0001145549-21-074091.txt : 20211207
0001145549-21-074091.hdr.sgml : 20211207
20211207155047
ACCESSION NUMBER: 0001145549-21-074091
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20211207
DATE AS OF CHANGE: 20211207
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: 211475914
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
2021-11-30
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
34
70
22482458470.45
22693337186.61
23046516634.00
23007807765.23
29043622577.17
29012539508.03
29130146272.85
29160487144.23
0.00
0.6778
0.6828
0.6910
0.6892
0.8756
0.8729
0.8734
0.8735
0.0000
0.32
33376516158.35
33376599773.00
21014381.66
2445731.35
33395168423.63
33394800131.8200
1.0000
0.0008
1.0001
1.0000
1.0000
1.0000
0.0000
C000012381
0.00
21996639495.47
21996422582.6700
1.0001
1.0000
1.0000
1.0000
0.0000
307681134.86
131799390.10
86915236.07
60848140.09
478158378.36
191551866.91
61812296.67
39489924.10
0.00
0.00
992367582.93
423689321.20
0.0001
Y
Investment Advisor and its affiliates Contractual 156,750 Investment Advisor and its affiliates Voluntary 6,695,054
C000151955
0.00
6845604878.55
6845460398.9600
1.0001
1.0000
1.0001
1.0000
0.0000
63205991.84
157828676.27
65553121.16
89492889.76
111544383.59
110118898.31
65905753.81
66625483.58
0.00
0.00
328045129.23
459546576.65
0.0001
Y
Investment Advisor and its affiliates Contractual 49,430 Investment Advisor and its affiliates Voluntary 1,546,989
C000222229
1000000.00
4552924049.61
4552917150.1900
1.0000
1.0000
1.0000
1.0000
0.0000
181586872.40
92583586.69
109540857.96
138671389.06
66563630.58
139083761.92
90237278.59
81819647.23
0.00
0.00
465453344.82
499336922.47
0.0001
Y
Investment Advisor and its affiliates Contractual 33,231 Investment Advisor and its affiliates Voluntary 471,017
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.060000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
57875000.00
57875000.00
0.0017
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
26230000.00
26230000.00
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
12855000.00
12855000.00
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-01
2022-02-28
2022-02-28
N
N
N
0.0004
119038239.46
119038239.46
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.210000%
3130APSD8
2549001DPIFGXC1TOL40
US3130APSD84
U.S. Government Agency Debt
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0023
118078199.92
118078199.92
0.0035
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
0.0016
37756547.77
37756547.77
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
0.0016
33958965.40
33958965.40
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313313QD3
US313313QD30
U.S. Government Agency Debt
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0002
6999980.54
6999980.54
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
0.0011
9394776.89
9394776.89
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
0.0013
23581611.12
23581611.12
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
0.0013
56553244.44
56553244.44
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
0.0003
5034285.75
5034285.75
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
0.0007
1591948.07
1591948.07
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
0.0010
1007614.52
1007614.52
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
0.0010
14103229.73
14103229.73
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
0.0013
5159509.96
5159509.96
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
2021-12-01
2022-07-25
2022-07-25
N
N
N
0.0005
58233577.91
58233577.91
0.0017
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
2021-12-01
2022-03-10
2022-03-10
N
N
N
0.0006
66413736.84
66413736.84
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
0.0010
3207442.98
3207442.98
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.700000%
3133ELEW0
US3133ELEW01
U.S. Government Agency Debt
Y
2022-09-19
2022-09-19
2022-09-19
N
N
N
0.0015
4049439.44
4049439.44
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
0.0016
5386479.58
5386479.58
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.072500%
3133EM4G4
US3133EM4G49
U.S. Government Agency Debt
Y
2021-12-01
2023-05-01
2023-05-01
N
N
N
0.0006
117814755.63
117814755.63
0.0035
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
2021-12-01
2022-09-08
2022-09-08
N
N
N
0.0002
188514949.94
188514949.94
0.0056
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
2021-12-01
2022-10-21
2022-10-21
N
N
N
0.0006
118050813.16
118050813.16
0.0035
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
2021-12-01
2021-12-30
2021-12-30
N
N
N
0.0007
28200064.58
28200064.58
0.0008
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
2021-12-01
2022-07-08
2022-07-08
N
N
N
0.0006
94518578.70
94518578.70
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.075000%
3133EMQ96
US3133EMQ962
U.S. Government Agency Debt
Y
2021-12-07
2023-07-13
2023-07-13
N
N
N
0.0007
47104468.38
47104468.38
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
0.0014
23593830.25
23593830.25
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
2021-12-01
2023-07-21
2023-07-21
N
N
N
0.0003
155325826.39
155325826.39
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
0.0010
117775519.98
117775519.98
0.0035
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.150000%
3133ENDS6
US3133ENDS63
U.S. Government Agency Debt
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0018
94568344.00
94568344.00
0.0028
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
2021-12-01
2022-03-04
2022-03-04
N
N
N
0.0005
150357623.52
150357623.52
0.0045
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
2021-12-01
2022-03-11
2022-03-11
N
N
N
0.0005
36820573.04
36820573.04
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
2021-12-01
2022-06-02
2022-06-02
N
N
N
0.0005
187181217.96
187181217.96
0.0056
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
0.0007
5154759.68
5154759.68
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
2021-12-01
2022-08-19
2022-08-19
N
N
N
0.0011
230964716.65
230964716.65
0.0069
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
2021-12-01
2022-09-09
2022-09-09
N
N
N
0.0007
131776943.09
131776943.09
0.0039
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2021-12-01
2022-04-07
2022-04-07
N
N
N
0.0006
111934860.99
111934860.99
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
2021-12-01
2022-04-15
2022-04-15
N
N
N
0.0005
129490835.16
129490835.16
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
2021-12-01
2022-05-19
2022-05-19
N
N
N
0.0007
186148390.80
186148390.80
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
2021-12-01
2022-05-27
2022-05-27
N
N
N
0.0006
109848375.51
109848375.51
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
1353359.22
1353359.22
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
23786266.78
23786266.78
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
0.0015
10648303.85
10648303.85
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
2021-12-01
2022-04-29
2022-04-29
N
N
N
0.0007
93085058.73
93085058.73
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
2021-12-01
2022-05-09
2022-05-09
N
N
N
0.0007
139110820.53
139110820.53
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
0.0007
176179070.24
176179070.24
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
2021-12-07
2021-12-07
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 0.040000%
34074HBQ4
549300W0PCIJCI0JCF10
US34074HBQ48
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2041-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0004
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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 0.070000%
46940YBE0
US46940YBE05
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2036-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0007
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0008
24900000.00
24900000.00
0.0007
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
2021-12-07
2021-12-07
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 0.060000%
64986MD51
5493000LS7KCDB02O506
US64986MD515
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2032-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
11600000.00
11600000.00
0.0003
N
N
Y
N
New York State HFA
HOUSING RB SERIES 2005A 0.060000%
64986MJ71
5493000LS7KCDB02O506
US64986MJ710
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2036-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
19800000.00
19800000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (316 11TH AVE) SERIES 2007A 0.060000%
64986MK79
5493000LS7KCDB02O506
US64986MK791
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0006
1005000.00
1005000.00
0.0000
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.080000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
9895000.00
9895000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.080000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0008
10080000.00
10080000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.090000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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 0.070000%
79765TBY0
5493001TPOZL3UK8DX25
US79765TBY01
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2034-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0007
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
2021-12-07
2021-12-07
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0006
13340000.00
13340000.00
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0011
9940000.00
9940000.00
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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%
912796K57
254900HROIFWPRGM1V77
US912796K576
U.S. Treasury Debt
Y
2022-07-14
2022-07-14
2022-07-14
N
N
N
0.0011
168184031.20
168184031.20
0.0050
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
0.0013
107103002.22
107103002.22
0.0032
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
0.0014
124421518.38
124421518.38
0.0037
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
0.0017
146568734.70
146568734.70
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
0.0021
105742570.17
105742570.17
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
0.0005
151764149.09
151764149.09
0.0045
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
0.0007
344670584.52
344670584.52
0.0103
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
0.0008
147978297.54
147978297.54
0.0044
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
0.0005
378006770.89
378006770.89
0.0113
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
0.0007
326900995.48
326900995.48
0.0098
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
0.0018
106733822.24
106733822.24
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
0.0021
154954766.25
154954766.25
0.0046
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
0.0012
60332017.80
60332017.80
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
0.0006
394854566.48
394854566.48
0.0118
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828W89
254900HROIFWPRGM1V77
US912828W895
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0007
134294561.30
134294561.30
0.0040
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
0.0014
141732836.00
141732836.00
0.0042
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
912828XR6
254900HROIFWPRGM1V77
US912828XR65
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0011
95774254.75
95774254.75
0.0029
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
0.0014
38557752.93
38557752.93
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
0.0016
455026843.15
455026843.15
0.0136
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
0.0018
386661775.46
386661775.46
0.0116
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
0.0012
37545825.38
37545825.38
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.204000%
912828Z45
254900HROIFWPRGM1V77
US912828Z450
U.S. Treasury Debt
Y
2021-12-01
2022-01-31
2022-01-31
N
N
N
0.0005
274823240.11
274823240.11
0.0082
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
0.0005
59330088.45
59330088.45
0.0018
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.164000%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-12-01
2022-04-30
2022-04-30
N
N
N
0.0004
395799299.32
395799299.32
0.0119
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.105000%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2021-12-01
2022-07-31
2022-07-31
N
N
N
0.0006
233471709.82
233471709.82
0.0070
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
0.0012
116003082.12
116003082.12
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
0.0018
346364016.08
346364016.08
0.0104
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
0.0021
251323753.83
251323753.83
0.0075
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.105000%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2021-12-01
2022-10-31
2022-10-31
N
N
N
0.0005
100049348.00
100049348.00
0.0030
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.099000%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2021-12-01
2023-01-31
2023-01-31
N
N
N
0.0008
447615150.70
447615150.70
0.0134
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.084000%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2021-12-01
2023-04-30
2023-04-30
N
N
N
0.0008
115210743.55
115210743.55
0.0034
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.079000%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2021-12-01
2023-07-31
2023-07-31
N
N
N
0.0008
94998291.90
94998291.90
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.085000%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2021-12-01
2023-10-31
2023-10-31
N
N
N
0.0009
76799902.46
76799902.46
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
2021-12-07
2021-12-07
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
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
2490.00
429.23
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
312504.00
81980.92
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
6986923.00
1743052.17
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
117843.00
38820.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
14397678.00
9436351.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
5309204.00
342767.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
26739556.00
7125060.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
10191466.00
350963.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
4615901.00
1546890.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-05-15
3.500000
33371000.00
6252907.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-06-15
3.500000
2780000.00
1251163.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-09-15
3.500000
10000000.00
7392377.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-12-15
3.500000
1815000.00
352706.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-09-15
5.000000
2300000.00
610648.16
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
108743000.00
5947128.58
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
19742596.00
256341.82
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
2.139780
4225494.00
116028.45
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
2.008240
5522676.00
91430.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
2.094730
38536733.00
2007572.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.062320
72868757.00
2548048.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.111740
5057473.00
106762.66
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.064440
3652935.00
64505.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.215030
18618877.00
387990.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
5975551.00
4116407.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-15
3.000000
681007.00
688610.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-04-15
3.500000
2196000.00
1565925.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.340790
18168897.00
7702535.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-06-25
3.000000
3406.00
712.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
782197.00
230692.72
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
7823423.00
3838250.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT4903
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
6778500.00
2475474.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6896
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
3993593.00
2979937.75
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
2659665.00
785448.95
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4963
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
4589540.00
3118039.33
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2302
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
51354.00
14344.29
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
9906156.00
4736903.65
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
508060.00
513620.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1924
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.340000
18201991.00
18667852.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1993
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
3413226.00
3390345.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0526
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
7458126.00
4013189.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1702
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
5429720.00
2815361.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3135949.00
1480811.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5231
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
6380000.00
4510607.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7057
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
14327734.00
12913994.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8233
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
209468769.00
201256678.36
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0288
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
1205403.00
683330.58
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
2613235.00
719531.34
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9012
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
942384.00
258533.26
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
10826361.00
5960349.22
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8507
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
1092715.00
998635.42
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
101714249.00
28887957.97
Agency Mortgage-Backed Securities
03.500 FGPC Q36002 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.500000
9287853.00
2318158.98
Agency Mortgage-Backed Securities
04.000 FGPC Q36480 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
9731802.00
4219752.83
Agency Mortgage-Backed Securities
04.500 FGPC Q60187 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
4952361.00
2305301.88
Agency Mortgage-Backed Securities
04.000 FGPC Q54411 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
7684152.00
3235122.64
Agency Mortgage-Backed Securities
03.500 FGPC G60866 G
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
105240811.00
50128109.29
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
2262224.00
754989.64
Agency Mortgage-Backed Securities
04.500 FGPC G61548 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
11883800.00
4823225.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7246
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
3289922.00
2863125.43
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
33974.00
28940.68
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
210176.00
197201.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3913
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
1631105.00
1506347.48
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5288
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
48191.00
46440.20
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
1259541.00
1182633.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4931
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
40436560.00
39589470.11
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5256
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
464216.00
448319.16
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
417398.00
416861.86
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5680
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
13577.00
13318.17
Agency Mortgage-Backed Securities
FMAR 841075 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.286000
3598813.00
1293210.66
Agency Mortgage-Backed Securities
FMAR 1Q1831 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
2.092000
2124391.00
355126.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9740
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.870000
135805.00
131397.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3816
B1V7KEBTPIMZEU4LTD58
2033-11-01
2.110000
229398.00
233114.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1172
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
122945.00
128307.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4580
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
5160384.00
4881827.85
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2021-12-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0142
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
51143.00
664.05
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
21627.00
5673.53
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
17968021.00
4482545.17
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
56953.00
18761.98
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
1298715.00
851188.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
29070796.00
1876839.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-04-15
2.250000
64155963.00
2209338.94
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-11-15
3.000000
3464099.00
1160895.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-12-15
3.000000
30000000.00
2075432.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-07-15
3.500000
25000000.00
4433282.75
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
5109174.00
3519582.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-02-15
3.500000
4351904.00
531324.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-15
3.000000
9539.00
9645.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2031-06-15
4.500000
15898658.00
3427307.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
4.000000
25000000.00
1501912.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-05-15
2.340790
3834018.00
1625396.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-06-25
3.000000
17792138.00
3721622.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
645299.00
190317.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.111740
1000.00
21.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.064440
1205.00
21.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.215030
66303676.00
1381674.08
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBE8485
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
2771379.00
1682641.69
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0104
B1V7KEBTPIMZEU4LTD58
2056-02-01
4.000000
4716953.00
2510553.23
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3568
B1V7KEBTPIMZEU4LTD58
2031-10-01
1.720000
16428000.00
16258718.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU0956
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
137023.00
143183.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
65354240.00
26834461.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2305
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1533491.00
724122.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5968
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
14937667.00
12149815.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7057
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
24505998.00
22087954.26
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
25912405.00
22982213.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI3423
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
17949310.00
1398161.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7072
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.500000
3934807.00
1403314.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO6698
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
1310955.00
204266.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO8714
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
382033.00
104473.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2367
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1924030.00
447516.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW4272
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
5656153.00
1546005.64
Agency Mortgage-Backed Securities
03.500 FGPC G07143 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
1374305.00
268380.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
970000.00
218164.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6896
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
1952101.00
1456618.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
9729308.00
2873247.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4883
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
273786.00
104123.98
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
22464159.00
10741861.60
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3549
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
9984554.00
1608750.68
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8611
S6XOOCT0IEG5ABCC6L87
2031-05-01
3.000000
128929.00
35499.47
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9012
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
226451.00
62124.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9742
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
5834039.00
2579169.88
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0535
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
5061941.00
2786803.07
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0030
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
1250000.00
630504.08
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0297
S6XOOCT0IEG5ABCC6L87
2035-03-01
3.000000
1500000.00
976699.29
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
4678919.00
1328864.11
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD7527
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
3600000.00
3304440.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8129
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
98104088.00
83069361.97
Agency Mortgage-Backed Securities
04.500 FGPC Q23528 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
2997780.00
876653.42
Agency Mortgage-Backed Securities
03.500 FGPC Q42650 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1400000.00
458077.28
Agency Mortgage-Backed Securities
09.000 FRPC G80355 G
S6XOOCT0IEG5ABCC6L87
2030-07-15
9.000000
2427015.00
207544.21
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6202
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
5259011.00
4358816.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3887
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
5292956.00
4961440.15
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4050
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
7110124.00
6056744.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC7184
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
2078071.00
2211951.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC9768
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
5543567.00
5989758.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD0298
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
4284394.00
4540502.29
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0176
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
16419284.00
10333850.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4014
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
44903161.00
25028300.83
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ9926
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
2164819.00
914867.58
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK1241
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
2123754.00
1388318.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5216
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
3451125.00
1123246.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5622
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.063000
6129.00
5065.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL2195
B1V7KEBTPIMZEU4LTD58
2024-04-01
3.010000
1750128.00
1789458.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6108
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.215000
4271151.00
4317900.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1501
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
80261273.00
35753410.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5935
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
59098876.00
29169476.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0975
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
4120303.00
1346320.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1465
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1537988.00
915904.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3497
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1264282.00
684690.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6702
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
58209685.00
29798453.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO0963
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
3082705.00
1076633.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1496
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
2220645.00
1030757.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7705
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
5049444.00
4105606.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP2373
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
3366068.00
471302.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2904
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5000000.00
4632205.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1990
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
4155898.00
4128038.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1993
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
1697311.00
1685933.08
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2049
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.290000
4220000.00
4302423.87
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0329
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2614905.00
2618277.47
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0461
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2968000.00
2984190.77
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0481
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
1414850.00
1419837.77
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU8023
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
8532708.00
8776950.74
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
132516.00
124335.58
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3913
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
2366105.00
2185129.91
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4526
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.000000
101572.00
95370.03
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5517
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
640859.00
640035.83
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5680
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
5328131.00
5226557.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA6009
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
5702151.00
6035513.43
Agency Mortgage-Backed Securities
FMAR 841075 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.286000
790936.00
284217.84
Agency Mortgage-Backed Securities
FMAR 1B6494 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.016000
2070860.00
1479744.98
Agency Mortgage-Backed Securities
FMAR 1Q1831 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
2.092000
2770554.00
463143.31
Agency Mortgage-Backed Securities
04.000 FGPC Q47721 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
788000.00
215863.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6121
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
852817.00
218850.13
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9740
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.870000
264257.00
255680.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD2263
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
4016084.00
4227553.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT3370
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
860727.00
218672.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3816
B1V7KEBTPIMZEU4LTD58
2033-11-01
2.110000
228305.00
232003.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1172
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
84564.00
88252.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1942
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1480003.00
1509291.91
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-02-03
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0007
474000000.00
474000000.00
0.0142
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
FEPC 04.500 CLZM5455
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
2231110.00
1342843.68
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8057
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1565953.00
847130.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4587
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
7104578.00
1375012.24
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO6754
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
22862115.00
6419793.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9381
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
6493000.00
1876064.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP7960
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.500000
19471925.00
1766026.87
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9047
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
29000000.00
5585916.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
1024.00
461.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0224
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
3724888.00
1615946.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2883
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3109766.00
2558261.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5291
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
10243750.00
4411614.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3897
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.835000
4911807.00
994469.98
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7025
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
196996.00
179230.24
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
54100.00
47982.34
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0290
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
147906646.00
142522903.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1634
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
178998.00
40955.62
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3695
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
283000.00
70458.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4080
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
193000.00
97037.58
Agency Mortgage-Backed Securities
GNII SF MA1840 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
14066.00
1968.86
Agency Mortgage-Backed Securities
GNII SF MA2961 M
549300M8ZYFG0OCMTT87
2045-07-20
3.500000
6729944.00
1211456.05
Agency Mortgage-Backed Securities
GNII SF MA4383 M
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
1093.00
214.59
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
146702.00
40722.54
Agency Mortgage-Backed Securities
GNII SF MA7191 M
549300M8ZYFG0OCMTT87
2051-02-20
1.500000
1000.00
922.06
Agency Mortgage-Backed Securities
GNII SF MA7371 M
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
4201331.00
3951113.20
Agency Mortgage-Backed Securities
GNPL LM CA7648
549300M8ZYFG0OCMTT87
2060-03-15
2.880000
2950887.00
3148688.11
Agency Mortgage-Backed Securities
GNII SF CI3674 C
549300M8ZYFG0OCMTT87
2051-09-20
4.500000
380522.00
404684.08
Agency Mortgage-Backed Securities
GNII SP 785087 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
412300.00
214877.38
Agency Mortgage-Backed Securities
GNII SP 785120 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
1165.00
516.18
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0738
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
6062350.00
1847886.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3546
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.000000
7000000.00
1817641.68
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
13055536.00
1844968.83
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8504
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
2270000.00
1884659.02
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8166
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
93697380.00
92504265.10
Agency Mortgage-Backed Securities
03.500 FGPC Q08911 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
6009608.00
1826700.71
Agency Mortgage-Backed Securities
03.500 FGPC Q10391 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
2000.00
324.28
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
21806302.00
6615204.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA2353
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.500000
390000.00
157823.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
96385.00
62817.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK0150
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
11912349.00
1844681.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2431
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
38627072.00
6165139.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6619
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.500000
15000000.00
5021510.13
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
5928000.00
1833468.57
Agency Mortgage-Backed Securities
03.000 FGPC J33608 G
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
10995600.00
4525113.08
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9047
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.500000
141955.00
67047.96
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9232
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
3138383.00
1862243.09
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK9676
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
4529769.00
1844601.73
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL1524
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
5269305.00
729935.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3176
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
5925102.00
1794294.31
Agency Mortgage-Backed Securities
FEPC 04.000 CIZM4856
S6XOOCT0IEG5ABCC6L87
2033-10-01
4.000000
1208347.00
471757.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6690
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
1549875.00
623058.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8090
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
43912.00
25564.76
Agency Mortgage-Backed Securities
FNMS 03.000 CIAT7197
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
691093.00
70920.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW4248
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
5056460.00
1793046.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK5469
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1544570.00
1031141.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1616
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
14200000.00
5874073.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3538
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1196845.00
181002.63
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR0948
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
8695184.00
8389383.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT5916
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1519309.00
1577861.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2333
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
4475968.00
2714629.64
Agency Mortgage-Backed Securities
FNMS 04.500 CICA3604
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.500000
5158872.00
1817631.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4341
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.000000
275000.00
123020.34
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5969
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
181821236.00
143658562.42
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7514
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
2750646.00
2493420.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0912
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
100523134.00
105621454.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1527
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
13348122.00
13566731.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8026
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
41663.00
42346.15
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9072
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1013.00
1009.67
Agency Mortgage-Backed Securities
FNMS 05.500 K2938421
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
1397.00
73.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0615
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2683.00
111.88
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0468
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
1110517.00
472183.84
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9627
S6XOOCT0IEG5ABCC6L87
2046-02-01
3.500000
14855559.00
5920362.68
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0666
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
41938281.00
42061265.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7525
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
631396.00
565646.49
Agency Mortgage-Backed Securities
04.500 FGPC Q03021 G
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.500000
11088230.00
2708187.29
Agency Mortgage-Backed Securities
05.000 FGPC V84290 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
5.000000
8977140.00
1728344.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD2006
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1907890.00
2007683.46
Agency Mortgage-Backed Securities
FEPC 02.000 3PQU7560
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
985000.00
825420.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA5548
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
57157.00
57826.64
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5943
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
806616.00
804338.87
Agency Mortgage-Backed Securities
03.500 FGPC G07233 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
980578.00
298354.79
Agency Mortgage-Backed Securities
04.500 FGPC C91288 G
S6XOOCT0IEG5ABCC6L87
2030-02-01
4.500000
5000000.00
251474.42
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE4281
B1V7KEBTPIMZEU4LTD58
2025-09-01
3.500000
2856.00
78.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2435
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
61642836.00
8462442.75
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.125000
48000.00
47909.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-16
0.00
900.00
899.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
4008000.00
3433172.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
10000000.00
9090097.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
2459400.00
2713306.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
5000100.00
6021182.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
16302000.00
16462822.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
15000000.00
18897320.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
6224600.00
5805304.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
6000000.00
5971454.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
25000000.00
24303136.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
2685000.00
2672067.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
6176900.00
6169953.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
9862000.00
9838257.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-15
0.250000
16075300.00
15909845.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
20000000.00
19679960.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
0.00
26000000.00
25999116.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
16160000.00
36817305.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
23000000.00
26349511.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
20000000.00
33547975.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
16380000.00
25724001.87
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
941000000.00
941000000.00
0.0282
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
GNRM 2018-014 MA
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1445.00
183.80
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLCA7605
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
35800958.00
34823848.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8830
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
68533233.00
68470475.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA9306
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
1639041.00
1577345.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
8464632.00
7035416.17
Agency Mortgage-Backed Securities
GNII JM MA2882 M
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
1221.00
108.99
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
129929.00
23040.49
Agency Mortgage-Backed Securities
GNII SF MA7314 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
6310703.00
5972915.04
Agency Mortgage-Backed Securities
GNMI SF BG9735 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
2905754.00
1538821.97
Agency Mortgage-Backed Securities
GNII SF BT4875 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
293825.00
242324.61
Agency Mortgage-Backed Securities
GNII SF BW9125 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
2032.00
1624.51
Agency Mortgage-Backed Securities
GNII RG CG2587 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
240047.00
229103.96
Agency Mortgage-Backed Securities
GNII RG CG5453 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
205010.00
204842.37
Agency Mortgage-Backed Securities
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
6231.00
2291.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2349
S6XOOCT0IEG5ABCC6L87
2041-11-01
3.500000
5118877.00
1706026.39
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0420
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
3755733.00
1573647.90
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
12032528.00
1642880.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0612
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
17485675.00
17007670.35
Agency Mortgage-Backed Securities
03.500 FGPC Q08610 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
5744440.00
1682545.18
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5435
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
7658418.00
7822224.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8408
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
20178137.00
1507508.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3339
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
5304490.00
3145317.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5220
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
66125096.00
54349902.05
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
17433.00
12081.03
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
51687.00
33049.68
Agency Mortgage-Backed Securities
GNMI SF 616879 X
549300M8ZYFG0OCMTT87
2042-02-15
3.500000
13232.00
3412.07
Agency Mortgage-Backed Securities
GNMI SF 714687 X
549300M8ZYFG0OCMTT87
2024-06-15
4.000000
1198397.00
28704.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1632
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
2388237.00
2483386.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4830
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
12105095.00
8791091.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8441
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
22000000.00
22341616.07
Agency Mortgage-Backed Securities
GNII SF BD6194 C
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
7661.00
2003.42
Agency Mortgage-Backed Securities
GNMI SF BE1661 X
549300M8ZYFG0OCMTT87
2048-04-15
3.500000
1468422.00
1519392.24
Agency Mortgage-Backed Securities
GNII SF BN0243 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1582679.00
1708774.84
Agency Mortgage-Backed Securities
GNII SF BQ9566 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
8683.00
6763.69
Agency Mortgage-Backed Securities
GNII SF CH2865 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
12659985.00
13383605.58
Agency Mortgage-Backed Securities
GNII RG CH7257 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
5172680.00
5026975.27
Agency Mortgage-Backed Securities
GNII RG CH7258 C
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
1853828.00
1943657.25
Agency Mortgage-Backed Securities
GNII RG CH7259 C
549300M8ZYFG0OCMTT87
2044-01-20
3.000000
2196778.00
2298609.17
Agency Mortgage-Backed Securities
GNII RG CH7260 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
224246.00
233032.71
Agency Mortgage-Backed Securities
GNII RG CH7270 C
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
2179.00
2392.89
Agency Mortgage-Backed Securities
GNII SF CI4091 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
632684.00
666243.25
Agency Mortgage-Backed Securities
GNII SF AT7572 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
190810.00
50424.21
Agency Mortgage-Backed Securities
GNII SF AZ3532 C
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
245318.00
128824.15
Agency Mortgage-Backed Securities
05.500 FGPC L10226 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.500000
91027074.00
1677614.57
Agency Mortgage-Backed Securities
03.500 FGPC G07233 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
4698627.00
1429624.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5184
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
5079698.00
1638677.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN4057
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
3132176.00
1533965.72
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6078
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
28889913.00
9734956.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8090
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
2648601.00
1541966.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1651
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
1635950.00
1673389.20
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT4283
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
1469311.00
1513484.21
Agency Mortgage-Backed Securities
GNII SF 705308 C
549300M8ZYFG0OCMTT87
2039-01-20
7.250000
183329.00
32355.88
Agency Mortgage-Backed Securities
03.500 FGPC Q07944 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
7986084.00
1593892.00
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-01-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
285000000.00
285000000.00
0.0085
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
2026-04-30
0.750000
200.00
196.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
4687000.00
4647816.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
5233800.00
5145505.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
11518600.00
11970809.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
200.00
236.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
100.00
100.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
100.00
99.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
35600.00
35604.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
900.00
899.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
201200.00
193373.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
95.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
2094800.00
1987857.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
238000.00
273260.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
100.00
97.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
200.00
198.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
200.00
255.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
200.00
174.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
200.00
200.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
100.00
99.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
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501.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
100.00
105.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
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103.85
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
1012600.00
1268767.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
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106.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
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530.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
5000.00
5516.20
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
10710500.00
11286614.83
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
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0.875000
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379.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-20
0.00
7137600.00
7137071.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-25
0.00
10001400.00
10000769.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
6.000000
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122.02
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
25000200.00
32004355.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
100.00
144.99
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
2339000.00
3572184.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
1300.00
1916.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
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132.49
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
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134308.16
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
2406800.00
3600053.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
1063800.00
1626168.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
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158342.18
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
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2.500000
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104.96
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
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0.500000
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701.91
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
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2.250000
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2079.51
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254900HROIFWPRGM1V77
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0.250000
11445400.00
13782693.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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2.250000
8465000.00
8827964.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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2.000000
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624.54
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254900HROIFWPRGM1V77
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3229000.00
3323073.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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0.625000
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1280.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
16291900.00
16724040.43
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UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
125.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
100.00
124.25
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254900HROIFWPRGM1V77
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1.750000
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705.77
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2022-01-24
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0006
135000000.00
135000000.00
0.0040
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RLJL2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-209 HL
549300M8ZYFG0OCMTT87
2051-11-20
1.500000
866905.00
859884.23
Agency Collateralized Mortgage Obligation
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.914380
53840.00
15711.31
Agency Collateralized Mortgage Obligation
GNRM 2018-014 MA
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
417142.00
53059.51
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
796271.00
150284.48
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
21609.00
5668.81
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
2501.00
623.93
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
142065.00
46800.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
2.111740
55494743.00
1171487.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
2.064440
50171495.00
885953.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
2.215030
4506522.00
93909.49
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-01-15
3.500000
309847.00
213445.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
2879098.00
849130.00
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBM1579
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
24634326.00
14990005.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5359
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2194680.00
781374.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7376
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
55364892.00
51951689.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
9610706.00
7987980.63
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
12308385.00
10467479.51
Agency Mortgage-Backed Securities
GNMI SF 766426 X
549300M8ZYFG0OCMTT87
2046-12-15
3.500000
2053955.00
1862137.13
Agency Mortgage-Backed Securities
GNII SF AA5293 C
549300M8ZYFG0OCMTT87
2042-04-20
3.500000
1051268.00
244138.35
Agency Mortgage-Backed Securities
GNMI SF 752099 X
549300M8ZYFG0OCMTT87
2032-12-15
3.500000
1513695.00
796485.18
Agency Mortgage-Backed Securities
GNMI SF 616879 X
549300M8ZYFG0OCMTT87
2042-02-15
3.500000
1029648.00
265509.86
Agency Mortgage-Backed Securities
GNMI SF 678169 X
549300M8ZYFG0OCMTT87
2038-09-15
5.500000
163612.00
113928.33
Agency Mortgage-Backed Securities
GNMI SF 705648 X
549300M8ZYFG0OCMTT87
2038-12-15
6.500000
1838644.00
130699.64
Agency Mortgage-Backed Securities
GNII SF BP4032 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
656848.00
629724.63
Agency Mortgage-Backed Securities
GNMI SF BP5564 X
549300M8ZYFG0OCMTT87
2049-09-15
3.000000
1273651.00
1282633.32
Agency Mortgage-Backed Securities
GNII SF BQ6980 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
2172329.00
2084881.26
Agency Mortgage-Backed Securities
GNII SF BR8629 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
154645.00
160848.05
Agency Mortgage-Backed Securities
GNII SF BS1445 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1233350.00
1283743.62
Agency Mortgage-Backed Securities
GNII SF BS2811 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
1126019.00
1163833.55
Agency Mortgage-Backed Securities
GNII SF BS6314 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
487806.00
168827.26
Agency Mortgage-Backed Securities
GNII SF BT1002 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
600000.00
546610.92
Agency Mortgage-Backed Securities
GNII SF BT3785 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
4620313.00
1996602.17
Agency Mortgage-Backed Securities
GNII SF BT3781 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
480485.00
166697.41
Agency Mortgage-Backed Securities
GNII SF BT3782 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
2664319.00
1328644.29
Agency Mortgage-Backed Securities
GNII SF BT4875 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
779964.00
643255.24
Agency Mortgage-Backed Securities
GNII SF BT4876 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1022656.00
1066575.63
Agency Mortgage-Backed Securities
GNII SF BT5682 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
2382560.00
2176805.52
Agency Mortgage-Backed Securities
GNII SF BT9273 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
2245289.00
1798409.15
Agency Mortgage-Backed Securities
GNII SF BT9274 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
2116218.00
1729452.52
Agency Mortgage-Backed Securities
GNII SF BU2424 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1057490.00
1098603.24
Agency Mortgage-Backed Securities
GNII SF BU2444 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1161952.00
1208032.89
Agency Mortgage-Backed Securities
GNII SF BU3323 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
751853.00
776421.02
Agency Mortgage-Backed Securities
GNII SF BU3325 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1052399.00
1082745.15
Agency Mortgage-Backed Securities
GNII SF BU6922 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
2211763.00
1140592.05
Agency Mortgage-Backed Securities
GNII SF BU6923 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
832063.00
570016.68
Agency Mortgage-Backed Securities
GNII SF BU7537 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
918311.00
804069.87
Agency Mortgage-Backed Securities
GNII SF BV0848 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
1130050.00
1175713.99
Agency Mortgage-Backed Securities
GNII SF BV4619 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1579526.00
1642018.51
Agency Mortgage-Backed Securities
GNII SF BW2782 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
15940.00
12843.42
Agency Mortgage-Backed Securities
GNII SF BW5986 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
238311.00
254059.98
Agency Mortgage-Backed Securities
GNII SF BW7261 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
392579.00
302495.77
Agency Mortgage-Backed Securities
GNII SF BW9125 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
897453.00
717480.54
Agency Mortgage-Backed Securities
GNII SF BW9168 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
320711.00
267490.55
Agency Mortgage-Backed Securities
GNII SF BW9172 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
230285.00
237136.83
Agency Mortgage-Backed Securities
GNII SF BW9173 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
323848.00
205739.29
Agency Mortgage-Backed Securities
GNII SF BX1758 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
15990.00
11191.08
Agency Mortgage-Backed Securities
GNII SF BX1759 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
997167.00
770239.31
Agency Mortgage-Backed Securities
GNII SF BX5688 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1207700.00
734599.12
Agency Mortgage-Backed Securities
GNII SF BY2024 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
795107.00
520155.90
Agency Mortgage-Backed Securities
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
1922235.00
706797.75
Agency Mortgage-Backed Securities
GNMI SF AV9679 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
1674248.00
1500318.86
Agency Mortgage-Backed Securities
GNMI SF AX6229 X
549300M8ZYFG0OCMTT87
2047-05-15
4.000000
1458210.00
534367.27
Agency Mortgage-Backed Securities
GNMI SF AX6093 X
549300M8ZYFG0OCMTT87
2047-03-15
4.000000
768076.00
179600.91
Agency Mortgage-Backed Securities
GNII SF AY2380 C
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
378992.00
355277.69
Agency Mortgage-Backed Securities
GNII SF AY2382 C
549300M8ZYFG0OCMTT87
2047-06-20
3.250000
743710.00
483443.28
Agency Mortgage-Backed Securities
GNMI SF AZ3489 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
6016629.00
1836348.40
Agency Mortgage-Backed Securities
GNMI SF 723229 X
549300M8ZYFG0OCMTT87
2039-10-15
5.500000
28000000.00
1780457.18
Agency Mortgage-Backed Securities
GNII SF 729578 C
549300M8ZYFG0OCMTT87
2040-02-20
4.000000
6477833.00
455028.22
Agency Mortgage-Backed Securities
GNMI SF 736663 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
7107000.00
308982.60
Agency Mortgage-Backed Securities
GNII SF 737769 C
549300M8ZYFG0OCMTT87
2033-05-20
6.500000
1008.00
61.05
Agency Mortgage-Backed Securities
GNII SP 784920 C
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
147031.00
85174.54
Agency Mortgage-Backed Securities
GNII SP 784948 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
107278.00
80724.82
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
37151.00
25745.57
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
2473806.00
1581800.15
Agency Mortgage-Backed Securities
GNII SF BY2134 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
303495.00
323810.70
Agency Mortgage-Backed Securities
GNII SF BY2188 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
2220246.00
2234668.24
Agency Mortgage-Backed Securities
GNII SF BY2197 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
215743.00
231004.32
Agency Mortgage-Backed Securities
GNII SF BY3468 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
4164875.00
2991400.99
Agency Mortgage-Backed Securities
GNII SF BY5024 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
2106907.00
2170507.77
Agency Mortgage-Backed Securities
GNII SF BY5025 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1562071.00
929948.73
Agency Mortgage-Backed Securities
GNII SF BY5055 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
715040.00
756798.53
Agency Mortgage-Backed Securities
GNII SF BY5063 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
581089.00
621555.68
Agency Mortgage-Backed Securities
GNII SF BY8647 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
2830219.00
1713571.62
Agency Mortgage-Backed Securities
GNII SF BZ2611 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
672639.00
721769.62
Agency Mortgage-Backed Securities
GNII SF BZ2612 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
585424.00
628132.04
Agency Mortgage-Backed Securities
GNII SF BZ2613 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1952601.00
2093837.61
Agency Mortgage-Backed Securities
GNII SF BZ3548 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
770604.00
819060.13
Agency Mortgage-Backed Securities
GNII SF BZ3148 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
325687.00
340126.53
Agency Mortgage-Backed Securities
GNII SF BZ6486 C
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
1863003.00
1612153.47
Agency Mortgage-Backed Securities
GNII SF BZ6502 C
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
1108965.00
1213905.10
Agency Mortgage-Backed Securities
GNII SF BZ6503 C
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
1615379.00
1496084.51
Agency Mortgage-Backed Securities
GNII SF BZ9725 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
617987.00
669735.00
Agency Mortgage-Backed Securities
GNII SF CA2936 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1626746.00
1752263.54
Agency Mortgage-Backed Securities
GNII SF CA3602 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1140160.00
1207123.53
Agency Mortgage-Backed Securities
GNII SF CC1115 C
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1584118.00
1642741.26
Agency Mortgage-Backed Securities
GNII SF CF7063 C
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
475051.00
520995.76
Agency Mortgage-Backed Securities
GNII RG CG5452 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
951702.00
777422.59
Agency Mortgage-Backed Securities
GNII RG CG5454 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
4568761.00
4646515.75
Agency Mortgage-Backed Securities
GNII SF MA6716 M
549300M8ZYFG0OCMTT87
2050-05-20
6.000000
960793.00
419361.29
Agency Mortgage-Backed Securities
GNII SF BA1843 C
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
2056595.00
2110562.17
Agency Mortgage-Backed Securities
GNII SF BA9085 C
549300M8ZYFG0OCMTT87
2047-05-20
4.500000
1362539.00
638906.33
Agency Mortgage-Backed Securities
GNII SF BB0215 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
722623.00
320605.33
Agency Mortgage-Backed Securities
GNMI SF BB3468 X
549300M8ZYFG0OCMTT87
2047-08-15
4.000000
403659.00
254855.11
Agency Mortgage-Backed Securities
GNII SF BB3851 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
1706923.00
1071253.57
Agency Mortgage-Backed Securities
GNII SF BB5171 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1333245.00
1363685.75
Agency Mortgage-Backed Securities
GNII SF BB5203 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1587941.00
1669737.13
Agency Mortgage-Backed Securities
GNII SF BD6203 C
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
1487070.00
197060.04
Agency Mortgage-Backed Securities
GNII SF BE2182 C
549300M8ZYFG0OCMTT87
2048-03-20
4.500000
2341864.00
1181057.13
Agency Mortgage-Backed Securities
GNII SF BG1901 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1070661.00
189060.67
Agency Mortgage-Backed Securities
GNII SF BG1907 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1246560.00
139363.11
Agency Mortgage-Backed Securities
GNII SF BG6361 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
1567656.00
1031034.41
Agency Mortgage-Backed Securities
GNII SF BH3106 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1416599.00
844393.02
Agency Mortgage-Backed Securities
GNII SF BH7654 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1161575.00
123279.86
Agency Mortgage-Backed Securities
GNII SF BH7655 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1154762.00
294262.21
Agency Mortgage-Backed Securities
GNII SF BM9566 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
1596927.00
826369.82
Agency Mortgage-Backed Securities
GNII SF BN4984 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
2791496.00
721458.52
Agency Mortgage-Backed Securities
GNII SF AA6148 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
1250000.00
322843.29
Agency Mortgage-Backed Securities
GNII JM MA2882 M
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
4594.00
410.07
Agency Mortgage-Backed Securities
GNII SF MA5021 M
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
102488.00
20082.24
Agency Mortgage-Backed Securities
GNII SF MA5195 M
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
1944051.00
370476.50
Agency Mortgage-Backed Securities
GNII SF MA6157 M
549300M8ZYFG0OCMTT87
2049-08-20
5.000000
1042529.00
312948.75
Agency Mortgage-Backed Securities
GNII SF MA6477 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
79838.00
25071.32
Agency Mortgage-Backed Securities
GNII SF CI4091 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
6007768.00
6326436.04
Agency Mortgage-Backed Securities
GNII RG CI6071 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
5378574.00
5675032.63
Agency Mortgage-Backed Securities
GNMI SF CI7650 X
549300M8ZYFG0OCMTT87
2051-10-15
4.000000
1607756.00
1748083.60
Agency Mortgage-Backed Securities
GNII SF AZ7367 C
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
760496.00
483892.59
Agency Mortgage-Backed Securities
GNII SF 736305 C
549300M8ZYFG0OCMTT87
2027-05-20
7.000000
946542.00
200121.67
Agency Mortgage-Backed Securities
GNMI SF 736644 X
549300M8ZYFG0OCMTT87
2031-05-15
6.500000
1231390.00
386173.86
Agency Mortgage-Backed Securities
GNMI SP 784665 X
549300M8ZYFG0OCMTT87
2047-02-15
4.000000
2981010.00
1736457.12
Agency Mortgage-Backed Securities
GNII SF BY2128 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
48634.00
51037.66
Agency Mortgage-Backed Securities
GNII SF BY4948 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
154527.00
158711.81
Agency Mortgage-Backed Securities
GNII SF BY4967 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
416801.00
451398.87
Agency Mortgage-Backed Securities
GNII SF BY5056 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1563297.00
1247305.55
Agency Mortgage-Backed Securities
GNII SF BY5558 C
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1221218.00
1324979.28
Agency Mortgage-Backed Securities
GNII SF BZ3146 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
2005381.00
2154854.70
Agency Mortgage-Backed Securities
GNII SF BZ3147 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1004251.00
1075496.80
Agency Mortgage-Backed Securities
GNII SF BZ3132 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1985279.00
2039016.46
Agency Mortgage-Backed Securities
GNII SF BZ3202 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
833557.00
895072.65
Agency Mortgage-Backed Securities
GNII SF BZ6476 C
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
2054871.00
1923352.30
Agency Mortgage-Backed Securities
GNII SF CA2772 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
252578.00
260450.86
Agency Mortgage-Backed Securities
GNII SF CA2788 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
2038563.00
2191245.24
Agency Mortgage-Backed Securities
GNII SF CA2840 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
169397.00
173718.40
Agency Mortgage-Backed Securities
GNII SF CA2937 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1410015.00
1518140.63
Agency Mortgage-Backed Securities
GNII SF CB3227 C
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1298902.00
1392875.87
Agency Mortgage-Backed Securities
GNII SF CB3228 C
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1030477.00
1107425.46
Agency Mortgage-Backed Securities
GNII SF CB5160 C
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
1357958.00
1487420.00
Agency Mortgage-Backed Securities
GNII SF CC3195 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
1178028.00
1254546.86
Agency Mortgage-Backed Securities
GNII SF CC8722 C
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
1423673.00
1533237.01
Agency Mortgage-Backed Securities
GNII SF CD3283 C
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
1082386.00
1229759.91
Agency Mortgage-Backed Securities
GNII SF CH1236 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
700773.00
739626.26
Agency Mortgage-Backed Securities
GNII RG CH5471 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
9528110.00
10081735.54
Agency Mortgage-Backed Securities
GNII RG CH5472 C
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
1006186.00
1064626.74
Agency Mortgage-Backed Securities
GNII RG CH5787 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1769662.00
1856961.44
Agency Mortgage-Backed Securities
GNII SF CH7722 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
5788653.00
5754290.71
Agency Mortgage-Backed Securities
GNII SF AO7619 C
549300M8ZYFG0OCMTT87
2045-08-20
3.500000
395285.00
189907.06
Agency Mortgage-Backed Securities
GNII SF BD7935 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1305055.00
1000353.63
Agency Mortgage-Backed Securities
GNII SF BD9247 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
1049943.00
914838.72
Agency Mortgage-Backed Securities
GNII SF BG2631 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
1132235.00
339870.86
Agency Mortgage-Backed Securities
GNII SF BH3110 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1641198.00
986145.51
Agency Mortgage-Backed Securities
GNII SF MA6127 M
549300M8ZYFG0OCMTT87
2034-09-20
3.000000
1000000.00
326187.46
Agency Mortgage-Backed Securities
FNAR XX.XXX XXBM1491
B1V7KEBTPIMZEU4LTD58
2024-01-01
2.767000
935000.00
443068.27
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1942
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
5492016.00
5600701.68
Agency Mortgage-Backed Securities
GNMI SF 766745 X
549300M8ZYFG0OCMTT87
2027-05-15
2.500000
1457000.00
142194.79
Agency Mortgage-Backed Securities
GNII SF AA5593 C
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
3391569.00
549287.26
Agency Mortgage-Backed Securities
FMAR 1L0322 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
2.336000
10008383.00
5190050.20
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6078
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
13550392.00
4566039.15
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA8776
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.000000
3665004.00
1652559.23
Agency Mortgage-Backed Securities
GNII SF BO7454 C
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
1932306.00
1444679.45
Agency Mortgage-Backed Securities
GNII SF BR2764 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1329795.00
272373.90
Agency Mortgage-Backed Securities
GNII SF BT3786 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1107108.00
926535.39
Agency Mortgage-Backed Securities
GNII SF BT3788 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1112549.00
234819.30
Agency Mortgage-Backed Securities
GNII SF BT9270 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1576419.00
1415997.83
Agency Mortgage-Backed Securities
GNII SF BT9271 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
2118072.00
1631050.65
Agency Mortgage-Backed Securities
GNII SF BT9272 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1304938.00
1146704.18
Agency Mortgage-Backed Securities
GNII SF BT9465 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
2104531.00
2097791.82
Agency Mortgage-Backed Securities
GNII SF BU0644 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
569320.00
590467.52
Agency Mortgage-Backed Securities
GNII SF BU0673 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1283345.00
1332087.59
Agency Mortgage-Backed Securities
GNII SF BU1471 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1146483.00
1189884.23
Agency Mortgage-Backed Securities
GNII SF BU3391 C
549300M8ZYFG0OCMTT87
2050-05-20
5.000000
813982.00
676673.66
Agency Mortgage-Backed Securities
GNII SF BU5005 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
2641770.00
2350007.41
Agency Mortgage-Backed Securities
GNII SF BU5042 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
2149982.00
1894916.74
Agency Mortgage-Backed Securities
GNII SF BU6934 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1544658.00
1114878.05
Agency Mortgage-Backed Securities
GNII SF BU7296 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
713790.00
581293.26
Agency Mortgage-Backed Securities
GNII SF BU7546 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1180066.00
1068831.46
Agency Mortgage-Backed Securities
GNII SF BV9834 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
2470670.00
2409759.62
Agency Mortgage-Backed Securities
GNII SF BW0097 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1120465.00
1174231.03
Agency Mortgage-Backed Securities
GNII SF BW0102 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
521954.00
358506.13
Agency Mortgage-Backed Securities
GNII SF BW0103 C
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
1198207.00
386188.91
Agency Mortgage-Backed Securities
GNII SF BW5907 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1043161.00
1137339.82
Agency Mortgage-Backed Securities
GNII SF BW5896 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
2022274.00
1821246.25
Agency Mortgage-Backed Securities
GNII SF BW5988 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1486619.00
1372705.74
Agency Mortgage-Backed Securities
GNII SF BX1751 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1076874.00
1089208.71
Agency Mortgage-Backed Securities
GNII SF BX1752 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
2104162.00
1854315.28
Agency Mortgage-Backed Securities
GNII SF BX2721 C
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
2023429.00
1495445.20
Agency Mortgage-Backed Securities
GNII SF BX2898 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1379410.00
1425605.21
Agency Mortgage-Backed Securities
GNII SF BX5332 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
203068.00
126343.49
Agency Mortgage-Backed Securities
GNII SF BX5468 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1142676.00
120842.44
Agency Mortgage-Backed Securities
GNII SF BX6119 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1170212.00
1275793.77
Agency Mortgage-Backed Securities
GNII SF BX9217 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1296908.00
226006.72
Agency Mortgage-Backed Securities
GNII SF BY0257 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1629346.00
1677516.70
Agency Mortgage-Backed Securities
GNII SF BY1857 C
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
1498305.00
618268.36
Agency Mortgage-Backed Securities
GNII SF BY1855 C
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
1396540.00
1503424.81
Agency Mortgage-Backed Securities
GNII SF 705308 C
549300M8ZYFG0OCMTT87
2039-01-20
7.250000
303131.00
53499.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2379
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
36003193.00
8123627.38
Agency Mortgage-Backed Securities
GNII SF 609173 C
549300M8ZYFG0OCMTT87
2044-07-20
4.500000
3444718.00
735160.03
Agency Mortgage-Backed Securities
GNII SF 736306 C
549300M8ZYFG0OCMTT87
2031-02-20
7.000000
1628331.00
389345.28
Agency Mortgage-Backed Securities
GNMI SF AO3476 X
549300M8ZYFG0OCMTT87
2045-07-15
4.000000
816371.00
225974.41
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-02-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
304000000.00
304000000.00
0.0091
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0RMQ57
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BP5389 C
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
4033842.00
3667154.42
Agency Mortgage-Backed Securities
GNII SF BP5405 C
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
2933118.00
2647515.82
Agency Mortgage-Backed Securities
GNII SF BT5995 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
7932736.00
3961000.89
Agency Mortgage-Backed Securities
GNII SF BV5264 C
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
7379920.00
3927878.04
Agency Mortgage-Backed Securities
GNII SF BW2826 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
5446803.00
3850277.48
Agency Mortgage-Backed Securities
GNII SF BZ0681 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
3817214.00
3849279.28
Agency Mortgage-Backed Securities
GNII SF BZ0747 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
3717236.00
3759695.43
Agency Mortgage-Backed Securities
GNII SF CA5181 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
3906155.00
3965829.92
Agency Mortgage-Backed Securities
GNII SF CG5029 C
549300M8ZYFG0OCMTT87
2039-07-20
6.000000
3309421.00
3694132.97
Agency Mortgage-Backed Securities
GNII SF CG5033 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
5087894.00
4716329.15
Agency Mortgage-Backed Securities
GNII SF CG5124 C
549300M8ZYFG0OCMTT87
2041-08-20
4.500000
4272515.00
4591196.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9728
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
14073709.00
14537647.25
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9726
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
135852012.00
140564839.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9727
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
19796843.00
20437347.86
Agency Mortgage-Backed Securities
GNII SF MA7652 M
549300M8ZYFG0OCMTT87
2051-10-20
4.000000
3652032.00
3880653.83
Agency Mortgage-Backed Securities
GNII SF CB6517 C
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
80641.00
81172.95
Agency Mortgage-Backed Securities
GNII RG CC5058 C
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
1064.00
985.84
Agency Mortgage-Backed Securities
GNII SF CG1832 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
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Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
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2.500000
4011369.00
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Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2051-10-20
3.000000
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2205934.70
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2051-11-20
2.500000
7052165.00
7292071.82
Agency Mortgage-Backed Securities
GNPL PN CI3503
549300M8ZYFG0OCMTT87
2056-12-15
2.320000
3500.00
3768.61
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2041-11-20
4.500000
1196051.00
1295421.31
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
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5.000000
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322709.90
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1958935.00
2018272.88
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-01-27
Y
BANK OF MONTREAL
1.0000
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N
N
N
0.0006
236000000.00
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N
Y
N
JP MORGAN SECURITIES LLC
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ZBUT11V806EZRVTWT807
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ARP0RPHJ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
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GNRM 2021-193 KB
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2.250000
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Agency Collateralized Mortgage Obligation
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3.511140
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Agency Collateralized Mortgage Obligation
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549300M8ZYFG0OCMTT87
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2.924600
24500000.00
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Agency Collateralized Mortgage Obligation
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549300M8ZYFG0OCMTT87
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7.313500
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Agency Collateralized Mortgage Obligation
GNRM 2017-051 AS
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2.750000
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Agency Collateralized Mortgage Obligation
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549300M8ZYFG0OCMTT87
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Agency Collateralized Mortgage Obligation
GNRM 2019-136 P
549300M8ZYFG0OCMTT87
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1.500000
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Agency Collateralized Mortgage Obligation
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Agency Mortgage-Backed Securities
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2043-12-01
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Agency Mortgage-Backed Securities
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5.500000
441651.00
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Agency Mortgage-Backed Securities
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3.000000
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2035-11-01
5.500000
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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4.500000
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Agency Mortgage-Backed Securities
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2046-05-01
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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2041-10-01
2.500000
16134784.00
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Agency Mortgage-Backed Securities
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2.500000
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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2.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
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4.500000
21142272.00
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Agency Mortgage-Backed Securities
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4.500000
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Agency Mortgage-Backed Securities
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2027-02-01
3.500000
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Agency Mortgage-Backed Securities
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3.000000
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Agency Mortgage-Backed Securities
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2049-01-01
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Agency Mortgage-Backed Securities
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1.500000
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Agency Mortgage-Backed Securities
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5.000000
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Agency Mortgage-Backed Securities
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2042-10-01
3.500000
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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3.500000
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Agency Mortgage-Backed Securities
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Agency Mortgage-Backed Securities
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3.500000
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Agency Mortgage-Backed Securities
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4.000000
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Agency Mortgage-Backed Securities
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2049-04-01
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Agency Mortgage-Backed Securities
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2026-07-01
3.500000
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Agency Mortgage-Backed Securities
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6.000000
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Agency Mortgage-Backed Securities
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2051-09-01
2.500000
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Agency Mortgage-Backed Securities
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2051-09-01
3.000000
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Agency Mortgage-Backed Securities
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3.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
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3.500000
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Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1541
S6XOOCT0IEG5ABCC6L87
2046-11-01
2.000000
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Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1547
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
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Agency Mortgage-Backed Securities
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2051-11-01
2.000000
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Agency Mortgage-Backed Securities
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2051-11-01
3.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
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Agency Mortgage-Backed Securities
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2031-10-01
2.500000
1175626.00
1208894.59
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
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68649.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC7239
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
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Agency Mortgage-Backed Securities
03.500 FGPC Q35048 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
5243992.00
2084870.54
Agency Mortgage-Backed Securities
04.500 FGPC G02198 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
4.500000
4099980.00
87199.40
Agency Mortgage-Backed Securities
Y
2021-12-01
2022-03-07
2022-05-13
Y
JP MORGAN SECURITIES LLC
1.0000
97
N
N
N
0.0020
474000000.00
474000000.00
0.0142
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0RPHW1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.220000
6722000.00
6531957.86
Agency Debentures and Agency Strips
FNMS 03.000 CLBK0640
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
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Agency Mortgage-Backed Securities
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2050-03-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4204
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.000000
5000.00
4354.78
Agency Mortgage-Backed Securities
GNII SF MA7371 M
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
2784217.00
2618397.96
Agency Mortgage-Backed Securities
GNPL PN AT8546
549300M8ZYFG0OCMTT87
2061-10-15
2.840000
987062.00
1051606.54
Agency Mortgage-Backed Securities
GNII SF BP5405 C
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1022878.00
923278.81
Agency Mortgage-Backed Securities
GNII SF BR2145 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
4703702.00
2373442.69
Agency Mortgage-Backed Securities
GNII SF BT6873 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
5412426.00
2587232.94
Agency Mortgage-Backed Securities
GNII SF BY2942 C
549300M8ZYFG0OCMTT87
2035-05-20
6.000000
3080557.00
2620751.27
Agency Mortgage-Backed Securities
GNII SF CA5081 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2424985.00
2457562.83
Agency Mortgage-Backed Securities
GNII SF CE6456 C
549300M8ZYFG0OCMTT87
2041-04-20
4.000000
2391248.00
2418145.92
Agency Mortgage-Backed Securities
GNII SF CF4691 C
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
3370154.00
3466754.58
Agency Mortgage-Backed Securities
GNII SF CF7139 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2317950.00
2413183.90
Agency Mortgage-Backed Securities
GNII SF CG5035 C
549300M8ZYFG0OCMTT87
2041-04-20
4.000000
2812661.00
2666344.85
Agency Mortgage-Backed Securities
GNII SF CG5148 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
2479303.00
2650198.70
Agency Mortgage-Backed Securities
GNII SF CH1899 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2522626.00
2591384.89
Agency Mortgage-Backed Securities
GNII SF CH8088 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
2597100.00
2671108.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA0640
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
95000.00
8822.54
Agency Mortgage-Backed Securities
GNII SF CH7589 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2785659.00
2890800.60
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4387
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2041-08-01
2.000000
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Agency Mortgage-Backed Securities
GNII SF CI1758 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
2798872.00
2908115.94
Agency Mortgage-Backed Securities
GNPL LM CI3508
549300M8ZYFG0OCMTT87
2060-01-15
3.000000
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Agency Mortgage-Backed Securities
GNII SF CJ0948 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2264920.00
2370111.69
Agency Mortgage-Backed Securities
GNII SP 785726 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
49583274.00
51085145.86
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5903
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
68770429.00
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Agency Mortgage-Backed Securities
GNII SF MA7592 M
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
3112365.00
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Agency Mortgage-Backed Securities
GNII SF BV9795 C
549300M8ZYFG0OCMTT87
2035-12-20
5.500000
3873860.00
3274084.52
Agency Mortgage-Backed Securities
GNII SF BV9810 C
549300M8ZYFG0OCMTT87
2036-04-20
5.500000
3696366.00
2995272.92
Agency Mortgage-Backed Securities
GNII SF CA5186 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
2765333.00
2806638.01
Agency Mortgage-Backed Securities
GNII SF CA9379 C
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
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3158700.22
Agency Mortgage-Backed Securities
GNII SF CE6445 C
549300M8ZYFG0OCMTT87
2041-04-20
4.500000
928923.00
935112.85
Agency Mortgage-Backed Securities
GNII SF CG5028 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
2544168.00
2712424.96
Agency Mortgage-Backed Securities
GNII SF CG5127 C
549300M8ZYFG0OCMTT87
2040-04-20
5.500000
2718080.00
2729345.80
Agency Mortgage-Backed Securities
GNII SF CH0648 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1765583.00
1819067.61
Agency Mortgage-Backed Securities
GNII SF CH3120 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2968864.00
3105796.76
Agency Mortgage-Backed Securities
GNII SF CH6993 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
2634408.00
2732703.46
Agency Mortgage-Backed Securities
GNII SF CH7358 C
549300M8ZYFG0OCMTT87
2051-11-20
3.500000
398989.00
432381.76
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8494
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
5000.00
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Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3728
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.000 CLFM7152
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
115000.00
110383.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9305
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
6274862.00
6526125.09
Agency Mortgage-Backed Securities
FNMS 03.000 CKBP7015
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
5908049.00
5984645.70
Agency Mortgage-Backed Securities
FNMS 02.500 CKBT6559
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
3511007.00
3600903.76
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2021-12-15
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
237000000.00
237000000.00
0.0071
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RS5W8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-193 DF
549300M8ZYFG0OCMTT87
2051-11-20
0.400000
13000000.00
12791273.44
Agency Collateralized Mortgage Obligation
GNRA 2021-193 GF
549300M8ZYFG0OCMTT87
2051-11-20
0.298000
20738240.00
20393731.75
Agency Collateralized Mortgage Obligation
GNRA 2021-193 TF
549300M8ZYFG0OCMTT87
2051-11-20
0.250000
16247936.00
15953481.88
Agency Collateralized Mortgage Obligation
FNRM CL007GA R12F007
B1V7KEBTPIMZEU4LTD58
2026-08-25
3.000000
128097.00
6495.41
Agency Collateralized Mortgage Obligation
GNRM 2021-210 AC
549300M8ZYFG0OCMTT87
2059-04-16
1.500000
4000000.00
4054341.33
Agency Collateralized Mortgage Obligation
GNRM 2021-210 AL
549300M8ZYFG0OCMTT87
2062-05-16
1.500000
70000.00
70787.03
Agency Collateralized Mortgage Obligation
GNRM 2012-087 BB
549300M8ZYFG0OCMTT87
2051-01-16
2.708000
15000000.00
9153702.58
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
25374000.00
7529828.51
Agency Collateralized Mortgage Obligation
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
3434000.00
2740377.77
Agency Collateralized Mortgage Obligation
GNRM 2012-150 A
549300M8ZYFG0OCMTT87
2052-11-16
1.900000
25000000.00
10056070.34
Agency Collateralized Mortgage Obligation
GNRA 2012-009 C
549300M8ZYFG0OCMTT87
2052-11-16
3.469400
70750000.00
48611609.42
Agency Collateralized Mortgage Obligation
GNRA 2012-079 B
549300M8ZYFG0OCMTT87
2053-03-16
2.700000
37000000.00
32531266.53
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1750000.21
Agency Collateralized Mortgage Obligation
GNRA 2013-193 D
549300M8ZYFG0OCMTT87
2055-02-16
2.813810
10000000.00
7323873.20
Agency Collateralized Mortgage Obligation
GNRA 2014-049 C
549300M8ZYFG0OCMTT87
2055-02-16
3.511140
17000000.00
15718890.52
Agency Collateralized Mortgage Obligation
GNRA 2014-064 C
549300M8ZYFG0OCMTT87
2055-12-16
3.494070
16500000.00
9956478.95
Agency Collateralized Mortgage Obligation
GNRA 2015-007 C
549300M8ZYFG0OCMTT87
2056-11-16
3.000000
25700000.00
25263164.24
Agency Collateralized Mortgage Obligation
GNRA 2014-159 D
549300M8ZYFG0OCMTT87
2055-09-16
3.764520
7469088.00
5845821.46
Agency Collateralized Mortgage Obligation
GNRA 2015-67 AE
549300M8ZYFG0OCMTT87
2056-10-16
2.600000
2000000.00
613956.03
Agency Collateralized Mortgage Obligation
GNRM 2016-110 AB
549300M8ZYFG0OCMTT87
2049-05-16
2.000000
390000.00
93670.28
Agency Collateralized Mortgage Obligation
GNRM 2018-010 AB
549300M8ZYFG0OCMTT87
2060-04-16
2.600000
1538000.00
818374.75
Agency Collateralized Mortgage Obligation
GNRA 2019-27 FA
549300M8ZYFG0OCMTT87
2049-02-20
0.541130
26310080.00
7783136.84
Agency Collateralized Mortgage Obligation
GNRA 2019-44 FM
549300M8ZYFG0OCMTT87
2049-04-20
0.541130
19257536.00
8960580.79
Agency Collateralized Mortgage Obligation
GNRM 2019-65 GT
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
10000000.00
2990939.60
Agency Collateralized Mortgage Obligation
GNRA 2019-97 FB
549300M8ZYFG0OCMTT87
2049-08-20
0.541130
33952064.00
16286571.39
Agency Collateralized Mortgage Obligation
GNRM 2021-008 BQ
549300M8ZYFG0OCMTT87
2051-01-20
5.500000
6300000.00
6784707.46
Agency Collateralized Mortgage Obligation
GNRM 2021-077 KV
549300M8ZYFG0OCMTT87
2048-05-20
2.500000
6668312.00
6872689.24
Agency Collateralized Mortgage Obligation
GNRM 2021-105 DA
549300M8ZYFG0OCMTT87
2051-06-20
1.000000
28645000.00
26489622.40
Agency Collateralized Mortgage Obligation
GNRM 2021-175 MV
549300M8ZYFG0OCMTT87
2033-03-20
2.500000
1561586.00
1602224.09
Agency Collateralized Mortgage Obligation
GNRM 2020-131 AF
549300M8ZYFG0OCMTT87
2062-10-16
1.650000
55000.00
50353.89
Agency Collateralized Mortgage Obligation
GNRA 2018-71 KF
549300M8ZYFG0OCMTT87
2048-05-20
0.391130
17053000.00
1714701.50
Agency Collateralized Mortgage Obligation
GNRM 2018-35 AB
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
35741824.00
6774354.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-03-15
7.000000
6.00
0.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-05-15
6.250000
200.00
2.60
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2051-12-25
0.270000
47538176.00
46632502.44
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLSD7543
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
46800000.00
47093924.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8185
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
1155742.00
1227720.97
Agency Mortgage-Backed Securities
03.500 FGPC U89050 G
S6XOOCT0IEG5ABCC6L87
2033-12-01
3.500000
960000.00
323505.69
Agency Mortgage-Backed Securities
04.000 FGPC V81158 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
7471000.00
2343007.33
Agency Mortgage-Backed Securities
04.500 FGPC Q61281 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
1317936.00
503917.75
Agency Mortgage-Backed Securities
03.500 FGPC Q51619 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
3995420.00
2269299.21
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC9627
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
7330888.00
7580225.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD1652
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
2045132.00
2197984.48
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK1007
S6XOOCT0IEG5ABCC6L87
2041-06-01
3.000000
1230066.00
1272746.68
Agency Mortgage-Backed Securities
FEPC 02.000 CNQS0191
S6XOOCT0IEG5ABCC6L87
2031-10-01
2.000000
1224654.00
1247188.45
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5921
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
17439800.00
17734889.24
Agency Mortgage-Backed Securities
FEPC 03.000 CIRC1483
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.000000
3309652.00
2090805.77
Agency Mortgage-Backed Securities
03.000 FGPC U91589 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
52000.00
23048.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1956
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
1568882.00
762627.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6740
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
150000.00
32311.54
Agency Mortgage-Backed Securities
FNMS 05.000 CL725027
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
1276000.00
26738.42
Agency Mortgage-Backed Securities
FNMS 06.000 CL850033
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
10199000.00
1947211.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1158
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
653000.00
140263.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2214
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1439100.00
394132.56
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3695
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
150000.00
37345.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4210
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
117985.00
95537.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8737
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
3086000.00
1534814.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8747
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
800000.00
322735.86
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS4197
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
8000000.00
2067701.32
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS6096
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
2782312.00
657524.96
Agency Mortgage-Backed Securities
FNMS 07.000 JL674273
B1V7KEBTPIMZEU4LTD58
2028-04-01
7.000000
5013336.00
105430.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH2499
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
322000.00
161957.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5685
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1588688.00
1132654.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5332
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
999999.00
361964.89
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4533
B1V7KEBTPIMZEU4LTD58
2027-08-01
4.000000
3177990.00
959814.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU2059
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1479876.00
1562859.55
Agency Mortgage-Backed Securities
FNMS 02.000 REBU5909
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
20458624.00
20643715.44
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8494
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
103667.00
96775.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1636
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
51834.00
48116.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2158
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
100000.00
48099.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2376
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
125000.00
63011.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3006
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
1000000.00
285146.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3250
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
405000.00
207127.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6602
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
4000000.00
2837458.12
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9157
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
372000.00
371559.86
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4383
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
49000.00
47816.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4435
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
747044.00
749146.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0419
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
553636.00
409539.71
Agency Mortgage-Backed Securities
Y
2021-12-01
2022-03-07
2022-05-27
Y
JP MORGAN SECURITIES LLC
1.0000
97
N
N
N
0.0020
474000000.00
474000000.00
0.0142
N
N
N
Y
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RSKB7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AD1732 X
549300M8ZYFG0OCMTT87
2043-02-15
2.500000
180000.00
46685.61
Agency Mortgage-Backed Securities
GNII SF 004561 M
549300M8ZYFG0OCMTT87
2039-10-20
6.000000
1624032.00
73398.71
Agency Mortgage-Backed Securities
GNMI SF 738123 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
3170000.00
344206.88
Agency Mortgage-Backed Securities
GNII SP 783637 M
549300M8ZYFG0OCMTT87
2042-06-20
3.000000
550475.00
95633.33
Agency Mortgage-Backed Securities
GNMI SF 688386 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
6207128.00
15722.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA7086
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
1570892.00
1260505.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3677
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
5000000.00
3937905.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9662
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
550000.00
208674.94
Agency Mortgage-Backed Securities
GNMI SF 762031 X
549300M8ZYFG0OCMTT87
2026-03-15
3.000000
1000000.00
124308.73
Agency Mortgage-Backed Securities
GNMI SF 767282 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
1323194.00
225165.27
Agency Mortgage-Backed Securities
GNMI SF 799831 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
300000.00
54464.03
Agency Mortgage-Backed Securities
GNII SF MA1552 M
549300M8ZYFG0OCMTT87
2024-01-20
5.500000
220190.00
8158.39
Agency Mortgage-Backed Securities
GNII FS MA2586 M
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
450650.00
83986.72
Agency Mortgage-Backed Securities
GNII SF MA2892 M
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
1900000.00
333453.40
Agency Mortgage-Backed Securities
GNII JM MA5321 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3099632.00
296958.18
Agency Mortgage-Backed Securities
GNII JM MA5390 M
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
300000.00
34349.36
Agency Mortgage-Backed Securities
GNII SF MA5265 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1009342464.00
167165805.34
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
12792848.00
2531311.66
Agency Mortgage-Backed Securities
GNII JM MA6144 M
549300M8ZYFG0OCMTT87
2049-09-20
3.000000
150000.00
22128.47
Agency Mortgage-Backed Securities
GNII JM MA6531 M
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1552816.00
301997.07
Agency Mortgage-Backed Securities
GNMI SF BB4357 X
549300M8ZYFG0OCMTT87
2047-07-15
4.000000
124000.00
41386.81
Agency Mortgage-Backed Securities
GNII SF BS5830 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1942560.00
1479370.74
Agency Mortgage-Backed Securities
GNPL LM CF1044
549300M8ZYFG0OCMTT87
2060-04-15
3.250000
8699100.00
9516154.75
Agency Mortgage-Backed Securities
GNPL LM CH6560
549300M8ZYFG0OCMTT87
2060-06-15
2.820000
12639568.00
13431129.37
Agency Mortgage-Backed Securities
GNMI SF 607473 X
549300M8ZYFG0OCMTT87
2034-02-15
5.000000
25000.00
9372.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1663
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
8718048.00
4252154.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU2249
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1125720.00
1196141.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1547
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
243087360.00
249999740.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM6104
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
89661952.00
83750762.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8316
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
2450000.00
2528780.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0393
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.500000
3882764.00
95385.00
Agency Mortgage-Backed Securities
GNMI SF AC5723 X
549300M8ZYFG0OCMTT87
2043-07-15
3.000000
5905016.00
617574.71
Agency Mortgage-Backed Securities
GNMI SF BQ8620 X
549300M8ZYFG0OCMTT87
2050-05-15
3.000000
667761.00
333596.92
Agency Mortgage-Backed Securities
GNMI SP 783095 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
553678.00
44448.25
Agency Mortgage-Backed Securities
GNII SF MA4781 M
549300M8ZYFG0OCMTT87
2047-10-20
5.000000
691000.00
143677.42
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE1806
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
2000000.00
75505.00
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
534000000.00
534000000.00
0.0160
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RSKH4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-05
0.00
141500.00
141443.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
245560800.00
249999669.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
16811000.00
20738171.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
11363600.00
11465779.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
50933800.00
51548858.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
0.125000
46480100.00
46480435.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
185765600.00
185730393.34
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
555000000.00
555000000.00
0.0166
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RSYC0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-28
0.00
151299200.00
151289668.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-06
0.00
164403200.00
164159225.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-21
0.00
74540500.00
74537592.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-10
0.00
103426000.00
103407383.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-17
0.00
28724900.00
28718925.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.00
146024000.00
145990998.58
U.S. Treasuries (including strips)
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0005
655000000.00
655000000.00
0.0196
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.070000%
549300QJJX6CVVUXLE15
0001317808
ARP0RSYL0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
46454600.00
48135745.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
13645100.00
14042635.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
7904400.00
8214719.10
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2022-03-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0007
69000000.00
69000000.00
0.0021
N
N
Y
N
FICC - STATE STREET BANK AND TRUST CO
FICC - STATE STREET BANK AND TRUST CO 0.050000%
549300H47WTHXPU08X20
ARP0RTQ37
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
50000000.00
47986350.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
450000000.00
564685591.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-12-31
0.625000
150000000.00
144184726.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
146636400.00
154723591.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
36281300.00
57419772.23
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
950000000.00
950000000.00
0.0284
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0RTQ45
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
366450100.00
387928517.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
261116600.00
256711562.96
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
632000000.00
632000000.00
0.0189
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0RTS68
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-01
3.830000
15516419.00
16066258.82
Agency Collateralized Mortgage Obligation
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
2377406.34
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0122
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.800000
6110000.00
7174735.39
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
16980871.00
19460776.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0243
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.800000
1000000.00
1175130.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0340
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
4374000.00
5009257.40
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
1179194.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
5055631.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0466
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
406000.00
472084.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0547
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.780000
6196000.00
6525497.08
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0661
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.990000
6620000.00
7350658.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0745
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.090000
2556000.00
2883230.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
5995000.00
6988953.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
976333.97
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
2186838.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8938
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.420000
1466000.00
1639564.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1906496.32
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4618000.00
5289617.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9040
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
3796590.00
4269680.97
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2736302.93
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
866064.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
2510000.00
2716048.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
13398836.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
3355904.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9408
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
2775000.00
3245414.76
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
5375000.00
6311243.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
3351000.00
3799254.52
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
2138216.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU9786
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.975000
9336269.00
513745.65
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAX2704
B1V7KEBTPIMZEU4LTD58
2044-03-01
1.695000
16539423.00
997685.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2971
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.852000
20093980.00
3576673.45
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745174
B1V7KEBTPIMZEU4LTD58
2044-12-01
1.288000
112208160.00
3538403.42
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745656
B1V7KEBTPIMZEU4LTD58
2044-09-01
1.488000
34152610.00
1005477.10
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ745657
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.330000
41059999.00
2717383.20
Agency Mortgage-Backed Securities
FNAR XX.XXX S1745857
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.982000
29328404.00
1249702.96
Agency Mortgage-Backed Securities
FMAR 840951 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.173000
13300000.00
4235615.52
Agency Mortgage-Backed Securities
FMAR 841079 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.416000
33328932.00
16423301.86
Agency Mortgage-Backed Securities
FMAR 841247 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.010000
9553200.00
9289012.76
Agency Mortgage-Backed Securities
FMAR 841267 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.637000
13279825.00
12965027.26
Agency Mortgage-Backed Securities
FMAR 841268 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.424000
26173416.00
25169007.51
Agency Mortgage-Backed Securities
FMAR 841269 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.422000
26147539.00
24964412.70
Agency Mortgage-Backed Securities
FMAR 841287 G
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.370000
35000000.00
32536524.09
Agency Mortgage-Backed Securities
FMAR 846772 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.181000
63361120.00
258357.91
Agency Mortgage-Backed Securities
FMAR 846981 G
S6XOOCT0IEG5ABCC6L87
2031-07-01
2.353000
16087597.00
38745.55
Agency Mortgage-Backed Securities
FMAR 847301 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
4.991000
104067207.00
971810.74
Agency Mortgage-Backed Securities
FMAR 847351 G
S6XOOCT0IEG5ABCC6L87
2029-07-01
2.742000
15795710.00
169377.46
Agency Mortgage-Backed Securities
FMAR 847486 G
S6XOOCT0IEG5ABCC6L87
2033-02-01
2.337000
10113100.00
203545.24
Agency Mortgage-Backed Securities
FMAR 847690 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.505000
66895077.00
3153332.45
Agency Mortgage-Backed Securities
FMAR 847823 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
1.831000
77904591.00
2344847.11
Agency Mortgage-Backed Securities
FMAR 1N0003 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.783000
147924435.00
3259088.84
Agency Mortgage-Backed Securities
FMAR 1N0004 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.785000
130017983.00
3046230.43
Agency Mortgage-Backed Securities
FMAR 1B6458 G
S6XOOCT0IEG5ABCC6L87
2049-11-01
2.722000
2000000.00
832998.55
Agency Mortgage-Backed Securities
FMAR 1B7450 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.175000
22083943.00
1393828.12
Agency Mortgage-Backed Securities
FMAR 1Q0345 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.443000
26920112.00
1537650.26
Agency Mortgage-Backed Securities
FMAR 1B8766 G
S6XOOCT0IEG5ABCC6L87
2041-09-01
2.140000
35307208.00
1890429.15
Agency Mortgage-Backed Securities
FMAR 848510 G
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.283000
53300000.00
3281196.03
Agency Mortgage-Backed Securities
FMAR 849482 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
2.420000
5076560.00
1103142.25
Agency Mortgage-Backed Securities
FMAR 849648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.688000
12850000.00
1441012.06
Agency Mortgage-Backed Securities
FMAR 2B1727 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.769000
12933629.00
2476163.00
Agency Mortgage-Backed Securities
FMAR 2B1648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.567000
16324174.00
2710288.57
Agency Mortgage-Backed Securities
FMAR 2B4855 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.061000
20129786.00
3946966.37
Agency Mortgage-Backed Securities
FMAR 2B6087 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
2.861000
7729345.00
1976391.93
Agency Mortgage-Backed Securities
FMAR 2B6435 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.977000
20810320.00
4438875.55
Agency Mortgage-Backed Securities
FMAR 2B6670 G
S6XOOCT0IEG5ABCC6L87
2047-12-01
2.877000
7000000.00
1645892.90
Agency Mortgage-Backed Securities
FMAR 2B7846 G
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.512000
27276484.00
11302528.76
Agency Mortgage-Backed Securities
FMAR 2B7924 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.059000
58000000.00
43730046.11
Agency Mortgage-Backed Securities
FKAR 03.430 WAWA2505
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.430000
5489638.00
5598246.20
Agency Mortgage-Backed Securities
FMAR 840207 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
1.840000
3889733.00
550955.91
Agency Mortgage-Backed Securities
FMAR 840662 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.546000
6163934.00
1248630.44
Agency Mortgage-Backed Securities
FMAR 866151 G
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.744000
24405450.00
896471.06
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
192.51
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
535.43
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
1.759000
2000000.00
2254.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109407
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.910000
150000.00
175436.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3864
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.367000
12231445.00
3464865.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3988
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.395000
13833034.00
2668469.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3989
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.489000
9884205.00
1975521.13
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL9332
B1V7KEBTPIMZEU4LTD58
2038-06-01
2.021000
15434543.00
2741437.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0733
B1V7KEBTPIMZEU4LTD58
2040-12-01
2.065000
128966517.00
3064817.01
Agency Mortgage-Backed Securities
FMAR 8D0045 G
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.046000
25048021.00
24300569.46
Agency Mortgage-Backed Securities
FMAR 8D0066 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.119000
25173108.00
25695861.23
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR1079
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.180000
20073739.00
20116427.99
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
53509.12
Agency Mortgage-Backed Securities
MNMS 01.850 2MBS2363
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.850000
50000.00
49306.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS2833
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.570000
100000.00
102540.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7460
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.000000
340184620.00
249999999.70
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888058
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.110000
32562489.00
1011855.79
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888141
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.060000
40866895.00
1385024.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888422
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.805000
34214165.00
2009203.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889616
B1V7KEBTPIMZEU4LTD58
2034-02-01
1.941000
18799978.00
1104165.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ894451
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.070000
47758481.00
1411003.64
Agency Mortgage-Backed Securities
FNAR XX.XXX WS897699
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.488000
61470833.00
4455621.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ897700
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.488000
29440425.00
2126430.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WS898507
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.488000
29745099.00
2059622.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ898509
B1V7KEBTPIMZEU4LTD58
2046-09-01
1.488000
14226695.00
1288146.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WS915646
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.280000
52951928.00
1104594.07
Agency Mortgage-Backed Securities
FNAR XX.XXX S1961241
B1V7KEBTPIMZEU4LTD58
2038-01-01
1.174000
25061481.00
1249805.16
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995161
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.547000
57264880.00
2251549.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0608
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.157000
100000000.00
2047031.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0662
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.072000
20971581.00
558397.02
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1303
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.750000
794000.00
855743.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
3538442.05
Agency Mortgage-Backed Securities
MNMS 04.080 MLBL1502
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.080000
8398000.00
9241145.74
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1480
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.520000
2106222.00
2287431.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
4006384.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1618
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.750000
6000000.00
7044425.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1644
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.660000
4506000.00
5271922.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
649673.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2006
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.710000
1036000.00
1174169.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2339
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.340000
6500000.00
7331932.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3540
B1V7KEBTPIMZEU4LTD58
2029-08-01
2.790000
300000.00
322694.25
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1711410.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
991000.00
1089109.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
25021000.00
28400454.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2951
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
16355496.00
18564546.52
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL3695
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.460000
2683000.00
2933435.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4548
B1V7KEBTPIMZEU4LTD58
2029-10-01
2.430000
377000.00
380703.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5200
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.650000
500000.00
513073.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5565
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.990000
1668000.00
1792525.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6365
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.090000
650000.00
623884.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6385
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.110000
1920000.00
1872911.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
52262.09
Agency Mortgage-Backed Securities
MNMS 02.240 MLBL9887
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.240000
100000.00
96020.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3895
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.873000
2012109.00
568171.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5045
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.316000
6276000.00
1137156.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5737
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.466000
53164984.00
9981493.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6714
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.637000
13333704.00
11678212.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6775
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.372000
50000000.00
43750494.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6754
B1V7KEBTPIMZEU4LTD58
2049-01-01
1.991000
4016790.00
3805717.93
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM6755
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.052000
14028077.00
13476512.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6757
B1V7KEBTPIMZEU4LTD58
2046-11-01
1.918000
13000000.00
12190529.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6758
B1V7KEBTPIMZEU4LTD58
2049-05-01
1.962000
19035344.00
17550980.96
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM6810
B1V7KEBTPIMZEU4LTD58
2038-07-01
2.009000
12145750.00
12437990.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6789
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.039000
7357554.00
7600677.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6790
B1V7KEBTPIMZEU4LTD58
2045-06-01
1.975000
21846035.00
21979001.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6791
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.055000
21602606.00
22007967.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6793
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.632000
13594500.00
13061802.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0378
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.931000
15000000.00
2063430.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP6521
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.218000
23349097.00
16469509.07
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBP7978
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.136000
768250.00
762984.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7379
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.036000
13319070.00
9450954.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8498
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.381000
18840822.00
14020904.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9334
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.052000
75664965.00
18812277.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9337
B1V7KEBTPIMZEU4LTD58
2044-10-01
1.895000
67698614.00
5344233.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
1.959000
9859288.00
1098440.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8134
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.676000
35077304.00
5177309.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8407
B1V7KEBTPIMZEU4LTD58
2045-11-01
1.893000
12000000.00
477863.36
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM3301
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.350000
275000.00
228847.47
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
6340000.00
6387398.58
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6756
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
194807.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6760
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.570000
200000.00
194807.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6828
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.530000
250000.00
247073.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7016
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.470000
57307.00
59884.33
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7357
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
44573.00
46091.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
2352159.48
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
98958.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0360
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.950000
1100000.00
1351385.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
27387000.00
28437760.81
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0620
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.010000
45811.00
48059.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0987
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.550000
121000.00
138502.22
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
7238000.00
7900462.07
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN4850
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.850000
1918000.00
2033036.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
5896000.00
6462356.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5472
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.090000
160000.00
175764.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5944
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.190000
230000.00
235396.66
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8045
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.210000
1631000.00
1676939.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
4631914.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806483
B1V7KEBTPIMZEU4LTD58
2035-05-01
1.573000
51133774.00
3180837.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7367
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.976000
4602221.00
929589.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0148
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.985000
30035455.00
5921788.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2872
B1V7KEBTPIMZEU4LTD58
2046-07-01
1.850000
2724856.00
1037992.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.115000
5000000.00
833835.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3733
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.237000
35291040.00
8225772.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.966000
11000000.00
2534595.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5349
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.010000
30355244.00
6317432.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5620
B1V7KEBTPIMZEU4LTD58
2050-09-01
1.960000
15526610.00
10927421.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
2306728.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
483000.00
476001.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109466
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.830000
2116000.00
2461602.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
4099162.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS083490
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.500000
1650000.00
3256.38
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.875000
1000000.00
315.69
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.495000
2378690.00
6726.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HA462152
B1V7KEBTPIMZEU4LTD58
2034-12-01
6.150000
280000.00
96351.00
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462304
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.468000
35814848.00
4600518.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH3822
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.205000
20189390.00
333336.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI4881
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.068000
29819026.00
953781.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI8982
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.080000
15004355.00
890252.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9748
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.924000
11011340.00
1806746.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0349
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.075000
28592093.00
1716025.99
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
2996906.00
3282651.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1047
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.860000
1141892.00
1294402.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9499
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
19962000.00
23345934.95
Agency Mortgage-Backed Securities
FNAR XX.XXX WS660528
B1V7KEBTPIMZEU4LTD58
2028-11-01
2.614000
18922282.00
94010.49
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679647
B1V7KEBTPIMZEU4LTD58
2032-09-01
1.311000
1168754.00
89283.57
Agency Mortgage-Backed Securities
FMAR 841309 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.215000
17755225.00
18462539.90
Agency Mortgage-Backed Securities
FMAR 841310 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
2.143000
3237127.00
3361571.87
Agency Mortgage-Backed Securities
FMAR 841311 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.339000
12872064.00
13349411.62
Agency Mortgage-Backed Securities
FMAR 841312 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.627000
4182349.00
4352407.49
Agency Mortgage-Backed Securities
FMAR 841313 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.321000
2066371.00
2142334.93
Agency Mortgage-Backed Securities
FMAR 841314 G
S6XOOCT0IEG5ABCC6L87
2038-03-01
2.345000
5834464.00
6051517.73
Agency Mortgage-Backed Securities
FMAR 841315 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.161000
17946487.00
18628256.09
Agency Mortgage-Backed Securities
FMAR 841316 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.163000
17864421.00
18543608.42
Agency Mortgage-Backed Securities
FMAR 841293 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.865000
51647561.00
52381437.21
Agency Mortgage-Backed Securities
FMAR 841294 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.865000
8897560.00
9023988.19
Agency Mortgage-Backed Securities
FMAR 841300 G
S6XOOCT0IEG5ABCC6L87
2046-04-01
2.033000
16862248.00
17476893.80
Agency Mortgage-Backed Securities
FMAR 841301 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
1.907000
14677268.00
15179230.57
Agency Mortgage-Backed Securities
FMAR 841302 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.129000
19298217.00
20036065.03
Agency Mortgage-Backed Securities
FMAR 841303 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.121000
19126337.00
19854935.68
Agency Mortgage-Backed Securities
FMAR 841306 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
2.008000
3332394.00
3452560.13
Agency Mortgage-Backed Securities
FMAR 841307 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
2.392000
1299250.00
1348646.19
Agency Mortgage-Backed Securities
FMAR 841308 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
1.938000
1437909.00
1487955.42
Agency Mortgage-Backed Securities
FMAR 841317 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
2.281000
13703049.00
14196783.56
Agency Mortgage-Backed Securities
FMAR 841318 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.161000
17946488.00
18628257.13
Agency Mortgage-Backed Securities
FMAR 841319 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.160000
17848936.00
18526731.50
Agency Mortgage-Backed Securities
FMAR 841320 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.168000
17919352.00
18601971.80
Agency Mortgage-Backed Securities
FMAR 841321 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.400000
3128172.00
3247674.43
Agency Mortgage-Backed Securities
FMAR 841322 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.112000
2580744.00
2678489.68
Agency Mortgage-Backed Securities
FMAR 841323 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.160000
17922146.00
18602721.57
Agency Mortgage-Backed Securities
FMAR 841324 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
1.946000
8335944.00
8626243.25
Agency Mortgage-Backed Securities
FMAR 841325 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
2.173000
15933795.00
16555563.55
Agency Mortgage-Backed Securities
FMAR 841326 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.053000
18892652.00
19584293.10
Agency Mortgage-Backed Securities
FMAR 1B3635 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.140000
2812222.00
310154.72
Agency Mortgage-Backed Securities
FMAR 1B3273 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.404000
20383284.00
107739.92
Agency Mortgage-Backed Securities
FMAR 1B3954 G
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.149000
51000000.00
429610.60
Agency Mortgage-Backed Securities
FMAR 1B4060 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
2.189000
7335472.00
275469.89
Agency Mortgage-Backed Securities
FMAR 847477 G
S6XOOCT0IEG5ABCC6L87
2030-08-01
2.326000
23030954.00
223808.02
Agency Mortgage-Backed Securities
FMAR 847797 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.964000
8369898.00
238559.71
Agency Mortgage-Backed Securities
FMAR 847864 G
S6XOOCT0IEG5ABCC6L87
2038-01-01
1.980000
8294170.00
203403.75
Agency Mortgage-Backed Securities
FMAR 1A1077 G
S6XOOCT0IEG5ABCC6L87
2036-03-01
1.439000
2829453.00
184308.21
Agency Mortgage-Backed Securities
FMAR 1A1186 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
1.795000
3545749.00
127726.52
Agency Mortgage-Backed Securities
FMAR 1J1752 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
1.605000
3533820.00
114762.39
Agency Mortgage-Backed Securities
FMAR 1J2883 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
1.645000
7846243.00
96062.70
Agency Mortgage-Backed Securities
FMAR 1K1233 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.370000
15450000.00
205455.30
Agency Mortgage-Backed Securities
FMAR 1L1296 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.654000
3993800.00
412005.82
Agency Mortgage-Backed Securities
FMAR 1M1049 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.886000
6027980.00
488920.79
Agency Mortgage-Backed Securities
FMAR 1N1726 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
1.895000
6393272.00
70693.58
Agency Mortgage-Backed Securities
FMAR 1N1481 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
2.037000
19732770.00
254292.24
Agency Mortgage-Backed Securities
FMAR 1N1568 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
1.735000
22609910.00
443075.93
Agency Mortgage-Backed Securities
FMAR 1G5143 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
1.652000
11405951.00
330697.04
Agency Mortgage-Backed Securities
FMAR 1G1925 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.125000
22113333.00
113757.50
Agency Mortgage-Backed Securities
FMAR 1G2444 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.295000
8184389.00
242565.80
Agency Mortgage-Backed Securities
FMAR 1Q0054 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
2.492000
8479165.00
338664.04
Agency Mortgage-Backed Securities
FMAR 1Q0611 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
1.450000
4944229.00
215422.57
Agency Mortgage-Backed Securities
FMAR 1Q1674 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
1.654000
2277776.00
376739.36
Agency Mortgage-Backed Securities
FMAR 1Q1046 G
S6XOOCT0IEG5ABCC6L87
2040-06-01
2.079000
11608218.00
397606.26
Agency Mortgage-Backed Securities
FMAR 1Q1176 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
1.697000
4856008.00
193437.43
Agency Mortgage-Backed Securities
FMAR 1Q1208 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
1.052000
3280299.00
162014.10
Agency Mortgage-Backed Securities
FMAR 1Q1830 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
2.359000
903290.00
133638.22
Agency Mortgage-Backed Securities
FMAR 1Q1889 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
1.751000
2215993.00
2283645.05
Agency Mortgage-Backed Securities
FMAR 1Q1890 G
S6XOOCT0IEG5ABCC6L87
2036-09-01
1.958000
1409082.00
1457300.79
Agency Mortgage-Backed Securities
FMAR 1Q1891 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
1.772000
1992420.00
2053943.94
Agency Mortgage-Backed Securities
FMAR 1Q1892 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.380000
26094441.00
27081332.76
Agency Mortgage-Backed Securities
FMAR 1Q1893 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.024000
2972652.00
3080945.71
Agency Mortgage-Backed Securities
FMAR 1Q1894 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
2.249000
3000004.00
3106324.14
Agency Mortgage-Backed Securities
FMAR 1Q1895 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
2.089000
2377846.00
2466972.42
Agency Mortgage-Backed Securities
FMAR 1Q1896 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.910000
2207352.00
2281274.01
Agency Mortgage-Backed Securities
FMAR 1Q1880 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
1.907000
18170973.00
14237053.58
Agency Mortgage-Backed Securities
FMAR 1Q1887 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.023000
1056733.00
1094572.50
Agency Mortgage-Backed Securities
FMAR 1Q1888 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
2.023000
1841190.00
1907992.06
Agency Mortgage-Backed Securities
FMAR 1Q1897 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
1.963000
1603112.00
1659517.50
Agency Mortgage-Backed Securities
FMAR 1Q1898 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
1.704000
1576421.00
1623163.46
Agency Mortgage-Backed Securities
FMAR 1Q1899 G
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.076000
6610626.00
6857394.06
Agency Mortgage-Backed Securities
FMAR 1Q1900 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.067000
1917255.00
1988530.87
Agency Mortgage-Backed Securities
FMAR 1A1841 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
1.790000
1238578.00
201671.90
Agency Mortgage-Backed Securities
FMAR 787396 G
S6XOOCT0IEG5ABCC6L87
2027-02-01
2.380000
135719004.00
417089.40
Agency Mortgage-Backed Securities
FMAR 789817 G
S6XOOCT0IEG5ABCC6L87
2032-02-01
2.480000
37268498.00
184467.24
Agency Mortgage-Backed Securities
FMAR 410921 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
2.865000
25403576.00
294378.07
Agency Mortgage-Backed Securities
FMAR 840324 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
1.846000
8324776.00
2589721.62
Agency Mortgage-Backed Securities
FMAR 765295 G
S6XOOCT0IEG5ABCC6L87
2032-03-01
3.845000
12326175.00
636813.85
Agency Mortgage-Backed Securities
FMAR 782209 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
2.219000
2294823.00
190852.37
Agency Mortgage-Backed Securities
FMAR 8B0065 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.573000
2010022.00
2043318.29
Agency Mortgage-Backed Securities
FMAR 8B0074 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.841000
2635665.00
2699102.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0148
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.610000
4142000.00
3893550.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3815
B1V7KEBTPIMZEU4LTD58
2031-11-01
1.960000
24868000.00
25085244.08
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT5280
B1V7KEBTPIMZEU4LTD58
2051-11-01
1.762000
1837527.00
1879173.43
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT9776
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.916000
724903.00
744482.95
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4492
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
135063904.00
135226130.76
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0863
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.225000
26927881.00
2786903.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6439
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.050000
4507000.00
4473113.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9802
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.730000
13174000.00
12591361.55
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9080
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.680000
10000000.00
9485433.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9655
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.610000
12243000.00
11551086.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9734
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.860000
15180000.00
14721690.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9761
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.840000
9275000.00
8975215.51
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6836
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.862000
37643908.00
38378338.55
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6838
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.862000
37643909.00
38378339.57
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6834
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.862000
37643908.00
38378338.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LB841862
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.660000
3475113.00
139361.12
Agency Mortgage-Backed Securities
FNAR XX.XXX WS555470
B1V7KEBTPIMZEU4LTD58
2033-04-01
1.563000
15040578.00
304742.77
Agency Mortgage-Backed Securities
FMAR 1B2846 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.725000
10094718.00
227809.46
Agency Mortgage-Backed Securities
FMAR 847482 G
S6XOOCT0IEG5ABCC6L87
2031-03-01
2.462000
10566723.00
227318.32
Agency Mortgage-Backed Securities
FMAR 1K0134 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.355000
24668856.00
136021.85
Agency Mortgage-Backed Securities
FMAR 1M1083 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.095000
4000000.00
98266.09
Agency Mortgage-Backed Securities
FMAR 849479 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.028000
4040447.00
442100.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679661
B1V7KEBTPIMZEU4LTD58
2032-06-01
1.381000
7983300.00
290687.08
Agency Mortgage-Backed Securities
FMAR 846775 G
S6XOOCT0IEG5ABCC6L87
2029-11-01
2.333000
57000000.00
297369.32
Agency Mortgage-Backed Securities
FMAR 1B3897 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
1.719000
15156316.00
31260.09
Agency Mortgage-Backed Securities
FMAR 847355 G
S6XOOCT0IEG5ABCC6L87
2029-03-01
2.346000
26914807.00
461648.07
Agency Mortgage-Backed Securities
FMAR 847655 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.042000
17875256.00
381975.72
Agency Mortgage-Backed Securities
FMAR 1J0231 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
2.115000
8590509.00
117802.15
Agency Mortgage-Backed Securities
FMAR 1A0051 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.783000
4561729.00
105922.07
Agency Mortgage-Backed Securities
FMAR 1N0117 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.678000
35519953.00
596201.24
Agency Mortgage-Backed Securities
FMAR 1G1658 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.175000
3386942.00
246887.54
Agency Mortgage-Backed Securities
FMAR 1H2593 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
1.790000
14659355.00
402779.84
Agency Mortgage-Backed Securities
FMAR 1Q0287 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.676000
4542500.00
64445.39
Agency Mortgage-Backed Securities
FMAR 755390 G
S6XOOCT0IEG5ABCC6L87
2029-02-01
2.082000
22095906.00
384203.85
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
2000000000.00
2000000000.00
0.0599
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.050000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RTSA9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
253459000.00
249999221.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
100.00
102.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
900.00
992.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
14533000.00
14131468.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
89899000.00
89438967.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
1068800.00
1736013.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
5488000.00
8451369.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
8056300.00
8542289.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
100.00
96.16
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
365000000.00
365000000.00
0.0109
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.050000%
M67H5PRC0NQKM73ZAS82
ARP0RTSD3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CLAD0224
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
1062.00
48.83
Agency Mortgage-Backed Securities
GNII SF MA7704 M
549300M8ZYFG0OCMTT87
2051-11-20
2.000000
5919666.00
5999469.68
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2194
B1V7KEBTPIMZEU4LTD58
2025-05-01
5.500000
14680.00
39.49
Agency Mortgage-Backed Securities
FNMS 06.000 CL850598
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.000000
1337.00
45.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0449
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
569812.00
550210.24
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4491
B1V7KEBTPIMZEU4LTD58
2051-11-01
1.500000
330000.00
319082.39
Agency Mortgage-Backed Securities
06.500 FGPC G03344 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
1035.00
20.10
Agency Mortgage-Backed Securities
FMAR 1G2137 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.331000
1935.00
15.95
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
0.00
77999000.00
77990420.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
327000.00
332694.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
24200.00
24537.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
255800.00
261333.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-16
0.00
40300.00
40276.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
144262200.00
146418479.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
105462300.00
106835438.16
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
332000000.00
332000000.00
0.0099
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RTSG6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-04-12
2.250000
28590000.00
28902545.88
Agency Debentures and Agency Strips
0.25 FHLB 22 G5159
2549001DPIFGXC1TOL40
2022-06-03
0.250000
92000000.00
92171135.33
Agency Debentures and Agency Strips
0.375 FHLB 25 G5261
2549001DPIFGXC1TOL40
2025-09-04
0.375000
200000000.00
195232766.67
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
50000000.00
51615925.00
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
50000000.00
51579318.06
Agency Debentures and Agency Strips
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
270487478.00
250000000.02
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
650000000.00
650000000.00
0.0195
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RTSL5
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
2039-08-15
4.500000
301000.00
429216.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
16875600.00
23542590.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
22000.00
30806.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
251000.00
333758.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
80000.00
96947.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
218000.00
286380.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
485000.00
538214.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
4035000.00
4847411.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
284000.00
338213.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
10448400.00
12775771.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
25886500.00
32108419.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
406800.00
626460.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
3190000.00
3873627.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
140700.00
179865.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
503000.00
457231.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
35000.00
34780.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
55930100.00
55582992.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
66555400.00
66284986.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
84078300.00
82166798.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
23387500.00
32410088.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
16014700.00
21688041.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
5000.00
7945.26
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
332000000.00
332000000.00
0.0099
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0RTSS0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL051BH R21F051
B1V7KEBTPIMZEU4LTD58
2051-08-25
1.500000
1000.00
714.99
Agency Collateralized Mortgage Obligation
MNRA CL019A2 R21M019
B1V7KEBTPIMZEU4LTD58
2031-10-25
1.798800
1000.00
996.63
Agency Collateralized Mortgage Obligation
FNRM CL083BJ R21F083
B1V7KEBTPIMZEU4LTD58
2050-04-25
3.000000
1000.00
1068.04
Agency Collateralized Mortgage Obligation
FNRM CL083MY R21F083
B1V7KEBTPIMZEU4LTD58
2050-06-25
3.000000
1000.00
1067.41
Agency Collateralized Mortgage Obligation
FNRM CL022GP R02F022
B1V7KEBTPIMZEU4LTD58
2032-04-25
6.250000
46000.00
2907.84
Agency Collateralized Mortgage Obligation
GNRM 2021-136 LB
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
2100.00
2087.70
Agency Collateralized Mortgage Obligation
FNRM CL051MB R21F051
B1V7KEBTPIMZEU4LTD58
2051-08-25
3.000000
2700.00
2523.15
Agency Collateralized Mortgage Obligation
FNRM CL055PC R01F055
B1V7KEBTPIMZEU4LTD58
2031-10-25
6.500000
140000.00
992.67
Agency Collateralized Mortgage Obligation
FNRM CL057BP R02F057
B1V7KEBTPIMZEU4LTD58
2032-09-25
6.000000
8000.00
224.64
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-09-25
0.492000
2500000.00
1628.42
Agency Collateralized Mortgage Obligation
FNRM CL061PL R98F061
B1V7KEBTPIMZEU4LTD58
2028-11-25
6.000000
52000.00
1368.72
Agency Collateralized Mortgage Obligation
GNRM 2005-74 HA
549300M8ZYFG0OCMTT87
2035-09-16
7.500000
7013.00
78.16
Agency Collateralized Mortgage Obligation
GNRM 2008-001 LB
549300M8ZYFG0OCMTT87
2038-01-20
5.500000
33000.00
3298.94
Agency Collateralized Mortgage Obligation
GNRM 2013-118 AD
549300M8ZYFG0OCMTT87
2036-06-16
1.550000
20000.00
1810.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-11-15
6.000000
15000.00
346.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-02-15
6.000000
74000.00
1893.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
1.500000
1250.00
913.41
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
1.500000
1267.00
969.11
Agency Collateralized Mortgage Obligation
FNMS 05.500 CT254589
B1V7KEBTPIMZEU4LTD58
2022-11-01
5.500000
1459190.00
1981.01
Agency Mortgage-Backed Securities
FNMS 06.500 CT254617
B1V7KEBTPIMZEU4LTD58
2022-11-01
6.500000
1065835.00
919.74
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ6043
S6XOOCT0IEG5ABCC6L87
2026-11-01
6.000000
18368.00
5.64
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ7332
S6XOOCT0IEG5ABCC6L87
2022-12-01
7.000000
400000.00
1082.43
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ7499
S6XOOCT0IEG5ABCC6L87
2023-10-01
6.000000
451144.00
1275.50
Agency Mortgage-Backed Securities
FEPC 08.000 CLZJ7889
S6XOOCT0IEG5ABCC6L87
2024-11-01
8.000000
426944.00
881.60
Agency Mortgage-Backed Securities
FEPC 08.500 CLZJ7918
S6XOOCT0IEG5ABCC6L87
2025-01-01
8.500000
858263.00
3006.87
Agency Mortgage-Backed Securities
FEPC 06.500 CTZJ8965
S6XOOCT0IEG5ABCC6L87
2022-04-01
6.500000
3000000.00
565.21
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1107
S6XOOCT0IEG5ABCC6L87
2023-04-01
4.500000
1470741.00
3508.59
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1125
S6XOOCT0IEG5ABCC6L87
2023-05-01
5.000000
336731.00
4684.68
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1277
S6XOOCT0IEG5ABCC6L87
2023-07-01
4.500000
298983.00
528.73
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1496
S6XOOCT0IEG5ABCC6L87
2024-03-01
4.500000
238287.00
882.74
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1574
S6XOOCT0IEG5ABCC6L87
2024-05-01
4.500000
230799.00
3847.31
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1842
S6XOOCT0IEG5ABCC6L87
2024-09-01
4.500000
161812.00
3807.92
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2026
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.500000
140240.00
2325.91
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2157
S6XOOCT0IEG5ABCC6L87
2025-02-01
4.500000
75750.00
736.31
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2366
S6XOOCT0IEG5ABCC6L87
2025-06-01
4.500000
97939.00
2467.31
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2379
S6XOOCT0IEG5ABCC6L87
2025-06-01
4.500000
287104.00
3174.53
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK3332
S6XOOCT0IEG5ABCC6L87
2026-06-01
4.500000
31010.00
1807.13
Agency Mortgage-Backed Securities
FEPC 03.000 3UZN0027
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
1353964.00
916228.34
Agency Mortgage-Backed Securities
FEPC 08.500 CLZA0352
S6XOOCT0IEG5ABCC6L87
2024-08-01
8.500000
639567.00
433.46
Agency Mortgage-Backed Securities
FEPC 08.000 CLZA0390
S6XOOCT0IEG5ABCC6L87
2025-07-01
8.000000
140898.00
109.41
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1702
S6XOOCT0IEG5ABCC6L87
2021-12-25
6.000000
7980468.00
125.29
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1703
S6XOOCT0IEG5ABCC6L87
2021-12-25
6.500000
6985000.00
72.63
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1707
S6XOOCT0IEG5ABCC6L87
2022-01-01
6.000000
9009236.00
490.49
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1714
S6XOOCT0IEG5ABCC6L87
2022-03-01
6.500000
7426221.00
960.81
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1715
S6XOOCT0IEG5ABCC6L87
2022-03-01
6.000000
926276.00
104.19
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1723
S6XOOCT0IEG5ABCC6L87
2022-05-01
6.000000
652207.00
218.60
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1725
S6XOOCT0IEG5ABCC6L87
2022-06-01
6.000000
644530.00
181.21
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8976
S6XOOCT0IEG5ABCC6L87
2022-07-01
6.000000
1028247.00
807.80
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8977
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.000000
3000183.00
1141.40
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8979
S6XOOCT0IEG5ABCC6L87
2022-03-01
6.000000
2017576.00
532.90
Agency Mortgage-Backed Securities
FEPC 07.500 CLZJ8150
S6XOOCT0IEG5ABCC6L87
2025-12-01
7.500000
98101.00
72.72
Agency Mortgage-Backed Securities
FEPC 07.500 CLZJ8530
S6XOOCT0IEG5ABCC6L87
2026-05-01
7.500000
1954162.00
549.47
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9010
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.500000
250000.00
788.63
Agency Mortgage-Backed Securities
FEPC 05.000 CTZJ9014
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
660000.00
767.35
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0882
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
255000.00
1452.75
Agency Mortgage-Backed Securities
06.000 FGPC G00433 G
S6XOOCT0IEG5ABCC6L87
2026-01-01
6.000000
1100000.00
3664.15
Agency Mortgage-Backed Securities
06.500 FGPC G30220 G
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.500000
220000.00
78.73
Agency Mortgage-Backed Securities
06.500 FGPC G30234 G
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.500000
103000.00
14.24
Agency Mortgage-Backed Securities
08.000 FGPC D60203 G
S6XOOCT0IEG5ABCC6L87
2025-05-01
8.000000
76995.00
27.47
Agency Mortgage-Backed Securities
08.000 FGPC D63790 G
S6XOOCT0IEG5ABCC6L87
2025-10-01
8.000000
38500.00
18.21
Agency Mortgage-Backed Securities
07.500 FGPC D65347 G
S6XOOCT0IEG5ABCC6L87
2025-11-01
7.500000
383100.00
142.26
Agency Mortgage-Backed Securities
07.500 FGPC D67183 G
S6XOOCT0IEG5ABCC6L87
2026-01-01
7.500000
60600.00
71.00
Agency Mortgage-Backed Securities
06.000 FGPC D70285 G
S6XOOCT0IEG5ABCC6L87
2026-04-01
6.000000
25000.00
21.80
Agency Mortgage-Backed Securities
05.000 FGPC G13121 G
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
323375.00
2016.32
Agency Mortgage-Backed Securities
03.500 FGPC G14257 G
S6XOOCT0IEG5ABCC6L87
2026-10-01
3.500000
14969.00
681.99
Agency Mortgage-Backed Securities
04.500 FGPC G13520 G
S6XOOCT0IEG5ABCC6L87
2024-04-01
4.500000
2000.00
7.42
Agency Mortgage-Backed Securities
04.500 FGPC G13688 G
S6XOOCT0IEG5ABCC6L87
2024-10-01
4.500000
23444.00
289.85
Agency Mortgage-Backed Securities
05.500 FGPC G13705 G
S6XOOCT0IEG5ABCC6L87
2023-12-01
5.500000
2000.00
5.76
Agency Mortgage-Backed Securities
04.500 FGPC G15110 G
S6XOOCT0IEG5ABCC6L87
2025-08-01
4.500000
92449.00
1659.94
Agency Mortgage-Backed Securities
05.000 FGPC G16358 G
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
2891000.00
1331.31
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1735
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.000000
4250489.00
1990.28
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1748
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
300000.00
248.35
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1762
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.500000
600000.00
1064.93
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1765
S6XOOCT0IEG5ABCC6L87
2023-01-01
6.500000
1000000.00
1333.14
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA1778
S6XOOCT0IEG5ABCC6L87
2023-06-01
4.500000
313000.00
917.29
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA1780
S6XOOCT0IEG5ABCC6L87
2023-06-01
4.500000
550000.00
2402.58
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1808
S6XOOCT0IEG5ABCC6L87
2023-12-01
6.000000
204524.00
1972.36
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1863
S6XOOCT0IEG5ABCC6L87
2024-09-01
6.500000
200000.00
2491.14
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1864
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.000000
445000.00
4790.79
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1834
S6XOOCT0IEG5ABCC6L87
2024-03-01
6.000000
198432.00
1286.09
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1844
S6XOOCT0IEG5ABCC6L87
2024-08-01
6.000000
415213.00
3823.71
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1847
S6XOOCT0IEG5ABCC6L87
2024-06-01
6.000000
89926.00
926.73
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1853
S6XOOCT0IEG5ABCC6L87
2024-07-01
6.500000
181643.00
2225.99
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1939
S6XOOCT0IEG5ABCC6L87
2026-06-01
6.000000
237778.00
3430.28
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1949
S6XOOCT0IEG5ABCC6L87
2026-08-01
6.000000
375000.00
4166.82
Agency Mortgage-Backed Securities
FEPC 06.000 CIZA2541
S6XOOCT0IEG5ABCC6L87
2022-12-01
6.000000
22000.00
127.15
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS0145
S6XOOCT0IEG5ABCC6L87
2024-08-01
6.000000
1575000.00
2437.71
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5289
S6XOOCT0IEG5ABCC6L87
2022-03-01
6.500000
194000.00
34.94
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5295
S6XOOCT0IEG5ABCC6L87
2022-04-01
5.500000
128000.00
46.28
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5314
S6XOOCT0IEG5ABCC6L87
2022-05-01
5.500000
1093000.00
241.40
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5366
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.000000
210000.00
73.57
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5387
S6XOOCT0IEG5ABCC6L87
2022-09-01
6.500000
1000000.00
1942.21
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5399
S6XOOCT0IEG5ABCC6L87
2022-10-01
5.000000
595000.00
584.69
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5233
S6XOOCT0IEG5ABCC6L87
2022-01-01
5.500000
351760.00
13.16
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5248
S6XOOCT0IEG5ABCC6L87
2022-02-01
6.000000
363000.00
0.94
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6253
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
358000.00
62.73
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5413
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
292000.00
393.19
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5441
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.500000
167000.00
930.47
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5474
S6XOOCT0IEG5ABCC6L87
2022-12-01
5.500000
857000.00
1793.88
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5576
S6XOOCT0IEG5ABCC6L87
2023-04-01
4.500000
153236.00
359.14
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5580
S6XOOCT0IEG5ABCC6L87
2023-04-01
4.500000
261076.00
658.71
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5595
S6XOOCT0IEG5ABCC6L87
2023-04-01
4.500000
82000.00
164.55
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5607
S6XOOCT0IEG5ABCC6L87
2023-05-01
4.500000
600000.00
1767.32
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5644
S6XOOCT0IEG5ABCC6L87
2023-07-01
4.500000
542271.00
1741.04
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5680
S6XOOCT0IEG5ABCC6L87
2023-07-01
5.000000
543145.00
1904.70
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5746
S6XOOCT0IEG5ABCC6L87
2023-03-01
6.000000
216000.00
247.90
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5763
S6XOOCT0IEG5ABCC6L87
2023-12-01
5.000000
610948.00
3640.24
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5797
S6XOOCT0IEG5ABCC6L87
2023-08-01
4.500000
510000.00
1374.78
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5852
S6XOOCT0IEG5ABCC6L87
2023-11-01
6.500000
550000.00
1341.61
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5895
S6XOOCT0IEG5ABCC6L87
2024-02-01
5.500000
760000.00
1380.20
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5896
S6XOOCT0IEG5ABCC6L87
2023-08-01
6.000000
1201000.00
988.61
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5937
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.000000
8019345.00
3.40
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5939
S6XOOCT0IEG5ABCC6L87
2024-09-01
4.500000
62000.00
646.97
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5950
S6XOOCT0IEG5ABCC6L87
2024-09-01
4.500000
322112.00
3202.21
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5958
S6XOOCT0IEG5ABCC6L87
2023-12-01
5.500000
8984111.00
2563.29
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS6056
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
400000.00
836.37
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS6094
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
524000.00
1756.13
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6131
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.500000
25802.00
194.02
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS6120
S6XOOCT0IEG5ABCC6L87
2024-07-01
5.500000
1320000.00
3597.45
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6148
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
1777363.00
395.82
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS7152
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
184807.00
8.63
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6408
S6XOOCT0IEG5ABCC6L87
2023-11-01
5.000000
665000.00
991.39
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6414
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
587000.00
3290.26
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6438
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
1850541.00
1527.10
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6461
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
29635.00
25.23
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6484
S6XOOCT0IEG5ABCC6L87
2024-01-01
6.000000
458000.00
229.84
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6564
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.500000
103520.00
1881.50
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6576
S6XOOCT0IEG5ABCC6L87
2024-03-01
5.000000
1137600.00
4987.41
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6669
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
453551.00
3411.31
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS6888
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
81253.00
955.21
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6971
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
146150.00
81.08
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS7329
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
375323.00
784.92
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS7389
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
52466.00
1967.20
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS7371
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
188455.00
26.80
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS7769
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
1209330.00
669.09
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS7893
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
43000.00
19.80
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8928
S6XOOCT0IEG5ABCC6L87
2022-09-01
6.000000
760794.00
535.44
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8951
S6XOOCT0IEG5ABCC6L87
2026-03-01
6.000000
56094.00
1765.00
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS8266
S6XOOCT0IEG5ABCC6L87
2022-01-01
5.500000
870766.00
112.32
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8323
S6XOOCT0IEG5ABCC6L87
2023-03-01
4.500000
33300.00
73.99
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS8356
S6XOOCT0IEG5ABCC6L87
2023-12-01
6.000000
152126.00
3273.26
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS8327
S6XOOCT0IEG5ABCC6L87
2023-05-01
5.000000
409000.00
1565.03
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS8336
S6XOOCT0IEG5ABCC6L87
2023-08-01
5.000000
307715.00
1208.14
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8374
S6XOOCT0IEG5ABCC6L87
2024-05-01
4.500000
200000.00
1697.82
Agency Mortgage-Backed Securities
FEPC 06.500 CTZS8767
S6XOOCT0IEG5ABCC6L87
2022-11-01
6.500000
210000.00
29.02
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8771
S6XOOCT0IEG5ABCC6L87
2021-12-25
6.000000
300000.00
2.55
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8823
S6XOOCT0IEG5ABCC6L87
2025-07-01
6.000000
289128.00
4432.88
Agency Mortgage-Backed Securities
FEPC 06.000 ZLZT1251
S6XOOCT0IEG5ABCC6L87
2023-12-01
6.000000
32581.00
4256.52
Agency Mortgage-Backed Securities
FEPC 05.000 ZTZT1291
S6XOOCT0IEG5ABCC6L87
2025-01-01
5.000000
24302.00
4928.47
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8089
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
58998912.00
51917169.25
Agency Mortgage-Backed Securities
06.000 FGPC C80142 G
S6XOOCT0IEG5ABCC6L87
2024-02-01
6.000000
250000.00
242.14
Agency Mortgage-Backed Securities
08.500 FGPC C80252 G
S6XOOCT0IEG5ABCC6L87
2025-01-01
8.500000
310078.00
78.58
Agency Mortgage-Backed Securities
08.000 FGPC C80227 G
S6XOOCT0IEG5ABCC6L87
2024-08-01
8.000000
337893.00
58.52
Agency Mortgage-Backed Securities
08.500 FGPC C80244 G
S6XOOCT0IEG5ABCC6L87
2024-12-01
8.500000
1065712.00
626.73
Agency Mortgage-Backed Securities
08.500 FGPC C80285 G
S6XOOCT0IEG5ABCC6L87
2025-03-01
8.500000
1363147.00
17.24
Agency Mortgage-Backed Securities
08.000 FGPC C80313 G
S6XOOCT0IEG5ABCC6L87
2025-05-01
8.000000
67100.00
4.16
Agency Mortgage-Backed Securities
08.000 FGPC C80359 G
S6XOOCT0IEG5ABCC6L87
2025-11-01
8.000000
153000.00
59.78
Agency Mortgage-Backed Securities
06.500 FGPC C90573 G
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.500000
150000.00
125.91
Agency Mortgage-Backed Securities
07.000 FGPC C90547 G
S6XOOCT0IEG5ABCC6L87
2022-04-01
7.000000
173000.00
24.45
Agency Mortgage-Backed Securities
07.000 FGPC C90579 G
S6XOOCT0IEG5ABCC6L87
2022-07-01
7.000000
25000.00
20.05
Agency Mortgage-Backed Securities
05.500 FGPC C90597 G
S6XOOCT0IEG5ABCC6L87
2022-12-01
5.500000
16000.00
15.36
Agency Mortgage-Backed Securities
09.500 FRPC G80003 G
S6XOOCT0IEG5ABCC6L87
2022-07-25
9.500000
5518000.00
0.06
Agency Mortgage-Backed Securities
07.000 FRPC G80135 G
S6XOOCT0IEG5ABCC6L87
2024-10-25
7.000000
500000.00
1551.47
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1189
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.500000
1988616.00
1086234.14
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2597
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.000000
1637648.00
1286604.06
Agency Mortgage-Backed Securities
03.500 FGPC J15852 G
S6XOOCT0IEG5ABCC6L87
2026-07-01
3.500000
29574.00
1688.80
Agency Mortgage-Backed Securities
03.500 FGPC J16564 G
S6XOOCT0IEG5ABCC6L87
2026-09-01
3.500000
4000.00
166.08
Agency Mortgage-Backed Securities
06.000 FGPC D49463 G
S6XOOCT0IEG5ABCC6L87
2024-02-01
6.000000
93917.00
471.93
Agency Mortgage-Backed Securities
06.500 FGPC D55229 G
S6XOOCT0IEG5ABCC6L87
2024-07-01
6.500000
166000.00
583.44
Agency Mortgage-Backed Securities
08.500 FGPC D58459 G
S6XOOCT0IEG5ABCC6L87
2025-01-01
8.500000
716133.00
911.48
Agency Mortgage-Backed Securities
08.500 FGPC D59731 G
S6XOOCT0IEG5ABCC6L87
2025-04-01
8.500000
565247.00
1528.77
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK0548
S6XOOCT0IEG5ABCC6L87
2022-02-01
5.000000
2633008.00
321.56
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0703
S6XOOCT0IEG5ABCC6L87
2022-08-01
6.000000
351000.00
374.77
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK0681
S6XOOCT0IEG5ABCC6L87
2022-08-01
4.500000
91181.00
344.36
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0746
S6XOOCT0IEG5ABCC6L87
2022-09-01
6.000000
913347.00
839.46
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1749
S6XOOCT0IEG5ABCC6L87
2024-08-01
4.500000
135320.00
2521.47
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1775
S6XOOCT0IEG5ABCC6L87
2024-08-01
4.500000
155857.00
1205.65
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK0981
S6XOOCT0IEG5ABCC6L87
2023-02-01
4.500000
228211.00
227.11
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1011
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.000000
309547.00
740.61
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1031
S6XOOCT0IEG5ABCC6L87
2023-03-01
4.500000
301534.00
704.65
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1039
S6XOOCT0IEG5ABCC6L87
2023-03-01
4.500000
295916.00
524.81
Agency Mortgage-Backed Securities
GNII SF MA1840 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
28791.00
4029.96
Agency Mortgage-Backed Securities
GNII SF MA1892 M
549300M8ZYFG0OCMTT87
2029-04-20
4.000000
3262450.00
485018.95
Agency Mortgage-Backed Securities
GNII SF MA2302 M
549300M8ZYFG0OCMTT87
2044-10-20
3.000000
2953.00
757.83
Agency Mortgage-Backed Securities
GNII SF MA2304 M
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
17000.00
2213.34
Agency Mortgage-Backed Securities
GNII JM MA3236 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
3463332.00
236282.17
Agency Mortgage-Backed Securities
GNII SF MA3246 M
549300M8ZYFG0OCMTT87
2045-11-20
4.500000
33869056.00
5103225.50
Agency Mortgage-Backed Securities
GNII SF MA3805 M
549300M8ZYFG0OCMTT87
2046-07-20
4.500000
57000.00
10088.64
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
12436.00
3339.61
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5290736.00
1317326.69
Agency Mortgage-Backed Securities
GNII SF MA4590 M
549300M8ZYFG0OCMTT87
2047-07-20
5.500000
903209.00
211591.66
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
101421696.00
25931378.22
Agency Mortgage-Backed Securities
GNII JM MA6677 M
549300M8ZYFG0OCMTT87
2035-05-20
2.000000
2564744.00
562801.56
Agency Mortgage-Backed Securities
GNII JM MA6699 M
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
884259.00
374721.56
Agency Mortgage-Backed Securities
GNII SF MA7474 M
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
114440320.00
117284453.35
Agency Mortgage-Backed Securities
GNMI SF AO5842 X
549300M8ZYFG0OCMTT87
2045-10-15
3.000000
7397.00
1119.35
Agency Mortgage-Backed Securities
GNMI SF AO7556 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
2175.00
481.48
Agency Mortgage-Backed Securities
GNII SF AO9488 C
549300M8ZYFG0OCMTT87
2046-01-20
4.000000
2387228.00
748248.05
Agency Mortgage-Backed Securities
GNMI SF BA3652 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
23573.00
4857.19
Agency Mortgage-Backed Securities
GNMI SF BD1041 X
549300M8ZYFG0OCMTT87
2047-09-15
3.500000
14282.00
3623.84
Agency Mortgage-Backed Securities
GNMI SF BD7511 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
8678.00
1587.79
Agency Mortgage-Backed Securities
GNMI SF BE5066 X
549300M8ZYFG0OCMTT87
2048-09-15
4.000000
6733.00
1981.10
Agency Mortgage-Backed Securities
GNII SF BE6502 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
2800000.00
1080018.65
Agency Mortgage-Backed Securities
GNMI SF BF8804 X
549300M8ZYFG0OCMTT87
2048-05-15
3.500000
21397.00
3801.59
Agency Mortgage-Backed Securities
GNII SF BI4490 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3935080.00
2209975.15
Agency Mortgage-Backed Securities
GNMI SF BN9288 X
549300M8ZYFG0OCMTT87
2049-07-15
4.000000
296336.00
61983.73
Agency Mortgage-Backed Securities
GNII SF BU8439 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
10027904.00
8118090.03
Agency Mortgage-Backed Securities
GNII SF BX5174 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1148940.00
507927.36
Agency Mortgage-Backed Securities
GNII RG CD3250 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
1112150.00
958040.36
Agency Mortgage-Backed Securities
FNMS 06.500 CL050946
B1V7KEBTPIMZEU4LTD58
2023-12-01
6.500000
879459.00
641.95
Agency Mortgage-Backed Securities
FNMS 06.500 CL050965
B1V7KEBTPIMZEU4LTD58
2024-01-01
6.500000
264700.00
242.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109618
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.690000
8675000.00
9622158.19
Agency Mortgage-Backed Securities
FNMS 06.500 CL124965
B1V7KEBTPIMZEU4LTD58
2023-08-01
6.500000
581300.00
333.55
Agency Mortgage-Backed Securities
FNMS 06.500 CL125229
B1V7KEBTPIMZEU4LTD58
2023-09-01
6.500000
51300.00
28.80
Agency Mortgage-Backed Securities
05.000 FGPC G18181 G
S6XOOCT0IEG5ABCC6L87
2022-05-01
5.000000
3979665.00
2011.91
Agency Mortgage-Backed Securities
03.500 FGPC G18369 G
S6XOOCT0IEG5ABCC6L87
2025-12-01
3.500000
15554.00
844.20
Agency Mortgage-Backed Securities
05.000 FGPC J07329 G
S6XOOCT0IEG5ABCC6L87
2023-03-01
5.000000
9731.00
18.77
Agency Mortgage-Backed Securities
05.000 FGPC J07421 G
S6XOOCT0IEG5ABCC6L87
2023-04-01
5.000000
12289.00
35.95
Agency Mortgage-Backed Securities
05.000 FGPC J08897 G
S6XOOCT0IEG5ABCC6L87
2023-10-01
5.000000
37320.00
207.05
Agency Mortgage-Backed Securities
06.000 FGPC J08511 G
S6XOOCT0IEG5ABCC6L87
2023-08-01
6.000000
6528.00
21.77
Agency Mortgage-Backed Securities
03.500 FGPC J13949 G
S6XOOCT0IEG5ABCC6L87
2025-12-01
3.500000
9736.00
739.91
Agency Mortgage-Backed Securities
03.500 FGPC J15183 G
S6XOOCT0IEG5ABCC6L87
2026-05-01
3.500000
24100.00
418.24
Agency Mortgage-Backed Securities
03.000 FGPC J18085 G
S6XOOCT0IEG5ABCC6L87
2022-03-01
3.000000
17210.00
58.70
Agency Mortgage-Backed Securities
03.000 FGPC J17587 G
S6XOOCT0IEG5ABCC6L87
2021-12-15
3.000000
21619.00
3.39
Agency Mortgage-Backed Securities
07.000 FGPC C00371 G
S6XOOCT0IEG5ABCC6L87
2024-09-01
7.000000
750000.00
911.86
Agency Mortgage-Backed Securities
07.500 FGPC C00454 G
S6XOOCT0IEG5ABCC6L87
2026-04-01
7.500000
95600.00
90.08
Agency Mortgage-Backed Securities
04.500 FGPC E02749 G
S6XOOCT0IEG5ABCC6L87
2025-08-01
4.500000
8208.00
158.49
Agency Mortgage-Backed Securities
03.500 FGPC E02892 G
S6XOOCT0IEG5ABCC6L87
2026-05-01
3.500000
3000.00
122.07
Agency Mortgage-Backed Securities
03.000 FGPC E02942 G
S6XOOCT0IEG5ABCC6L87
2026-09-01
3.000000
1266.00
48.10
Agency Mortgage-Backed Securities
06.000 FGPC C46897 G
S6XOOCT0IEG5ABCC6L87
2025-01-01
6.000000
250000.00
141.61
Agency Mortgage-Backed Securities
03.500 FGPC J20909 G
S6XOOCT0IEG5ABCC6L87
2022-10-01
3.500000
73662.00
897.50
Agency Mortgage-Backed Securities
02.500 FGPC J22789 G
S6XOOCT0IEG5ABCC6L87
2023-04-01
2.500000
100000.00
3293.56
Agency Mortgage-Backed Securities
03.500 FGPC J27480 G
S6XOOCT0IEG5ABCC6L87
2024-02-01
3.500000
45424.00
1325.14
Agency Mortgage-Backed Securities
FNMS 06.500 CL229194
B1V7KEBTPIMZEU4LTD58
2023-08-01
6.500000
368609.00
92.56
Agency Mortgage-Backed Securities
FNMS 06.000 CL238178
B1V7KEBTPIMZEU4LTD58
2023-10-01
6.000000
81901.00
545.75
Agency Mortgage-Backed Securities
FNMS 06.000 CL239542
B1V7KEBTPIMZEU4LTD58
2023-10-01
6.000000
80413.00
353.93
Agency Mortgage-Backed Securities
FNMS 09.000 CL250257
B1V7KEBTPIMZEU4LTD58
2025-06-01
9.000000
20246.00
0.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL250508
B1V7KEBTPIMZEU4LTD58
2026-01-01
6.000000
149138.00
143.42
Agency Mortgage-Backed Securities
FNMS 06.500 CL250511
B1V7KEBTPIMZEU4LTD58
2026-03-01
6.500000
435200.00
372.25
Agency Mortgage-Backed Securities
FNMS 06.500 CL250550
B1V7KEBTPIMZEU4LTD58
2026-05-01
6.500000
97100.00
178.83
Agency Mortgage-Backed Securities
FNMS 06.000 CL250569
B1V7KEBTPIMZEU4LTD58
2026-05-01
6.000000
125245.00
320.05
Agency Mortgage-Backed Securities
FNMS 05.500 CT254690
B1V7KEBTPIMZEU4LTD58
2023-04-01
5.500000
2250000.00
4966.96
Agency Mortgage-Backed Securities
FNMS 06.000 CT254179
B1V7KEBTPIMZEU4LTD58
2022-01-01
6.000000
2750000.00
55.81
Agency Mortgage-Backed Securities
FNMS 06.000 CT254231
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.000000
2602563.00
263.04
Agency Mortgage-Backed Securities
FNMS 06.500 CT254232
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.500000
125000.00
8.79
Agency Mortgage-Backed Securities
FNMS 06.500 CT254296
B1V7KEBTPIMZEU4LTD58
2022-04-01
6.500000
3480314.00
507.59
Agency Mortgage-Backed Securities
FNMS 06.000 CT254440
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.000000
4237599.00
1646.57
Agency Mortgage-Backed Securities
FNMS 06.000 CT254420
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.000000
2109609.00
668.75
Agency Mortgage-Backed Securities
FNMS 06.000 CT254513
B1V7KEBTPIMZEU4LTD58
2022-10-01
6.000000
6359662.00
4519.98
Agency Mortgage-Backed Securities
FNMS 06.500 CT254525
B1V7KEBTPIMZEU4LTD58
2022-10-01
6.500000
4311693.00
3336.60
Agency Mortgage-Backed Securities
GNMI SF AD2152 X
549300M8ZYFG0OCMTT87
2043-01-15
3.500000
25705.00
3060.41
Agency Mortgage-Backed Securities
FNMS 06.500 CT638665
B1V7KEBTPIMZEU4LTD58
2022-04-01
6.500000
2359096.00
3658.01
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL6947
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.000000
445673.00
1.92
Agency Mortgage-Backed Securities
FNMS 02.000 CNAP8464
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.000000
3540.00
100.97
Agency Mortgage-Backed Securities
FNMS 03.000 PLAY6019
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
1732764.00
1005267.33
Agency Mortgage-Backed Securities
08.000 FGPC D21271 G
S6XOOCT0IEG5ABCC6L87
2022-07-01
8.000000
283600.00
203.91
Agency Mortgage-Backed Securities
FNMS 06.000 CT735367
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.000000
500000.00
17.06
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0107
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
3090000.00
1422175.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
177000.00
174435.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4097
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1543000.00
835921.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7753
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1642176.00
1154577.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO5067
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1512442.00
823833.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1370
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
20000000.00
7900226.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB0228
B1V7KEBTPIMZEU4LTD58
2051-04-01
4.500000
1032398.00
996208.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM0076
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1585000.00
924126.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3857
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
24998080.00
11748120.06
Agency Mortgage-Backed Securities
FNMS 06.500 CI888410
B1V7KEBTPIMZEU4LTD58
2022-04-01
6.500000
227000.00
1.14
Agency Mortgage-Backed Securities
FNMS 05.500 CI888439
B1V7KEBTPIMZEU4LTD58
2022-06-01
5.500000
8325000.00
1930.26
Agency Mortgage-Backed Securities
FNMS 05.000 CI888595
B1V7KEBTPIMZEU4LTD58
2022-01-01
5.000000
12350000.00
49.48
Agency Mortgage-Backed Securities
FNMS 05.500 CI888677
B1V7KEBTPIMZEU4LTD58
2022-08-01
5.500000
39000.00
38.72
Agency Mortgage-Backed Securities
FNMS 06.500 CI888878
B1V7KEBTPIMZEU4LTD58
2022-10-01
6.500000
153000.00
447.64
Agency Mortgage-Backed Securities
FNMS 05.500 CI889716
B1V7KEBTPIMZEU4LTD58
2022-10-01
5.500000
2242137.00
2461.23
Agency Mortgage-Backed Securities
FNMS 05.000 CI896877
B1V7KEBTPIMZEU4LTD58
2022-05-01
5.000000
34223.00
31.20
Agency Mortgage-Backed Securities
FNMS 05.500 CI896861
B1V7KEBTPIMZEU4LTD58
2022-03-01
5.500000
76776.00
35.99
Agency Mortgage-Backed Securities
FNMS 05.500 CI896866
B1V7KEBTPIMZEU4LTD58
2022-04-01
5.500000
1500000.00
3538.53
Agency Mortgage-Backed Securities
FNMS 05.500 CI899987
B1V7KEBTPIMZEU4LTD58
2022-10-01
5.500000
5000000.00
4299.70
Agency Mortgage-Backed Securities
FNMS 05.000 CI899308
B1V7KEBTPIMZEU4LTD58
2022-04-01
5.000000
12484.00
3.29
Agency Mortgage-Backed Securities
FNMS 05.500 CI899309
B1V7KEBTPIMZEU4LTD58
2022-04-01
5.500000
666242.00
63.86
Agency Mortgage-Backed Securities
FNMS 04.500 CI899762
B1V7KEBTPIMZEU4LTD58
2022-07-01
4.500000
316799.00
335.45
Agency Mortgage-Backed Securities
FNMS 06.000 CI907059
B1V7KEBTPIMZEU4LTD58
2022-08-01
6.000000
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96.39
Agency Mortgage-Backed Securities
FNMS 05.500 CI911733
B1V7KEBTPIMZEU4LTD58
2021-12-25
5.500000
700000.00
111.60
Agency Mortgage-Backed Securities
FNMS 05.000 CI912555
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
110000.00
16.97
Agency Mortgage-Backed Securities
FNMS 05.500 CI914325
B1V7KEBTPIMZEU4LTD58
2022-03-01
5.500000
388015.00
285.55
Agency Mortgage-Backed Securities
FNMS 05.000 CI914541
B1V7KEBTPIMZEU4LTD58
2022-04-01
5.000000
82183.00
74.44
Agency Mortgage-Backed Securities
FNMS 04.500 CI918898
B1V7KEBTPIMZEU4LTD58
2022-04-01
4.500000
142868.00
37.92
Agency Mortgage-Backed Securities
FNMS 05.500 CI919265
B1V7KEBTPIMZEU4LTD58
2022-04-01
5.500000
726555.00
181.13
Agency Mortgage-Backed Securities
FNMS 05.000 CI928351
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.000000
2419899.00
3370.74
Agency Mortgage-Backed Securities
FNMS 05.500 CI938195
B1V7KEBTPIMZEU4LTD58
2022-07-01
5.500000
1536264.00
3773.46
Agency Mortgage-Backed Securities
FNMS 05.000 CI941793
B1V7KEBTPIMZEU4LTD58
2022-08-01
5.000000
5200000.00
938.67
Agency Mortgage-Backed Securities
FNMS 05.500 CI943427
B1V7KEBTPIMZEU4LTD58
2022-07-01
5.500000
727872.00
1564.79
Agency Mortgage-Backed Securities
FNMS 05.500 CI945093
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
213549.00
606.79
Agency Mortgage-Backed Securities
FNMS 05.500 CI946807
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
30964.00
87.65
Agency Mortgage-Backed Securities
FNMS 05.000 CL962490
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
50000000.00
1069239.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6801
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
5125000.00
1479935.91
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA1055
B1V7KEBTPIMZEU4LTD58
2022-03-01
4.500000
156857.00
364.78
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA1099
B1V7KEBTPIMZEU4LTD58
2022-06-01
3.500000
500000.00
2765.54
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA1616
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
3400000.00
795913.67
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3489
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
5417960.00
1060006.01
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
33576640.00
28554744.70
Agency Mortgage-Backed Securities
FNMS 05.000 CIAD0285
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.000000
7508095.00
2.65
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0595
B1V7KEBTPIMZEU4LTD58
2022-03-01
4.500000
1100000.00
2.98
Agency Mortgage-Backed Securities
GNMI SF AA8585 X
549300M8ZYFG0OCMTT87
2027-10-15
3.000000
3662948.00
693975.19
Agency Mortgage-Backed Securities
GNMI SF AC2828 X
549300M8ZYFG0OCMTT87
2043-03-15
2.500000
643283.00
160501.09
Agency Mortgage-Backed Securities
GNII JM MA0455 M
549300M8ZYFG0OCMTT87
2042-10-20
3.000000
10000000.00
1487532.04
Agency Mortgage-Backed Securities
GNII SF MA1156 M
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
32377840.00
7040316.01
Agency Mortgage-Backed Securities
GNII SF MA1524 M
549300M8ZYFG0OCMTT87
2043-12-20
5.000000
35469.00
3772.68
Agency Mortgage-Backed Securities
GNII SF MA2680 M
549300M8ZYFG0OCMTT87
2045-02-20
4.500000
32639.00
4139.91
Agency Mortgage-Backed Securities
GNII SF MA1813 M
549300M8ZYFG0OCMTT87
2024-06-20
4.500000
296583.00
11589.26
Agency Mortgage-Backed Securities
GNII SF AE5435 C
549300M8ZYFG0OCMTT87
2023-08-20
3.000000
322000.00
21632.58
Agency Mortgage-Backed Securities
GNII SF AH8776 C
549300M8ZYFG0OCMTT87
2034-06-20
4.500000
1204272.00
458396.79
Agency Mortgage-Backed Securities
GNMI SF AX2586 X
549300M8ZYFG0OCMTT87
2047-04-15
3.000000
1024.00
844.73
Agency Mortgage-Backed Securities
GNII SF AY0516 C
549300M8ZYFG0OCMTT87
2047-05-20
4.500000
1307742.00
110482.89
Agency Mortgage-Backed Securities
GNII SF 003651 M
549300M8ZYFG0OCMTT87
2034-12-20
5.000000
295000.00
9941.62
Agency Mortgage-Backed Securities
GNII JM 004554 M
549300M8ZYFG0OCMTT87
2039-10-20
5.000000
3250000.00
20933.65
Agency Mortgage-Backed Securities
GNII JM 004955 M
549300M8ZYFG0OCMTT87
2026-01-20
4.000000
797885.00
6498.47
Agency Mortgage-Backed Securities
GNMI SF 739794 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
40000.00
6890.93
Agency Mortgage-Backed Securities
GNMI SF 489787 X
549300M8ZYFG0OCMTT87
2041-11-15
3.500000
510968.00
123241.74
Agency Mortgage-Backed Securities
GNMI SF 753772 X
549300M8ZYFG0OCMTT87
2026-01-15
3.500000
1055000.00
107869.40
Agency Mortgage-Backed Securities
GNMI SF 688419 X
549300M8ZYFG0OCMTT87
2038-05-15
5.500000
2025260.00
7378.80
Agency Mortgage-Backed Securities
GNMI SF 700822 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
936876.00
16839.16
Agency Mortgage-Backed Securities
GNMI SF 710846 X
549300M8ZYFG0OCMTT87
2039-09-15
4.500000
803527.00
32451.10
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0914
S6XOOCT0IEG5ABCC6L87
2022-12-01
6.000000
500000.00
2461.58
Agency Mortgage-Backed Securities
GNII SF MA4515 M
549300M8ZYFG0OCMTT87
2047-06-20
6.000000
390000.00
106033.14
Agency Mortgage-Backed Securities
GNII SF BU3040 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1156416.00
803493.98
Agency Mortgage-Backed Securities
GNII SF CC0889 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
1506130.00
1591159.48
Agency Mortgage-Backed Securities
GNII RG CF4623 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
1553664.00
1389185.14
Agency Mortgage-Backed Securities
GNII RG CF4632 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
12293408.00
11721663.84
Agency Mortgage-Backed Securities
FNMS 02.500 I4BF0396
B1V7KEBTPIMZEU4LTD58
2059-08-01
2.500000
15570784.00
12919695.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3304
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1579626.00
917934.17
Agency Mortgage-Backed Securities
FNMS 03.500 CQBM6615
B1V7KEBTPIMZEU4LTD58
2038-07-01
3.500000
8707152.00
7824413.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN6692
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
1929596.00
869602.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO2765
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1076106.00
503513.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0376
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1368550.00
1394439.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR3049
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1105126.00
1154555.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT0332
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
1369646.00
1445720.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1793
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
2787772.00
2782603.61
Agency Mortgage-Backed Securities
FNMS 03.000 CTBT6794
B1V7KEBTPIMZEU4LTD58
2041-10-01
3.000000
1909606.00
1923803.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7491
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1170428.00
1247623.59
Agency Mortgage-Backed Securities
FNMS 02.500 CIBU2289
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.500000
1002742.00
1059675.57
Agency Mortgage-Backed Securities
FNMS 01.500 CIBU2507
B1V7KEBTPIMZEU4LTD58
2036-11-01
1.500000
2415036.00
2437706.75
Agency Mortgage-Backed Securities
FNMS 02.000 CTBU3782
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.000000
1101076.00
1126247.82
Agency Mortgage-Backed Securities
FNMS 02.000 CIBU6273
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
1088412.00
1118287.94
Agency Mortgage-Backed Securities
FNMS 01.500 CIBU6753
B1V7KEBTPIMZEU4LTD58
2036-11-01
1.500000
1009044.00
1018515.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3897
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
4412192.00
1378898.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4794
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1463700.00
778713.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5561
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
1400000.00
730535.69
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA9029
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1609594.00
1527953.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2155
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
101625600.00
105703277.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7793
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
3000000.00
2738536.69
Agency Mortgage-Backed Securities
FNMS 05.000 CI937124
B1V7KEBTPIMZEU4LTD58
2022-05-01
5.000000
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3358.53
Agency Mortgage-Backed Securities
FNMS 04.000 CIAC1415
B1V7KEBTPIMZEU4LTD58
2024-08-01
4.000000
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821964.36
Agency Mortgage-Backed Securities
GNMI SF AB1893 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
282381.00
92584.27
Agency Mortgage-Backed Securities
GNMI SF AD7338 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
834475.00
113693.57
Agency Mortgage-Backed Securities
GNII SF AD9882 C
549300M8ZYFG0OCMTT87
2044-04-20
4.000000
570000.00
71584.98
Agency Mortgage-Backed Securities
GNII SF AL6980 C
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1853854.00
870921.46
Agency Mortgage-Backed Securities
GNMI SP 782266 X
549300M8ZYFG0OCMTT87
2038-02-15
5.000000
306795000.00
8500848.11
Agency Mortgage-Backed Securities
FNMS 06.500 CL252422
B1V7KEBTPIMZEU4LTD58
2022-01-01
6.500000
3726896.00
936.89
Agency Mortgage-Backed Securities
GNII RG CF9219 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
6157800.00
6454444.09
Agency Mortgage-Backed Securities
GNII RG CH2075 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
1167932.00
1258776.82
Agency Mortgage-Backed Securities
GNII SF CH3864 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
4334456.00
4511526.71
Agency Mortgage-Backed Securities
GNII SF CH6402 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
2129996.00
2241322.03
Agency Mortgage-Backed Securities
GNII SF CH8412 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
2966684.00
3149831.25
Agency Mortgage-Backed Securities
GNPL LM CH9334
549300M8ZYFG0OCMTT87
2055-04-15
2.670000
500000.00
527583.28
Agency Mortgage-Backed Securities
GNII SF CI0489 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1637516.00
1738604.23
Agency Mortgage-Backed Securities
GNII SF CI1685 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
2389212.00
2480938.36
Agency Mortgage-Backed Securities
FNMS 06.500 CT631639
B1V7KEBTPIMZEU4LTD58
2022-03-01
6.500000
3110625.00
340.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0240
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.000000
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Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8580
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
5905000.00
6865026.04
Agency Mortgage-Backed Securities
FNMS 03.500 CNAP0425
B1V7KEBTPIMZEU4LTD58
2022-07-01
3.500000
653076.00
4560.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1436
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1430618.00
509016.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4447
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
6299696.00
2108440.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9666
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
3500724.00
1075012.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ8498
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
6057520.00
1435071.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7488
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
1925130.00
1090899.22
Agency Mortgage-Backed Securities
FEPC 05.500 CIZK1324
S6XOOCT0IEG5ABCC6L87
2023-08-01
5.500000
2176540.00
2367.23
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2136
S6XOOCT0IEG5ABCC6L87
2025-02-01
4.500000
264000.00
4641.05
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6021
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
6260048.00
3182980.46
Agency Mortgage-Backed Securities
FEPC 05.500 CIZK0505
S6XOOCT0IEG5ABCC6L87
2022-01-01
5.500000
5960000.00
1194.69
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1761
S6XOOCT0IEG5ABCC6L87
2023-02-01
5.000000
1411220.00
3027.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2947
S6XOOCT0IEG5ABCC6L87
2040-07-01
5.000000
5600000.00
572973.90
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5280
S6XOOCT0IEG5ABCC6L87
2022-02-01
5.500000
5163000.00
655.41
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5848
S6XOOCT0IEG5ABCC6L87
2024-04-01
4.500000
600000.00
3986.41
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5829
S6XOOCT0IEG5ABCC6L87
2021-12-25
5.500000
455999.00
10.92
Agency Mortgage-Backed Securities
FEPC 03.500 CNZS6559
S6XOOCT0IEG5ABCC6L87
2022-06-01
3.500000
1000000.00
1949.47
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS7892
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
841000.00
3142.97
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS7894
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
254000.00
2709.23
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB1595
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
1502656.00
1307068.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0274
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
1238304.00
1303608.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC7919
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1488522.00
1570508.75
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN8182
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.500000
1968932.00
2067065.52
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN8488
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
2977728.00
3077902.08
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3282
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
781435.00
683222.49
Agency Mortgage-Backed Securities
FNMS 05.000 CI915937
B1V7KEBTPIMZEU4LTD58
2022-03-01
5.000000
11000000.00
3924.51
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
17356800.00
18911665.06
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0006
538000000.00
538000000.00
0.0161
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.060000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RTST8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2015-SB6 A-10 20350825 FLT
549300U481M1WQOJXI49
2035-08-25
3.220000
20.00
7.94
Agency Collateralized Mortgage Obligation
FHLMCT SLSTT SERIES 2018-1 A-2 20280625 3.5
2028-06-25
3.500000
6299.00
6513.21
Agency Collateralized Mortgage Obligation
GNRM 2019-68 VB
549300M8ZYFG0OCMTT87
2058-09-16
2.500000
2000000.00
2035771.78
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2051-12-25
0.270000
48930816.00
47998610.56
Agency Collateralized Mortgage Obligation
FEPC 02.000 3PRE6115
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4974952.00
4935237.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4493
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
33707776.00
34633859.69
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
87000000.00
87000000.00
0.0026
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RTSX9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 785100 X
549300M8ZYFG0OCMTT87
2045-04-15
4.000000
7397616.00
5051296.47
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
0.00
250024000.00
249997747.48
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
250000000.00
250000000.00
0.0075
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0RTSZ4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
44100.00
46167.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
8255065700.00
8994574898.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
37900.00
39618.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-15
1.750000
50400.00
51253.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
68400.00
69547.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
51400.00
52311.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
66400.00
67648.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
102500.00
104356.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
13400.00
14185.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
40000.00
41517.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
75200.00
78573.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
37700.00
38925.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
28300.00
28776.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
15393400.00
16131757.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
12075700.00
12244052.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
53800.00
55013.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
85100.00
86907.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
1.375000
35700.00
36323.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
39500.00
39803.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
153498800.00
153000204.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
69500.00
69508.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
62400.00
62438.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
59200.00
58961.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
37900.00
35315.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
172300300.00
171480572.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
62100.00
61702.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
33200.00
32993.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
422893300.00
418458667.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-15
0.250000
97200.00
96199.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.375000
39300.00
38997.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
101200.00
101145.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
31500.00
31470.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
31600.00
31575.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
167600.00
162969.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
100.00
99.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
157300.00
139568.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
138200.00
125625.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
86900.00
88452.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
27200.00
28813.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
37900.00
39155.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
52400.00
54296.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
11900.00
13269.51
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
9768000000.00
9768000000.00
0.2925
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RTT75
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
2.375000
11420000.00
12058106.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
24405100.00
25430729.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
6347200.00
6371254.13
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
43000000.00
43000000.00
0.0013
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0RTTG5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-020 AK
549300M8ZYFG0OCMTT87
2061-05-16
2.450000
457856.00
343885.32
Agency Collateralized Mortgage Obligation
GNRM 2020-148 JL
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
1000.00
632.01
Agency Collateralized Mortgage Obligation
FEPC 03.000 CLSD8016
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
32917467.00
9547070.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8156
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
1591570.00
1579176.79
Agency Mortgage-Backed Securities
FNMS 05.000 CL962490
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
8557.00
182.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
3629.00
681.89
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0051
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.500000
20851270.00
1062415.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD3808
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
16881.00
681.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0397
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
9558.00
678.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0398
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
1288.00
49.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
5897.00
351.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0500
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
107553.00
3732.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0618
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
4024.00
298.67
Agency Mortgage-Backed Securities
GNII SF MA2604 M
549300M8ZYFG0OCMTT87
2045-02-20
5.000000
1791907.00
286012.54
Agency Mortgage-Backed Securities
GNII SF MA3597 M
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
28222560.00
6082225.03
Agency Mortgage-Backed Securities
GNII SF MA2964 M
549300M8ZYFG0OCMTT87
2045-07-20
5.000000
2431220.00
387340.80
Agency Mortgage-Backed Securities
GNII SF MA4719 M
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
2161000.00
543735.54
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1795472.00
459064.14
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
2027692.00
581101.86
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
23403424.00
5383854.63
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
42410240.00
39197969.83
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
5376650.00
3704389.99
Agency Mortgage-Backed Securities
GNII SF MA6995 M
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
3259104.00
2553120.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
1923.00
562.34
Agency Mortgage-Backed Securities
FNMS 05.000 CL929301
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
15125.00
152.08
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
9285312.00
9100119.02
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
8836455.00
8786927.72
Agency Mortgage-Backed Securities
GNMI SP 782736 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1234.00
68.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8183
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
39808331.00
40902020.66
Agency Mortgage-Backed Securities
GNII SF MA7705 M
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
26324738.00
27125902.15
Agency Mortgage-Backed Securities
FNMS 05.500 CL745582
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
12827.00
145.95
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
2813100.00
2869115.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
100.00
104.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
11427000.00
12052311.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
468600.00
486633.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
290000.00
299413.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
72485700.00
79127269.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
1037300.00
1106451.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
163600.00
169520.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
86000.00
91821.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
2011300.00
2143991.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
28400.00
31332.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
542900.00
569308.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
2.500000
2005900.00
2030779.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
1093900.00
1148176.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-28
2.500000
1162600.00
1237116.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
413800.00
435225.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
300.00
299.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-25
0.00
2600.00
2599.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
138900.00
168666.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
1148900.00
1194574.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
100.00
104.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
430600.00
437512.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
7070400.00
7140080.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
6140400.00
6401176.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2735000.00
3445666.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
100.00
100.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
93.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-06-30
0.500000
100.00
96.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
300.00
291.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
200.00
189.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
57600.00
54952.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
102800.00
101722.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
10537600.00
10449505.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
0.750000
11805200.00
11600088.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-09-30
1.250000
100.00
99.09
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
295000000.00
295000000.00
0.0088
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RTTK6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
34799065.00
31953466.18
Agency Mortgage-Backed Securities
03.500 FGPC G07146 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
35423788.00
8405670.88
Agency Mortgage-Backed Securities
04.500 FGPC G07539 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
37617494.00
5865604.22
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3706
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
19586370.00
7050688.24
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0532
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
29477000.00
5796813.09
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN0955
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
18734295.00
9174432.62
Agency Mortgage-Backed Securities
FMAR 2B7425 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.487000
42476339.00
7589994.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA7029
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
15000000.00
8837354.43
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7966
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
121334421.00
67486081.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9446
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
50699398.00
19888685.31
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0543
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
35950359.00
15893404.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0417
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
22106050.00
16460473.04
Agency Mortgage-Backed Securities
04.000 FGPC U90696 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
1000.00
188.64
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
74716378.00
13581964.23
Agency Mortgage-Backed Securities
03.500 FGPC V83267 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
64049.00
25005.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK9431
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
2130687.00
582493.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2064
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
25999150.00
3112067.76
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8193
B1V7KEBTPIMZEU4LTD58
2025-03-01
2.480000
8606084.00
8818893.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9654
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
27685700.00
9361661.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
42013726.00
5652738.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8841
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
25491776.00
11260443.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5332
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
27642973.00
13412947.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5400
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
231941.00
188809.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8602
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
92971259.00
84928078.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8422
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
41000000.00
41658968.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9699
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
46417383.00
46592938.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3633
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
111322285.00
16818885.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS3739
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
45265296.00
8772626.79
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8060
S6XOOCT0IEG5ABCC6L87
2033-07-01
4.000000
38603149.00
11259276.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0666
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
19481424.00
19538553.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0697
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
10380423.00
10565210.14
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0727
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
86351436.00
88794251.99
Agency Mortgage-Backed Securities
04.500 FGPC V85495 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
20677689.00
9414724.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC2055
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.500000
1703690.00
1805410.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC6456
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
7162856.00
7591888.52
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8505
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
31167738.00
31684860.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA5548
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
3669.00
3711.99
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA5757
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
19474127.00
20155311.25
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5943
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
7882889.00
7860635.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3628
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
21224096.00
9164859.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5012
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
50090452.00
27154091.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1035
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
5167929.00
5041099.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT0220
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
5551960.00
5633028.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB0864
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
15271659.00
15603747.33
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
8716600.00
11141731.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
6992000.00
8651871.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
25000000.00
25308975.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
16795000.00
17245244.01
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
780000000.00
780000000.00
0.0234
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RTTL4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
1002200.00
1189090.63
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
1165699.00
1165699.00
0.0000
N
Y
Y
N
The Charles Schwab Family of Funds
2021-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer