
0.0072
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RKBH1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA2447 M
549300M8ZYFG0OCMTT87
2044-12-20
4.500000
517958656.00
66953680.12
Agency Mortgage-Backed Securities
GNII SF MA7474 M
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
101898880.00
105921380.61
Agency Mortgage-Backed Securities
GNMI SF AE7515 X
549300M8ZYFG0OCMTT87
2043-06-15
3.000000
502607.00
115928.51
Agency Mortgage-Backed Securities
GNMI SF 733670 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
14857000.00
1211526.00
Agency Mortgage-Backed Securities
GNII SP 785433 C
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
9359008.00
9397484.87
Agency Mortgage-Backed Securities
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0006
180000000.00
180000000.00
0.0055
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RKOF1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-099 AN
549300M8ZYFG0OCMTT87
2059-09-16
3.200000
21000000.00
5666251.97
Agency Collateralized Mortgage Obligation
GNII SF MA0219 M
549300M8ZYFG0OCMTT87
2042-07-20
3.000000
63978700.00
12721449.18
Agency Mortgage-Backed Securities
GNII SF MA2681 M
549300M8ZYFG0OCMTT87
2045-03-20
5.000000
2698500.00
400214.68
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
286816.00
78983.41
Agency Mortgage-Backed Securities
GNII SF MA5020 M
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
27875000.00
6680913.18
Agency Mortgage-Backed Securities
GNII SF MA5135 M
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
1724198.00
582077.84
Agency Mortgage-Backed Securities
GNII SF MA5265 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
684006400.00
120926746.38
Agency Mortgage-Backed Securities
GNII SF MA6658 M
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
86555392.00
42557392.94
Agency Mortgage-Backed Securities
GNII SF MA6932 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
100000000.00
72960372.26
Agency Mortgage-Backed Securities
GNII SF MA7257 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
41469440.00
38864384.10
Agency Mortgage-Backed Securities
GNMI SF BE4664 X
549300M8ZYFG0OCMTT87
2047-12-15
4.000000
34000.00
26886.85
Agency Mortgage-Backed Securities
GNMI SF BR6084 X
549300M8ZYFG0OCMTT87
2049-12-15
4.000000
124425.00
7055.56
Agency Mortgage-Backed Securities
GNII RG CE6467 C
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
24507920.00
24133539.41
Agency Mortgage-Backed Securities
GNII SP 784890 C
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
29100544.00
16957617.61
Agency Mortgage-Backed Securities
GNII SP 785184 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
52226560.00
50824322.34
Agency Mortgage-Backed Securities
GNII SP 785191 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
103002880.00
95438583.92
Agency Mortgage-Backed Securities
GNMI SF 757039 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
807920.00
179658.88
Agency Mortgage-Backed Securities
GNMI SP 782958 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
164801.00
8787.56
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
183357440.00
188248031.13
Agency Mortgage-Backed Securities
GNII RG CE3512 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
17217440.00
16535063.54
Agency Mortgage-Backed Securities
GNII SF CE9813 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
100634.00
106911.76
Agency Mortgage-Backed Securities
GNPL LM CF6743
549300M8ZYFG0OCMTT87
2053-12-15
2.800000
500000.00
532056.78
Agency Mortgage-Backed Securities
GNII RG CG5062 C
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
3475952.00
3670996.41
Agency Mortgage-Backed Securities
GNII SP 785380 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
103363456.00
101766179.56
Agency Mortgage-Backed Securities
GNII SP 785223 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
78819456.00
75066740.29
Agency Mortgage-Backed Securities
GNII SP 785245 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
39245248.00
38158868.54
Agency Mortgage-Backed Securities
GNII SF AA6144 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
5200000.00
1894926.10
Agency Mortgage-Backed Securities
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0006
897000000.00
897000000.00
0.0272
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RKOO2
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
260600.00
271005.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
7.250000
233471000.00
249999769.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
45197700.00
46001538.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
17089000.00
19589183.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
238700.00
241997.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
256336000.00
249997326.18
U.S. Treasuries (including strips)
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0005
555000000.00
555000000.00
0.0168
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.055000%
549300QJJX6CVVUXLE15
0001317808
ARP0RKP11
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
2094800.00
1983395.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
100.00
100.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
9250400.00
8921161.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
100.00
98.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
100.00
98.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
5477000.00
5449818.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
16291900.00
16711771.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
2575700.00
2681370.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
16820600.00
16946695.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
700.00
700.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
9378300.00
8701512.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
95.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
25000000.00
32703562.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
127000.00
155791.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
39900.00
40393.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
100.00
104.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
11000000.00
11583012.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-20
0.00
16683500.00
16680964.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
5233800.00
5159078.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-25
0.00
10000000.00
9998690.00
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-01-24
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0006
135000000.00
135000000.00
0.0041
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0RKZQ5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
21627500.00
21069664.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
150000000.00
148975508.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
7842100.00
11983812.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
149000000.00
151511057.10
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
327000000.00
327000000.00
0.0099
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0RL1M9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX SOBR2006
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.302000
1705000.00
1470803.09
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM8503
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
260252806.00
249999999.14
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888058
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.193000
32562489.00
1129172.66
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888141
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.060000
40866895.00
1400171.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888422
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.843000
34214165.00
2035375.24
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889616
B1V7KEBTPIMZEU4LTD58
2034-02-01
1.956000
18799978.00
1128543.39
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889818
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.328000
37722922.00
1989269.12
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ894451
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.070000
47758481.00
1421663.13
Agency Mortgage-Backed Securities
FNAR XX.XXX WS897699
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.513000
61470833.00
4481155.26
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ897700
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.513000
29440425.00
2132176.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745174
B1V7KEBTPIMZEU4LTD58
2044-12-01
1.293000
112208160.00
3561920.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745656
B1V7KEBTPIMZEU4LTD58
2044-09-01
1.513000
34152610.00
1011628.99
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745657
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.330000
41059999.00
2761918.39
Agency Mortgage-Backed Securities
FNAR XX.XXX S1745857
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.982000
29328404.00
1261666.56
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806483
B1V7KEBTPIMZEU4LTD58
2035-05-01
1.581000
51133774.00
3278559.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7367
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.971000
4602221.00
1000978.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0148
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.981000
30035455.00
6058986.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8221
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.860000
10198227.00
813689.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8218
B1V7KEBTPIMZEU4LTD58
2046-06-01
1.860000
10217822.00
1165711.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2872
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.850000
2724856.00
1042972.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.104000
5000000.00
839074.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.966000
11000000.00
2548804.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH7093
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.007000
25178389.00
3404526.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ1685
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.904000
3863771.00
802254.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3895
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.873000
2012109.00
593041.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6754
B1V7KEBTPIMZEU4LTD58
2049-01-01
2.241000
4016790.00
3827011.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0378
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.910000
15000000.00
2374959.51
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
201.35
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
549.81
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
1.772000
2000000.00
2287.14
Agency Mortgage-Backed Securities
FNAR XX.XXX WS083490
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.500000
1650000.00
3358.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.875000
1000000.00
319.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.495000
2378690.00
7196.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HA462152
B1V7KEBTPIMZEU4LTD58
2034-12-01
6.150000
280000.00
96455.35
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462304
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.470000
35814848.00
4626949.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH3822
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.205000
20189390.00
334516.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI4881
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.068000
29819026.00
962391.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI8982
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.080000
15004355.00
894538.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9748
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.924000
11011340.00
2056252.24
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0811
B1V7KEBTPIMZEU4LTD58
2040-12-01
1.889000
22898010.00
3293876.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0812
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.993000
25359506.00
1834121.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0349
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.075000
28592093.00
1730808.17
Agency Mortgage-Backed Securities
FNAR XX.XXX WNAL1725
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.245000
17042476.00
2906415.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3864
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.366000
12231445.00
3521782.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3988
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.394000
13833034.00
2717864.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3989
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.493000
9884205.00
2002263.53
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL9332
B1V7KEBTPIMZEU4LTD58
2038-06-01
2.068000
15434543.00
2766088.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9337
B1V7KEBTPIMZEU4LTD58
2044-10-01
1.897000
67698614.00
5623416.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
1.968000
9859288.00
1110339.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL8328
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.891000
11147897.00
3017846.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
B1V7KEBTPIMZEU4LTD58
2045-11-01
1.887000
12000000.00
479044.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5447
B1V7KEBTPIMZEU4LTD58
2030-03-01
4.060000
520000.00
555180.63
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
6340000.00
6404525.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6756
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
195765.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6760
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
195765.85
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6828
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.530000
250000.00
248215.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
2354824.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
99520.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0360
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.950000
1100000.00
1346578.44
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0987
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.550000
121000.00
138655.01
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN4850
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.850000
1918000.00
2085702.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
15873.00
17371.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5472
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.090000
160000.00
175885.33
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5944
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.190000
230000.00
235923.02
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8045
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.210000
1631000.00
1685214.88
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
4627716.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
2190906.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8938
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.420000
1466000.00
1642736.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1957096.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9040
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
3796590.00
4278157.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2742235.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
869316.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
2510000.00
2719101.05
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
3356845.92
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9408
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
2775000.00
3246968.30
Agency Mortgage-Backed Securities
FNAR XX.XXX XXFN0038
B1V7KEBTPIMZEU4LTD58
2022-07-01
3.200000
2750000.00
39642.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU9786
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.975000
9336269.00
515748.09
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAX2704
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.695000
16539423.00
1331631.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5638
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.686000
3966865.00
391593.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2971
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.852000
20093980.00
4151858.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LB723996
B1V7KEBTPIMZEU4LTD58
2033-05-01
1.725000
21900000.00
577139.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WS898507
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.513000
29745099.00
2069838.38
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ898509
B1V7KEBTPIMZEU4LTD58
2046-09-01
1.513000
14226695.00
1291365.28
Agency Mortgage-Backed Securities
FNAR XX.XXX WS915646
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.280000
52951928.00
1110715.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923270
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.463000
29913098.00
3433435.02
Agency Mortgage-Backed Securities
FNAR XX.XXX S1961241
B1V7KEBTPIMZEU4LTD58
2038-01-01
1.174000
25061481.00
1260861.34
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995161
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.537000
57264880.00
2405531.81
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ995418
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.293000
13012174.00
1249894.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2404
B1V7KEBTPIMZEU4LTD58
2039-05-01
1.709000
19749315.00
693382.88
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4436
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.500000
117530500.00
113628884.76
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAD0068
B1V7KEBTPIMZEU4LTD58
2036-04-01
1.733000
67871413.00
4018846.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0608
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.271000
100000000.00
2068036.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0662
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.257000
20971581.00
561348.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0733
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.140000
128966517.00
3412620.62
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBP7978
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.136000
768250.00
763315.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1862
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
243627850.00
249999999.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5045
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.314000
6276000.00
1186007.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM3301
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.350000
275000.00
229800.05
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7016
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.470000
57307.00
60147.03
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7357
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
44573.00
46278.97
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4618000.00
5292633.87
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
5375000.00
6314310.51
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4464
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.500000
258086717.00
249999999.87
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4465
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
249747616.00
249999999.84
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4469
B1V7KEBTPIMZEU4LTD58
2036-10-01
1.500000
248322663.00
249999999.81
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
1500000000.00
1500000000.00
0.0455
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.050000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RL1R8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
3544000.00
3609013.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
2000000.00
2087334.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
84448800.00
106290903.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
25696000.00
31986810.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
1600000.00
1977276.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
489300.00
558354.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
2120000.00
2034845.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
140822900.00
135068879.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
7700000.00
7290504.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
11756200.00
11219362.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
100.00
99.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
84357100.00
83696236.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
3100000.00
3523133.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
14496900.00
14704123.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
19379800.00
19247437.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
1139000.00
1534144.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
40500.00
65586.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2036-02-15
4.500000
100.00
138.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
100.00
142.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
229400.00
324769.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
2662700.00
3924342.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
2001000.00
2423815.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
3000000.00
3217833.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
1260300.00
1466421.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
6117100.00
7361420.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
16639400.00
17342848.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
6571000.00
6956964.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
3300000.00
3385047.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
100.00
116.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
5729300.00
5892718.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
9096000.00
9544706.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
12200000.00
13066749.54
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
490000000.00
490000000.00
0.0149
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RL1W7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA1840 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
650000000.00
93552537.94
Agency Mortgage-Backed Securities
GNII SF MA6711 M
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
251421996.00
137659821.92
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
23961681.00
24228704.60
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
248000000.00
248000000.00
0.0075
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RL271
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
2028-06-30
1.250000
199800000.00
198435376.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
119450000.00
121921547.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
6992100.00
7064514.13
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
321000000.00
321000000.00
0.0097
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RL2D8
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
25075600.00
26076877.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
154156800.00
158327771.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
199690000.00
202161133.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
223757200.00
223423569.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
58182800.00
57758535.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-15
0.375000
355800.00
352199.59
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0005
655000000.00
655000000.00
0.0199
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RL2V8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF BN0239 X
549300M8ZYFG0OCMTT87
2050-02-15
2.500000
4131496.00
3375526.25
Agency Mortgage-Backed Securities
GNMI SF AQ0553 X
549300M8ZYFG0OCMTT87
2046-11-15
4.000000
28416320.00
5976483.08
Agency Mortgage-Backed Securities
GNMI SP 783532 X
549300M8ZYFG0OCMTT87
2042-02-15
3.500000
643887.00
69943.44
Agency Mortgage-Backed Securities
GNMI SP 783276 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
187273.00
14443.42
Agency Mortgage-Backed Securities
GNII RG CF2388 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
119632.00
125593.44
Agency Mortgage-Backed Securities
GNII SF CF5245 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
3206100.00
3342365.98
Agency Mortgage-Backed Securities
GNII SF AN9718 C
549300M8ZYFG0OCMTT87
2045-07-20
3.500000
1211626.00
377151.55
Agency Mortgage-Backed Securities
GNII SP 784658 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
2000000.00
154171.88
Agency Mortgage-Backed Securities
GNII SP 785706 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
72273920.00
76210190.57
Agency Mortgage-Backed Securities
GNII SP 785707 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
53690000.00
56614130.40
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
142000000.00
142000000.00
0.0043
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RL313
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AQ0563 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
8717648.00
2624162.21
Agency Mortgage-Backed Securities
GNMI SF AQ0567 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
34000000.00
7105250.57
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
14073088.00
2363692.33
Agency Mortgage-Backed Securities
GNII SP 784689 C
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
1180000.00
678792.09
Agency Mortgage-Backed Securities
GNMI SP 785100 X
549300M8ZYFG0OCMTT87
2045-04-15
4.000000
10872768.00
7581997.34
Agency Mortgage-Backed Securities
GNMI SP 783127 X
549300M8ZYFG0OCMTT87
2040-10-15
5.000000
16900000.00
663140.32
Agency Mortgage-Backed Securities
GNMI SF BE1647 X
549300M8ZYFG0OCMTT87
2048-02-15
3.500000
2130000.00
1948793.17
Agency Mortgage-Backed Securities
GNII SP 785702 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
88392576.00
90855851.20
Agency Mortgage-Backed Securities
GNII RG CG5065 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
4738504.00
4754227.65
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
1196700.00
1307199.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
137594800.00
136268118.42
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
250000000.00
250000000.00
0.0076
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0RL3O3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2020-004 FB
549300M8ZYFG0OCMTT87
2050-01-20
0.725630
90000000.00
34264097.21
Agency Collateralized Mortgage Obligation
GNII SF MA2964 M
549300M8ZYFG0OCMTT87
2045-07-20
5.000000
2433000.00
400927.93
Agency Mortgage-Backed Securities
GNII SF MA2604 M
549300M8ZYFG0OCMTT87
2045-02-20
5.000000
1791834.00
295488.12
Agency Mortgage-Backed Securities
FNMS 05.000 CL889399
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
2311.00
30.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4724.00
867.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
262665116.00
52529661.81
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD0021
B1V7KEBTPIMZEU4LTD58
2024-08-01
4.500000
4258.00
38.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0051
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.500000
1181.00
61.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0398
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
1707.00
67.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0521
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
10550588.00
6408783.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
22095806.00
1637511.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4938
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
3031.00
2044.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0618
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
11821.00
920.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
2185.00
135.11
Agency Mortgage-Backed Securities
GNII SF MA1841 M
549300M8ZYFG0OCMTT87
2044-04-20
5.000000
8461168.00
897779.59
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
20000000.00
5028156.24
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
11404419.00
2687930.83
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
2028801.00
604227.04
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
96997563.00
91601962.18
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
5508960.00
3975354.86
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
20278496.00
19681929.12
Agency Mortgage-Backed Securities
GNII SF MA7418 M
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
12580038.00
12689456.73
Agency Mortgage-Backed Securities
GNMI SP 782736 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
299992000.00
17527501.28
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
27737000.00
33823226.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
43129100.00
64001246.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
7220400.00
8726069.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
100.00
126.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
1318800.00
1151095.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
400.00
441.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
100.00
108.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
1482000.00
1493109.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
0.750000
100.00
98.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
500.00
498.37
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
350000000.00
350000000.00
0.0106
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RL3Q8
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
2026-04-30
0.750000
43403000.00
42840030.07
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
42000000.00
42000000.00
0.0013
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RL3R6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
9521024.00
3997261.56
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU1319
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
15708420.00
5233852.09
Agency Mortgage-Backed Securities
04.000 FGPC V82963 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
188990505.00
77484018.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB1193
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
9130856.00
7770152.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4434
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1000.00
358.84
Agency Mortgage-Backed Securities
04.000 FGPC G06835 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
34596605.00
7103552.38
Agency Mortgage-Backed Securities
03.500 FGPC G07270 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
28021217.00
6269332.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3038039.00
1054657.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4355
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
15766055.00
6650913.80
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7025
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
74496000.00
68890935.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7228
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
99313231.00
92704175.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7818
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
11706096.00
3500949.09
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM8172
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
5372419.00
3581753.79
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8504
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
23595600.00
20034460.51
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8176
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.500000
75639735.00
73269689.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7376
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
70852174.00
67775366.82
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM4199
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
10990100.00
5921648.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7684
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
13056038.00
4424497.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4287
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
6419537.00
4272567.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3306
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8941225.00
3561667.20
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
100.00
117.18
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
450000000.00
450000000.00
0.0136
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RL3W5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
1406100.00
1699313.86
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
1665880.00
1665880.00
0.0001
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0RL412
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
1145000.00
996404.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
782272400.00
807444692.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
5499049000.00
5692716239.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
797500.00
807142.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
7280800.00
7444982.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
693012600.00
689183535.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
356019900.00
352560112.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.375000
66411300.00
65878692.20
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
7617000000.00
7617000000.00
0.2309
N
Y
Y
N
The Charles Schwab Family of Funds
2021-11-05
Mark Fischer
Mark Fischer
Chief Financial Officer