0001145549-22-014544.txt : 20220307
0001145549-22-014544.hdr.sgml : 20220307
20220307162430
ACCESSION NUMBER: 0001145549-22-014544
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220307
DATE AS OF CHANGE: 20220307
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: 22718331
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
2022-02-28
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
28
56
26970837780.41
27826783534.30
27298204526.98
26702675036.90
31635246955.19
32109914264.30
31461714986.33
31541514672.99
0.00
0.7470
0.7606
0.7650
0.7478
0.8762
0.8777
0.8817
0.8833
0.0000
0.01
35619732724.49
35629102559.13
21581589.70
3196103.82
35647488045.02
35647226258.0100
1.0000
0.0011
0.9998
0.9997
0.9997
0.9997
0.0000
C000012381
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24244540016.11
24244395337.9600
0.9998
0.9997
0.9997
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354970988.82
169233115.96
140489479.81
114711842.70
0.00
0.00
704252487.05
569917655.24
0.0001
Y
Investment Advisor and its affiliates Contractual 134,491 Investment Advisor and its affiliates Voluntary 6,438,799
C000151955
0.00
6535400272.93
6535276029.4700
0.9998
0.9997
0.9997
0.9997
0.0000
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82466280.76
129378827.87
136835776.49
210170142.25
71167292.22
90794263.50
0.00
0.00
390448150.06
534353577.14
0.0001
Y
Investment Advisor and its affiliates Contractual 12,450 Investment Advisor and its affiliates Voluntary 1,278,695
C000222229
1000000.00
4867547755.98
4867554890.5800
0.9998
0.9997
0.9997
0.9997
0.0000
241396636.24
94491513.09
19155672.66
59087133.29
137409912.78
200944208.26
90843661.32
73171884.96
0.00
0.00
334764398.91
448745318.09
0.0001
Y
Investment Advisor and its affiliates Contractual 27,439 Investment Advisor and its affiliates Voluntary 368,565
ABAG Finance Auth
M/F HOUSING RB (CROSSING APTS) SERIES 2002A 0.100000%
00037NLM6
549300EWVCCTI6O2KU84
US00037NLM64
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
57685000.00
57685000.00
0.0016
N
N
Y
N
Alabama HFA
M/F HOUSING RB (CHAPEL RIDGE APTS) SERIES 2005E 0.340000%
01030PFP6
549300VFN7EHPOFS7D76
US01030PFP62
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2038-04-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0034
10100000.00
10100000.00
0.0003
N
N
Y
N
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 0.210000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0021
56900000.00
56900000.00
0.0016
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (WILSHIRE COURT APTS) SERIES 2003M 0.100000%
13077V3E0
549300KTNI2GCJNX2U48
US13077V3E01
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
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 0.100000%
13077V4F6
549300KTNI2GCJNX2U48
US13077V4F66
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2037-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
26040000.00
26040000.00
0.0007
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (VARENNA ASSISTED LIVING APTS) SERIES 2006F 0.230000%
13079FAT2
549300KTNI2GCJNX2U48
US13079FAT21
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-02-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0023
10685000.00
10685000.00
0.0003
N
N
Y
N
California Statewide Communities Development Auth
M/F HOUSING RB (CROSSINGS WEST APTS) SERIES 2009E 0.230000%
13079PRV7
549300KTNI2GCJNX2U48
US13079PRV75
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0023
10100000.00
10100000.00
0.0003
N
N
Y
N
CAPITAL AREA HOUSING FINANCE CORP
M/F HOUSING RB (ENCINO POINTE APTS) SERIES 2009 0.260000%
139726BS1
549300XICE1XLI0VXV87
US139726BS14
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
12855000.00
12855000.00
0.0004
N
N
Y
N
Eden Prairie
M/F HOUSING REFUNDING RB (PARK AT CITY WEST APTS) SERIES 2001 0.240000%
279540MJ4
US279540MJ44
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2031-09-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0024
13605000.00
13605000.00
0.0004
N
N
Y
N
Emeryville Successor Redevelopment Agency
M/F HOUSING RB (BAY ST APTS) SERIES 2002A 0.240000%
291200BN2
US291200BN21
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2036-10-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0024
53100000.00
53100000.00
0.0015
N
N
Y
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
0.0073
117643193.92
117643193.92
0.0033
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.055000%
3130AR3H2
2549001DPIFGXC1TOL40
US3130AR3H26
U.S. Government Agency Debt
Y
2022-03-01
2022-07-18
2022-07-18
N
N
N
0.0005
95203673.77
95203673.77
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.055000%
3130AR5M9
2549001DPIFGXC1TOL40
US3130AR5M92
U.S. Government Agency Debt
Y
2022-03-01
2022-08-30
2022-08-30
N
N
N
0.0005
95204810.46
95204810.46
0.0027
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
0.0064
37686104.06
37686104.06
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
0.0064
33889745.48
33889745.48
0.0010
N
N
N
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
0.0041
9389947.55
9389947.55
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
0.0052
23556786.28
23556786.28
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
0.0052
56485773.28
56485773.28
0.0016
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
0.0021
5003492.90
5003492.90
0.0001
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
0.0043
1582282.61
1582282.61
0.0000
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385VS2
2549001DPIFGXC1TOL40
US313385VS21
U.S. Government Agency Debt
Y
2022-04-18
2022-04-18
2022-04-18
N
N
N
0.0018
237842918.27
237842918.27
0.0067
N
N
Y
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
0.0026
1002798.33
1002798.33
0.0000
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.750000%
3133EJMB2
US3133EJMB26
U.S. Government Agency Debt
Y
2022-04-25
2022-04-25
2022-04-25
N
N
N
0.0041
13045397.43
13045397.43
0.0004
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
0.0034
14020900.81
14020900.81
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
0.0060
5127000.57
5127000.57
0.0001
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
2022-03-01
2022-07-25
2022-07-25
N
N
N
0.0005
58220102.86
58220102.86
0.0016
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
2022-03-01
2022-03-10
2022-03-10
N
N
N
0.0005
66401367.84
66401367.84
0.0019
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
0.0047
3203172.38
3203172.38
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
0.0074
4021082.24
4021082.24
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
0.0047
5380173.38
5380173.38
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.402900%
3133EM4G4
US3133EM4G49
U.S. Government Agency Debt
Y
2022-03-01
2023-05-01
2023-05-01
N
N
N
0.0040
117806198.64
117806198.64
0.0033
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
2022-03-01
2022-09-08
2022-09-08
N
N
N
0.0002
188510090.41
188510090.41
0.0053
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.170000%
3133EMJV5
US3133EMJV55
U.S. Government Agency Debt
Y
2022-03-01
2023-12-08
2023-12-08
N
N
N
0.0008
47376447.21
47376447.21
0.0013
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
2022-03-01
2022-10-21
2022-10-21
N
N
N
0.0006
118036537.52
118036537.52
0.0033
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
2022-03-01
2022-07-08
2022-07-08
N
N
N
0.0006
94511877.71
94511877.71
0.0027
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.405400%
3133EMQ96
US3133EMQ962
U.S. Government Agency Debt
Y
2022-03-01
2023-07-13
2023-07-13
N
N
N
0.0041
47095022.00
47095022.00
0.0013
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
0.0043
23584333.14
23584333.14
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
2022-03-01
2023-07-21
2023-07-21
N
N
N
0.0009
155190602.02
155190602.02
0.0044
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
0.0039
117717240.79
117717240.79
0.0033
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
0.0072
94217356.24
94217356.24
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.105000%
3133ENGH7
US3133ENGH71
U.S. Government Agency Debt
Y
2022-03-01
2023-11-07
2023-11-07
N
N
N
0.0009
42607703.78
42607703.78
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133ENGM6
US3133ENGM66
U.S. Government Agency Debt
Y
2022-03-01
2023-12-08
2023-12-08
N
N
N
0.0008
26598801.14
26598801.14
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.110000%
3133ENGX2
US3133ENGX22
U.S. Government Agency Debt
Y
2022-03-01
2023-12-13
2023-12-13
N
N
N
0.0010
33105990.11
33105990.11
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
3133ENMB3
US3133ENMB38
U.S. Government Agency Debt
Y
2022-03-01
2023-08-28
2023-08-28
N
N
N
0.0007
59009351.50
59009351.50
0.0017
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
2022-03-01
2022-03-04
2022-03-04
N
N
N
0.0002
150302237.97
150302237.97
0.0042
N
N
Y
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3134GVGW2
S6XOOCT0IEG5ABCC6L87
US3134GVGW20
U.S. Government Agency Debt
Y
2022-03-01
2022-03-11
2022-03-11
N
N
N
0.0005
36802031.36
36802031.36
0.0010
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
2022-03-02
2022-06-02
2022-06-02
N
N
N
0.0005
187091680.49
187091680.49
0.0052
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
0.0037
5148198.32
5148198.32
0.0001
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
2022-03-01
2022-08-19
2022-08-19
N
N
N
0.0004
231009732.92
231009732.92
0.0065
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
2022-03-01
2022-09-09
2022-09-09
N
N
N
0.0007
131752028.09
131752028.09
0.0037
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400000%
3135G03B7
B1V7KEBTPIMZEU4LTD58
US3135G03B75
U.S. Government Agency Debt
Y
2022-03-01
2022-04-07
2022-04-07
N
N
N
0.0004
111841123.39
111841123.39
0.0031
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.440000%
3135G03J0
B1V7KEBTPIMZEU4LTD58
US3135G03J02
U.S. Government Agency Debt
Y
2022-03-01
2022-04-15
2022-04-15
N
N
N
0.0003
129366043.85
129366043.85
0.0036
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04P5
B1V7KEBTPIMZEU4LTD58
US3135G04P52
U.S. Government Agency Debt
Y
2022-03-01
2022-05-19
2022-05-19
N
N
N
0.0007
186068436.84
186068436.84
0.0052
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.240000%
3135G04T7
B1V7KEBTPIMZEU4LTD58
US3135G04T74
U.S. Government Agency Debt
Y
2022-03-01
2022-05-27
2022-05-27
N
N
N
0.0005
109800734.13
109800734.13
0.0031
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
0.0018
1347139.55
1347139.55
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
0.0013
23656964.74
23656964.74
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
0.0073
10584642.30
10584642.30
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
2022-03-01
2022-04-29
2022-04-29
N
N
N
0.0007
93033391.65
93033391.65
0.0026
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3136G4VP5
B1V7KEBTPIMZEU4LTD58
US3136G4VP52
U.S. Government Agency Debt
Y
2022-03-01
2022-05-09
2022-05-09
N
N
N
0.0007
139047408.73
139047408.73
0.0039
N
N
N
N
Florida Housing Finance Corp
M/F MORTGAGE REFUNDING RB (GRAND RESERVE AT LEE VISTA) SERIES 2004L 0.260000%
34073JSQ3
549300W0PCIJCI0JCF10
US34073JSQ30
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2034-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
11110000.00
11110000.00
0.0003
N
N
Y
N
Florida Housing Finance Corp
M/F MORTGAGE RB (MARINER'S CAY APTS) SERIES 2008M 0.200000%
34074HBQ4
549300W0PCIJCI0JCF10
US34074HBQ48
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0020
2160000.00
2160000.00
0.0001
N
N
Y
N
Harris Cnty Housing Finance Corp
M/F HOUSING RB (LAFAYETTE VILLAGE APTS) SERIES 2006 0.100000%
414158SU0
US414158SU07
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2038-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
11415000.00
11415000.00
0.0003
N
N
Y
N
Hillsborough Cnty HFA
M/F HOUSING RB (LAKE KATHY APTS) SERIES 2005 0.260000%
43232ECK3
5493003JJ1KK4FWWU787
US43232ECK38
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2039-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0026
16875000.00
16875000.00
0.0005
N
N
Y
N
Lenawee Cnty Economic Development Corp
REFUNDING RB (SIENA HEIGHTS UNIV) SERIES 2009 0.230000%
526010AD5
US526010AD56
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2029-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0023
3890000.00
3890000.00
0.0001
N
N
Y
N
Lisle
M/F HOUSING RB (ASHLEY OF LISLE) SERIES 1985 0.230000%
53655KAA0
US53655KAA07
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2025-12-15
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0023
24900000.00
24900000.00
0.0007
N
N
Y
N
Marietta Housing Auth
M/F HOUSING RB (WALTON VILLAGE APTS) SERIES 2005 0.330000%
567663HE2
US567663HE29
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2038-12-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0033
13200000.00
13200000.00
0.0004
N
N
Y
N
New York State HFA
HOUSING RB (THEATRE ROW TOWER) SERIES 2000A 0.190000%
64986MD51
5493000LS7KCDB02O506
US64986MD515
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2032-11-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0019
11600000.00
11600000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LANDINGS ON MILLENIA BLVD APTS) SERIES 2002A 0.230000%
684906EG1
US684906EG12
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2035-08-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0023
9760000.00
9760000.00
0.0003
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LEE VISTA CLUB APTS) SERIES 2004A 0.230000%
684906EV8
US684906EV88
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2037-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0023
9990000.00
9990000.00
0.0003
N
N
Y
N
Oregon Facilities Auth
RB (QUATAMA HOUSING LP) SERIES 2005A 0.240000%
68608JDT5
US68608JDT51
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2035-07-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0024
6565000.00
6565000.00
0.0002
N
N
Y
N
Panhandle Regional Housing Financial Corp
M/F HOUSING RB (JASON AVE APTS) SERIES 2008 0.260000%
698487BS3
US698487BS34
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
12110000.00
12110000.00
0.0003
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 0.210000%
769141AA0
549300O0KPP43OWB4Y15
US769141AA08
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0021
77300000.00
77300000.00
0.0022
N
N
Y
N
Sacramento Housing Auth
M/F HOUSING RB (VALENCIA POINT APTS) SERIES 2006I 0.100000%
78587NBJ4
549300SID2HD62FLL025
US78587NBJ46
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2039-11-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
9250000.00
9250000.00
0.0003
N
N
Y
N
Sacramento Cnty Housing Auth
M/F HOUSING RB (LOGAN PARK APTS) SERIES 2007E 0.240000%
786111KQ6
US786111KQ65
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2042-05-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0024
42300000.00
42300000.00
0.0012
N
N
Y
N
St. Louis Park
M/F HOUSING REFUNDING RB (KNOLLWOOD PLACE APTS) SERIES 2005 0.280000%
79177DEV0
549300F6X6Q4H3ALF786
US79177DEV01
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2035-10-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0028
11400000.00
11400000.00
0.0003
N
N
Y
N
San Antonio Housing Finance Corp
M/F HOUSING MORTGAGE RB (ARTISAN) SERIES 2008 0.260000%
796265HC3
549300V9VFLLKMTZ4J58
US796265HC36
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2049-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
12200000.00
12200000.00
0.0003
N
N
Y
N
San Francisco Redevelopment Agency
M/F HOUSING RB (3RD & MISSION) SERIES 1999C 0.120000%
79765TBY0
5493001TPOZL3UK8DX25
US79765TBY01
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2034-06-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0012
17150000.00
17150000.00
0.0005
N
N
Y
N
San Jose
M/F HOUSING RB (CINNABAR COMMONS) SERIES 2003C 0.100000%
798165JQ0
549300QHIHSH68W22O38
US798165JQ01
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2037-02-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0010
13280000.00
13280000.00
0.0004
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WINDSHIRE APTS) SERIES 2007 0.100000%
88275ABN9
549300J3RRLLZZN4WP77
US88275ABN90
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-01-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
12100000.00
12100000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (COSTA IBIZA APTS) SERIES 2008 0.260000%
88275ACD0
549300J3RRLLZZN4WP77
US88275ACD00
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2041-08-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
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 0.260000%
88275ACF5
549300J3RRLLZZN4WP77
US88275ACF57
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2045-03-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
9940000.00
9940000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (WOODMONT APTS) SERIES 2009 0.260000%
88275ACL2
549300J3RRLLZZN4WP77
US88275ACL26
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2042-06-01
Y
FEDERAL HOME LOAN MORTGAGE CORPORATION
1.0000
7
N
N
N
0.0026
12150000.00
12150000.00
0.0003
N
N
Y
N
Texas Dept of Housing & Community Affairs
M/F HOUSING RB (TOWER RIDGE APTS) SERIES 2005 0.340000%
88275BLX4
549300J3RRLLZZN4WP77
US88275BLX46
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2038-04-01
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0034
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
0.0053
167969448.70
167969448.70
0.0047
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
0.0063
106898944.88
106898944.88
0.0030
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796N47
254900HROIFWPRGM1V77
US912796N471
U.S. Treasury Debt
Y
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0009
433960970.38
433960970.38
0.0122
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796Q28
254900HROIFWPRGM1V77
US912796Q284
U.S. Treasury Debt
Y
2022-05-12
2022-05-12
2022-05-12
N
N
N
0.0028
315827780.00
315827780.00
0.0089
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796R35
254900HROIFWPRGM1V77
US912796R357
U.S. Treasury Debt
Y
2022-06-09
2022-06-09
2022-06-09
N
N
N
0.0037
38960322.96
38960322.96
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796T74
254900HROIFWPRGM1V77
US912796T742
U.S. Treasury Debt
Y
2022-04-05
2022-04-05
2022-04-05
N
N
N
0.0010
236977534.77
236977534.77
0.0066
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796T82
254900HROIFWPRGM1V77
US912796T825
U.S. Treasury Debt
Y
2022-04-12
2022-04-12
2022-04-12
N
N
N
0.0012
947864511.84
947864511.84
0.0266
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796U23
254900HROIFWPRGM1V77
US912796U237
U.S. Treasury Debt
Y
2022-04-26
2022-04-26
2022-04-26
N
N
N
0.0018
375994692.00
375994692.00
0.0105
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796U72
254900HROIFWPRGM1V77
US912796U724
U.S. Treasury Debt
Y
2022-05-03
2022-05-03
2022-05-03
N
N
N
0.0023
515796825.00
515796825.00
0.0145
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796V22
254900HROIFWPRGM1V77
US912796V227
U.S. Treasury Debt
Y
2022-05-24
2022-05-24
2022-05-24
N
N
N
0.0031
246622057.20
246622057.20
0.0069
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
0.0061
123651225.96
123651225.96
0.0035
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
0.0071
263093253.07
263093253.07
0.0074
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
0.0076
104975290.35
104975290.35
0.0029
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
0.0013
342697079.94
342697079.94
0.0096
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
0.0030
201282006.34
201282006.34
0.0056
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.125000%
9128286U9
254900HROIFWPRGM1V77
US9128286U98
U.S. Treasury Debt
Y
2022-05-15
2022-05-15
2022-05-15
N
N
N
0.0040
48808015.12
48808015.12
0.0014
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.750000%
9128286Y1
254900HROIFWPRGM1V77
US9128286Y11
U.S. Treasury Debt
Y
2022-06-15
2022-06-15
2022-06-15
N
N
N
0.0048
74567652.31
74567652.31
0.0021
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
0.0018
325520520.10
325520520.10
0.0091
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
0.0070
106011970.32
106011970.32
0.0030
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
0.0076
153877041.90
153877041.90
0.0043
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.625000%
912828TY6
254900HROIFWPRGM1V77
US912828TY62
U.S. Treasury Debt
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0086
130197607.44
130197607.44
0.0037
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
912828UN8
254900HROIFWPRGM1V77
US912828UN88
U.S. Treasury Debt
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0109
95929261.54
95929261.54
0.0027
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
0.0018
133686424.74
133686424.74
0.0038
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828X47
254900HROIFWPRGM1V77
US912828X471
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0033
194996155.89
194996155.89
0.0055
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.875000%
912828XD7
254900HROIFWPRGM1V77
US912828XD79
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0047
233817930.19
233817930.19
0.0066
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
0.0063
140801390.80
140801390.80
0.0039
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
0.0047
198633334.68
198633334.68
0.0056
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
0.0052
38355946.15
38355946.15
0.0011
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
0.0062
452573777.09
452573777.09
0.0127
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
0.0070
384339781.48
384339781.48
0.0108
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.494400%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2022-03-01
2022-04-30
2022-04-30
N
N
N
0.0027
395745521.47
395745521.47
0.0111
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
912828ZM5
254900HROIFWPRGM1V77
US912828ZM50
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0033
39986208.40
39986208.40
0.0011
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
912828ZR4
254900HROIFWPRGM1V77
US912828ZR48
U.S. Treasury Debt
Y
2022-05-31
2022-05-31
2022-05-31
N
N
N
0.0047
128190384.33
128190384.33
0.0036
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.125000%
912828ZX1
254900HROIFWPRGM1V77
US912828ZX16
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
0.0051
31159386.65
31159386.65
0.0009
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.435400%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2022-03-01
2022-07-31
2022-07-31
N
N
N
0.0037
233469217.10
233469217.10
0.0065
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
0.0060
115766799.40
115766799.40
0.0032
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
0.0070
345506958.72
345506958.72
0.0097
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
0.0076
250573969.46
250573969.46
0.0070
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.435400%
91282CAS0
254900HROIFWPRGM1V77
US91282CAS08
U.S. Treasury Debt
Y
2022-03-01
2022-10-31
2022-10-31
N
N
N
0.0040
100027289.00
100027289.00
0.0028
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.429400%
91282CBK6
254900HROIFWPRGM1V77
US91282CBK62
U.S. Treasury Debt
Y
2022-03-01
2023-01-31
2023-01-31
N
N
N
0.0038
447701468.98
447701468.98
0.0126
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.414400%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2022-03-01
2023-04-30
2023-04-30
N
N
N
0.0038
115245232.13
115245232.13
0.0032
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.409400%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2022-03-01
2023-07-31
2023-07-31
N
N
N
0.0030
95155629.95
95155629.95
0.0027
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.415400%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2022-03-01
2023-10-31
2023-10-31
N
N
N
0.0030
76945132.80
76945132.80
0.0022
N
Y
Y
N
Washington State Housing Finance Commission
M/F HOUSING RB (RAINIER COURT APTS) SERIES 2003A 0.100000%
93978PDE4
549300YL1HU59NREG764
US93978PDE43
Variable Rate Demand Note
Y
2022-03-07
2022-03-07
2036-12-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0010
12750000.00
12750000.00
0.0004
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
2050-02-15
2.000000
282800.00
263637.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
818700.00
700710.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
5447400.00
6724711.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
22147300.00
27569434.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
16330200.00
20625261.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
11697000.00
14504100.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
100.00
128.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
3200.00
4903.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
100.00
125.60
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
Y
RBC DOMINION SECURITIES INC
1.0000
1
N
N
N
0.0007
69000000.00
69000000.00
0.0019
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S42Z6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-21
0.00
16187300.00
16161869.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-15
0.375000
2495800.00
2416108.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
1000.00
1059.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
700.00
822.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
332500.00
389739.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
3259600.00
5191907.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
15000000.00
24044781.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
3580800.00
3778032.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
100.00
108.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
3081900.00
4164966.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
604900.00
679968.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
20185300.00
22632726.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
6387400.00
6867462.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
5271000.00
6481940.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
400.00
405.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
200.00
208.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
4826600.00
4955030.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
100.00
101.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
4623300.00
4653847.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
23716900.00
24105093.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
100.00
96.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
21581900.00
21451956.80
U.S. Treasuries (including strips)
Y
2022-03-07
2022-03-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
145000000.00
145000000.00
0.0041
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S58W4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-21
0.00
4627700.00
4620429.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
0.365365
600.00
600.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
1.500000
97966200.00
97797698.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
1000.00
999.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
3695000.00
3914356.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
6008000.00
13419208.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
1100100.00
1763444.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
5102800.00
5721504.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
24700.00
24809.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
3200.00
3996.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
9000.00
11254.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
100.00
100.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
9591300.00
11084698.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
1076300.00
1003868.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
0.125000
9541400.00
9535761.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
90000.00
89587.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
100.00
92.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
3000.00
2973.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
100.00
95.91
U.S. Treasuries (including strips)
Y
2022-03-07
2022-03-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
146000000.00
146000000.00
0.0041
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0S8T21
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7420 M
549300M8ZYFG0OCMTT87
2051-06-20
3.500000
150349175.00
135050462.62
Agency Mortgage-Backed Securities
GNII SF MA7535 M
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
96918.00
92569.33
Agency Mortgage-Backed Securities
GNII SF BT9271 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
637296.00
458144.27
Agency Mortgage-Backed Securities
GNII SF BW5988 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
17778.00
16018.21
Agency Mortgage-Backed Securities
GNII SP 785533 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
54498217.00
53166829.38
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
11000000.00
24569124.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
27000000.00
26531037.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
7017300.00
5730770.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
25000000.00
25191196.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
8000000.00
7972308.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
43584400.00
40303473.52
U.S. Treasuries (including strips)
Y
2022-03-07
2022-03-07
2022-03-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
311000000.00
311000000.00
0.0087
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0SACK4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLMA4563
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
633641.00
622105.57
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4567
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
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6876950.29
Agency Mortgage-Backed Securities
GNII SF CJ6454 C
549300M8ZYFG0OCMTT87
2052-02-20
3.500000
5538543.00
5709274.13
Agency Mortgage-Backed Securities
GNII SF CJ9771 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
4988570.00
5055251.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8201
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
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9181052.82
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN9390
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.500000
1575108.00
1588958.47
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN9588
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.500000
1111074.00
1122679.17
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN9589
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.500000
1927725.00
1947617.19
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5855
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
54926.00
52009.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1331
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
140000.00
132711.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4053
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
125000.00
104256.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0285
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
3088171.00
3159461.92
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS0572
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.000000
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11144981.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS0659
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.500000
6456672.00
6536334.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS0730
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
15815848.00
16870875.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0751
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
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96363224.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0752
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
66296210.00
66842954.84
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8149
S6XOOCT0IEG5ABCC6L87
2051-06-01
1.500000
525000.00
462872.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8195
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
7820741.00
7852526.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3204
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
202146.00
195742.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1362
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
2635142.00
675731.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1583
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
808931.00
226977.00
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0913
B1V7KEBTPIMZEU4LTD58
2031-11-01
4.500000
1201000.00
139210.52
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4379
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
28000.00
25456.91
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4387
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
173000.00
157431.37
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4154
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.500000
72015.00
53205.97
Agency Mortgage-Backed Securities
Y
2022-03-07
2022-03-07
2022-03-17
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
236000000.00
236000000.00
0.0066
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SDP40
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
3.436860
14328416.00
13706754.82
Agency Collateralized Mortgage Obligation
GNRM 2021-164 AH
549300M8ZYFG0OCMTT87
2063-10-16
1.500000
29860.00
28118.21
Agency Collateralized Mortgage Obligation
GNRA 2019-085 FG
549300M8ZYFG0OCMTT87
2049-07-20
0.871710
2000000.00
904489.11
Agency Collateralized Mortgage Obligation
GNRA 2019-97 FB
549300M8ZYFG0OCMTT87
2049-08-20
0.611710
33952064.00
14503162.15
Agency Collateralized Mortgage Obligation
GNRM 2020-007 G
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
2450000.00
2356387.95
Agency Collateralized Mortgage Obligation
GNRM 2020-079 EL
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
55197.00
51657.38
Agency Collateralized Mortgage Obligation
GNRM 2020-183 AQ
549300M8ZYFG0OCMTT87
2050-12-20
5.500000
4997056.00
4940574.16
Agency Collateralized Mortgage Obligation
GNRM 2021-008 AQ
549300M8ZYFG0OCMTT87
2051-01-20
5.000000
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9502400.48
Agency Collateralized Mortgage Obligation
GNRM 2021-008 CW
549300M8ZYFG0OCMTT87
2051-01-20
5.000000
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5206439.81
Agency Collateralized Mortgage Obligation
GNRM 2021-027 MT
549300M8ZYFG0OCMTT87
2051-02-20
5.000000
4101160.00
3524287.81
Agency Collateralized Mortgage Obligation
GNRA 2021-027 CW
549300M8ZYFG0OCMTT87
2051-02-20
5.000710
5000000.00
4612801.10
Agency Collateralized Mortgage Obligation
GNRM 2021-077 KV
549300M8ZYFG0OCMTT87
2048-05-20
2.500000
4833312.00
4676168.70
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.370020
6600000.00
5711695.14
Agency Collateralized Mortgage Obligation
GNRM 2021-097 DL
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
61075.00
48724.90
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LG
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
121887.00
99424.44
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LQ
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
763032.00
642851.41
Agency Collateralized Mortgage Obligation
GNRM 2021-140 BL
549300M8ZYFG0OCMTT87
2051-08-20
2.000000
6794632.00
5776945.61
Agency Collateralized Mortgage Obligation
GNRM 2021-175 LE
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
8153584.00
6908596.95
Agency Collateralized Mortgage Obligation
GNRA 2021-175 DF
549300M8ZYFG0OCMTT87
2051-10-20
0.298330
3140000.00
2989728.89
Agency Collateralized Mortgage Obligation
GNRM 2021-175 MV
549300M8ZYFG0OCMTT87
2033-03-20
2.500000
1561586.00
1533769.87
Agency Collateralized Mortgage Obligation
GNRA 2021-193 EF
549300M8ZYFG0OCMTT87
2051-11-20
0.848330
3271000.00
3089198.91
Agency Collateralized Mortgage Obligation
GNRA 2021-213 GT
549300M8ZYFG0OCMTT87
2051-12-20
2.000000
34555200.00
33239217.38
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF56 B 20281125 FLT
2028-11-25
2.556860
4000000.00
3122641.77
Agency Collateralized Mortgage Obligation
FREM MTG TR 2019-KF69 B 20290827 FLT
2029-08-27
2.406860
3000000.00
1567108.74
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
6.298670
23715000.00
23644729.83
Agency Collateralized Mortgage Obligation
FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT
2028-12-26
6.448670
61175296.00
65045877.97
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-03-15
7.000000
200000.00
6618.63
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-15
4.500000
5704000.00
2335335.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-02-15
3.000000
34410112.00
14397598.58
Agency Collateralized Mortgage Obligation
FHLMCT SLSTT SERIES 2018-1 A-2 20280625 3.5
2028-06-25
3.500000
2269000.00
2259100.35
Agency Collateralized Mortgage Obligation
GNRM 2003-71 PC
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
9501056.00
3256882.29
Agency Collateralized Mortgage Obligation
GNRM 2006-038 GK
549300M8ZYFG0OCMTT87
2036-08-20
6.000000
10000000.00
1371153.86
Agency Collateralized Mortgage Obligation
GNRA 2010-025 FH
549300M8ZYFG0OCMTT87
2040-02-16
0.845710
18750000.00
1778364.95
Agency Collateralized Mortgage Obligation
GNRA 2013-007 BC
549300M8ZYFG0OCMTT87
2053-05-16
2.191830
10000000.00
6938373.59
Agency Collateralized Mortgage Obligation
GNRM 2011-169 BA
549300M8ZYFG0OCMTT87
2032-10-16
7.500000
6183630.00
668939.14
Agency Collateralized Mortgage Obligation
GNRA 2013-040 AK
549300M8ZYFG0OCMTT87
2054-06-16
2.298600
29000000.00
11427001.77
Agency Collateralized Mortgage Obligation
GNRA 2013-101 AE
549300M8ZYFG0OCMTT87
2050-09-16
2.860560
15000000.00
8039088.30
Agency Collateralized Mortgage Obligation
GNRM 2013-146 AK
549300M8ZYFG0OCMTT87
2044-09-16
2.500000
3000000.00
363230.55
Agency Collateralized Mortgage Obligation
GNRA 2013-171 B
549300M8ZYFG0OCMTT87
2055-03-16
2.808980
39800000.00
24045512.82
Agency Collateralized Mortgage Obligation
GNRA 2013-193 D
549300M8ZYFG0OCMTT87
2055-02-16
2.824680
10000000.00
7015462.62
Agency Collateralized Mortgage Obligation
GNRA 2014-049 B
549300M8ZYFG0OCMTT87
2055-02-16
3.337550
15000000.00
9762682.86
Agency Collateralized Mortgage Obligation
GNRM 2014-014 AV
549300M8ZYFG0OCMTT87
2044-10-16
2.550000
9000000.00
53812.74
Agency Collateralized Mortgage Obligation
GNRM 2014-24 KM
549300M8ZYFG0OCMTT87
2042-09-16
2.600000
9000000.00
259930.78
Agency Collateralized Mortgage Obligation
GNRA 2013-133 KQ
549300M8ZYFG0OCMTT87
2038-08-20
7.312890
5000000.00
1092946.12
Agency Collateralized Mortgage Obligation
GNRA 2014-159 D
549300M8ZYFG0OCMTT87
2055-09-16
3.788020
7469088.00
5632858.39
Agency Collateralized Mortgage Obligation
GNRA 2015-41 B
549300M8ZYFG0OCMTT87
2056-09-16
3.000000
19400000.00
9475362.82
Agency Collateralized Mortgage Obligation
GNRA 2015-67 AE
549300M8ZYFG0OCMTT87
2056-10-16
2.600000
2000000.00
581619.50
Agency Collateralized Mortgage Obligation
GNRM 2015-097 A
549300M8ZYFG0OCMTT87
2043-04-16
2.400000
200000.00
61374.86
Agency Collateralized Mortgage Obligation
GNRM 2017-051 AS
549300M8ZYFG0OCMTT87
2058-04-16
2.750000
351000.00
131155.83
Agency Collateralized Mortgage Obligation
GNRA 2016-33 UF
549300M8ZYFG0OCMTT87
2046-03-20
0.611710
35000000.00
8871762.55
Agency Collateralized Mortgage Obligation
GNRM 2016-161 ML
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
1578538.00
1606066.12
Agency Collateralized Mortgage Obligation
GNRM 2019-68 VB
549300M8ZYFG0OCMTT87
2058-09-16
2.500000
2000000.00
1990514.00
Agency Collateralized Mortgage Obligation
GNRM 2019-066 AB
549300M8ZYFG0OCMTT87
2060-08-16
3.000000
2000000.00
573451.32
Agency Collateralized Mortgage Obligation
GNRA 2021-065 IO
2063-08-16
0.916000
662500000.00
50478728.01
Agency Collateralized Mortgage Obligation
GNRM 2017-80 MC
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
4600000.00
1652377.69
Agency Collateralized Mortgage Obligation
GNRM 2018-36 AT
549300M8ZYFG0OCMTT87
2048-03-20
6.000000
10942688.00
3475797.82
Agency Collateralized Mortgage Obligation
GNRM 2018-35 AB
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
35741824.00
5247307.78
Agency Collateralized Mortgage Obligation
GNRM 2022-022 MD
549300M8ZYFG0OCMTT87
2051-09-20
2.250000
16704500.00
16731519.53
Agency Collateralized Mortgage Obligation
GNRM 2022-001 JH
549300M8ZYFG0OCMTT87
2052-01-20
1.500000
44231936.00
42013947.58
Agency Collateralized Mortgage Obligation
GNRA 2022-022 AF
549300M8ZYFG0OCMTT87
2050-08-20
0.450000
1000000.00
983643.00
Agency Collateralized Mortgage Obligation
FNRM CL078QE R14F078
B1V7KEBTPIMZEU4LTD58
2034-01-25
3.000000
23048000.00
3612855.59
Agency Collateralized Mortgage Obligation
FNRM CL025LB R16F025
B1V7KEBTPIMZEU4LTD58
2046-05-25
3.000000
354210.00
371501.47
Agency Collateralized Mortgage Obligation
FHLMC REMIC TRUST K-136 A-2 20311125 FLT
S6XOOCT0IEG5ABCC6L87
2031-11-25
2.127000
7400000.00
7170927.45
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-054 3A 20430225 7.0
S6XOOCT0IEG5ABCC6L87
2043-02-25
7.000000
6300000.00
332345.61
Agency Collateralized Mortgage Obligation
GNRA 2018-68 KF
549300M8ZYFG0OCMTT87
2048-12-20
0.511710
10000000.00
4680011.49
Agency Collateralized Mortgage Obligation
GNII RG CL2205 C
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
1340302.00
1416335.99
Agency Mortgage-Backed Securities
GNII SF CL2409 C
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
1065250.00
1065961.59
Agency Mortgage-Backed Securities
GNMI SF 720849 X
549300M8ZYFG0OCMTT87
2039-06-15
4.000000
2354480.00
124439.94
Agency Mortgage-Backed Securities
GNMI SP 780642 X
549300M8ZYFG0OCMTT87
2027-09-15
7.000000
33730048.00
61840.59
Agency Mortgage-Backed Securities
GNMI SP 785693 X
549300M8ZYFG0OCMTT87
2049-05-15
5.000000
555203.00
566430.39
Agency Mortgage-Backed Securities
GNMI SF AO8679 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
2584612.00
262634.33
Agency Mortgage-Backed Securities
GNMI SF BK5544 X
549300M8ZYFG0OCMTT87
2049-09-15
3.000000
25000.00
10513.21
Agency Mortgage-Backed Securities
GNSN 530824 001-100
549300M8ZYFG0OCMTT87
2033-01-15
6.500000
2511811.00
171008.81
Agency Mortgage-Backed Securities
GNMI SP 780601 X
549300M8ZYFG0OCMTT87
2027-07-15
7.000000
21000000.00
43860.72
Agency Mortgage-Backed Securities
GNMI SP 783996 X
549300M8ZYFG0OCMTT87
2044-06-15
5.000000
17706688.00
4821468.47
Agency Mortgage-Backed Securities
GNMI SP 784242 X
549300M8ZYFG0OCMTT87
2041-06-15
6.000000
185061.00
64861.75
Agency Mortgage-Backed Securities
GNMI SP 784363 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
206753.00
79949.66
Agency Mortgage-Backed Securities
GNMI SP 784571 X
549300M8ZYFG0OCMTT87
2048-06-15
3.500000
90064.00
37356.72
Agency Mortgage-Backed Securities
GNMI SP 784699 X
549300M8ZYFG0OCMTT87
2048-04-15
5.000000
4175496.00
1149646.12
Agency Mortgage-Backed Securities
GNMI SP 785690 X
549300M8ZYFG0OCMTT87
2050-04-15
4.500000
135665.00
99018.69
Agency Mortgage-Backed Securities
GNMI SP 782694 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
400000.00
12252.58
Agency Mortgage-Backed Securities
GNMI SP 781807 X
549300M8ZYFG0OCMTT87
2034-09-15
4.500000
287100.00
10278.23
Agency Mortgage-Backed Securities
GNMI SP 781811 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
225000.00
7316.70
Agency Mortgage-Backed Securities
GNMI SP 782395 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1803412.00
75135.30
Agency Mortgage-Backed Securities
GNMI SP 783276 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
187274.00
12883.58
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-06-03
2022-08-05
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
474000000.00
474000000.00
0.0133
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0SHJT3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF CI8873 C
549300M8ZYFG0OCMTT87
2052-02-20
3.500000
1353653.00
1395382.06
Agency Mortgage-Backed Securities
GNII SF CI8518 C
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
689810.00
718782.02
Agency Mortgage-Backed Securities
GNII SF CJ1178 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1287429.00
1279692.76
Agency Mortgage-Backed Securities
GNPL LM CJ2553
549300M8ZYFG0OCMTT87
2060-01-15
3.070000
125002.00
134675.59
Agency Mortgage-Backed Securities
GNII SF CJ3715 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1321621.00
1341576.16
Agency Mortgage-Backed Securities
GNII SF CJ5416 C
549300M8ZYFG0OCMTT87
2052-02-20
2.000000
10052884.00
9771654.57
Agency Mortgage-Backed Securities
GNII SF CK2446 C
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
541932.00
548040.44
Agency Mortgage-Backed Securities
GNII SF CK4442 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1300521.00
1292647.79
Agency Mortgage-Backed Securities
GNII SF CK3938 C
549300M8ZYFG0OCMTT87
2052-02-20
2.000000
1399999.00
1360829.83
Agency Mortgage-Backed Securities
GNII SF CK4282 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1217588.00
1210143.95
Agency Mortgage-Backed Securities
GNII SF CK4674 C
549300M8ZYFG0OCMTT87
2052-02-20
2.000000
41645.00
40479.77
Agency Mortgage-Backed Securities
GNII SF CK8433 C
549300M8ZYFG0OCMTT87
2052-02-20
3.500000
2400.00
2473.98
Agency Mortgage-Backed Securities
GNII SF CK8853 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1557166.00
1546912.44
Agency Mortgage-Backed Securities
GNII SF CL2872 C
549300M8ZYFG0OCMTT87
2037-02-20
5.500000
323954.00
365273.36
Agency Mortgage-Backed Securities
GNII SF CL4374 C
549300M8ZYFG0OCMTT87
2052-02-20
3.500000
46858.00
49465.09
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8111
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.000000
1003000.00
906990.59
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8200
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
22713871.00
22300364.98
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S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
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Agency Mortgage-Backed Securities
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2037-02-01
2.000000
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Agency Mortgage-Backed Securities
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2052-02-01
2.500000
4522616.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
5351805.00
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Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4567
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
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Agency Mortgage-Backed Securities
GNII SF MA7882 M
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
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Agency Mortgage-Backed Securities
GNCL CL CC8491
549300M8ZYFG0OCMTT87
2063-05-15
2.700000
84683.00
85174.67
Agency Mortgage-Backed Securities
GNII SF CH3597 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
11456.00
11339.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8195
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
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Agency Mortgage-Backed Securities
GNII SF MA7313 M
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
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14599614.46
Agency Mortgage-Backed Securities
GNII SF MA7706 M
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
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Agency Mortgage-Backed Securities
Y
2022-03-07
2022-03-07
2022-03-17
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0006
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237000000.00
0.0066
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N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SI2H5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLQC6020
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2051-08-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 02.500 CLQC6413
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
4870954.00
4619544.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC7978
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
1652500.00
1698172.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1467
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
5811361.00
5568508.04
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT4725
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
2295180.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4285
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
3592693.00
2921218.02
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3327
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
6830986.00
6297790.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU3188
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLBU3684
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
1736523.00
1789738.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP3605
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9605
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
12806877.00
10228778.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1576
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
3457295.00
3574570.09
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1578
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
4149333.00
4274561.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1582
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
2803753.00
2913479.86
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1827
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
2181334.00
2266131.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC9086
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
3837954.00
3973558.02
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC9261
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
10050612.00
9873323.50
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1686
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
3449864.00
3565718.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1687
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
5634971.00
5809849.73
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD1148
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
10114108.00
9777749.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD1246
S6XOOCT0IEG5ABCC6L87
2051-11-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLQC9856
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7322
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
2044135.00
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Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1823
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
2392783.00
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Agency Mortgage-Backed Securities
FEPC 03.000 CLQD1893
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLQD4089
S6XOOCT0IEG5ABCC6L87
2052-01-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7621
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
10027374.00
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Agency Mortgage-Backed Securities
FEPC 03.500 CLQC7667
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.500000
2329300.00
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Agency Mortgage-Backed Securities
FEPC 04.000 CLQC7835
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7365
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLQC7481
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLQC7480
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
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Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
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Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
9956295.00
4569373.47
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBT0252
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
2558324.08
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.000000
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Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
22000000.00
3621204.10
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
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Agency Mortgage-Backed Securities
04.000 FGPC V80487 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
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Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
12222000.00
2071921.41
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
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Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
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Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLBR5284
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2048
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
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Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7337
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
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Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
30508000.00
6391464.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
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Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.000000
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3384265.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
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Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
18590513.00
3497516.15
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
16250742.00
2772686.57
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
12558000.00
2307617.37
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
18715000.00
3625554.11
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0291
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8062
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBP6723
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5281819.00
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9128
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
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Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
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371864.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9584
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5561612.00
5160173.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT9166
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
2596174.00
2673331.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3906
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5092746.00
4302340.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3474
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
6187688.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
3128028.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3700
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
12367085.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
7302066.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5046
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
46341015.00
8009753.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8744
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
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6047826.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9405
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
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Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
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Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
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Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
4430091.00
2052841.91
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5017
S6XOOCT0IEG5ABCC6L87
2039-11-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4493
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2165
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
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Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
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Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0708
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9104
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
7504207.00
6331006.14
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
477000000.00
477000000.00
0.0134
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.055000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0SIG98
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
261990000.00
203423745.03
Agency Mortgage-Backed Securities
GNII SF MA7257 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
146261504.00
109493984.65
Agency Mortgage-Backed Securities
GNII SF BR5956 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
1066080.00
584171.60
Agency Mortgage-Backed Securities
GNII SF BZ4016 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
3471050.00
2926383.85
Agency Mortgage-Backed Securities
GNII RG CH2146 C
549300M8ZYFG0OCMTT87
2047-07-20
3.000000
2400963.00
1926664.69
Agency Mortgage-Backed Securities
GNII SP 785407 C
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
61159872.00
51239748.00
Agency Mortgage-Backed Securities
GNII SP 785222 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
5343872.00
4732822.73
Agency Mortgage-Backed Securities
GNII SP 785242 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
22652256.00
19406851.74
Agency Mortgage-Backed Securities
GNII SP 785244 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
50694720.00
36880647.23
Agency Mortgage-Backed Securities
GNII SP 785253 C
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
73758464.00
62888205.44
Agency Mortgage-Backed Securities
GNII SP 785653 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
18528032.00
18853860.95
Agency Mortgage-Backed Securities
GNII SP 785584 C
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
23390592.00
23142914.33
Agency Mortgage-Backed Securities
Y
2022-03-02
2022-03-02
2022-03-02
N
N
N
0.0006
525000000.00
525000000.00
0.0147
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SIGQ0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
2.125000
150000.00
151310.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
30376800.00
30593598.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
3914400.00
3947505.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.435365
616000.00
616198.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
19594800.00
19553781.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
42608700.00
42413312.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-12
0.00
812100.00
811966.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-26
0.00
64178100.00
64156728.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
55146200.00
55841320.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
73944000.00
74656331.97
U.S. Treasuries (including strips)
Y
2022-03-02
2022-03-02
2022-03-02
N
N
N
0.0005
287000000.00
287000000.00
0.0081
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.060000%
549300H47WTHXPU08X20
ARP0SISF1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
100000000.00
125048300.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
9644300.00
9168046.45
U.S. Treasuries (including strips)
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0006
131000000.00
131000000.00
0.0037
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SIUD3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-18
0.00
250832000.00
249993719.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-03
0.00
82464000.00
82426973.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-21
0.00
250376000.00
249982659.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-03
0.00
200.00
200.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-09
0.00
100.00
99.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-26
0.00
1800.00
1782.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
16000.00
17852.68
U.S. Treasuries (including strips)
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0005
571000000.00
571000000.00
0.0160
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SIUO9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLQC5878
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
15228421.00
15193155.28
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC9156
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
27894543.00
26712834.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA6010
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
38264462.00
37718417.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR2242
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
13745100.00
13599409.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3242
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
37891828.00
14687814.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3681
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
55110477.00
20399105.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
24002857.00
10650596.07
Agency Mortgage-Backed Securities
04.500 FGPC V84483 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
100000000.00
38494816.26
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
51813747.00
20075077.64
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
48712237.00
13679068.23
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
30767828.00
15228176.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1233
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
41830842.00
13448640.44
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4379
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
22646000.00
20589182.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
56409009.00
18206647.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
92218741.00
20069785.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
103500000.00
24544550.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8818
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
50000000.00
14696147.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9441
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
125400920.00
21373201.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7366
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
57418790.00
17464651.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
64806946.00
23670592.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7287
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
50438852.00
29769171.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1189
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
79046952.00
21303798.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0516
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
63437254.00
17985917.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0079
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
403110719.00
20724008.93
Agency Mortgage-Backed Securities
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0005
476000000.00
476000000.00
0.0134
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.200000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SJ572
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-064 WA
549300M8ZYFG0OCMTT87
2051-04-20
4.945130
11636976.00
7653867.59
Agency Collateralized Mortgage Obligation
GNRM 2021-105 DT
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
4000000.00
3843850.79
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424936.00
67542.70
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2017-1 HB 20560125 FLT
2056-01-25
3.000000
6000000.00
6027810.00
Agency Collateralized Mortgage Obligation
GNRA 2008-052 D
549300M8ZYFG0OCMTT87
2039-08-16
5.998000
800000.00
334584.37
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
25374000.00
6919443.93
Agency Collateralized Mortgage Obligation
GNRA 2013-017 AG
549300M8ZYFG0OCMTT87
2053-05-16
2.913590
12000000.00
5847010.78
Agency Collateralized Mortgage Obligation
GNRA 2012-079 B
549300M8ZYFG0OCMTT87
2053-03-16
2.700000
37000000.00
31340278.91
Agency Collateralized Mortgage Obligation
GNRM 2012-087 BB
549300M8ZYFG0OCMTT87
2051-01-16
2.708000
15000000.00
7973455.18
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1677959.50
Agency Collateralized Mortgage Obligation
GNRA 2013-096 AB
549300M8ZYFG0OCMTT87
2052-07-16
2.600000
40000000.00
12701535.40
Agency Collateralized Mortgage Obligation
GNRA 2013-23 W
549300M8ZYFG0OCMTT87
2043-02-20
6.705460
8000000.00
1272144.85
Agency Collateralized Mortgage Obligation
GNRA 2013-146 DA
549300M8ZYFG0OCMTT87
2048-11-16
3.250000
10000000.00
8200774.46
Agency Collateralized Mortgage Obligation
GNRA 2013-171 C
549300M8ZYFG0OCMTT87
2055-03-16
2.808980
15000000.00
12932275.44
Agency Collateralized Mortgage Obligation
GNRA 2013-193 C
549300M8ZYFG0OCMTT87
2055-02-16
2.824680
30000000.00
17329347.79
Agency Collateralized Mortgage Obligation
GNRA 2015-007 C
549300M8ZYFG0OCMTT87
2056-11-16
3.000000
25700000.00
24163201.46
Agency Collateralized Mortgage Obligation
GNRM 2014-189 A
549300M8ZYFG0OCMTT87
2041-05-16
2.099900
4000000.00
32407.83
Agency Collateralized Mortgage Obligation
GNRA 2014-153 C
549300M8ZYFG0OCMTT87
2056-04-16
3.000000
15000000.00
9149996.75
Agency Collateralized Mortgage Obligation
GNRA 2014-157 C
549300M8ZYFG0OCMTT87
2054-10-16
3.150000
18952000.00
10719705.38
Agency Collateralized Mortgage Obligation
GNRA 2015-086 AE
549300M8ZYFG0OCMTT87
2052-05-16
2.750000
6500000.00
1452689.99
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
3400000.00
3573474.47
Agency Collateralized Mortgage Obligation
GNRM 2021-097 LU
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
115455.00
96623.60
Agency Collateralized Mortgage Obligation
GNRM 2021-122 LH
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
12748784.00
11910602.45
Agency Collateralized Mortgage Obligation
GNRM 2021-160 LM
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
1780452.00
1622568.64
Agency Collateralized Mortgage Obligation
GNRM 2021-175 LN
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1358236.00
1227488.13
Agency Collateralized Mortgage Obligation
GNRM 2021-193 JV
549300M8ZYFG0OCMTT87
2048-03-20
2.500000
1947542.00
1923230.80
Agency Collateralized Mortgage Obligation
GNRA 2021-193 EF
549300M8ZYFG0OCMTT87
2051-11-20
0.848330
13249000.00
12512625.01
Agency Collateralized Mortgage Obligation
GNRA 2021-213 HV
549300M8ZYFG0OCMTT87
2033-07-20
2.000000
2408604.00
2304553.39
Agency Collateralized Mortgage Obligation
GNRA 2021-213 LV
549300M8ZYFG0OCMTT87
2033-06-20
2.500000
5667728.00
5563220.07
Agency Collateralized Mortgage Obligation
GNRM 2022-001 AV
549300M8ZYFG0OCMTT87
2033-06-20
2.500000
1215000.00
1216040.30
Agency Collateralized Mortgage Obligation
GNRM 2022-001 KV
549300M8ZYFG0OCMTT87
2033-06-20
2.500000
2871716.00
2869951.68
Agency Collateralized Mortgage Obligation
GNRA 2015-113 WA
549300M8ZYFG0OCMTT87
2039-04-20
6.605960
5000000.00
1246624.25
Agency Collateralized Mortgage Obligation
GNRM 2015-182 AB
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
4000000.00
2220073.31
Agency Collateralized Mortgage Obligation
GNRM 2018-010 AB
549300M8ZYFG0OCMTT87
2060-04-16
2.600000
1538000.00
668640.17
Agency Collateralized Mortgage Obligation
GNRM 2019-006 BD
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
7907288.00
8164512.08
Agency Collateralized Mortgage Obligation
GNRM 2021-090 AF
549300M8ZYFG0OCMTT87
2061-05-16
1.750000
22691168.00
19425284.26
Agency Collateralized Mortgage Obligation
GNRA 2019-27 FA
549300M8ZYFG0OCMTT87
2049-02-20
0.611710
26310080.00
6404231.24
Agency Collateralized Mortgage Obligation
GNRA 2019-43 FB
549300M8ZYFG0OCMTT87
2049-04-20
0.611710
40000000.00
12863229.48
Agency Collateralized Mortgage Obligation
GNRA 2019-44 FM
549300M8ZYFG0OCMTT87
2049-04-20
0.611710
19257536.00
7871200.67
Agency Collateralized Mortgage Obligation
GNRA 2019-44 BF
549300M8ZYFG0OCMTT87
2049-04-20
0.611710
29333312.00
6382217.18
Agency Collateralized Mortgage Obligation
GNRM 2019-65 GT
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
10000000.00
2485411.51
Agency Collateralized Mortgage Obligation
GNRA 2020-005 JF
549300M8ZYFG0OCMTT87
2044-06-20
0.506290
3600000.00
1419066.02
Agency Collateralized Mortgage Obligation
GNRM 2021-064 AX
549300M8ZYFG0OCMTT87
2051-04-20
5.500000
3942052.00
4225854.41
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2017-KF38 B 20240925 FLT
2024-09-25
2.606860
3128000.00
617119.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
3.500000
4170000.00
3906945.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-03-15
3.500000
3500000.00
1200532.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-07-15
0.298330
8300000.00
6012317.59
Agency Collateralized Mortgage Obligation
FHLMC WLST 2017-SC01 1-A 20461225 3.0
S6XOOCT0IEG5ABCC6L87
2046-12-25
3.000000
12000000.00
2016579.52
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
237711.82
Agency Collateralized Mortgage Obligation
GNRM 2021-160 UL
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
546399.00
486339.37
Agency Collateralized Mortgage Obligation
GNRM 2022-022 YE
549300M8ZYFG0OCMTT87
2048-02-20
2.500000
74565376.00
75571561.18
Agency Collateralized Mortgage Obligation
GNRM 2022-027 A
549300M8ZYFG0OCMTT87
2055-12-16
1.750000
54875300.00
53425796.39
Agency Collateralized Mortgage Obligation
GNRM 2022-027 AC
549300M8ZYFG0OCMTT87
2062-05-16
2.000000
41170200.00
40199036.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-11-15
6.000000
6650000.00
3651804.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-10-15
2.250000
73921000.00
2598499.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-05-15
2.500000
25000000.00
2301194.06
Agency Collateralized Mortgage Obligation
GNII JM MA6277 M
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1179994.00
142113.73
Agency Mortgage-Backed Securities
GNMI SF BB2376 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
2224676.00
127096.82
Agency Mortgage-Backed Securities
GNMI SF BC3613 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
202183.00
32376.62
Agency Mortgage-Backed Securities
GNMI SF BI6045 X
549300M8ZYFG0OCMTT87
2048-09-15
5.500000
851379.00
299398.34
Agency Mortgage-Backed Securities
GNMI SP 783700 X
549300M8ZYFG0OCMTT87
2040-07-15
6.500000
10904576.00
1349381.63
Agency Mortgage-Backed Securities
GNMI SP 784284 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
13492600.00
6215725.86
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-06-03
2022-08-29
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0020
474000000.00
474000000.00
0.0133
N
N
N
Y
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0SJ747
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-28
1.875000
100.00
99.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-02-15
2.250000
580800.00
575461.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
6964400.00
7002824.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
200.00
185.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
40000900.00
45519871.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
200.00
264.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
6270000.00
9608485.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
5927500.00
7486512.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
100.00
99.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
123.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
1448000.00
1795497.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
100.00
100.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
1375800.00
1578114.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
584400.00
718657.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
3542300.00
4164980.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
248400.00
306645.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
53550100.00
66660314.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
17746700.00
23983389.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
11537200.00
13070855.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
1100.00
1080.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
1318200.00
1128222.86
U.S. Treasuries (including strips)
Y
2022-03-04
2022-03-04
2022-03-04
N
N
N
0.0005
180000000.00
180000000.00
0.0050
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0SJE15
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
0.365365
400000000.00
400326185.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
0.415365
400000000.00
400712137.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
94067900.00
105741759.13
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0006
889000000.00
889000000.00
0.0249
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0SJGE5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
2728757200.00
2762594874.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
1613765500.00
1572894303.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
2877900.00
2791782.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
2680900.00
2725158.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
1364963200.00
1384001924.21
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
5725000000.00
5725000000.00
0.1606
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0SJGJ4
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
15219365.14
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HYBL4956
B1V7KEBTPIMZEU4LTD58
2029-11-01
2.410000
2190000.00
2105915.62
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBP7981
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.975000
607766.00
599208.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ7006
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
240086807.00
227651807.08
Agency Mortgage-Backed Securities
FMAR 2B6774 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
2.991000
51000.00
11439.01
Agency Mortgage-Backed Securities
FMAR 2B8013 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.094000
42500000.00
35342602.49
Agency Mortgage-Backed Securities
FKAR 03.290 WAWA3409
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.290000
2446778.00
2443014.15
Agency Mortgage-Backed Securities
FNAR XX.XXX AS020101
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
8811465.00
2701.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0423
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.120000
350000.00
344888.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3199
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.600000
2935000.00
2958820.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3288
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.160000
9973000.00
8603318.15
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4842
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.210000
3957000.00
3864032.26
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU1452
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
264547529.00
249999999.48
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV2295
B1V7KEBTPIMZEU4LTD58
2052-02-01
1.893000
4916628.00
4925983.11
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV4110
B1V7KEBTPIMZEU4LTD58
2052-03-01
1.829000
35319063.00
34900876.46
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2365
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
178282220.00
167970982.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2556
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
200070685.00
201546935.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM7477
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
262637820.00
154653401.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0363
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
176123792.00
172684697.77
Agency Mortgage-Backed Securities
FMAR 8B0098 G
S6XOOCT0IEG5ABCC6L87
2052-02-01
1.703000
3051372.00
3035664.30
Agency Mortgage-Backed Securities
FMAR 8C0208 G
S6XOOCT0IEG5ABCC6L87
2052-03-01
1.663000
42832710.00
41991871.78
Agency Mortgage-Backed Securities
FMAR 8D0154 G
S6XOOCT0IEG5ABCC6L87
2052-03-01
1.777000
42667941.00
41538552.60
Agency Mortgage-Backed Securities
FKAR 02.470 WAWA3167
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.470000
3242707.00
3130746.79
Agency Mortgage-Backed Securities
FKAR 02.500 WAWA3222
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.500000
9073999.00
8776101.11
Agency Mortgage-Backed Securities
FMAR 410921 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
2.865000
25403576.00
219440.01
Agency Mortgage-Backed Securities
FMAR 390233 G
S6XOOCT0IEG5ABCC6L87
2030-01-01
1.475000
8200000.00
1094.91
Agency Mortgage-Backed Securities
FMAR 840207 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
1.840000
3889733.00
545497.20
Agency Mortgage-Backed Securities
FMAR 840324 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
1.910000
8324776.00
2463898.78
Agency Mortgage-Backed Securities
FMAR 765295 G
S6XOOCT0IEG5ABCC6L87
2032-03-01
3.766000
12326175.00
625187.18
Agency Mortgage-Backed Securities
FMAR 866151 G
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.703000
24405450.00
824181.96
Agency Mortgage-Backed Securities
FMAR 755390 G
S6XOOCT0IEG5ABCC6L87
2029-02-01
2.084000
22095906.00
372552.35
Agency Mortgage-Backed Securities
FNAR XX.XXX AS074095
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.669000
21386756.00
29524.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109407
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.910000
150000.00
165683.77
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
2996906.00
3166028.90
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109466
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.830000
2116000.00
2319003.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
3898886.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WS083490
B1V7KEBTPIMZEU4LTD58
2028-10-01
2.500000
1650000.00
2794.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.952000
13000000.00
8895.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.625000
1000000.00
304.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.405000
2378690.00
5316.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HY387880
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.960000
955000.00
1005939.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HY387785
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.690000
2588000.00
2815659.89
Agency Mortgage-Backed Securities
FNAR XX.XXX HA462152
B1V7KEBTPIMZEU4LTD58
2034-12-01
6.150000
280000.00
94698.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
6340000.00
5938422.17
Agency Mortgage-Backed Securities
FMAR 841268 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.420000
11823416.00
10161181.06
Agency Mortgage-Backed Securities
FMAR 841269 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.420000
12022539.00
10256843.64
Agency Mortgage-Backed Securities
FMAR 841309 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.213000
17755225.00
17489514.81
Agency Mortgage-Backed Securities
FMAR 841310 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
2.123000
3237127.00
2952178.87
Agency Mortgage-Backed Securities
FMAR 841311 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.338000
12872064.00
12455922.63
Agency Mortgage-Backed Securities
FMAR 841312 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.451000
4182349.00
3876373.25
Agency Mortgage-Backed Securities
FMAR 841313 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.323000
2066371.00
2001897.74
Agency Mortgage-Backed Securities
FMAR 841314 G
S6XOOCT0IEG5ABCC6L87
2038-03-01
2.345000
5834464.00
5754336.54
Agency Mortgage-Backed Securities
FMAR 841315 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.034000
17946487.00
16462626.65
Agency Mortgage-Backed Securities
FMAR 841316 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.035000
17864421.00
16380189.57
Agency Mortgage-Backed Securities
FMAR 841293 G
S6XOOCT0IEG5ABCC6L87
2051-08-01
1.868000
30221214.00
29036337.99
Agency Mortgage-Backed Securities
FMAR 841300 G
S6XOOCT0IEG5ABCC6L87
2046-04-01
2.010000
16862248.00
16063730.40
Agency Mortgage-Backed Securities
FMAR 841301 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
1.896000
14677268.00
13916757.75
Agency Mortgage-Backed Securities
FMAR 841302 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.105000
19298217.00
18914639.17
Agency Mortgage-Backed Securities
FMAR 841303 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.101000
19126337.00
18429278.73
Agency Mortgage-Backed Securities
FMAR 841306 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
2.005000
3332394.00
3414847.26
Agency Mortgage-Backed Securities
FMAR 841307 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
2.393000
1299250.00
1284386.75
Agency Mortgage-Backed Securities
FMAR 841308 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
1.932000
1437909.00
1480813.90
Agency Mortgage-Backed Securities
FMAR 841342 G
S6XOOCT0IEG5ABCC6L87
2052-02-01
1.771000
8131973.00
7860684.04
Agency Mortgage-Backed Securities
FMAR 841344 G
S6XOOCT0IEG5ABCC6L87
2052-01-01
1.810000
28465038.00
27885059.61
Agency Mortgage-Backed Securities
FMAR 841317 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
2.277000
13703049.00
13631219.15
Agency Mortgage-Backed Securities
FMAR 841318 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.034000
17946488.00
16462627.38
Agency Mortgage-Backed Securities
FMAR 841319 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.034000
17848936.00
16404483.52
Agency Mortgage-Backed Securities
FMAR 841320 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.038000
17919352.00
16467925.18
Agency Mortgage-Backed Securities
FMAR 782209 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
2.219000
2294823.00
44943.84
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
124.75
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
492.46
Agency Mortgage-Backed Securities
FNAR XX.XXX AS047933
B1V7KEBTPIMZEU4LTD58
2027-03-01
4.864000
12807410.00
12739.63
Agency Mortgage-Backed Securities
FNAR XX.XXX AS052597
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.155000
9900000.00
6812.08
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
1.739000
2000000.00
2032.21
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029137
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.579000
23870000.00
7377.00
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029138
B1V7KEBTPIMZEU4LTD58
2026-06-01
3.500000
11342000.00
4780.43
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062689
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.143000
5000000.00
4444.36
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7016
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.470000
57307.00
56877.96
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7357
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
44573.00
44190.78
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
2159592.87
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
94344.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM9689
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.850000
3784000.00
3639745.62
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
27387000.00
26593870.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0620
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.010000
45811.00
44861.38
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0987
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.550000
121000.00
126633.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
7659000.00
7862295.67
Agency Mortgage-Backed Securities
MNMS 01.850 2MBS2363
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.850000
50000.00
46608.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3483
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.260000
1335000.00
1213025.05
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS2833
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.570000
100000.00
95616.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3265
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.290000
1686000.00
1538976.58
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3437
B1V7KEBTPIMZEU4LTD58
2036-10-01
1.990000
4984000.00
4520390.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3815
B1V7KEBTPIMZEU4LTD58
2031-11-01
1.960000
24368000.00
23291299.92
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7527
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
248100000.00
198955142.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2630
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
235395491.00
230333380.78
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2281
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
229164716.00
216064112.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2548
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
198821808.00
194797844.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0349
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
135170448.00
128196922.74
Agency Mortgage-Backed Securities
FMAR 8C0194 G
S6XOOCT0IEG5ABCC6L87
2052-02-01
1.621000
18326450.00
17922132.49
Agency Mortgage-Backed Securities
FMAR 8D0045 G
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.042000
16748021.00
15371360.68
Agency Mortgage-Backed Securities
FMAR 8D0066 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.119000
25173108.00
24019005.86
Agency Mortgage-Backed Securities
FMAR 8D0138 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.782000
1564782.00
1526832.73
Agency Mortgage-Backed Securities
FMAR 841321 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.392000
3128172.00
2876324.39
Agency Mortgage-Backed Securities
FMAR 841322 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.110000
2580744.00
2270073.94
Agency Mortgage-Backed Securities
FMAR 841323 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.034000
17922146.00
16447240.89
Agency Mortgage-Backed Securities
FMAR 841324 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
1.926000
8335944.00
7797343.23
Agency Mortgage-Backed Securities
FMAR 841325 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
2.148000
15933795.00
15777975.13
Agency Mortgage-Backed Securities
FMAR 841326 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
1.962000
18892652.00
18178433.50
Agency Mortgage-Backed Securities
FMAR 841339 G
S6XOOCT0IEG5ABCC6L87
2052-01-01
1.866000
25000000.00
24351759.45
Agency Mortgage-Backed Securities
FMAR 841340 G
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.420000
7342123.00
7297614.90
Agency Mortgage-Backed Securities
FMAR 846775 G
S6XOOCT0IEG5ABCC6L87
2029-11-01
2.330000
57000000.00
255315.53
Agency Mortgage-Backed Securities
FMAR 846772 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.213000
63361120.00
225342.05
Agency Mortgage-Backed Securities
FMAR 846981 G
S6XOOCT0IEG5ABCC6L87
2031-07-01
2.358000
16087597.00
34101.38
Agency Mortgage-Backed Securities
FMAR 1B3635 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.140000
2812222.00
305155.77
Agency Mortgage-Backed Securities
FMAR 1B2846 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.725000
10094718.00
225303.76
Agency Mortgage-Backed Securities
FMAR 1B3273 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.404000
20383284.00
105980.93
Agency Mortgage-Backed Securities
FMAR 1B3897 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
1.719000
15156316.00
30379.82
Agency Mortgage-Backed Securities
FMAR 1B3954 G
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.139000
51000000.00
376717.23
Agency Mortgage-Backed Securities
FMAR 1B4060 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
2.188000
7335472.00
269501.02
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064731
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.838000
8447300.00
8615.79
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070925
B1V7KEBTPIMZEU4LTD58
2028-08-01
4.055000
10000000.00
8777.38
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN4850
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.850000
1918000.00
1908213.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
5896000.00
6152154.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5472
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.090000
160000.00
167620.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5944
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.190000
230000.00
223503.90
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6043
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.290000
439000.00
461315.47
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8045
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.210000
1631000.00
1613476.71
Agency Mortgage-Backed Securities
FMAR 847355 G
S6XOOCT0IEG5ABCC6L87
2029-03-01
2.342000
26914807.00
372893.71
Agency Mortgage-Backed Securities
FMAR 847351 G
S6XOOCT0IEG5ABCC6L87
2029-07-01
2.569000
15795710.00
154716.35
Agency Mortgage-Backed Securities
FMAR 847482 G
S6XOOCT0IEG5ABCC6L87
2031-03-01
2.462000
10566723.00
218018.66
Agency Mortgage-Backed Securities
FMAR 847486 G
S6XOOCT0IEG5ABCC6L87
2033-02-01
2.337000
10113100.00
193869.17
Agency Mortgage-Backed Securities
FMAR 847477 G
S6XOOCT0IEG5ABCC6L87
2030-08-01
2.323000
23030954.00
177651.68
Agency Mortgage-Backed Securities
FMAR 847655 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.042000
17875256.00
327308.84
Agency Mortgage-Backed Securities
FMAR 847797 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.964000
8369898.00
234139.29
Agency Mortgage-Backed Securities
FMAR 847864 G
S6XOOCT0IEG5ABCC6L87
2038-01-01
1.885000
8294170.00
196433.11
Agency Mortgage-Backed Securities
FMAR 1J0231 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
1.990000
8590509.00
105637.22
Agency Mortgage-Backed Securities
FMAR 1A0051 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.705000
4561729.00
103919.73
Agency Mortgage-Backed Securities
FMAR 1A1077 G
S6XOOCT0IEG5ABCC6L87
2036-03-01
1.439000
2829453.00
181572.18
Agency Mortgage-Backed Securities
FMAR 1A1186 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
1.795000
3545749.00
125833.65
Agency Mortgage-Backed Securities
FMAR 1J1752 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
1.605000
3533820.00
113144.80
Agency Mortgage-Backed Securities
FMAR 1J2883 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
1.645000
7846243.00
94640.79
Agency Mortgage-Backed Securities
FMAR 1K0134 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.355000
24668856.00
134146.19
Agency Mortgage-Backed Securities
FMAR 1K1233 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.370000
15450000.00
201807.10
Agency Mortgage-Backed Securities
FMAR 1L1296 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.654000
3993800.00
408434.17
Agency Mortgage-Backed Securities
FMAR 1M1049 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.790000
6027980.00
397702.74
Agency Mortgage-Backed Securities
FMAR 1M1083 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.181000
4000000.00
96387.81
Agency Mortgage-Backed Securities
FMAR 1N0117 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
1.668000
35519953.00
586983.32
Agency Mortgage-Backed Securities
FMAR 1N1726 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
1.895000
6393272.00
69792.47
Agency Mortgage-Backed Securities
FMAR 1N1481 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
1.955000
19732770.00
250279.75
Agency Mortgage-Backed Securities
FMAR 1N1568 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
1.665000
22609910.00
435413.02
Agency Mortgage-Backed Securities
FMAR 1G1658 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.175000
3386942.00
244030.48
Agency Mortgage-Backed Securities
FMAR 1G5143 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
1.647000
11405951.00
299995.62
Agency Mortgage-Backed Securities
FMAR 1H2593 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
1.790000
14659355.00
395074.56
Agency Mortgage-Backed Securities
FMAR 1B6458 G
S6XOOCT0IEG5ABCC6L87
2049-11-01
2.716000
2000000.00
711751.39
Agency Mortgage-Backed Securities
FMAR 1G1925 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.125000
22113333.00
111692.36
Agency Mortgage-Backed Securities
FMAR 1G2444 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
2.295000
8184389.00
238175.62
Agency Mortgage-Backed Securities
FMAR 1Q0054 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
2.492000
8479165.00
332757.66
Agency Mortgage-Backed Securities
FMAR 1Q0287 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.676000
4542500.00
63368.77
Agency Mortgage-Backed Securities
FMAR 1Q0611 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
1.575000
4944229.00
212851.19
Agency Mortgage-Backed Securities
FMAR 1Q1674 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
1.675000
2277776.00
353758.05
Agency Mortgage-Backed Securities
FMAR 1Q1046 G
S6XOOCT0IEG5ABCC6L87
2040-06-01
2.079000
11608218.00
391365.70
Agency Mortgage-Backed Securities
FMAR 1Q1176 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
1.697000
4856008.00
189917.87
Agency Mortgage-Backed Securities
FMAR 1Q1208 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
1.025000
3280299.00
155180.47
Agency Mortgage-Backed Securities
FMAR 1Q1830 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
1.681000
903290.00
87182.79
Agency Mortgage-Backed Securities
FMAR 1Q1889 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
1.777000
2215993.00
1980949.70
Agency Mortgage-Backed Securities
FMAR 1Q1890 G
S6XOOCT0IEG5ABCC6L87
2036-09-01
1.912000
1409082.00
1440822.86
Agency Mortgage-Backed Securities
FMAR 1Q1891 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
1.753000
1992420.00
1831641.93
Agency Mortgage-Backed Securities
FMAR 1Q1893 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.024000
2972652.00
3023900.69
Agency Mortgage-Backed Securities
FMAR 1Q1894 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
2.253000
3000004.00
3020984.41
Agency Mortgage-Backed Securities
FMAR 1Q1895 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
2.067000
2377846.00
2280479.77
Agency Mortgage-Backed Securities
FMAR 1Q1896 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
1.917000
2207352.00
2214496.80
Agency Mortgage-Backed Securities
FMAR 1Q1880 G
S6XOOCT0IEG5ABCC6L87
2038-04-01
1.913000
18170973.00
13069010.13
Agency Mortgage-Backed Securities
FMAR 1Q1887 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.274000
1056733.00
1099270.53
Agency Mortgage-Backed Securities
FMAR 1Q1888 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
2.016000
1841190.00
1488978.76
Agency Mortgage-Backed Securities
FMAR 1Q1897 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
1.963000
1603112.00
1583692.76
Agency Mortgage-Backed Securities
FMAR 1Q1898 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
1.712000
1576421.00
1522075.64
Agency Mortgage-Backed Securities
FMAR 1Q1899 G
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.052000
6610626.00
6498086.04
Agency Mortgage-Backed Securities
FMAR 1Q1900 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
2.066000
1917255.00
1991162.58
Agency Mortgage-Backed Securities
FMAR 1A1841 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
1.790000
1238578.00
198040.07
Agency Mortgage-Backed Securities
FMAR 787396 G
S6XOOCT0IEG5ABCC6L87
2027-02-01
2.369000
135719004.00
341207.96
Agency Mortgage-Backed Securities
FMAR 789817 G
S6XOOCT0IEG5ABCC6L87
2032-02-01
2.480000
37268498.00
175660.12
Agency Mortgage-Backed Securities
FMAR 849297 G
S6XOOCT0IEG5ABCC6L87
2044-04-01
1.985000
1500000.00
73469.29
Agency Mortgage-Backed Securities
FMAR 849479 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.023000
4040447.00
432343.74
Agency Mortgage-Backed Securities
FMAR 849482 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
2.400000
5076560.00
979185.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
4433067.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
2061970.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8984
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.510000
2986000.00
3077143.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8988
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.515000
891000.00
952798.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8990
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.530000
8483000.00
8887448.35
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1795389.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8397
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.540000
1336000.00
1320498.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8467
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.290000
8822000.00
9185973.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4618000.00
5009865.01
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8813
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.720000
743000.00
791134.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9785
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.775000
1578000.00
1752023.81
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9040
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
3796590.00
4067989.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2604981.66
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
820285.39
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
2510000.00
2598084.89
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
12405124.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
3180119.32
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9408
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
2775000.00
3061803.19
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
5375000.00
5959735.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
5911000.00
6368603.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9738
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.570000
941000.00
1014502.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
1964260.86
Agency Mortgage-Backed Securities
FNAR XX.XXX WS660528
B1V7KEBTPIMZEU4LTD58
2028-11-01
2.567000
18922282.00
81378.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
2141373.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0855
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.150000
1696000.00
1870386.96
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
702000.00
657614.03
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
2257942.95
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0092
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
437000.00
479288.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0122
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.800000
6110000.00
6767154.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
23605871.00
25888700.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0243
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.800000
3000000.00
3324381.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0340
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
4374000.00
4787850.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
1113731.23
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
4838766.08
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0407
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.020000
7860000.00
8369630.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0466
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
406000.00
445288.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0547
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.780000
6196000.00
6365907.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0661
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.990000
7078000.00
7465439.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0745
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.090000
2556000.00
2738295.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
5995000.00
6659641.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
972064.21
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0944
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.930000
2778000.00
3072933.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1016
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.955000
4036000.00
4313613.23
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1126
B1V7KEBTPIMZEU4LTD58
2029-01-01
4.000000
4000000.00
3916495.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1303
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.750000
794000.00
813911.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1362
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.800000
5458000.00
5802663.66
Agency Mortgage-Backed Securities
MNMS 04.690 MLBL1470
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.690000
368000.00
366393.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1444
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.620000
5000000.00
5088216.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
3360981.64
Agency Mortgage-Backed Securities
MNMS 04.080 MLBL1502
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.080000
8398000.00
8719184.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1480
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.520000
2106222.00
2219894.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1560
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.980000
2000000.00
2227350.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
3811088.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1618
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.750000
6000000.00
6635805.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1644
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.660000
4506000.00
4948556.79
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1981
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
1394000.00
1518820.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
610143.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2006
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.710000
1036000.00
1115918.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2339
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.340000
6500000.00
6930384.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2318
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.570000
3222000.00
3499631.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3540
B1V7KEBTPIMZEU4LTD58
2029-08-01
2.790000
300000.00
309651.75
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1635548.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
991000.00
1038451.69
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
25021000.00
26678053.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2951
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
16355496.00
17438663.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL3695
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.460000
2683000.00
2741234.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5199
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.510000
22525000.00
21934180.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5200
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.650000
500000.00
482444.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5565
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.990000
1668000.00
1669989.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6365
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.090000
650000.00
583514.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6385
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.110000
1920000.00
1734349.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
49591.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9802
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.730000
8174000.00
7244816.46
Agency Mortgage-Backed Securities
MNMS 02.240 MLBL9887
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.240000
100000.00
88264.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9579
B1V7KEBTPIMZEU4LTD58
2041-02-01
1.980000
2175000.00
1829586.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5045
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.321000
6276000.00
1079351.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6685
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.506000
18591621.00
12638384.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6791
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.048000
8253606.00
7833469.03
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6836
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.856000
19143908.00
17891917.31
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6838
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.856000
13478909.00
12597403.06
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6834
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.856000
37643908.00
35182037.50
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6873
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.010000
38127370.00
37258641.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6845
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.507000
11376170.00
10965917.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6846
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.507000
11376170.00
10960116.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
51142.99
Agency Mortgage-Backed Securities
FMAR 2B8012 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.041000
65000000.00
41943522.56
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
3380000000.00
3380000000.00
0.0948
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SJGN5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLFM9518
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
251022919.00
243607207.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4492
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
14729861.00
13893150.09
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
250000000.00
250000000.00
0.0070
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0SJGW5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF CH2908 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
7772930.00
8131600.99
Agency Mortgage-Backed Securities
GNII SF CJ1684 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
12119934.00
12493282.37
Agency Mortgage-Backed Securities
GNII SF CJ1829 C
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
12102785.00
13016170.08
Agency Mortgage-Backed Securities
GNII SF MA0697 M
549300M8ZYFG0OCMTT87
2043-01-20
2.500000
46954978.00
10519270.02
Agency Mortgage-Backed Securities
GNII SF MA4195 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
30000000.00
7481757.07
Agency Mortgage-Backed Securities
GNII SF MA5329 M
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
200000000.00
46057778.17
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
100000000.00
17732709.17
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
50000000.00
9014463.64
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
540000000.00
120085105.85
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
51638000.00
12508104.12
Agency Mortgage-Backed Securities
GNII SF MA4837 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
50000000.00
11459504.55
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
50000000.00
11352805.21
Agency Mortgage-Backed Securities
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
40000000.00
12773230.27
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
37700000.00
7689727.58
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
50000000.00
8459907.68
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
250000000.00
38105285.63
Agency Mortgage-Backed Securities
GNII SF MA6338 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
100000000.00
31284459.82
Agency Mortgage-Backed Securities
GNII SF MA6473 M
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
40000000.00
14751216.19
Agency Mortgage-Backed Securities
GNII SF MA6656 M
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
95000000.00
41690612.99
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
50000000.00
24526135.96
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
2191590.00
1629023.43
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
50000000.00
26362025.04
Agency Mortgage-Backed Securities
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
30000000.00
23293684.30
Agency Mortgage-Backed Securities
GNII SF MA6865 M
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
50000000.00
33075856.15
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
150000000.00
119601932.63
Agency Mortgage-Backed Securities
GNII SF MA6994 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
10000000.00
8140654.82
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
10000000.00
8713521.84
Agency Mortgage-Backed Securities
GNII SF MA7313 M
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
90408782.00
72446353.15
Agency Mortgage-Backed Securities
GNII SF MA7827 M
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
20000000.00
19856025.05
Agency Mortgage-Backed Securities
GNII SF BT0812 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
41737053.00
14584732.17
Agency Mortgage-Backed Securities
GNII SF CH2907 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
15909375.00
16762427.98
Agency Mortgage-Backed Securities
GNII SF CH2964 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
19521043.00
20401780.56
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
800000000.00
800000000.00
0.0224
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.050000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0SJGX3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD8200
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
5114528.00
5021418.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8201
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
39760082.00
40040788.18
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN9574
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.000000
39395.00
39004.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5855
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
215358.00
203921.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6145
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
84608.00
82387.50
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5138
S6XOOCT0IEG5ABCC6L87
2041-12-01
2.000000
1000000.00
954303.45
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5131
S6XOOCT0IEG5ABCC6L87
2041-10-01
2.000000
1000.00
940.54
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5141
S6XOOCT0IEG5ABCC6L87
2042-01-01
2.000000
1000000.00
957366.18
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5142
S6XOOCT0IEG5ABCC6L87
2042-01-01
2.500000
164241.00
162721.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT2033
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
17190640.00
16877735.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3020
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
39316967.00
39496370.32
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4568
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.500000
1000.00
1010.93
Agency Mortgage-Backed Securities
GNII SF MA7476 M
549300M8ZYFG0OCMTT87
2051-07-20
4.500000
17001593.00
15563225.12
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8129
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
3000.00
2269.98
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8195
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
28604.00
28720.25
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3204
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
230530.00
223227.24
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB0354
S6XOOCT0IEG5ABCC6L87
2040-11-01
2.000000
41203.00
32605.37
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5112
S6XOOCT0IEG5ABCC6L87
2041-05-01
2.500000
6000.00
5352.34
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5118
S6XOOCT0IEG5ABCC6L87
2041-07-01
2.000000
520341.00
471757.66
Agency Mortgage-Backed Securities
FEPC 02.000 3PRE6072
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
1600000.00
1194424.23
Agency Mortgage-Backed Securities
GNII SF MA2753 M
549300M8ZYFG0OCMTT87
2045-04-20
3.000000
99499994.00
15985898.16
Agency Mortgage-Backed Securities
GNII SF MA6995 M
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
18827304.00
13034759.69
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
146000000.00
146000000.00
0.0041
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0SJH12
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHDN 04/11/22
2022-04-11
0.00
7700000.00
7698737.20
Agency Debentures and Agency Strips
FNMS 05.000 CLFM9193
B1V7KEBTPIMZEU4LTD58
2050-06-01
5.000000
85841499.00
75055101.71
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6056
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
23648409.00
23898068.20
Agency Mortgage-Backed Securities
03.500 FGPC G07287 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
3400.00
610.24
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
100000000.00
97734688.71
Agency Mortgage-Backed Securities
GNII SF MA7705 M
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
44140347.00
43423868.36
Agency Mortgage-Backed Securities
GNII SF MA7830 M
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
499888.00
517930.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2419
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
4063642.00
4075373.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM9431
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
329131.00
276349.61
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB9651
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
1727992.00
328516.54
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
76000.00
11540.70
Agency Mortgage-Backed Securities
GNII SF MA7315 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
31394.00
23367.87
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA7258
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
1512842.00
451951.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0774
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
48943348.00
6792161.49
Agency Mortgage-Backed Securities
FNMS 02.500 CIAU9644
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
582028.00
177678.30
Agency Mortgage-Backed Securities
FNMS 02.500 CIAV0802
B1V7KEBTPIMZEU4LTD58
2028-08-01
2.500000
470264.00
121950.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4467
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
117999820.00
46081518.60
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8045
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
159070.00
72220.71
Agency Mortgage-Backed Securities
02.500 FGPC V60770 G
S6XOOCT0IEG5ABCC6L87
2030-03-01
2.500000
1639000.00
429108.48
Agency Mortgage-Backed Securities
02.500 FGPC V60613 G
S6XOOCT0IEG5ABCC6L87
2029-09-01
2.500000
384853.00
85018.69
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1020.00
264.48
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.875000
20560200.00
20682286.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
2.375000
1800.00
1826.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
700.00
692.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
497900.00
523460.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
24480500.00
24798590.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
10300000.00
10474459.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
100.00
99.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
90.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-12
0.00
118000.00
117929.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
100.00
100.06
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
351000000.00
351000000.00
0.0098
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0SJH46
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
2040-05-15
1.125000
27486900.00
22447537.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
5.250000
52036200.00
63197619.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
34521800.00
44899203.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
73576500.00
78085968.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
69871700.00
75280294.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
72906400.00
74109998.06
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
351000000.00
351000000.00
0.0098
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.060000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SJH61
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2022-001 JH
549300M8ZYFG0OCMTT87
2052-01-20
1.500000
24841856.00
23596173.49
Agency Collateralized Mortgage Obligation
GNRM 2022-022 PE
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
15990976.00
16136349.96
Agency Collateralized Mortgage Obligation
GNRM 2022-022 CH
549300M8ZYFG0OCMTT87
2047-08-20
2.500000
83395328.00
84603059.14
Agency Collateralized Mortgage Obligation
GNRM 2022-022 WH
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
49138304.00
49984613.01
Agency Collateralized Mortgage Obligation
GNRM 2022-022 UH
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
109090176.00
110910127.41
Agency Collateralized Mortgage Obligation
FNRM CL077MB R17F077
B1V7KEBTPIMZEU4LTD58
2047-10-25
2.750000
1042600.00
190344.55
Agency Collateralized Mortgage Obligation
FNRM CL010E R22F010
B1V7KEBTPIMZEU4LTD58
2050-05-25
3.500000
12958480.00
13290903.89
Agency Collateralized Mortgage Obligation
FNRM RC010L R22F010
B1V7KEBTPIMZEU4LTD58
2052-02-25
2.500000
42951552.00
43051371.41
Agency Collateralized Mortgage Obligation
GNII ET CG5747 C
549300M8ZYFG0OCMTT87
2060-06-20
2.500000
282752.00
284648.98
Agency Mortgage-Backed Securities
GNMI SF AZ3490 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
3220152.00
732307.84
Agency Mortgage-Backed Securities
GNMI SF BJ5779 X
549300M8ZYFG0OCMTT87
2048-09-15
5.500000
917068.00
210100.36
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0006
333000000.00
333000000.00
0.0093
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SJH95
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CI8868 C
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
11084.00
11713.09
Agency Mortgage-Backed Securities
GNII RG CJ5428 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
4147792.00
4137770.93
Agency Mortgage-Backed Securities
GNII SF CK3530 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
11375.00
11712.69
Agency Mortgage-Backed Securities
GNII RG CK3552 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
11208.00
11663.48
Agency Mortgage-Backed Securities
GNII RG CK5366 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
11598864.00
11740767.67
Agency Mortgage-Backed Securities
GNII RG CL2188 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
10826.00
11440.47
Agency Mortgage-Backed Securities
GNII RG CL3182 C
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
11574.00
11848.30
Agency Mortgage-Backed Securities
GNII RG CL3187 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
11973616.00
12460044.15
Agency Mortgage-Backed Securities
GNII RG CL5905 C
549300M8ZYFG0OCMTT87
2049-12-20
5.000000
5489576.00
5979317.54
Agency Mortgage-Backed Securities
GNII RG CL5954 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
8057350.00
8615313.43
Agency Mortgage-Backed Securities
GNII RG CL5978 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1357768.00
1478878.19
Agency Mortgage-Backed Securities
GNII RG CL6718 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
1622178.00
1714251.20
Agency Mortgage-Backed Securities
GNII SP 785934 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
93703808.00
95409873.23
Agency Mortgage-Backed Securities
GNMI SF AO9321 X
549300M8ZYFG0OCMTT87
2045-11-15
4.500000
10296512.00
2952622.70
Agency Mortgage-Backed Securities
GNII RG CE9076 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
10228176.00
6311432.50
Agency Mortgage-Backed Securities
GNII RG CI8169 C
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
9690224.00
9363101.56
Agency Mortgage-Backed Securities
GNII SP 784158 C
549300M8ZYFG0OCMTT87
2040-04-20
5.500000
6648216.00
2636388.78
Agency Mortgage-Backed Securities
GNII RG CK0172 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
1008606.00
1076857.21
Agency Mortgage-Backed Securities
GNII RG CK5841 C
549300M8ZYFG0OCMTT87
2041-08-20
4.500000
3738908.00
3965976.86
Agency Mortgage-Backed Securities
GNMI SF AD1012 X
549300M8ZYFG0OCMTT87
2043-06-15
2.500000
31456.00
8713.73
Agency Mortgage-Backed Securities
GNMI SF AF0253 X
549300M8ZYFG0OCMTT87
2043-07-15
2.500000
79060.00
11855.55
Agency Mortgage-Backed Securities
GNMI SF AL8731 X
549300M8ZYFG0OCMTT87
2045-05-15
4.500000
68500.00
28204.33
Agency Mortgage-Backed Securities
GNMI SF AN7282 X
549300M8ZYFG0OCMTT87
2045-08-15
5.000000
962144.00
24803.21
Agency Mortgage-Backed Securities
GNMI SF AP3904 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
10825000.00
808533.00
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
50000000.00
28404489.91
Agency Mortgage-Backed Securities
GNMI SP 782429 X
549300M8ZYFG0OCMTT87
2038-10-15
5.000000
443805.00
9400.38
Agency Mortgage-Backed Securities
GNMI SF 696457 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
3552108.00
7724.32
Agency Mortgage-Backed Securities
GNMI SF 704194 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
381245.00
14042.48
Agency Mortgage-Backed Securities
GNMI SF 708225 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
1000000.00
14598.17
Agency Mortgage-Backed Securities
GNMI SF AS4309 X
549300M8ZYFG0OCMTT87
2046-06-15
4.500000
69246.00
19385.09
Agency Mortgage-Backed Securities
GNII SF AS7206 C
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
33776.00
11728.63
Agency Mortgage-Backed Securities
GNMI SF AU0769 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
973772.00
413374.75
Agency Mortgage-Backed Securities
GNMI SF AU0804 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
1078798.00
478175.36
Agency Mortgage-Backed Securities
GNMI SF 605301 X
549300M8ZYFG0OCMTT87
2034-07-15
5.500000
2178748.00
59768.27
Agency Mortgage-Backed Securities
GNII FS 004689 M
549300M8ZYFG0OCMTT87
2040-05-20
4.500000
95526.00
11855.97
Agency Mortgage-Backed Securities
GNMI SF AB2761 X
549300M8ZYFG0OCMTT87
2042-08-15
3.500000
107930.00
11852.84
Agency Mortgage-Backed Securities
GNII JM MA6241 M
549300M8ZYFG0OCMTT87
2049-09-20
2.500000
109760.00
11841.72
Agency Mortgage-Backed Securities
GNMI SF BA9083 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
50333.00
11804.49
Agency Mortgage-Backed Securities
GNMI SF BD3645 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
2469920.00
936292.60
Agency Mortgage-Backed Securities
GNMI SF BE9562 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
1496988.00
288297.28
Agency Mortgage-Backed Securities
GNMI SF BF2343 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
180903.00
65653.46
Agency Mortgage-Backed Securities
GNMI SF BG0057 X
549300M8ZYFG0OCMTT87
2048-04-15
5.000000
424460.00
375368.14
Agency Mortgage-Backed Securities
GNMI SF BU8315 X
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
10233520.00
5785587.93
Agency Mortgage-Backed Securities
GNII RG CD8913 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
12775.00
10148.64
Agency Mortgage-Backed Securities
GNII SF CI5871 C
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
531440.00
550831.80
Agency Mortgage-Backed Securities
GNII RG CI7923 C
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
3677392.00
3570200.04
Agency Mortgage-Backed Securities
GNMI SF 608708 X
549300M8ZYFG0OCMTT87
2030-10-15
6.500000
1183482.00
136372.37
Agency Mortgage-Backed Securities
GNMI SF 435970 X
549300M8ZYFG0OCMTT87
2027-04-15
8.000000
977240.00
15862.94
Agency Mortgage-Backed Securities
GNMI SF 445877 X
549300M8ZYFG0OCMTT87
2027-11-15
7.000000
698449.00
5721.64
Agency Mortgage-Backed Securities
GNMI SF 460706 X
549300M8ZYFG0OCMTT87
2027-12-15
7.000000
1027508.00
11638.12
Agency Mortgage-Backed Securities
GNMI SF 721041 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
340000.00
9596.83
Agency Mortgage-Backed Securities
GNMI SF 723362 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
836000.00
96609.78
Agency Mortgage-Backed Securities
GNMI SF 726363 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
5000000.00
354404.12
Agency Mortgage-Backed Securities
GNMI SF 726376 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
525000.00
12619.40
Agency Mortgage-Backed Securities
GNAR AT 080916 M
549300M8ZYFG0OCMTT87
2034-05-20
1.875000
261904.00
11543.92
Agency Mortgage-Backed Securities
GNII SP 784152 M
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
35140.00
11835.63
Agency Mortgage-Backed Securities
GNII SP 785437 C
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
24428576.00
22454772.44
Agency Mortgage-Backed Securities
GNII SP 784656 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
202968.00
18177.72
Agency Mortgage-Backed Securities
GNII SP 784968 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
79681280.00
24486607.18
Agency Mortgage-Backed Securities
GNMI SF 720103 X
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
200000.00
28731.79
Agency Mortgage-Backed Securities
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
250000000.00
250000000.00
0.0070
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0SJHA2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-148 JL
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
1695037.00
924839.96
Agency Collateralized Mortgage Obligation
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.761710
7337.00
1723.74
Agency Collateralized Mortgage Obligation
GNRM 2020-115 YA
549300M8ZYFG0OCMTT87
2050-08-20
1.000000
93044150.00
74754534.83
Agency Collateralized Mortgage Obligation
GNRM 2021-209 WE
549300M8ZYFG0OCMTT87
2051-11-20
1.500000
2248500.00
2024693.95
Agency Collateralized Mortgage Obligation
FNMS 05.000 CL889399
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
73621.00
844.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
6820422.00
1003231.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9992
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
1420.00
82.67
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
1838600.00
341637.49
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
106975976.00
90115866.64
Agency Mortgage-Backed Securities
GNII SF 004289 M
549300M8ZYFG0OCMTT87
2038-11-20
5.000000
19996437.00
433271.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0521
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
2018906.00
1006646.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
127934.00
31934.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
3597286.00
909116.44
Agency Mortgage-Backed Securities
GNII SF 004882 M
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
4816761.00
424575.42
Agency Mortgage-Backed Securities
GNII SF 005259 M
549300M8ZYFG0OCMTT87
2041-12-20
4.000000
2609.00
227.67
Agency Mortgage-Backed Securities
GNMI SP 783516 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
6311.00
431.13
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
298980.00
25245.57
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-25
0.00
600.00
597.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-02-15
0.125000
4044500.00
4078971.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
111.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
12285100.00
16602429.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
54667000.00
52852985.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
100.00
121.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
183500.00
207892.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
12706400.00
14247025.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
5400.00
7130.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
100.00
123.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
100.00
117.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
63100.00
78243.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
12165400.00
14112994.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
92.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
19985500.00
16983083.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
170400.00
156951.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
18000.00
17693.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
2000.00
1967.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
2800.00
2928.99
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
284000000.00
284000000.00
0.0080
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0SJHC8
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
2031-08-15
1.250000
102326400.00
95880030.71
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
94000000.00
94000000.00
0.0026
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0SJHG9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-42 AW
549300M8ZYFG0OCMTT87
2040-12-20
6.854800
68304.00
24030.17
Agency Collateralized Mortgage Obligation
GNII SF BU3283 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
5617731.00
5617374.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4072
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
17618010.00
8148097.26
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0176
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
9120682.00
5375293.83
Agency Mortgage-Backed Securities
FMAR 841073 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.420000
12331456.00
5458329.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3235
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
21685111.00
5736886.53
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT1859
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
17752930.00
6744216.89
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-04
0.00
183024100.00
182483995.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
1.500000
48622600.00
48257379.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-18
0.00
250838300.00
249999998.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-07
0.00
165276700.00
165068120.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-11
0.00
250799800.00
249999999.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
5000000.00
5094036.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
50699900.00
56991775.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
66000000.00
76493882.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
107500000.00
121086102.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
0.750000
262984800.00
249999925.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-10-31
1.375000
258183800.00
249557365.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
244237600.00
231942742.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
0.750000
100.00
98.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
4190000.00
3942298.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
271517200.00
249626840.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
226766900.00
209696445.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
150000000.00
144153098.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
149104900.00
142424910.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
11772700.00
11158188.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
12000000.00
14042854.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
704000.00
707175.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
248296500.00
249659953.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
137310900.00
139679239.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
199558700.00
201246440.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
75000000.00
86677761.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
3100000.00
3459609.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
278351900.00
249909472.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
16000000.00
19604364.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
140158000.00
143805755.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
136352800.00
144729237.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-17
0.00
10527900.00
10520414.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
15000000.00
33780032.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
7788900.00
12675061.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
40006000.00
45007039.10
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
3961000000.00
3961000000.00
0.1111
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.050000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0SJHJ3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-28
1.875000
179763400.00
180072413.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-02
0.00
211500.00
211294.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
823400.00
1519540.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
4543400.00
6518954.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
17563700.00
17634587.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
68454600.00
79073312.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-07-15
0.125000
18477300.00
20969917.48
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
300000000.00
300000000.00
0.0084
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SJHK0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
1048500.00
1046305.16
U.S. Treasuries (including strips)
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0005
1025702.00
1025702.00
0.0000
N
Y
Y
N
The Charles Schwab Family of Funds
2022-03-07
Mark Fischer
Mark Fischer
Chief Financial Officer