0001145549-23-005637.txt : 20230207
0001145549-23-005637.hdr.sgml : 20230207
20230207165619
ACCESSION NUMBER: 0001145549-23-005637
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230207
DATE AS OF CHANGE: 20230207
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: 23595868
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
2023-01-31
0000857156
549300I77JNLD629OV19
S000004506
3
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
17
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0.00
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1705822490.21
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Investment Advisor and its affiliates Contractual 132,381
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0.9996
0.9997
0.9997
0.9997
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2893112910.14
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0.0395
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Investment Advisor and its affiliates Contractual 72,665
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1000000.00
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0.9995
0.9996
0.9997
0.9996
0.0000
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277171485.00
256175156.39
0.00
0.00
1527271868.82
1047081885.19
0.0410
Y
Investment Advisor and its affiliates Contractual 58,839
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 4.400000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2023-02-07
2023-02-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0440
56900000.00
56900000.00
0.0014
N
N
Y
N
FARR LIFE LLC
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.390000%
31164GAA9
US31164GAA94
Variable Rate Demand Note
Y
2023-02-07
2023-02-07
2072-03-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0439
5000000.00
5000000.00
0.0001
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.125000%
3130ALRG1
2549001DPIFGXC1TOL40
US3130ALRG11
U.S. Government Agency Debt
Y
2023-03-17
2023-03-17
2023-03-17
N
N
N
0.0483
13572036.80
13572036.80
0.0003
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.250000%
3130ARAS0
2549001DPIFGXC1TOL40
US3130ARAS02
U.S. Government Agency Debt
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0484
110724747.59
110724747.59
0.0028
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.010000%
3130ARG70
2549001DPIFGXC1TOL40
US3130ARG701
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0495
94765836.59
94765836.59
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.125000%
3130ARHK0
2549001DPIFGXC1TOL40
US3130ARHK03
U.S. Government Agency Debt
Y
2023-03-30
2023-03-30
2023-03-30
N
N
N
0.0495
68698018.74
68698018.74
0.0017
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.350000%
3130ARLB5
2549001DPIFGXC1TOL40
US3130ARLB57
U.S. Government Agency Debt
Y
2023-04-05
2023-04-05
2023-04-05
N
N
N
0.0495
94671603.98
94671603.98
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.600000%
3130ARV73
2549001DPIFGXC1TOL40
US3130ARV734
U.S. Government Agency Debt
Y
2023-05-02
2023-05-02
2023-05-02
N
N
N
0.0478
94488102.00
94488102.00
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.500000%
3130AS6B0
2549001DPIFGXC1TOL40
US3130AS6B01
U.S. Government Agency Debt
Y
2023-05-23
2023-05-23
2023-05-23
N
N
N
0.0490
94406848.43
94406848.43
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.400000%
3130ASBE8
2549001DPIFGXC1TOL40
US3130ASBE89
U.S. Government Agency Debt
Y
2023-06-02
2023-06-02
2023-06-02
N
N
N
0.0490
95399057.08
95399057.08
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.500000%
3130ASGZ6
2549001DPIFGXC1TOL40
US3130ASGZ63
U.S. Government Agency Debt
Y
2023-07-14
2023-07-14
2023-07-14
N
N
N
0.0499
118114312.37
118114312.37
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.250000%
3130ASMC0
2549001DPIFGXC1TOL40
US3130ASMC05
U.S. Government Agency Debt
Y
2023-08-04
2023-08-04
2023-08-04
N
N
N
0.0502
117855541.97
117855541.97
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.340000%
3130ASMF3
2549001DPIFGXC1TOL40
US3130ASMF36
U.S. Government Agency Debt
Y
2023-02-01
2023-10-06
2023-10-06
N
N
N
0.0438
118984282.48
118984282.48
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.150000%
3130ASP52
2549001DPIFGXC1TOL40
US3130ASP528
U.S. Government Agency Debt
Y
2023-07-27
2023-07-27
2023-07-27
N
N
N
0.0499
70773344.33
70773344.33
0.0018
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.300000%
3130ASRZ4
2549001DPIFGXC1TOL40
US3130ASRZ45
U.S. Government Agency Debt
Y
2023-07-28
2023-07-28
2023-07-28
N
N
N
0.0499
70821681.42
70821681.42
0.0018
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.400000%
3130AST90
2549001DPIFGXC1TOL40
US3130AST900
U.S. Government Agency Debt
Y
2023-02-01
2024-07-26
2024-07-26
N
N
N
0.0444
119077654.46
119077654.46
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.355000%
3130ASTJ8
2549001DPIFGXC1TOL40
US3130ASTJ84
U.S. Government Agency Debt
Y
2023-02-01
2023-05-24
2023-05-24
N
N
N
0.0436
47602915.02
47602915.02
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.360000%
3130ASU23
2549001DPIFGXC1TOL40
US3130ASU239
U.S. Government Agency Debt
Y
2023-02-01
2023-07-27
2023-07-27
N
N
N
0.0437
95206399.34
95206399.34
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.355000%
3130ASUH0
2549001DPIFGXC1TOL40
US3130ASUH00
U.S. Government Agency Debt
Y
2023-02-01
2023-05-01
2023-05-01
N
N
N
0.0435
95206520.25
95206520.25
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.170000%
3130ASUM9
2549001DPIFGXC1TOL40
US3130ASUM94
U.S. Government Agency Debt
Y
2023-08-22
2023-08-22
2023-08-22
N
N
N
0.0502
47120148.68
47120148.68
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.350000%
3130ASVF3
2549001DPIFGXC1TOL40
US3130ASVF35
U.S. Government Agency Debt
Y
2023-02-01
2023-04-04
2023-04-04
N
N
N
0.0434
95204328.74
95204328.74
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.500000%
3130ASVY2
2549001DPIFGXC1TOL40
US3130ASVY24
U.S. Government Agency Debt
Y
2023-08-28
2023-08-28
2023-08-28
N
N
N
0.0499
49581265.50
49581265.50
0.0013
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.340000%
3130ASW39
2549001DPIFGXC1TOL40
US3130ASW391
U.S. Government Agency Debt
Y
2023-02-01
2023-02-13
2023-02-13
N
N
N
0.0434
95200156.13
95200156.13
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.375000%
3130AT5B9
2549001DPIFGXC1TOL40
US3130AT5B91
U.S. Government Agency Debt
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0523
91894141.55
91894141.55
0.0023
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.500000%
3130ATCC9
2549001DPIFGXC1TOL40
US3130ATCC97
U.S. Government Agency Debt
Y
2023-03-09
2023-03-09
2023-03-09
N
N
N
0.0462
94886187.15
94886187.15
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.750000%
3130ATRL3
2549001DPIFGXC1TOL40
US3130ATRL32
U.S. Government Agency Debt
Y
2023-10-24
2023-10-24
2023-10-24
N
N
N
0.0486
10496138.51
10496138.51
0.0003
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.355000%
3130ATU54
2549001DPIFGXC1TOL40
US3130ATU542
U.S. Government Agency Debt
Y
2023-02-01
2023-03-09
2023-03-09
N
N
N
0.0434
114202724.81
114202724.81
0.0029
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.400000%
3130ATWZ6
2549001DPIFGXC1TOL40
US3130ATWZ62
U.S. Government Agency Debt
Y
2023-02-01
2023-09-21
2023-09-21
N
N
N
0.0438
95125835.82
95125835.82
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.800000%
3130AUCZ5
2549001DPIFGXC1TOL40
US3130AUCZ55
U.S. Government Agency Debt
Y
2023-09-08
2023-09-08
2023-09-08
N
N
N
0.0483
95183238.14
95183238.14
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.700000%
3130AUD92
2549001DPIFGXC1TOL40
US3130AUD926
U.S. Government Agency Debt
Y
2023-06-26
2023-06-26
2023-06-26
N
N
N
0.0475
95275283.95
95275283.95
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 5.000000%
3130AUJ62
2549001DPIFGXC1TOL40
US3130AUJ626
U.S. Government Agency Debt
Y
2024-01-26
2024-01-26
2024-01-26
N
N
N
0.0468
47739034.82
47739034.82
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.350000%
3130AUJT2
2549001DPIFGXC1TOL40
US3130AUJT23
U.S. Government Agency Debt
Y
2023-02-01
2023-07-13
2023-07-13
N
N
N
0.0437
119302952.68
119302952.68
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.340000%
3130AUJZ8
2549001DPIFGXC1TOL40
US3130AUJZ82
U.S. Government Agency Debt
Y
2023-02-01
2023-06-13
2023-06-13
N
N
N
0.0436
119300199.23
119300199.23
0.0030
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.340000%
3130AUMX9
2549001DPIFGXC1TOL40
US3130AUMX97
U.S. Government Agency Debt
Y
2023-02-01
2023-05-26
2023-05-26
N
N
N
0.0436
150001792.50
150001792.50
0.0038
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 4.340000%
3130AUQ56
2549001DPIFGXC1TOL40
US3130AUQ563
U.S. Government Agency Debt
Y
2023-02-01
2023-05-04
2023-05-04
N
N
N
0.0435
125004116.25
125004116.25
0.0032
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 1.000000%
3130AUR30
2549001DPIFGXC1TOL40
US3130AUR306
U.S. Government Agency Debt
Y
2023-02-03
2023-10-03
2023-10-03
N
N
N
0.0435
225014955.75
225014955.75
0.0057
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.170000%
3133827J6
2549001DPIFGXC1TOL40
US3133827J61
U.S. Government Agency Debt
Y
2023-02-06
2023-02-06
2023-02-06
N
N
N
0.0485
37215864.14
37215864.14
0.0009
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.150000%
313382AD5
2549001DPIFGXC1TOL40
US313382AD59
U.S. Government Agency Debt
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0461
44268399.77
44268399.77
0.0011
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 2.125000%
313382AX1
2549001DPIFGXC1TOL40
US313382AX14
U.S. Government Agency Debt
Y
2023-03-10
2023-03-10
2023-03-10
N
N
N
0.0464
14264363.97
14264363.97
0.0004
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 3.250000%
313383QR5
2549001DPIFGXC1TOL40
US313383QR54
U.S. Government Agency Debt
Y
2023-06-09
2023-06-09
2023-06-09
N
N
N
0.0481
14419842.99
14419842.99
0.0004
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BH1
2549001DPIFGXC1TOL40
US313384BH11
U.S. Government Agency Debt
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0001
95100000.00
95100000.00
0.0024
N
Y
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BK4
2549001DPIFGXC1TOL40
US313384BK40
U.S. Government Agency Debt
Y
2023-02-03
2023-02-03
2023-02-03
N
N
N
0.0458
47487916.95
47487916.95
0.0012
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BS7
2549001DPIFGXC1TOL40
US313384BS75
U.S. Government Agency Debt
Y
2023-02-10
2023-02-10
2023-02-10
N
N
N
0.0458
237428144.89
237428144.89
0.0060
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BV0
2549001DPIFGXC1TOL40
US313384BV05
U.S. Government Agency Debt
Y
2023-02-13
2023-02-13
2023-02-13
N
N
N
0.0458
261301080.23
261301080.23
0.0066
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384BX6
2549001DPIFGXC1TOL40
US313384BX60
U.S. Government Agency Debt
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0458
474273321.25
474273321.25
0.0120
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CE7
2549001DPIFGXC1TOL40
US313384CE70
U.S. Government Agency Debt
Y
2023-02-22
2023-02-22
2023-02-22
N
N
N
0.0458
294114224.22
294114224.22
0.0075
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CG2
2549001DPIFGXC1TOL40
US313384CG29
U.S. Government Agency Debt
Y
2023-02-24
2023-02-24
2023-02-24
N
N
N
0.0458
47361415.43
47361415.43
0.0012
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CM9
2549001DPIFGXC1TOL40
US313384CM96
U.S. Government Agency Debt
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0467
94755605.81
94755605.81
0.0024
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384CP2
2549001DPIFGXC1TOL40
US313384CP28
U.S. Government Agency Debt
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0467
142146458.13
142146458.13
0.0036
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384DB2
2549001DPIFGXC1TOL40
US313384DB23
U.S. Government Agency Debt
Y
2023-03-15
2023-03-15
2023-03-15
N
N
N
0.0467
374300296.65
374300296.65
0.0095
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384DK2
2549001DPIFGXC1TOL40
US313384DK22
U.S. Government Agency Debt
Y
2023-03-23
2023-03-23
2023-03-23
N
N
N
0.0467
189196077.96
189196077.96
0.0048
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384DL0
2549001DPIFGXC1TOL40
US313384DL05
U.S. Government Agency Debt
Y
2023-03-24
2023-03-24
2023-03-24
N
N
N
0.0467
142123470.60
142123470.60
0.0036
N
N
Y
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384ED7
2549001DPIFGXC1TOL40
US313384ED79
U.S. Government Agency Debt
Y
2023-04-10
2023-04-10
2023-04-10
N
N
N
0.0478
94661760.21
94661760.21
0.0024
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384EX3
2549001DPIFGXC1TOL40
US313384EX34
U.S. Government Agency Debt
Y
2023-04-28
2023-04-28
2023-04-28
N
N
N
0.0478
236053320.67
236053320.67
0.0060
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384FB0
2549001DPIFGXC1TOL40
US313384FB05
U.S. Government Agency Debt
Y
2023-05-02
2023-05-02
2023-05-02
N
N
N
0.0482
188668342.73
188668342.73
0.0048
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384FE4
2549001DPIFGXC1TOL40
US313384FE44
U.S. Government Agency Debt
Y
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0482
47015069.78
47015069.78
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384GY9
2549001DPIFGXC1TOL40
US313384GY98
U.S. Government Agency Debt
Y
2023-06-16
2023-06-16
2023-06-16
N
N
N
0.0485
102435419.51
102435419.51
0.0026
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384JW0
2549001DPIFGXC1TOL40
US313384JW06
U.S. Government Agency Debt
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0488
46478524.48
46478524.48
0.0012
N
N
N
N
Federal Home Loan Banks
FEDERAL HOME LOAN BANKS 0.000000%
313384LH0
2549001DPIFGXC1TOL40
US313384LH01
U.S. Government Agency Debt
Y
2023-09-05
2023-09-05
2023-09-05
N
N
N
0.0487
16141198.74
16141198.74
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.671500%
3133EM4G4
254900C5LP6DN9OP9V83
US3133EM4G49
U.S. Government Agency Debt
Y
2023-02-07
2023-05-01
2023-05-01
N
N
N
0.0450
117853104.24
117853104.24
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2023-02-01
2023-12-08
2023-12-08
N
N
N
0.0445
47297451.00
47297451.00
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.674000%
3133EMQ96
254900C5LP6DN9OP9V83
US3133EMQ962
U.S. Government Agency Debt
Y
2023-02-07
2023-07-13
2023-07-13
N
N
N
0.0457
47123122.80
47123122.80
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
3133EMU75
254900C5LP6DN9OP9V83
US3133EMU758
U.S. Government Agency Debt
Y
2023-02-01
2023-07-21
2023-07-21
N
N
N
0.0433
155292556.47
155292556.47
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt
Y
2023-02-01
2024-10-16
2024-10-16
N
N
N
0.0446
71352685.00
71352685.00
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.875000%
3133EN3A6
254900C5LP6DN9OP9V83
US3133EN3A69
U.S. Government Agency Debt
Y
2023-09-25
2023-09-25
2023-09-25
N
N
N
0.0485
95113624.98
95113624.98
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
3133EN6L9
254900C5LP6DN9OP9V83
US3133EN6L97
U.S. Government Agency Debt
Y
2023-02-01
2025-01-23
2025-01-23
N
N
N
0.0444
38239378.86
38239378.86
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt
Y
2023-02-01
2024-08-08
2024-08-08
N
N
N
0.0439
12306601.41
12306601.41
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
3133ENF70
254900C5LP6DN9OP9V83
US3133ENF708
U.S. Government Agency Debt
Y
2023-02-01
2024-08-12
2024-08-12
N
N
N
0.0445
74554367.18
74554367.18
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.355000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2023-02-01
2023-11-07
2023-11-07
N
N
N
0.0443
42581529.07
42581529.07
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.360000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2023-02-01
2023-12-08
2023-12-08
N
N
N
0.0441
26588105.54
26588105.54
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.360000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2023-02-01
2023-12-13
2023-12-13
N
N
N
0.0433
33114440.87
33114440.87
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
3133ENH78
254900C5LP6DN9OP9V83
US3133ENH787
U.S. Government Agency Debt
Y
2023-02-01
2024-06-24
2024-06-24
N
N
N
0.0445
47556561.67
47556561.67
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt
Y
2023-02-01
2024-07-01
2024-07-01
N
N
N
0.0438
90534868.75
90534868.75
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
3133ENMB3
254900C5LP6DN9OP9V83
US3133ENMB38
U.S. Government Agency Debt
Y
2023-02-01
2023-08-28
2023-08-28
N
N
N
0.0432
59010184.58
59010184.58
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.380000%
3133ENP20
254900C5LP6DN9OP9V83
US3133ENP202
U.S. Government Agency Debt
Y
2023-02-01
2024-04-26
2024-04-26
N
N
N
0.0436
44723414.31
44723414.31
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2023-02-01
2023-11-28
2023-11-28
N
N
N
0.0437
32998561.53
32998561.53
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
3133ENX54
254900C5LP6DN9OP9V83
US3133ENX545
U.S. Government Agency Debt
Y
2023-02-01
2024-11-01
2024-11-01
N
N
N
0.0441
114286071.40
114286071.40
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt
Y
2023-02-01
2024-11-07
2024-11-07
N
N
N
0.0442
47632010.52
47632010.52
0.0012
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.500000%
3134GXRD8
S6XOOCT0IEG5ABCC6L87
US3134GXRD85
U.S. Government Agency Debt
Y
2023-04-21
2023-04-21
2023-04-21
N
N
N
0.0469
94646548.94
94646548.94
0.0024
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3135G04Q3
B1V7KEBTPIMZEU4LTD58
US3135G04Q36
U.S. Government Agency Debt
Y
2023-05-22
2023-05-22
2023-05-22
N
N
N
0.0484
117918117.46
117918117.46
0.0030
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250000%
3135G05G4
B1V7KEBTPIMZEU4LTD58
US3135G05G45
U.S. Government Agency Debt
Y
2023-07-10
2023-07-10
2023-07-10
N
N
N
0.0475
127053431.28
127053431.28
0.0032
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.000000%
3135GADM0
B1V7KEBTPIMZEU4LTD58
US3135GADM03
U.S. Government Agency Debt
Y
2023-12-20
2023-12-20
2023-12-20
N
N
N
0.0529
71216021.48
71216021.48
0.0018
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
3137EAER6
S6XOOCT0IEG5ABCC6L87
US3137EAER64
U.S. Government Agency Debt
Y
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0477
42148207.72
42148207.72
0.0011
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3137EAES4
S6XOOCT0IEG5ABCC6L87
US3137EAES48
U.S. Government Agency Debt
Y
2023-06-26
2023-06-26
2023-06-26
N
N
N
0.0483
95403605.97
95403605.97
0.0024
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.390000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2023-02-07
2023-02-07
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0439
20310000.00
20310000.00
0.0005
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.400000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2023-02-07
2023-02-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0440
77300000.00
77300000.00
0.0020
N
N
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796XT1
254900HROIFWPRGM1V77
US912796XT12
U.S. Treasury Debt
Y
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0404
212976410.25
212976410.25
0.0054
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796Y60
254900HROIFWPRGM1V77
US912796Y601
U.S. Treasury Debt
Y
2023-02-21
2023-02-21
2023-02-21
N
N
N
0.0449
238413952.88
238413952.88
0.0061
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796Y86
254900HROIFWPRGM1V77
US912796Y866
U.S. Treasury Debt
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0459
121481051.04
121481051.04
0.0031
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796YK9
254900HROIFWPRGM1V77
US912796YK93
U.S. Treasury Debt
Y
2023-03-09
2023-03-09
2023-03-09
N
N
N
0.0454
137284621.25
137284621.25
0.0035
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796Z69
254900HROIFWPRGM1V77
US912796Z699
U.S. Treasury Debt
Y
2023-03-14
2023-03-14
2023-03-14
N
N
N
0.0452
339872641.52
339872641.52
0.0086
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796Z77
254900HROIFWPRGM1V77
US912796Z772
U.S. Treasury Debt
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0457
345720156.00
345720156.00
0.0088
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912796ZF9
254900HROIFWPRGM1V77
US912796ZF99
U.S. Treasury Debt
Y
2023-05-25
2023-05-25
2023-05-25
N
N
N
0.0468
116905230.91
116905230.91
0.0030
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912797FE2
254900HROIFWPRGM1V77
US912797FE28
U.S. Treasury Debt
Y
2023-05-16
2023-05-16
2023-05-16
N
N
N
0.0469
175259132.54
175259132.54
0.0044
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.625000%
9128284A5
254900HROIFWPRGM1V77
US9128284A52
U.S. Treasury Debt
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0459
127508902.06
127508902.06
0.0032
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.500000%
9128284D9
254900HROIFWPRGM1V77
US9128284D91
U.S. Treasury Debt
Y
2023-03-31
2023-03-31
2023-03-31
N
N
N
0.0463
93078758.17
93078758.17
0.0024
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
0.0455
95006529.06
95006529.06
0.0024
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CBN0
254900HROIFWPRGM1V77
US91282CBN02
U.S. Treasury Debt
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0459
96678107.44
96678107.44
0.0025
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CBU4
254900HROIFWPRGM1V77
US91282CBU45
U.S. Treasury Debt
Y
2023-03-31
2023-03-31
2023-03-31
N
N
N
0.0463
160843854.60
160843854.60
0.0041
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.125000%
91282CBX8
254900HROIFWPRGM1V77
US91282CBX83
U.S. Treasury Debt
Y
2023-04-30
2023-04-30
2023-04-30
N
N
N
0.0474
31644667.20
31644667.20
0.0008
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 4.660000%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2023-02-01
2023-04-30
2023-04-30
N
N
N
0.0446
115263416.45
115263416.45
0.0029
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 4.660000%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2023-02-01
2023-07-31
2023-07-31
N
N
N
0.0465
280645252.36
280645252.36
0.0071
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 4.660000%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2023-02-01
2023-10-31
2023-10-31
N
N
N
0.0466
207044126.19
207044126.19
0.0053
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 4.670000%
91282CFD8
254900HROIFWPRGM1V77
US91282CFD83
U.S. Treasury Debt
Y
2023-02-01
2024-07-31
2024-07-31
N
N
N
0.0471
712902136.14
712902136.14
0.0181
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 4.770000%
91282CFS5
254900HROIFWPRGM1V77
US91282CFS52
U.S. Treasury Debt
Y
2023-02-01
2024-10-31
2024-10-31
N
N
N
0.0477
301021729.11
301021729.11
0.0076
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V1SQ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT
2056-07-25
3.250000
22228000.00
19503143.57
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2018-4 MB 20580325 3.5
2058-03-25
3.500000
8000000.00
6955893.33
Agency Collateralized Mortgage Obligation
FHLMC REMIC TR 2022-HAQ2 M-1A 20420725 FLT
S6XOOCT0IEG5ABCC6L87
2042-07-25
6.960110
3700000.00
3464439.38
Agency Collateralized Mortgage Obligation
FHLMC STACR REMIC TR 2022-DNA6 M-2 20420925 FLT
2042-09-25
10.060100
49202000.00
51657951.53
Agency Collateralized Mortgage Obligation
GNRM 2009-040 LP
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
2949000.00
872864.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
2.000000
281284.00
219636.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
3.500000
4182400.00
3628261.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-04-25
5.000000
39118144.00
38489543.12
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2003-W17 1-A-7 20430825 5.7
2043-08-25
5.750000
19946304.00
5893951.61
Agency Collateralized Mortgage Obligation
FNRM CL025PD R04F025
B1V7KEBTPIMZEU4LTD58
2034-04-25
5.500000
1070000.00
294106.75
Agency Collateralized Mortgage Obligation
FNRM CL004ME R06F004
B1V7KEBTPIMZEU4LTD58
2036-02-25
6.000000
4192000.00
1493431.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-04-15
6.000000
2564000.00
2746469.62
Agency Collateralized Mortgage Obligation
FNRM RC035PE R11F035
B1V7KEBTPIMZEU4LTD58
2041-04-25
4.000000
24167840.00
2924599.39
Agency Collateralized Mortgage Obligation
GNRM 2019-066 AB
549300M8ZYFG0OCMTT87
2060-08-16
3.000000
2000000.00
394590.69
Agency Collateralized Mortgage Obligation
GNRA 2019-44 FM
549300M8ZYFG0OCMTT87
2049-04-20
4.935710
19257536.00
6467606.86
Agency Collateralized Mortgage Obligation
GNRA 2019-085 FG
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
2000000.00
695548.94
Agency Collateralized Mortgage Obligation
GNRM 2020-011 ME
549300M8ZYFG0OCMTT87
2049-02-20
2.500000
33919616.00
9946436.64
Agency Collateralized Mortgage Obligation
GNRA 2020-063 PF
549300M8ZYFG0OCMTT87
2050-04-20
4.885710
9390256.00
4887757.19
Agency Collateralized Mortgage Obligation
GNRM 2021-077 KV
549300M8ZYFG0OCMTT87
2048-05-20
2.500000
4833312.00
3816871.84
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WB
549300M8ZYFG0OCMTT87
2051-04-20
4.352910
6600000.00
4738739.16
Agency Collateralized Mortgage Obligation
GNRM 2022-045 DL
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
412702.00
282281.70
Agency Collateralized Mortgage Obligation
GNRM 2022-120 PJ
549300M8ZYFG0OCMTT87
2051-08-20
4.250000
16354040.00
15877464.00
Agency Collateralized Mortgage Obligation
GNRM 2022-153 HA
549300M8ZYFG0OCMTT87
2042-02-20
4.500000
16196672.00
15942545.76
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
7.755860
24328416.00
21744526.15
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2017-KF38 B 20240925 FLT
2024-09-25
6.891570
2099550.00
406520.09
Agency Collateralized Mortgage Obligation
FREM MTG TR 2019-KF69 B 20290827 FLT
2029-08-27
6.691570
3000000.00
989401.18
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
10.311700
23715000.00
12721634.88
Agency Collateralized Mortgage Obligation
FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT
2028-12-26
10.461700
61175296.00
60747865.30
Agency Collateralized Mortgage Obligation
FNRM CL005A1 R16M005
B1V7KEBTPIMZEU4LTD58
2026-04-25
2.073000
1288000.00
360089.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-02-25
4.855860
4005136.00
1202120.90
Agency Collateralized Mortgage Obligation
FNRM RC011BX R18F011
B1V7KEBTPIMZEU4LTD58
2047-12-25
4.000000
3800000.00
2327086.43
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-10-25
4.955860
4700000.00
1274727.07
Agency Collateralized Mortgage Obligation
FNRM RC056DA R20F056
B1V7KEBTPIMZEU4LTD58
2050-08-25
1.000000
4500000.00
2746207.43
Agency Collateralized Mortgage Obligation
FNRM CL042NY R21F042
B1V7KEBTPIMZEU4LTD58
2051-07-25
2.500000
6772000.00
4876959.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-15
4.500000
5704000.00
1899683.67
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
2.500000
30000000.00
1717360.69
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-10-15
3.332780
1800000.00
133119.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-06-15
4.809000
5816000.00
1697266.25
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F39 A 20241125 FLT
S6XOOCT0IEG5ABCC6L87
2024-11-25
4.711570
360000000.00
33569292.85
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F46 A 20280325 FLT
S6XOOCT0IEG5ABCC6L87
2028-03-25
4.611570
500000000.00
33904161.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-09-25
2.000000
10000000.00
7675508.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-04-25
1.000000
2000000.00
1001651.47
Agency Collateralized Mortgage Obligation
FHLMC WLST 2017-SC02 1-A2 20470525 3.0
2047-05-25
3.000000
6500000.00
4284957.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-10-15
4.000000
2676000.00
822510.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
2.000000
1745000.00
1083766.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-05-15
4.959000
49132516.00
1993362.83
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-04-25
5.505860
105000000.00
2475151.29
Agency Collateralized Mortgage Obligation
GNRA 200459 FG
549300M8ZYFG0OCMTT87
2034-07-20
4.985710
100000000.00
2092771.98
Agency Collateralized Mortgage Obligation
GNRM 2010-158 DG
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
25238000.00
24173934.14
Agency Collateralized Mortgage Obligation
GNRM 2010-163 DC
549300M8ZYFG0OCMTT87
2040-12-16
4.000000
54665000.00
32844638.70
Agency Collateralized Mortgage Obligation
GNRM 2022-208 LE
549300M8ZYFG0OCMTT87
2052-11-20
4.500000
1943228.00
1880026.45
Agency Collateralized Mortgage Obligation
GNRM 2022-189 LC
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
14065184.00
14389081.75
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F47 A 20250525 FLT
S6XOOCT0IEG5ABCC6L87
2025-05-25
4.621570
281094000.00
17832571.58
Agency Collateralized Mortgage Obligation
Y
2023-05-08
2023-05-08
2023-06-08
Y
JP MORGAN SECURITIES LLC
1.0000
97
N
N
N
0.0445
478000000.00
478000000.00
0.0121
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 4.320000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0V8KF7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HYBS7353
B1V7KEBTPIMZEU4LTD58
2032-12-01
5.060000
3174035.00
3394915.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY5622
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
5434840.00
1234415.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3801
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
4594266.00
4127477.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5298
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
8956456.00
9254686.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4783
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
22924791.00
22673046.60
Agency Mortgage-Backed Securities
MNRA CL052A2 R20M052
B1V7KEBTPIMZEU4LTD58
2030-10-25
1.317250
8000000.00
6502117.67
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R21M01G
B1V7KEBTPIMZEU4LTD58
2030-11-25
1.466880
4498000.00
3702867.83
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLBX1274
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1001218.00
998068.45
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX2218
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
1072273.00
1111268.50
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2250
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
1005097.00
1070556.67
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3063
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
3746591.00
3859123.61
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3716
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
24027745.00
24438773.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX4218
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
13750664.00
14060333.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX4882
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
6796569.00
7016789.30
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4870
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1074975.00
1131125.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH2367
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1000000.00
72212.98
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW5221
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1785438.00
1838974.36
Agency Mortgage-Backed Securities
FNMS 07.000 CLBW6901
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
4810789.00
5005362.96
Agency Mortgage-Backed Securities
FNMS 07.000 CLBW6966
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
1724503.00
1805139.61
Agency Mortgage-Backed Securities
FNMS 07.000 CLBW6967
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
1446650.00
1504585.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6950
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1886765.00
1924599.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW6952
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
9369568.00
10154790.89
Agency Mortgage-Backed Securities
FNMS 02.500 CTBT7974
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.500000
1049848.00
925432.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7330
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
5039000.00
4760858.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8735
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
349000.00
333825.16
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9457
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1000000.00
116311.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN5403
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
3943176.00
694822.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO9819
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.500000
2069515.00
411295.82
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW1831
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1044429.00
1078973.25
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2204
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
13814449.00
14541738.30
Agency Mortgage-Backed Securities
06.500 FGPC A73463 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.500000
2574826.00
94964.69
Agency Mortgage-Backed Securities
04.000 FGPC J39367 G
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.000000
2030.00
956.32
Agency Mortgage-Backed Securities
04.000 FGPC J40233 G
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
2394.00
948.07
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9128
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1569987.00
519961.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2727
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
4364.00
973.14
Agency Mortgage-Backed Securities
FNMS 03.000 CIBK0705
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.000000
1651282.00
1001438.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2829
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
500000.00
221420.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8068
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
7320734.00
1143401.71
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF0705
S6XOOCT0IEG5ABCC6L87
2052-10-01
6.000000
1157270.00
1210232.07
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6117
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
25377135.00
26168876.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8691
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
14000000.00
11142500.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9703
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1000000.00
800561.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1262
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
507000.00
459944.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1655
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
350000.00
305952.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS2600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
10500000.00
9352076.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6290
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.080000
3010.00
2626.81
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4422
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.000000
1000000.00
771562.78
Agency Mortgage-Backed Securities
FNMS 02.500 CTFM3123
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.500000
700000.00
243053.56
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX6279
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
335249.00
351665.70
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX6294
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
1690941.00
1766690.65
Agency Mortgage-Backed Securities
FNMS 07.500 CLBX5535
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.500000
1412460.00
1494119.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6107
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
20731065.00
21109932.12
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2489
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
250000.00
245612.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2508
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
6730118.00
6217308.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3220
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
625000.00
636646.20
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3431
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
16905705.00
17046470.28
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3414
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
23187098.00
24031806.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3423
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
23874968.00
23736322.71
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS3697
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1665987.00
1790838.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4787
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5381530.00
5309508.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4944
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
800816.00
786801.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5135
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
36705491.00
37703987.20
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5165
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
25096270.00
24885214.68
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0831
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
3024962.00
3118641.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1294
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5001500.00
277966.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ7834
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
2008408.00
376456.19
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL9103
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
765000.00
164796.39
Agency Mortgage-Backed Securities
04.000 FGPC Q60632 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1516990.00
359925.80
Agency Mortgage-Backed Securities
04.500 FGPC Q44619 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.500000
1869.00
988.96
Agency Mortgage-Backed Securities
04.500 FGPC Q57702 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1121109.00
263410.35
Agency Mortgage-Backed Securities
04.500 FGPC Q57703 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1072963.00
229755.59
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8420
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1466851.00
1544079.24
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6048
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
4000000.00
828831.37
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4626
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
555314.00
299347.33
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW5278
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
1015364.00
87828.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW5009
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
1742448.00
103962.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW5580
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1428433.00
327654.90
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW7894
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1092426.00
125138.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5309
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
14000000.00
3599744.56
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5701
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.220000
13322000.00
12489605.91
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS7352
B1V7KEBTPIMZEU4LTD58
2032-12-01
5.060000
6302778.00
6741386.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1731
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
720000.00
552610.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX4679
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1105530.00
96270.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX7956
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1020147.00
129439.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY9657
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
1278154.00
81264.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0368
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.000000
310000.00
158384.32
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ0721
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.500000
1171553.00
68176.81
Agency Mortgage-Backed Securities
FNMS 07.500 K0679879
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
2033956.00
116523.61
Agency Mortgage-Backed Securities
FNRM CL093A1 R02F093
B1V7KEBTPIMZEU4LTD58
2032-03-25
6.500000
43262467.00
232212.12
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.423010
69259779.00
1353198.34
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
3.273340
45199908.00
653783.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
4.003380
38536733.00
1817360.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
3.613020
72848663.00
1845577.71
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
3.552520
60553216.00
923945.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
3.219830
53914302.00
748543.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
3.887530
89429075.00
1492309.36
Agency Collateralized Mortgage Obligation
FNMS 05.500 K2727576
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
53367657.00
738821.08
Agency Mortgage-Backed Securities
FNMS 06.000 CL832707
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
10148118.00
80302.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL852651
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1546312.00
80779.70
Agency Mortgage-Backed Securities
FNMS 06.000 CL852983
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11148103.00
158130.08
Agency Mortgage-Backed Securities
FNMS 05.910 MY874920
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.910000
1058000.00
777895.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8299
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1226459.00
304057.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2232
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
1269437.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0826
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
12000000.00
990705.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1127
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
1944728.00
1663554.77
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT2584
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
1024134.00
807416.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2088
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
531272.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2812
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1787771.00
302243.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2846
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1000000.00
153103.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3349
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1884300.00
679546.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4416
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2911978.00
925032.89
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN4284
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1287652.00
489068.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5336
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8520247.00
3511346.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6294
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1067655.00
304277.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4401
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
15921953.00
15348977.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4409
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2888192.00
2900501.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3619
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
4787697.00
4490859.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3643
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
2961196.00
2731556.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB3682
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
2738000.00
2760880.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3783
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
3400000.00
3190250.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3921
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
71063117.00
68051179.92
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB3928
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
3024224.00
3041511.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4097
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
7897407.00
7634275.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4125
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
12810000.00
12058276.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4167
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
9000000.00
8832393.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4602
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
10000000.00
9234827.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4677
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5227924.00
5168140.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8756
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1396171.00
1427481.92
Agency Mortgage-Backed Securities
MNRM CL0211A2 R19M02
B1V7KEBTPIMZEU4LTD58
2029-05-25
2.250000
471758.00
398897.24
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-12-25
5.005860
3338800.00
1261358.44
Agency Collateralized Mortgage Obligation
MNRM CL042A2 R20M042
B1V7KEBTPIMZEU4LTD58
2030-07-25
1.270000
2700000.00
2174548.50
Agency Collateralized Mortgage Obligation
MNRA CL03GA2 R21M03G
B1V7KEBTPIMZEU4LTD58
2031-01-25
1.245520
20900000.00
16900198.41
Agency Collateralized Mortgage Obligation
MNRM CL023AB R21M023
B1V7KEBTPIMZEU4LTD58
2031-11-25
0.500000
3300000.00
2480667.51
Agency Collateralized Mortgage Obligation
MNRA CL001A1 R22M001
B1V7KEBTPIMZEU4LTD58
2031-10-25
1.669090
6000000.00
5209477.70
Agency Collateralized Mortgage Obligation
MNRA RC004A1X R22M00
B1V7KEBTPIMZEU4LTD58
2030-05-25
2.464690
6123770.00
4618120.43
Agency Collateralized Mortgage Obligation
MNRA CL003A1 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.707170
13849400.00
11955330.45
Agency Collateralized Mortgage Obligation
MNRA CL01GA1 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.531990
7735000.00
4110668.98
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.531990
17177576.00
14084300.96
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2052-06-25
3.517150
29033548.00
24073343.76
Agency Collateralized Mortgage Obligation
FNRM RC025KL R22F025
B1V7KEBTPIMZEU4LTD58
2052-05-25
4.000000
14500000.00
13545107.33
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HY387923
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.530000
8030000.00
7815130.58
Agency Mortgage-Backed Securities
FNMS 06.000 KL405223
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
73201233.00
53250.27
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
15579065.00
6236063.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
34380000.00
1218078.93
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBX1333
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1131477.00
1095536.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1496
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1060487.00
1054248.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1509
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1635447.00
1659194.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9500
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1052535.00
982639.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1519
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1072470.00
1066989.58
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX2319
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.500000
4723640.00
4912547.44
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX2847
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
8902587.00
9197347.73
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2866
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1880868.00
1933345.00
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX2893
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.500000
9958951.00
10367863.67
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX2935
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1110352.00
1123247.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2946
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1264349.00
1300972.22
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3604
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
3403910.00
3543582.85
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3661
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1277022.00
1314109.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
4281670.00
3859684.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4618
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
131000.00
117349.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4655
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
1600000.00
1496154.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4737
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2400000.00
2324124.45
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA4793
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1000.00
929.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2115
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
20117868.00
19498024.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS2260
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
11119990.00
9669471.45
Agency Mortgage-Backed Securities
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
86932478.00
11932205.39
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
217054869.00
29118990.67
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
45549436.00
4779557.28
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
103198972.00
19471214.55
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
85865353.00
14138720.67
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
100300000.00
18068005.77
Agency Collateralized Mortgage Obligation
FNRM CL047GL R15F047
B1V7KEBTPIMZEU4LTD58
2045-07-25
3.500000
1636000.00
1486575.39
Agency Collateralized Mortgage Obligation
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.581310
5000000.00
4667306.98
Agency Collateralized Mortgage Obligation
MNRA CL001A2 R19M001
B1V7KEBTPIMZEU4LTD58
2028-09-25
3.547010
1704000.00
1497665.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
3.651950
25990136.00
4524060.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-11-15
7.605010
17729071.00
6671113.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-15
1.000000
2500005.00
1334758.37
Agency Collateralized Mortgage Obligation
FNMS 08.000 KL520019
B1V7KEBTPIMZEU4LTD58
2029-10-01
8.000000
28021835.00
133628.00
Agency Mortgage-Backed Securities
FNMS 08.500 CL607751
B1V7KEBTPIMZEU4LTD58
2031-11-01
8.500000
7283241.00
23077.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7352
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1305517.00
40793.18
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH7434
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
9716464.00
58924.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1226
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
11226035.00
2775755.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4581
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
1025000.00
257233.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
92324292.00
29828343.02
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW5223
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1015427.00
1055936.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5648
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1247600.00
1239485.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5719
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1483964.00
1470375.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5696
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2635010.00
2595731.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6048
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
3350732.00
3228067.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6350
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1291351.00
1308483.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6476
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1151039.00
1116959.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7037
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2073924.00
2112841.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW7481
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1347913.00
1374013.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7802
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1298657.00
1323911.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7896
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2255000.00
2149649.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8158
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1397927.00
1410395.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8365
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1074738.00
1017857.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8394
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1132303.00
1166499.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8403
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1420128.00
1452698.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW8511
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1343592.00
1401692.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8674
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1035891.00
1062220.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8696
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
275204.00
275901.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8716
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
15934.00
15992.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8740
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1407871.00
1402762.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT2613
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1088865.00
895666.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7919
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
12236823.00
11842474.43
Agency Mortgage-Backed Securities
FNMS 06.000 CLBT7955
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
3147347.00
3304242.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8262
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
1457032.00
1452861.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT8299
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
8256095.00
7909545.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8387
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5050119.00
5030863.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9555
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1102502.00
894855.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU2035
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1417133.00
1180915.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU2036
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1038191.00
872710.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU3339
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
1019149.00
986211.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU3692
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1180450.00
697885.63
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU6483
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1550893.00
1209023.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU7619
B1V7KEBTPIMZEU4LTD58
2051-12-01
4.000000
1293776.00
1103286.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5066
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4922074.00
4910394.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV6776
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1547887.00
1524706.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7802
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
1549686.00
1361906.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6359
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
3952258.00
2825758.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6360
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
4275447.00
3291333.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6770
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1120717.00
980551.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8609
B1V7KEBTPIMZEU4LTD58
2051-12-01
4.000000
1094322.00
1058685.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU9840
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
500000.00
413526.10
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU9102
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
170000.00
139132.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV2525
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
3517299.00
3283836.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV4200
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
5000000.00
4306771.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5047
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4352727.00
4344570.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9546
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
17391445.00
8097947.38
Agency Mortgage-Backed Securities
FNMS 03.000 CIBQ1562
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
3293495.00
1066353.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK9699
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
69755948.00
5964130.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL1851
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
66000000.00
12444962.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2065
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
39877963.00
2200534.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2066
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
19000000.00
884267.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2152
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
3775.00
810.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2153
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
68717222.00
15236842.23
Agency Mortgage-Backed Securities
FNMS 05.500 CQAL2743
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
5713325.00
530315.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3092
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
6381724.00
1671028.52
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL5491
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
550000.00
98548.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5477
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
6297986.00
1381576.58
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6036
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.000000
637421.00
153879.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1888
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4175295.00
906297.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4084
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1119230.00
566805.66
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7072
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
6703122.00
2525306.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6706
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1724269.00
735989.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ7811
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1653891.00
344818.30
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ1911
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
400000.00
286800.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ5779
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
283000.00
139027.50
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ7128
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1164350.00
741163.87
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ9287
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.000000
1300000.00
770208.34
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0981
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
475000.00
343396.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1259
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
6764675.00
4876164.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR8280
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
981563.00
688866.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1706
B1V7KEBTPIMZEU4LTD58
2031-05-01
2.120000
1427911.00
1231582.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1862
B1V7KEBTPIMZEU4LTD58
2031-04-01
2.020000
1019.00
869.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS1955
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.395000
25000000.00
21594312.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
32392203.00
28258569.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3801
B1V7KEBTPIMZEU4LTD58
2031-12-01
1.900000
2167600.00
1830651.64
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS4083
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.180000
437754.00
359785.05
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4650
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.020000
6267386.00
5318863.09
Agency Mortgage-Backed Securities
FNMS 02.500 I3BF0433
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.500000
445905.00
284716.15
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0436
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
21649293.00
13554290.16
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0450
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
37211059.00
20717949.16
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0495
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
5706971.00
3686753.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2617
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
42691847.00
16913295.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4392
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1205558.00
753491.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4014
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
5512427.00
2187179.40
Agency Mortgage-Backed Securities
FNMS 05.500 CL728977
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
60894.70
Agency Mortgage-Backed Securities
FNMS 05.000 CL735212
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
8236664.00
134440.87
Agency Mortgage-Backed Securities
FNMS 05.500 CL771058
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
119046.13
Agency Mortgage-Backed Securities
FNMS 06.000 CL819984
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
5682152.00
83676.68
Agency Mortgage-Backed Securities
FNMS 05.500 CL825741
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.500000
4395739.00
150177.61
Agency Mortgage-Backed Securities
FNMS 06.000 CL831338
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
12718584.00
155054.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5937
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1458131.00
673063.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6386
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1328330.00
611662.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7018
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
10161955.00
3754186.56
Agency Mortgage-Backed Securities
FNMS 06.000 CLBN7328
B1V7KEBTPIMZEU4LTD58
2049-03-01
6.000000
1805034.00
131355.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9905
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1887887.00
595935.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO0608
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
1127627.00
524319.82
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1497
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1542988.00
709271.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5026
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
33513021.00
18967855.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5794
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1069120.00
567571.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO9495
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
1136409.00
541066.28
Agency Mortgage-Backed Securities
FNMS 02.500 CIBP0661
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.500000
1536000.00
818293.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP4093
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
12993366.00
8243254.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5371
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2484807.00
902555.00
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC5991
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
2259657.00
211523.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD0331
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
2688505.00
932815.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD3922
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2492651.00
642926.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4012
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1072176.00
698668.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5276
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
1689988.00
882594.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5037
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
3000000.00
863914.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD6369
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
5800000.00
1360300.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7620
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.500000
1008989.00
300148.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0281
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
130000.00
64280.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0368
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1005968.00
361999.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4081
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1247370.00
569721.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV7959
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
2496978.00
546608.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW1890
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.000000
1029736.00
157150.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW1928
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
4013492.00
859807.25
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW1982
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1187512.00
161875.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9550
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2362130.00
2359260.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW0807
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
2504087.00
2617698.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0853
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1501300.00
1480913.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0154
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
1762526.00
1509239.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0296
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1534176.00
1502632.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1702
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2018083.00
1900523.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW1170
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1448695.00
1526219.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1465
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
12357958.00
11506057.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1525
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1052436.00
910054.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1626
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1435000.00
1414432.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1820
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1506257.00
1458769.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW1905
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
1689980.00
1571506.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW1968
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1030202.00
1053624.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW2034
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
1067358.00
1036046.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2294
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3122359.00
3124833.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2918
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
42741.00
41902.91
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW3814
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.500000
1074100.00
1117384.57
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW3831
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.500000
1125181.00
1178931.49
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW3837
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
1452691.00
1536474.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3948
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5010040.00
4886411.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4160
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1043103.00
1062284.96
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW5157
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.500000
397319.00
413636.23
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW5233
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
2103102.00
2223600.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4949
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
10630241.00
3090590.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6521
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
2512479.00
737544.55
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3550
S6XOOCT0IEG5ABCC6L87
2041-07-01
4.500000
8865.00
982.98
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS7141
S6XOOCT0IEG5ABCC6L87
2028-08-01
2.000000
10581.00
1857.08
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS8498
S6XOOCT0IEG5ABCC6L87
2028-09-01
2.000000
6575.00
960.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9742
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
28932369.00
8569246.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1916
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
8750000.00
2989174.76
Agency Mortgage-Backed Securities
FEPC 04.500 CTSC0066
S6XOOCT0IEG5ABCC6L87
2039-01-01
4.500000
28950485.00
13748669.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0033
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
16160000.00
7313371.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1293
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
25345784.00
24800810.73
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8277
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.500000
37852267.00
38039126.21
Agency Mortgage-Backed Securities
04.000 FGPC U95019 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
43500000.00
1244330.90
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
105851611.00
18283370.55
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
46597897.00
5887679.23
Agency Mortgage-Backed Securities
03.500 FGPC Q12415 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
31704232.00
7603862.71
Agency Mortgage-Backed Securities
03.500 FGPC Q14530 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
15256045.00
2754951.05
Agency Mortgage-Backed Securities
04.000 FGPC V80615 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
57046263.00
8935722.45
Agency Mortgage-Backed Securities
04.000 FGPC V82963 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
4293000.00
1188610.07
Agency Mortgage-Backed Securities
FMAR 841348 G
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.320000
4579948.00
3223770.09
Agency Mortgage-Backed Securities
04.000 FGPC C91401 G
S6XOOCT0IEG5ABCC6L87
2032-02-01
4.000000
32500000.00
3074201.35
Agency Mortgage-Backed Securities
03.000 FGPC J38348 G
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
1299685.00
412303.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL1534
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
14287804.00
1970718.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7392
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
18403231.00
2374994.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0450
S6XOOCT0IEG5ABCC6L87
2045-11-01
4.000000
7570604.00
776121.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2980
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
500000.00
168742.75
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5846
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
8472312.00
2690712.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6896
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
2231288.00
1008031.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU1813
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
1638626.00
593440.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU7169
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
3564565.00
783460.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU7530
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
5026502.00
529142.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0488
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
2797398.00
613732.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV1339
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
2219980.00
595410.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV2441
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
288146.00
53005.81
Agency Mortgage-Backed Securities
FNMS 04.000 CRAV6391
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
200000.00
22962.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV6907
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
234892.00
63246.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV7887
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
4536043.00
1079046.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9424
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
1190000.00
319374.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL8400
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
3592816.00
1174317.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8513
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
500000.00
142196.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8634
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1000000.00
160446.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0544
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.260000
1500000.00
1423989.40
Agency Mortgage-Backed Securities
FNMS 03.260 MLAN3466
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.260000
1000000.00
773889.03
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5620
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.260000
5932000.00
5045651.83
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7163
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.940000
2200000.00
1908371.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7793
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.190000
5720000.00
4919479.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8133
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.240000
1259000.00
1086008.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4099
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4171573.00
2439064.21
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM4516
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
1300000.00
740961.35
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM5940
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
1000000.00
727885.73
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM6147
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
385000.00
238565.05
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6404
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
19115407.00
14599189.42
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM6619
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
151000.00
105593.54
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6852
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
500000.00
362022.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0845
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
33176662.00
27749252.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0564
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
133000.00
103440.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0605
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
44746786.00
36961119.00
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ9950
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1995850.00
668083.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0396
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.000000
4171389.00
1441613.27
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2623
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
19909630.00
11664761.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2043
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
21743771.00
4193933.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5290
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
391811.00
112560.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5262
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
18327233.00
6107282.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK6148
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1664289.00
507294.55
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7338
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2758959.00
865625.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7767
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5653072.00
3581153.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8902
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
19991351.00
5424269.71
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK8772
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1030778.00
454075.07
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK9550
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1169205.00
263744.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5337
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1427400.00
620188.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4526
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
10990938.00
2982579.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5606
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
1559146.00
142339.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6074
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1217183.00
144012.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6837
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1176377.00
265545.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8062
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4745155.00
900302.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7880
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1833258.00
514369.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8953
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1250150.00
531568.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8519
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
11659234.00
3300484.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8812
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1472527.00
477534.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9648
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2465170.00
612329.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE9673
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
1290624.00
168911.54
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
111552743.00
42106045.53
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
1121.00
517.25
Agency Mortgage-Backed Securities
FNMS 04.500 U4BF0247
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
8653182.00
3267878.18
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0266
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
33038792.00
13669244.79
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0268
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.500000
39675674.00
16620903.19
Agency Mortgage-Backed Securities
FNMS 04.500 I3BF0328
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
228000.00
123462.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4026
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1000.00
267.35
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4075
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
1600000.00
717954.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4080
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
4661900.00
1470362.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4084
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
674000.00
222063.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4097
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
5972281.00
2281208.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4120
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3112000.00
1602789.43
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
17472292.00
11085715.63
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4287
B1V7KEBTPIMZEU4LTD58
2041-03-01
2.000000
1000000.00
714258.91
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4501
B1V7KEBTPIMZEU4LTD58
2041-12-01
2.000000
24314000.00
19490197.74
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA4574
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.000000
200000.00
161742.21
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4586
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.000000
13000000.00
10712587.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7279
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
51237632.00
9705198.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7282
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
18364845.00
2558446.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8668
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1782040.00
346174.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8704
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
8264546.00
2138267.76
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN2480
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
1788158.00
564465.19
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4883
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
89070063.00
23550076.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4946
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
2200.00
876.05
Agency Mortgage-Backed Securities
04.000 FGPC Q34318 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
4.000000
4804174.00
1138184.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0495
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
19956487.00
12130237.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2347
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
4243035.00
3065095.88
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD8926
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
12473424.00
11119705.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD9253
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
1907400.00
1765171.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE5856
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
6087465.00
5937677.10
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE7123
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
25817290.00
24686393.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6884
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
1964801.00
1905110.96
Agency Mortgage-Backed Securities
FEPC 05.500 CLQE9392
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
3424736.00
3387867.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9582
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1657231.00
1668878.15
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF0862
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1690249.00
1703710.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1318
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1681823.00
1718311.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP5393
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
1047269.00
691693.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP5562
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1340868.00
1069170.67
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP5772
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
21000000.00
11907833.59
Agency Mortgage-Backed Securities
04.000 FGPC V83232 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.000000
9115449.00
2560626.69
Agency Mortgage-Backed Securities
04.500 FGPC V85495 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
37904330.00
11840251.56
Agency Mortgage-Backed Securities
04.000 FGPC Q33608 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
1756.00
337.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
32000000.00
8778742.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
9063044.00
2863625.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
87965674.00
31214017.47
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
4851445.00
1674095.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5856
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
750000.00
337933.87
Agency Mortgage-Backed Securities
FNMS 03.000 CKBM6429
B1V7KEBTPIMZEU4LTD58
2048-09-25
3.000000
85000000.00
21524653.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6961
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.977000
1280913.00
1016288.29
Agency Mortgage-Backed Securities
MNAR XX.XXX XYBM7037
B1V7KEBTPIMZEU4LTD58
2032-08-01
1.754000
5097665.00
4232589.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0879
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
6631086.00
1775206.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0903
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
9072127.00
3229527.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4344
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1848108.00
369536.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4628
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
2118668.00
974041.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4629
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
2259065.00
641333.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5696
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
11822277.00
4076214.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
24589125.00
6565777.33
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA4852
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
5291553.00
5422249.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD1685
B1V7KEBTPIMZEU4LTD58
2040-08-01
6.000000
1212021.00
89403.50
Agency Mortgage-Backed Securities
FNMS 07.000 CLAD3567
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
3138301.00
623715.43
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD3315
B1V7KEBTPIMZEU4LTD58
2040-03-01
6.000000
1199752.00
71576.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD3316
B1V7KEBTPIMZEU4LTD58
2040-03-01
6.000000
1711447.00
178090.83
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD3365
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.000000
1541484.00
291884.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD3367
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.000000
1278138.00
134153.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD4220
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1529159.00
161458.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB0540
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
6627520.00
5093404.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB0541
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
5997108.00
3917170.45
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0638
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
4554795.00
3680688.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0735
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
206500.00
164724.64
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1186
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
27293201.00
20685659.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4016
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
805000.00
258398.91
Agency Mortgage-Backed Securities
FNMS 06.000 CL930264
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1749075.00
85361.65
Agency Mortgage-Backed Securities
FNMS 04.500 CL931797
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
1059866.00
85509.11
Agency Mortgage-Backed Securities
FNMS 06.000 CL948102
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
1108850.00
39657.13
Agency Mortgage-Backed Securities
FNMS 06.000 KL954929
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
2000000.00
42005.44
Agency Mortgage-Backed Securities
FNMS 05.500 BL986668
B1V7KEBTPIMZEU4LTD58
2025-11-01
5.500000
10080690.00
74733.02
Agency Mortgage-Backed Securities
FNMS 05.500 CL995018
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
1083891260.00
10565395.22
Agency Mortgage-Backed Securities
FNMS 05.000 CL995245
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
11037537.00
137293.13
Agency Mortgage-Backed Securities
FNMS 06.000 CLAA9194
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.000000
2523387.00
100725.28
Agency Mortgage-Backed Securities
FNMS 07.500 CLAB1071
B1V7KEBTPIMZEU4LTD58
2039-07-01
7.500000
944664.00
157277.58
Agency Mortgage-Backed Securities
FNMS 07.000 CLAB3320
B1V7KEBTPIMZEU4LTD58
2039-11-01
7.000000
2832487.00
76752.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB3868
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
22700000.00
5169021.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4683
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
64017292.00
14715392.90
Agency Mortgage-Backed Securities
FNMS 03.500 CTAB4858
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
15131660.00
2114597.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB9382
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.000000
595000.00
108718.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB9363
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
3841760.00
738491.14
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC3814
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1017411.00
134129.20
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC5122
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
1122047.00
129958.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2320
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
8791000.00
4630860.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3469
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
1000000.00
314205.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3547
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
5050000.00
2865724.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2980
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
6075281.00
3857018.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2986
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
65750886.00
22859550.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC7984
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.108000
34482966.00
932750.53
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC7463
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1007813.00
132271.81
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC8580
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
1450261.00
56330.32
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA0472
B1V7KEBTPIMZEU4LTD58
2030-07-01
5.000000
1125000.00
39125.72
Agency Mortgage-Backed Securities
FNMS 04.000 CJMA0762
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.000000
21345491.00
70538.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5270
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
1011959.00
267323.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5023
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1492925.00
76475.97
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5024
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
2075068.00
213386.85
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD6198
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.500000
1186966.00
193621.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD7180
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
1932667.00
149475.69
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD6725
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.000000
1053750.00
90759.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD7783
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
16777841.00
1162529.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD9606
B1V7KEBTPIMZEU4LTD58
2040-08-01
6.000000
1848692.00
117021.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9719
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1770074.00
111267.66
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE1583
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
69505.00
9708.52
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE2495
B1V7KEBTPIMZEU4LTD58
2040-09-01
6.000000
1312642.00
158971.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE4630
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.500000
2569603.00
333567.20
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE4835
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
2093857.00
127273.70
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE7553
B1V7KEBTPIMZEU4LTD58
2040-11-01
6.000000
1950199.00
165409.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8217
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
4993839.00
739403.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1409
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
10000000.00
8552112.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2281
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1697356.00
1334109.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2891
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
9335156.00
7879417.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2917
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
6892.00
5197.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2923
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
1640492.00
1267620.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3258
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
7483945.00
6561704.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3292
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1016000.00
850183.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3315
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
3120000.00
2805703.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3370
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1617345.00
1457939.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8021
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
1662768.00
1313814.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7346
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
240000.00
159997.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM8110
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
12876729.00
9454937.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9921
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
1611000.00
1295724.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0664
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
59670.00
51174.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1364
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
11268013.00
9354883.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS1664
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
6524475.00
5885625.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS2579
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
7929374.00
7830227.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2114
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
16254740.00
15726900.35
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0134
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.650000
9835000.00
9628284.69
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
16566000.00
16233564.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
3000000.00
2967723.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL8708
B1V7KEBTPIMZEU4LTD58
2032-11-01
1.400000
41049482.00
31940998.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1277
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
420000.00
109454.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1827
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
42502946.00
12114218.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
822284.00
96903.87
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3620
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
6000000.00
1439511.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3641
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2625000.00
731522.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3865
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
7700000.00
3064115.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4560
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9811000.00
4426345.85
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA0949
B1V7KEBTPIMZEU4LTD58
2032-01-01
3.500000
835000.00
69666.52
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1125
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
41699793.00
4911790.97
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1201
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
515000.00
67069.64
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1307
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
2068739.00
346149.72
Agency Mortgage-Backed Securities
FNMS 03.000 CWMA1484
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
25225668.00
3365092.03
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA1636
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
3125394.00
462758.00
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA2711
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
15650000.00
1916274.17
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2758
B1V7KEBTPIMZEU4LTD58
2036-09-01
3.500000
630000.00
153427.23
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4387
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
1244000.00
941023.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3688
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
9763387.00
1234973.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3990
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
1784155.00
498187.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2971
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
22713194.00
9882379.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2999
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
10575000.00
4303713.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3181
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
255000.00
108051.12
Agency Mortgage-Backed Securities
FNMS 01.500 CIFM3836
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.500000
7014000.00
3647975.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4984
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
451694.00
165459.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5337
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
11743212.00
4852635.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4624
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
16524068.00
6571942.95
Agency Mortgage-Backed Securities
FNMS 03.000 CQCA4631
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
1305799.00
773414.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA4752
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.000000
616000.00
324591.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1953278.00
1033448.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4808
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1151288.00
734480.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4861
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1103000.00
410599.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5508
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2097000.00
638396.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5817
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
10469737.00
5586200.07
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA6625
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
12310416.00
8826349.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6673
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
7591575.00
4130493.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7061
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
24993276.00
17810350.18
Agency Mortgage-Backed Securities
FNMS 02.000 GLCA8001
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
21926171.00
16960065.17
Agency Mortgage-Backed Securities
FNMS 02.500 GLCA8002
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
6167305.00
4291154.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7376
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
21975121.00
15459895.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA7403
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
6998146.00
3882723.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA8260
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1063284.00
795364.45
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8610
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
11500000.00
9062230.81
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
14930791.00
11197885.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB0539
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.500000
3551558.00
2448007.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS2444
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
5630000.00
5312818.22
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS2988
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
3000000.00
2970765.09
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS3300
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
2340745.00
2418460.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3302
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
22519331.00
23358428.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3299
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
9541033.00
9840659.28
Agency Mortgage-Backed Securities
FNMS 06.500 CL889711
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.500000
171767647.00
2318878.86
Agency Mortgage-Backed Securities
FNMS 05.500 CL890484
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
23300000.00
1517425.41
Agency Mortgage-Backed Securities
FNMS 03.000 CL890640
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
10000000.00
3120057.99
Agency Mortgage-Backed Securities
FNMS 03.500 CL890664
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
2182273.00
668877.19
Agency Mortgage-Backed Securities
FNMS 03.500 CL890769
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
14481205.00
5342423.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8192
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
35220026.00
11386608.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8295
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
3579807.00
1458880.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9894
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1100311.00
165695.30
Agency Mortgage-Backed Securities
FNMS 04.000 GLAS9535
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
425000.00
148683.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
25084878.00
7805658.43
Agency Mortgage-Backed Securities
FNMS 03.000 CVAU0267
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3901024.00
588962.50
Agency Mortgage-Backed Securities
FNMS 06.000 CL902653
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.000000
2763552.00
82123.86
Agency Mortgage-Backed Securities
FNMS 06.000 CL925857
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
1253854.00
23110.40
Agency Mortgage-Backed Securities
FNMS 05.500 BL925885
B1V7KEBTPIMZEU4LTD58
2024-12-01
5.500000
15197814.00
27072.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL928824
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
3298344.00
36803.71
Agency Mortgage-Backed Securities
FNMS 05.500 CL930245
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
2340203.00
167180.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL930261
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2372678.00
106269.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4957
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
18949562.00
19931860.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5112
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
7500000.00
7474023.29
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM0070
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.500000
36639985.00
15026276.76
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM0073
B1V7KEBTPIMZEU4LTD58
2038-08-01
3.500000
1405000.00
297766.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1727
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2900000.00
766734.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1305
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
120000.00
55765.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1569
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
4408000.00
1911611.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1609
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
4088000.00
1665817.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2612
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
542583.00
145426.77
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM2638
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
24000228.00
6576112.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1923
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
10100000.00
2389175.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2170
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
2376.00
921.15
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
19729016.00
3785777.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
3.617950
6000000.00
499504.39
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-06-15
4.000000
2830000.00
1791958.11
Agency Collateralized Mortgage Obligation
FNMS 06.000 CLBW9880
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
4691289.00
4838829.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9051
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1350512.00
1286151.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9157
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1197172.00
1248792.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9383
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1372100.00
1358224.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW9364
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1326635.00
1280136.40
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9495
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
2134535.00
2249206.25
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9501
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1367700.00
1436736.12
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9592
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1370335.00
1361705.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0794
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
2298128.00
2324243.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0001
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1802446.00
1832787.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0092
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
2959164.00
3075389.16
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0093
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
3749840.00
3892186.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0076
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1505402.00
1523367.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0230
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1091633.00
1145245.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0239
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1712904.00
1777819.62
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0240
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
11511613.00
11845467.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0350
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
6357092.00
6446772.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX0427
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
18994749.00
19343502.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0473
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2087840.00
2105738.56
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0541
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1759671.00
1838861.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1018
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1021480.00
1041629.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1126
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
2233129.00
2182957.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1205
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1086685.00
1082998.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8532
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.400000
1500000.00
1432235.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9496
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
28000000.00
27389404.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2973
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
297000.00
66741.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLAO5651
B1V7KEBTPIMZEU4LTD58
2042-07-01
5.000000
1023355.00
84312.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2133
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
630000.00
87589.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP3172
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
1564829.00
280776.19
Agency Mortgage-Backed Securities
FNMS 03.000 CTAP7163
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1159974.00
76272.66
Agency Mortgage-Backed Securities
FNMS 03.500 CIAR1094
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
1012339.00
74667.88
Agency Mortgage-Backed Securities
FNMS 03.000 CVAS0185
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
8840000.00
1300269.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0203
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
337213.00
98543.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0356
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
960000.00
164774.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS1639
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
10096185.00
1458269.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2026
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
472226.00
62375.70
Agency Mortgage-Backed Securities
FNMS 04.000 CIAS2377
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
3763572.00
461374.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9963
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
1966493.00
446915.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4806
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
45163313.00
44660490.90
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA4836
B1V7KEBTPIMZEU4LTD58
2042-12-01
4.000000
1540765.00
1493570.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0120
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
15461000.00
5653914.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0544
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
57096.00
16732.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0719
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
46579368.00
16026761.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1785
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
637589.30
Agency Mortgage-Backed Securities
FNMS 03.000 CVCA1045
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
2876821.00
1491473.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1537
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
37827211.00
14904837.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7514
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1340309.00
136452.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
82449.41
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2649
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
3507964.00
427683.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2652
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
5226225.00
74894.91
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI1928
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
12180146.00
358716.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2164
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271650.00
120668.36
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2200
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1017079.00
89520.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2332
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1152776.00
75181.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2872
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271590.00
67269.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4725
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1086893.00
95139.31
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4793
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1697570.00
128461.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2536536.00
110709.37
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI7845
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.500000
5771539.00
250433.52
Agency Mortgage-Backed Securities
FNMS 04.000 REAI7929
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1335000.00
62185.11
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI8818
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
6445000.00
949837.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1472
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.000000
950000.00
92964.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ2590
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.500000
3584228.00
395809.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ4378
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
730000.00
76234.33
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK1775
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
6268044.00
545074.79
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK1569
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
4153477.00
468281.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6311
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
12306024.00
1515851.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK8223
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
212920.00
38228.62
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9053
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
670000.00
70532.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2640
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
93196658.00
42794266.65
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7865930.00
2060106.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1878
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
19411823.00
7499263.36
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1884
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.000000
13813993.00
5308233.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2042
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7831158.00
4363171.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
2000000.00
436183.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
27500000.00
8872390.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3510
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
20446592.00
7781662.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
5000000.00
869240.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2819
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
30000000.00
8768638.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3088
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
4000000.00
1386664.16
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3245
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
3785335.00
827406.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3339
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
22280295.00
8919842.92
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3707
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
3446835.00
1380605.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
3570.00
1306.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3861
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
59061385.00
22518971.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3863
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12500000.00
4009106.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1833503.00
423775.12
Agency Mortgage-Backed Securities
FNAR XX.XXX JUAL8079
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
1150000.00
277619.20
Agency Mortgage-Backed Securities
FNMS 02.000 CIAL7276
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.000000
1000000.00
202652.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7501
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4772602.00
1503997.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7617
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
340000.00
77944.22
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL9229
B1V7KEBTPIMZEU4LTD58
2031-08-01
3.500000
325000.00
81171.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2384
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1879644.00
257153.89
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS4309
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.000000
1000000.00
184637.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5317
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
40827591.00
9174129.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4794
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
15815000.00
3363061.65
Agency Mortgage-Backed Securities
FNMS 03.500 CQAS6035
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4059641.00
1724322.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6936
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
389000.00
99856.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
20615864.00
6106210.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7549
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6041139.00
3508040.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
35000000.00
12362163.93
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
843754.00
162952.82
Agency Mortgage-Backed Securities
04.000 FGPC Q48214 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1215.00
409.18
Agency Mortgage-Backed Securities
04.500 FGPC Q58671 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
3053000.00
2113237.96
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
9868160.00
2705927.29
Agency Mortgage-Backed Securities
03.500 FGPC G61431 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
19000000.00
8320084.45
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.500000
27826975.00
7817538.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6360
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
19225890.00
11470326.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1538
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
2615156.00
2665827.92
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3523
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
306027.00
226804.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA5949
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
2830000.00
2646089.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6012
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
23052586.00
19486352.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7399
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
1830000.00
1730765.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7468
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
4836461.00
4578045.31
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7553
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
3468786.00
3220484.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7932
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
220149.00
220927.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA8290
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
482689.00
477282.96
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
19772939.00
155171.63
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL254983
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
31707769.00
369031.76
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-01-25
4.805860
1330525.00
407215.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-12-15
3.526000
4000000.00
1238455.02
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLAL2754
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
80965419.00
10000165.15
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-05-15
3.449790
8000000.00
754544.45
Agency Collateralized Mortgage Obligation
Y
2023-02-02
2023-02-02
2023-02-02
Y
Royal Bank of Canada
1.0000
2
N
N
N
0.0432
2860000000.00
2860000000.00
0.0726
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V8LM1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2018-SB51 A-10F 20280425 FLT
549300MU0K04STFBKO29
2028-04-25
3.400050
2200000.00
1398781.49
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB53 A-7F 20250625 FLT
549300P6Y1UBYR0WQ049
2025-06-25
3.275820
2275000.00
951974.58
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB53 A-10H 20380525 FLT
549300P6Y1UBYR0WQ049
2038-05-25
3.440000
1691000.00
996441.28
Agency Collateralized Mortgage Obligation
FRESB MTG 2018-SB54 A-5F 20230825 FLT
2023-08-25
2.975350
1325000.00
550367.89
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2017-SB43 A-10F 20371025 FLT
2037-10-25
3.000000
2150000.00
1308985.53
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-083 A-1 20280725 3.9
S6XOOCT0IEG5ABCC6L87
2028-07-25
3.944000
1338000.00
1244802.75
Agency Collateralized Mortgage Obligation
FNRM CL059MN R20F059
B1V7KEBTPIMZEU4LTD58
2040-08-25
2.000000
20291000.00
12632237.79
Agency Collateralized Mortgage Obligation
FNRM RC091KD R20F091
B1V7KEBTPIMZEU4LTD58
2043-11-25
1.000000
4810000.00
1817346.16
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F90 AS 20300925 FLT
S6XOOCT0IEG5ABCC6L87
2030-09-25
4.441730
2500000.00
1445289.37
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-103 AS 20310127 FLT
S6XOOCT0IEG5ABCC6L87
2031-01-27
4.301730
4986800.00
3222732.36
Agency Collateralized Mortgage Obligation
GNRM 2012-003 LP
549300M8ZYFG0OCMTT87
2042-01-20
3.500000
12811300.00
8945160.76
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2019-KL04 B-CR 20251125 FLT
2025-11-25
7.891570
3321000.00
674879.75
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2017-SB42 A-10F 20271025 FLT
2027-10-25
2.960000
250000.00
139421.51
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF56 B 20281125 FLT
2028-11-25
6.841570
4000000.00
1337387.31
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-25
4.905860
46117696.00
972160.77
Agency Collateralized Mortgage Obligation
FNRM RC022CY R12F022
B1V7KEBTPIMZEU4LTD58
2042-03-25
3.500000
6644000.00
6326866.38
Agency Collateralized Mortgage Obligation
FNRM RC102HY R12F102
B1V7KEBTPIMZEU4LTD58
2042-09-25
2.000000
1301000.00
1035111.59
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-10-25
4.905860
100939200.00
11927180.03
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-10-25
4.905860
125288320.00
13818914.06
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-11-25
4.855860
67500000.00
8391353.08
Agency Collateralized Mortgage Obligation
FNRM RC052BC R13F052
B1V7KEBTPIMZEU4LTD58
2043-06-25
3.000000
3362608.00
2761795.92
Agency Collateralized Mortgage Obligation
FNRM CL086LG R13F086
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
178000.00
155615.19
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-12-25
5.636880
8200000.00
1414051.95
Agency Collateralized Mortgage Obligation
FNRM RC095AY R14F095
B1V7KEBTPIMZEU4LTD58
2044-10-25
3.000000
10380000.00
9029207.99
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2046-03-25
3.536330
15780608.00
1730732.06
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2046-07-25
3.493250
51758784.00
7447088.25
Agency Collateralized Mortgage Obligation
FNRM RC039CY R17F039
B1V7KEBTPIMZEU4LTD58
2047-05-25
3.500000
3801000.00
1387083.59
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-05-25
3.614200
20000000.00
4463957.51
Agency Collateralized Mortgage Obligation
GNRM 2011-019 PY
549300M8ZYFG0OCMTT87
2041-02-20
4.000000
15708000.00
3285934.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-12-15
4.809000
12826400.00
2057434.71
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-05-15
4.909000
10000000.00
2777524.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-03-25
3.000000
8060000.00
2423860.63
Agency Collateralized Mortgage Obligation
FNRM CL106PY R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
4824000.00
4129073.86
Agency Collateralized Mortgage Obligation
FNRM CL037NY R18F037
B1V7KEBTPIMZEU4LTD58
2048-06-25
3.500000
20360000.00
5766561.33
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
4.855860
17980992.00
7364263.91
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
4.805860
10654848.00
3179935.01
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
5.005860
24000000.00
9558608.83
Agency Collateralized Mortgage Obligation
FNRM RC083LE R18F083
B1V7KEBTPIMZEU4LTD58
2048-11-25
3.500000
25145000.00
3256337.03
Agency Collateralized Mortgage Obligation
FNRM CL013PH R19F013
B1V7KEBTPIMZEU4LTD58
2049-04-25
3.250000
28258000.00
2345012.26
Agency Collateralized Mortgage Obligation
FNRM RC021BL R19F021
B1V7KEBTPIMZEU4LTD58
2059-05-25
4.000000
6514496.00
6024484.30
Agency Collateralized Mortgage Obligation
FNRM CL041MP R19F041
B1V7KEBTPIMZEU4LTD58
2049-08-25
3.500000
4333328.00
957640.15
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-12-25
5.005860
5000000.00
1851637.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2061-06-25
3.448560
13636160.00
8884356.99
Agency Collateralized Mortgage Obligation
FNRM CL082A R21F082
B1V7KEBTPIMZEU4LTD58
2049-08-25
2.000000
21455264.00
17437097.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-03-15
3.500000
4170000.00
3034623.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-09-15
4.959000
100000000.00
10844049.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-10-15
2.250000
73921000.00
1899362.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-01-15
3.500000
2286452.00
2142429.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-01-25
1.250000
4000000.00
2447618.15
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F48 A 20280625 FLT
S6XOOCT0IEG5ABCC6L87
2028-06-25
4.681570
337000000.00
61333662.67
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-07-15
3.500000
6800000.00
4117235.08
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-12-15
2.500000
417392.00
294373.78
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-02-25
1.000000
6000000.00
3903362.45
Agency Collateralized Mortgage Obligation
FNRM RC018PE R06F018
B1V7KEBTPIMZEU4LTD58
2036-03-25
5.500000
7967000.00
1915015.27
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424743.00
61426.38
Agency Collateralized Mortgage Obligation
FNRM CL007QC R07F007
B1V7KEBTPIMZEU4LTD58
2037-02-25
5.500000
2808000.00
766879.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-07-15
6.000000
24085000.00
7788659.34
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-09-15
6.000000
14400000.00
2804741.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-11-15
5.750000
13261664.00
8393482.46
Agency Collateralized Mortgage Obligation
FNRM CL143BG R10F143
B1V7KEBTPIMZEU4LTD58
2040-12-25
4.000000
3044250.00
1121793.33
Agency Collateralized Mortgage Obligation
FHLMCT SLSTT SERIES 2018-1 A-2 20280625 3.5
2028-06-25
3.500000
4105504.00
3859829.27
Agency Collateralized Mortgage Obligation
GNRM 2003-71 PC
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
9501056.00
2558011.06
Agency Collateralized Mortgage Obligation
GNRM 2003-99 KD
549300M8ZYFG0OCMTT87
2033-11-16
5.500000
25374000.00
5476286.64
Agency Collateralized Mortgage Obligation
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
3434000.00
1592387.26
Agency Collateralized Mortgage Obligation
GNRA 2016-33 UF
549300M8ZYFG0OCMTT87
2046-03-20
4.935710
35000000.00
7474390.75
Agency Collateralized Mortgage Obligation
GNRM 2022-073 AC
549300M8ZYFG0OCMTT87
2062-11-16
2.000000
8872000.00
7577795.58
Agency Collateralized Mortgage Obligation
GNRA 2019-27 FA
549300M8ZYFG0OCMTT87
2049-02-20
4.935710
26310080.00
4662848.45
Agency Collateralized Mortgage Obligation
GNRA 2019-44 BF
549300M8ZYFG0OCMTT87
2049-04-20
4.935710
29333312.00
4495791.03
Agency Collateralized Mortgage Obligation
GNRM 2019-90 GY
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
1648300.00
1298477.99
Agency Collateralized Mortgage Obligation
GNRM 2020-104 EB
549300M8ZYFG0OCMTT87
2050-07-20
1.000000
2200000.00
1159145.91
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
7157510.00
6627945.37
Agency Collateralized Mortgage Obligation
GNRM 2022-189 ET
549300M8ZYFG0OCMTT87
2040-04-20
5.000000
19010304.00
19165162.36
Agency Collateralized Mortgage Obligation
GNRM 2022-045 B
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
33962560.00
27908970.45
Agency Collateralized Mortgage Obligation
GNRM 2022-063 HP
549300M8ZYFG0OCMTT87
2052-01-20
3.500000
8000000.00
6950175.48
Agency Collateralized Mortgage Obligation
GNRM 2022-174 M
549300M8ZYFG0OCMTT87
2046-12-20
5.500000
50876544.00
51428370.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-01-15
3.956710
10000000.00
3442318.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-12-15
2.000000
27000000.00
10700446.01
Agency Collateralized Mortgage Obligation
GNRM 2013-026 KD
549300M8ZYFG0OCMTT87
2043-02-16
2.500000
1700000.00
1460288.67
Agency Collateralized Mortgage Obligation
GNRA 2013-038 FM
549300M8ZYFG0OCMTT87
2043-03-20
4.735710
30300000.00
1964577.74
Agency Collateralized Mortgage Obligation
GNRA 2013-088 FM
549300M8ZYFG0OCMTT87
2043-06-20
4.668710
21332032.00
1375344.78
Agency Collateralized Mortgage Obligation
GNRM 2013-116 BY
549300M8ZYFG0OCMTT87
2043-08-16
4.000000
3648396.00
3521013.47
Agency Collateralized Mortgage Obligation
GNRA 2013-114 MF
549300M8ZYFG0OCMTT87
2043-08-20
4.835710
20550000.00
1985583.83
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-10-25
4.855860
14421184.00
4286105.70
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-12-25
4.855860
8328000.00
1456817.20
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F36 A 20240825 FLT
S6XOOCT0IEG5ABCC6L87
2024-08-25
4.731570
360000000.00
9076136.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-06-25
4.905860
10000000.00
3032607.77
Agency Collateralized Mortgage Obligation
Y
2023-02-01
2023-05-08
2023-06-23
Y
JP MORGAN SECURITIES LLC
1.0000
97
N
N
N
0.0450
479000000.00
479000000.00
0.0122
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 4.510000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VG3P6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CL932638
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.000000
11142000.00
954676.51
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
30500000.00
608133.83
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLQA8966
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
45491135.00
20823720.24
Agency Mortgage-Backed Securities
FNRM CL101CB R11F101
B1V7KEBTPIMZEU4LTD58
2041-10-25
4.000000
3098678.00
827522.31
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLCA8234
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
4702200.00
3277032.45
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1867
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
3700000.00
3053359.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2287
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
5000000.00
4069879.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3298
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
150180.00
125712.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLFM1095
B1V7KEBTPIMZEU4LTD58
2049-02-01
6.000000
1745000.00
818319.55
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
78949963.00
63254033.76
Agency Mortgage-Backed Securities
GNII SF MA7767 M
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
120110.00
98507.03
Agency Mortgage-Backed Securities
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
394491.00
380936.04
Agency Mortgage-Backed Securities
GNII SF CQ6243 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1529879.00
1603105.64
Agency Mortgage-Backed Securities
GNII SF CQ6244 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1517209.00
1591219.08
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
337975.00
288770.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
4066.00
3665.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
727548.00
655843.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA4640
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
67882.00
60046.95
Agency Mortgage-Backed Securities
GNII SF CR8265 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1287097.00
1338623.33
Agency Mortgage-Backed Securities
GNII SF AI4167 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
33728.00
6226.61
Agency Mortgage-Backed Securities
GNMI SF 605561 X
549300M8ZYFG0OCMTT87
2034-11-15
5.500000
2645000.00
25953.06
Agency Mortgage-Backed Securities
GNII SF 002198 M
549300M8ZYFG0OCMTT87
2026-04-20
6.000000
2734630.00
6191.56
Agency Mortgage-Backed Securities
GNII SF 004445 M
549300M8ZYFG0OCMTT87
2039-05-20
4.000000
460000.00
24910.30
Agency Mortgage-Backed Securities
GNII SF 004468 M
549300M8ZYFG0OCMTT87
2039-06-20
4.500000
1722335.00
69261.78
Agency Mortgage-Backed Securities
GNII SF 004471 M
549300M8ZYFG0OCMTT87
2039-06-20
6.000000
1001.00
29.08
Agency Mortgage-Backed Securities
GNII SF 004695 M
549300M8ZYFG0OCMTT87
2040-05-20
4.000000
434000.00
26877.27
Agency Mortgage-Backed Securities
GNII SF 004833 M
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
75000.00
5055.10
Agency Mortgage-Backed Securities
GNII SP 784445 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
1204153.00
589511.77
Agency Mortgage-Backed Securities
GNRM 2006-035 TH
549300M8ZYFG0OCMTT87
2036-07-20
6.000000
3996000.00
627573.99
Agency Collateralized Mortgage Obligation
FNRM CL058HL R11F058
B1V7KEBTPIMZEU4LTD58
2041-07-25
4.000000
6150000.00
756071.35
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLBW1313
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
3616121.00
3750938.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7599
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
4323017.00
1945656.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0898
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
395000.00
335956.36
Agency Mortgage-Backed Securities
GNRA 2014-137 JD
549300M8ZYFG0OCMTT87
2044-09-20
5.440310
2500000.00
598510.73
Agency Collateralized Mortgage Obligation
GNRA 2014-160 GB
549300M8ZYFG0OCMTT87
2044-10-20
7.286170
8000000.00
1302682.84
Agency Collateralized Mortgage Obligation
GNRA 2019-35 EF
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
20592538.00
6102005.98
Agency Collateralized Mortgage Obligation
GNRA 2019-65 FA
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
44996000.00
11658271.77
Agency Collateralized Mortgage Obligation
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
49996000.00
14245032.84
Agency Collateralized Mortgage Obligation
GNRA 2019-90 FA
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
34939072.00
11953053.67
Agency Collateralized Mortgage Obligation
GNRM 2020-183 AQ
549300M8ZYFG0OCMTT87
2050-12-20
5.500000
3875000.00
3219883.21
Agency Collateralized Mortgage Obligation
GNRA 2021-064 WA
549300M8ZYFG0OCMTT87
2051-04-20
4.875500
4296000.00
2445599.70
Agency Collateralized Mortgage Obligation
GNRM 2021-086 JB
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
12348112.00
9517580.80
Agency Collateralized Mortgage Obligation
GNRA 2021-086 WB
549300M8ZYFG0OCMTT87
2051-05-20
4.733000
6796000.00
5014338.02
Agency Collateralized Mortgage Obligation
GNRM 2021-083 AQ
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
6646000.00
5704209.70
Agency Collateralized Mortgage Obligation
GNRM 2021-083 LQ
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
7468616.00
6926688.06
Agency Collateralized Mortgage Obligation
GNRA 2022-148 FA
549300M8ZYFG0OCMTT87
2052-08-20
5.000000
6872219.00
6586792.23
Agency Collateralized Mortgage Obligation
GNRM 2022-171 KL
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
14989570.00
14587264.93
Agency Collateralized Mortgage Obligation
MNRA RC006A1 R21M006
B1V7KEBTPIMZEU4LTD58
2033-03-25
1.492470
26462304.00
16041343.83
Agency Collateralized Mortgage Obligation
FNRM CL042NY R21F042
B1V7KEBTPIMZEU4LTD58
2051-07-25
2.500000
1000000.00
720165.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-10-15
3.500000
2000000.00
952976.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-15
6.056650
3500000.00
769418.05
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLAH9451
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
10623000.00
395059.90
Agency Mortgage-Backed Securities
FNRM CL022DB R05F022
B1V7KEBTPIMZEU4LTD58
2035-04-25
5.500000
1370000.00
974267.44
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-12-25
5.636880
4280179.00
738097.01
Agency Collateralized Mortgage Obligation
FNRM CL106PY R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
845389.00
723605.64
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLFS2122
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
238070.00
207740.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
48772767.00
5217888.16
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4287
B1V7KEBTPIMZEU4LTD58
2041-03-01
2.000000
4951621.00
3536739.41
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
21021.00
16857.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4564
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
18000.00
15373.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4644
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
532507.00
490297.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4684
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
98401.00
92922.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4701
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
3951237.00
3769827.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4733
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
500000.00
480680.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4784
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
39000.00
37765.45
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA4837
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.500000
308938.00
302942.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4842
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
406408.00
408840.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4868
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
99999.00
100133.34
Agency Mortgage-Backed Securities
FHLMC STACR REMIC TR 2022-DNA6 M-1A 20420925 FLT
2042-09-25
6.460110
4982854.00
4584316.12
Agency Collateralized Mortgage Obligation
GNII SF MA5652 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
13500000.00
1258131.89
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8245
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
16540414.00
15897366.60
Agency Mortgage-Backed Securities
03.500 FGPC Q42400 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
14743357.00
4858190.27
Agency Mortgage-Backed Securities
04.000 FGPC Q46684 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
12000000.00
3795918.63
Agency Mortgage-Backed Securities
04.500 FGPC G61834 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
38003200.00
10515606.83
Agency Mortgage-Backed Securities
GNRM 2021-122 LH
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
996000.00
695654.54
Agency Collateralized Mortgage Obligation
GNRM 2021-130 CD
549300M8ZYFG0OCMTT87
2051-07-20
5.500000
1400000.00
1404209.68
Agency Collateralized Mortgage Obligation
GNRM 2021-083 KT
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
8596000.00
6145857.06
Agency Collateralized Mortgage Obligation
GNRM 2021-087 TH
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
7646000.00
4259245.44
Agency Collateralized Mortgage Obligation
GNRM 2021-105 CQ
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
700000.00
666910.79
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLCB1878
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
99000.00
80711.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3252
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
3281799.00
2975475.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3296
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
106987520.00
91169189.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
437179.00
396250.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB3645
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
432905.00
422802.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3911
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
100069400.00
94432268.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4313
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
446666.00
426932.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5379
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
176820.00
174568.63
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5092
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
98986400.00
101522577.67
Agency Mortgage-Backed Securities
GNII RG CE6489 C
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
2149016.00
1522503.33
Agency Mortgage-Backed Securities
GNII RG CK9535 C
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
7535563.00
6665174.34
Agency Mortgage-Backed Securities
GNII SF CQ4691 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
4683547.00
4856357.35
Agency Mortgage-Backed Securities
GNII SF CQ6205 C
549300M8ZYFG0OCMTT87
2052-11-20
6.000000
1102106.00
1155790.64
Agency Mortgage-Backed Securities
GNII SF CQ6230 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1507583.00
1581503.36
Agency Mortgage-Backed Securities
GNII SF CQ6259 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1840226.00
1928651.61
Agency Mortgage-Backed Securities
GNII SF CQ6158 C
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
4040766.00
4157922.54
Agency Mortgage-Backed Securities
GNII SF CR3027 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
4223939.00
4430046.35
Agency Mortgage-Backed Securities
GNII SF CR6588 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1781774.00
1857981.90
Agency Mortgage-Backed Securities
GNII SF CR6577 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
4805576.00
4996307.92
Agency Mortgage-Backed Securities
GNII SF CR6770 C
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
3363718.00
3465961.57
Agency Mortgage-Backed Securities
GNII SF CR6781 C
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
1608277.00
1669121.34
Agency Mortgage-Backed Securities
GNII SF CR7032 C
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
1659376.00
1749909.90
Agency Mortgage-Backed Securities
GNII SF CR9968 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
1494854.00
1578151.82
Agency Mortgage-Backed Securities
GNII FS 004484 M
549300M8ZYFG0OCMTT87
2039-07-20
4.500000
425000.00
70899.66
Agency Mortgage-Backed Securities
GNII SF 004368 M
549300M8ZYFG0OCMTT87
2039-02-20
4.500000
238789.00
7305.61
Agency Mortgage-Backed Securities
GNRA 2013-044 TK
549300M8ZYFG0OCMTT87
2036-09-20
6.669460
5584907.00
713212.59
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLFM4532
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1600000.00
749757.81
Agency Mortgage-Backed Securities
FNRM RC118AC R07F118
B1V7KEBTPIMZEU4LTD58
2038-01-25
5.000000
29974000.00
2671203.55
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBN3962
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
1550000.00
520253.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3394
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
5665426.00
4991589.99
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW5095
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
4314913.00
4560486.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1777
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
3678227.00
3427492.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6061
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
6697990.00
4654202.53
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8315
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
100000.00
81393.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8864
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1400000.00
1092660.80
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9894
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
592758.00
490272.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0191
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
300000.00
246115.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS0227
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
238000.00
199776.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0551
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
200000.00
166325.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0582
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
400000.00
336555.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0583
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
300000.00
252004.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0739
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
875000.00
748863.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0759
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
800000.00
700142.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS1801
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
50000.00
45198.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1978
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
490027.00
420243.56
Agency Mortgage-Backed Securities
GNRA 2020-126 W
549300M8ZYFG0OCMTT87
2040-03-20
5.971090
1683935.00
981220.11
Agency Collateralized Mortgage Obligation
GNRA 2021-137 MT
549300M8ZYFG0OCMTT87
2051-08-20
4.826720
3000000.00
2653653.45
Agency Collateralized Mortgage Obligation
GNRA 2022-139 FB
549300M8ZYFG0OCMTT87
2052-08-20
5.000000
29768400.00
28458538.54
Agency Collateralized Mortgage Obligation
GNRA 2022-103 MF
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
30000000.00
28525407.02
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLSD7540
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
155615642.00
117258521.69
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-S12 A 20290825 FLT
S6XOOCT0IEG5ABCC6L87
2029-08-25
5.041570
1021967.00
1017211.03
Agency Collateralized Mortgage Obligation
FNRM CL123ND R03F123
B1V7KEBTPIMZEU4LTD58
2033-12-25
6.000000
2059632.00
858384.94
Agency Collateralized Mortgage Obligation
FNRM RC089KB R07F089
B1V7KEBTPIMZEU4LTD58
2037-09-25
6.000000
23641489.00
1012875.97
Agency Collateralized Mortgage Obligation
FNRM CL028YB R13F028
B1V7KEBTPIMZEU4LTD58
2043-04-25
3.000000
1500000.00
1270105.50
Agency Collateralized Mortgage Obligation
FNRM CL022P R18F022
B1V7KEBTPIMZEU4LTD58
2048-04-25
6.000000
5000000.00
893954.08
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLFS2126
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
32000.00
29375.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA0985
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
18742000.00
1772923.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8230
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
114768128.00
108208403.18
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA4695
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.000000
422100.00
380056.96
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA4715
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.500000
260000.00
243417.19
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4728
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
275201.00
256721.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4768
B1V7KEBTPIMZEU4LTD58
2052-09-01
2.500000
4574233.00
3941475.09
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4848
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.000000
16999.00
15184.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4916
B1V7KEBTPIMZEU4LTD58
2052-01-01
4.000000
149812.00
144721.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4918
B1V7KEBTPIMZEU4LTD58
2052-01-01
5.000000
90002.00
90457.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4919
B1V7KEBTPIMZEU4LTD58
2052-01-01
5.500000
97500.00
99264.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD8528
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
14995788.00
574722.14
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8302
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
3889781.00
4042519.73
Agency Mortgage-Backed Securities
GNRM 2021-118 DC
549300M8ZYFG0OCMTT87
2051-07-20
5.500000
2866677.00
2715976.45
Agency Collateralized Mortgage Obligation
GNRA 2014-069 W
549300M8ZYFG0OCMTT87
2034-11-20
7.206370
4500000.00
640578.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-07-15
5.000000
6000000.00
792984.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
5.500000
6000000.00
1283377.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-02-15
3.500000
1000000.00
879521.67
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2052-09-25
6.000000
3000000.00
3102375.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-25
5.500000
21510816.00
21489600.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-07-15
5.000000
2000000.00
700680.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-02-15
5.500000
4000000.00
988552.96
Agency Collateralized Mortgage Obligation
Y
2023-02-07
2023-02-07
2023-03-10
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0451
957000000.00
957000000.00
0.0243
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 4.310000%
549300QJJX6CVVUXLE15
0001317808
ARP0VGLV3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
12018.00
1314.75
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
2053.00
330.13
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1000.00
166.80
Agency Mortgage-Backed Securities
GNII SF MA5078 M
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
5634.00
710.43
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1024.00
168.81
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
395062.00
44002.39
Agency Mortgage-Backed Securities
GNII SF MA5192 M
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2072.00
247.03
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
12191.00
2180.97
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
2000.00
220.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
350583.00
291911.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3050
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
3002.00
2566.81
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
16062169.00
10013755.10
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
3658770.00
2504990.54
Agency Mortgage-Backed Securities
GNII SF MA7313 M
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
78804.00
48450.91
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
3356.00
2270.45
Agency Mortgage-Backed Securities
GNII SF MA7534 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
7580.00
5865.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2609
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
6002823.00
5914849.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3126
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1024.00
1002.37
Agency Mortgage-Backed Securities
FNMS 05.500 CL995989
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
61456.00
759.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0308
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
1008.00
43.66
Agency Mortgage-Backed Securities
GNII SF MA0220 M
549300M8ZYFG0OCMTT87
2042-07-20
3.500000
1024.00
107.19
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
1416.00
208.71
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
902490.00
163124.18
Agency Mortgage-Backed Securities
GNII SF MA4069 M
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
38560832.00
6452372.84
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
3040.00
529.79
Agency Mortgage-Backed Securities
03.500 FGPC Q53313 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
1408.00
409.76
Agency Mortgage-Backed Securities
04.000 FGPC Q57834 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
1000.00
214.15
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
241000.00
89938.33
Agency Mortgage-Backed Securities
03.500 FGPC G61417 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
3.500000
1000.00
325.04
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB6139
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
3516.00
2487.32
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7982
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
19608.00
12416.80
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7592
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
23649889.00
15195128.31
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC3596
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
2000.00
1526.23
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC5537
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
2070.00
1624.11
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD2068
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
3001.00
2366.17
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5035
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
1000.00
811.67
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0571
S6XOOCT0IEG5ABCC6L87
2040-12-01
2.000000
1024.00
717.20
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0599
S6XOOCT0IEG5ABCC6L87
2041-01-01
2.000000
1792.00
1275.44
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK1389
S6XOOCT0IEG5ABCC6L87
2042-02-01
2.000000
1024.00
856.85
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK1424
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.000000
1000.00
841.89
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5247
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
2608.00
1929.38
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
3000.00
2814.09
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
5.055860
2344735.00
1447923.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-05-15
2.000000
40000000.00
6772984.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2057-08-15
4.859000
21827874.00
9800057.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
4.855860
24868628.00
13014382.63
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
3280.00
740.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU1632
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1150.00
235.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7748
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
47726058.00
15086091.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8668
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
357.33
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP3489
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
1024.00
809.18
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4793
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
4061281.00
2818917.78
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0906
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
10882876.00
8310382.91
Agency Mortgage-Backed Securities
FNMS 02.500 CTBT2006
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.500000
19919460.00
16949156.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1694
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
33000.00
6733.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0998
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1004.00
275.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2189
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2112.00
1007.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3198
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
744129.00
290046.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA4027
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
1025.00
249.36
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2364
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
8208231.00
6636721.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2795
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
1000.00
868.04
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1000.00
801.19
Agency Mortgage-Backed Securities
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1000.00
796.38
Agency Mortgage-Backed Securities
GNII SF MA7767 M
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
3692200.00
3028121.22
Agency Mortgage-Backed Securities
GNII SF MA7937 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
42051180.00
36581278.86
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1957.00
1923.11
Agency Mortgage-Backed Securities
GNII SF MA8267 M
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
2003.00
1930.28
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
1024.00
1036.99
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
75542879.00
75698572.09
Agency Mortgage-Backed Securities
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
2000.00
2031.52
Agency Mortgage-Backed Securities
GNII SP 783618 M
549300M8ZYFG0OCMTT87
2042-02-20
4.000000
1165.00
80.95
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
1119.00
75.13
Agency Mortgage-Backed Securities
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
140520881.00
11044876.00
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
263998.00
210125.28
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLZM3806
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
2024.00
513.10
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
1000.00
384.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1002.00
123.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
4888.00
1225.91
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1022.00
290.79
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3066
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1024.00
837.21
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3091
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1010.00
812.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
3341.00
981.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3127
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.000000
1024.00
340.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4150
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
2080.00
1185.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3033
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
1000.00
43.64
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
2.750000
27430000.00
23717022.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
1.000000
100.00
114.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
3.000000
17749700.00
15814400.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
70437000.00
57466444.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
9300.00
11316.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-04-15
0.375000
700.00
665.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
43785000.00
39401678.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
1.500000
200.00
190.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.750000
1000.00
975.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-07-31
2.625000
300.00
282.29
U.S. Treasuries (including strips)
Y
2023-02-02
2023-02-02
2023-02-02
Y
RBC DOMINION SECURITIES INC
1.0000
2
N
N
N
0.0431
374000000.00
374000000.00
0.0095
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.510000%
549300HN4UKV1E2R3U73
0001675365
ARP0VLM33
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.000 CLQD0331
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
15913987.00
12874565.85
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7524
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
18600000.00
11443765.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8243
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.500000
11194009.00
10335788.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE0780
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
14389597.00
13374487.70
Agency Mortgage-Backed Securities
FEPC 05.500 CLQE3700
S6XOOCT0IEG5ABCC6L87
2052-06-01
5.500000
10336516.00
10115717.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE5344
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
14363636.00
13524373.81
Agency Mortgage-Backed Securities
FEPC 05.500 CLQE6378
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.500000
8175093.00
8289038.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0773
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
8971072.00
8959020.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF1212
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
10215300.00
9659285.71
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3333
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
12693772.00
12591832.22
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF4913
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
9705116.00
10134230.79
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8070
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.000000
34472250.00
10743377.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7518
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
18980303.00
9988817.74
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8292
S6XOOCT0IEG5ABCC6L87
2052-12-01
7.000000
11589546.00
11904936.71
Agency Mortgage-Backed Securities
03.500 FGPC V83223 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.500000
40277679.00
13664513.49
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB4072
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
12724898.00
9517076.77
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN6010
S6XOOCT0IEG5ABCC6L87
2036-04-01
2.000000
13714212.00
9923705.65
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN6059
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
16883884.00
12541194.46
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4335
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
12500000.00
8848497.71
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4352
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
15474900.00
10338041.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6257
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
11034236.00
9050546.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7194
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
9859000.00
8943529.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6485
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
10484560.00
8916504.69
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5162
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.000000
15517486.00
13693121.21
Agency Mortgage-Backed Securities
FEPC 05.000 CIQO1137
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.000000
9652951.00
9847705.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4207
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
35732147.00
11639215.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN6132
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
20280000.00
9283732.61
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5130
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.000000
114348954.00
14218329.59
Agency Mortgage-Backed Securities
FEPC 04.000 ZLZT2232
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
25032432.00
15118357.40
Agency Mortgage-Backed Securities
FEPC 04.000 ZLZT2261
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
12725604.00
10896168.95
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF4920
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
13339083.00
13875493.67
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF4921
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
10652264.00
11097855.83
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF4928
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
9106842.00
9454478.46
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF4956
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
11518839.00
11976981.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF5449
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
9826678.00
10016151.74
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF7145
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
8663699.00
8923939.19
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6951
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
9533623.00
9863114.54
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0772
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.000000
10874509.00
10202431.40
Agency Mortgage-Backed Securities
FEPC 04.500 CISB0767
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.500000
11385850.00
10851285.03
Agency Mortgage-Backed Securities
FEPC 04.500 CISB8190
S6XOOCT0IEG5ABCC6L87
2037-11-01
4.500000
9923248.00
9426490.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1023
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
15095400.00
13896540.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1386
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
13453002.00
12162059.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1563
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
12785845.00
11308224.76
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD1835
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
11459920.00
9533533.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD2227
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
12392925.00
11431940.42
Agency Mortgage-Backed Securities
Y
2023-02-07
2023-02-07
2023-02-27
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0451
480000000.00
480000000.00
0.0122
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 4.300000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0VLMN9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CIAB1152
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
5000000.00
60346.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE7390
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
481879.00
76488.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ7022
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
16405984.00
4715140.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3872
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1761000.00
237518.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1458
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
80000.00
18095.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2243
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
17586560.00
9055601.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4830
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
506000.00
226120.55
Agency Mortgage-Backed Securities
03.000 FGPC G08795 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.000000
35196480.00
6934791.79
Agency Mortgage-Backed Securities
04.000 FGPC G08831 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
77000.00
7633.13
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0033
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
1410094.00
368467.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ1293
S6XOOCT0IEG5ABCC6L87
2041-02-01
5.000000
11100000.00
2414429.20
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3056
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.000000
777000.00
182291.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN3175
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
1083412.00
175618.98
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0889
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
1003999.00
14873.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1821
S6XOOCT0IEG5ABCC6L87
2037-11-01
5.500000
3062868.00
28093.68
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS2822
S6XOOCT0IEG5ABCC6L87
2039-04-01
6.500000
1860792.00
34166.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4652
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
334565.00
43115.10
Agency Mortgage-Backed Securities
FNMS 03.000 CRAS5494
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
1986238.00
345196.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS9518
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
37000.00
7295.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6973
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
280000.00
21096.26
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-03-15
5.000000
865000.00
39384.83
Agency Collateralized Mortgage Obligation
FEPC 03.000 CIZS8693
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
940000.00
181810.94
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8127
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
1060264.00
829639.86
Agency Mortgage-Backed Securities
GNRM 2018-24 NW
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
204999.00
60162.20
Agency Collateralized Mortgage Obligation
GNRA 2021-153 FA
549300M8ZYFG0OCMTT87
2061-08-16
4.000000
50000000.00
44024693.03
Agency Collateralized Mortgage Obligation
GNRA 2022-074 TB
549300M8ZYFG0OCMTT87
2062-03-16
2.250000
5725048.00
3363528.68
Agency Collateralized Mortgage Obligation
GNRA 2022-096 GB
549300M8ZYFG0OCMTT87
2062-03-16
2.500000
2047664.00
1280607.70
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLFM9193
B1V7KEBTPIMZEU4LTD58
2050-06-01
5.000000
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28895023.32
Agency Mortgage-Backed Securities
FNMS 05.500 CL995966
B1V7KEBTPIMZEU4LTD58
2039-05-01
5.500000
35000000.00
435065.21
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0913
B1V7KEBTPIMZEU4LTD58
2031-11-01
4.500000
1100000.00
101087.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
295000.00
30253.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2960
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
514000.00
67441.13
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4229
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
17000.00
10813.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4580
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
2233000.00
1981288.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD0245
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
1040702.00
22323.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0781
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1084274.00
866967.92
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8013
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.500000
19116128.00
3788681.61
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8166
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
8400000.00
6470653.51
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8281
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
12706448.00
13001803.43
Agency Mortgage-Backed Securities
03.500 FGPC U80076 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
600000.00
59119.64
Agency Mortgage-Backed Securities
04.000 FGPC V85160 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
54482.00
5906.38
Agency Mortgage-Backed Securities
04.000 FGPC Q46098 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
51840.00
25118.46
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA2716
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.500000
1633266.00
766545.48
Agency Mortgage-Backed Securities
FHLMC REMIC SERIES K-072 A-2 20271225 3.4
S6XOOCT0IEG5ABCC6L87
2027-12-25
3.444000
15000000.00
14627715.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-04-15
3.000000
46000.00
5766.10
Agency Collateralized Mortgage Obligation
FNMS 05.000 CL725232
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.000000
3649000.00
52235.73
Agency Mortgage-Backed Securities
FNMS 06.000 CL735746
B1V7KEBTPIMZEU4LTD58
2035-07-01
6.000000
1450000.00
15121.50
Agency Mortgage-Backed Securities
FNMS 05.000 CL747558
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
3583760.00
72720.71
Agency Mortgage-Backed Securities
FNMS 06.000 GO752786
B1V7KEBTPIMZEU4LTD58
2033-09-01
6.000000
400000.00
13533.87
Agency Mortgage-Backed Securities
FNMS 04.500 CL790968
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.500000
179093.00
5362.10
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0174
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
162000.00
68697.60
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL6132
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.500000
218000.00
7840.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP8078
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
1458162.00
81715.87
Agency Mortgage-Backed Securities
FNMS 03.500 CTAS0178
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
17589184.00
2975547.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3870
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
25051776.00
6953706.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE7685
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
1038140.00
52671.13
Agency Mortgage-Backed Securities
GNII SF AA6144 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
6750000.00
1659223.07
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
200000.00
36815.34
Agency Mortgage-Backed Securities
GNII SF BJ7092 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
1000000.00
193482.96
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX1084
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1082524.00
1140164.79
Agency Mortgage-Backed Securities
FNMS 02.000 CICB1449
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.000000
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89908423.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2419
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
2515612.00
1539790.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4532
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
100000.00
46859.86
Agency Mortgage-Backed Securities
GNMI SF AN9975 X
549300M8ZYFG0OCMTT87
2045-08-15
4.000000
2078628.00
365344.84
Agency Mortgage-Backed Securities
FEPC 04.500 CTZL7853
S6XOOCT0IEG5ABCC6L87
2038-07-01
4.500000
1249850.00
39167.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7727
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
18631328.00
4603294.86
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1987
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
12308384.00
103868.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3590
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.500000
275000.00
60691.29
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS2746
S6XOOCT0IEG5ABCC6L87
2039-04-01
6.500000
3900000.00
56612.03
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU5731
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
155902.00
17890.56
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5889
S6XOOCT0IEG5ABCC6L87
2024-07-01
4.500000
1131714.00
5077.81
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7189
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.000000
1145000.00
218174.48
Agency Mortgage-Backed Securities
GNRM 2018-62 BD
549300M8ZYFG0OCMTT87
2057-09-16
2.750000
485032.00
402299.91
Agency Collateralized Mortgage Obligation
GNRM 2017-90 AD
549300M8ZYFG0OCMTT87
2060-03-16
2.600000
11780000.00
1968063.73
Agency Collateralized Mortgage Obligation
GNRM 2021-017 MB
549300M8ZYFG0OCMTT87
2061-01-16
1.250000
729230.00
307933.17
Agency Collateralized Mortgage Obligation
GNRM 2022-015 B
549300M8ZYFG0OCMTT87
2061-12-16
1.750000
46939392.00
27999222.16
Agency Collateralized Mortgage Obligation
GNRM 2022-096 A
549300M8ZYFG0OCMTT87
2039-01-16
2.250000
76018304.00
69945074.07
Agency Collateralized Mortgage Obligation
GNRM 2019-15 GT
549300M8ZYFG0OCMTT87
2049-02-20
3.500000
185000.00
33012.45
Agency Collateralized Mortgage Obligation
GNRM 2020-009 BE
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
100000.00
71735.93
Agency Collateralized Mortgage Obligation
GNRM 2021-001 YK
549300M8ZYFG0OCMTT87
2051-01-20
1.150000
18000000.00
12539487.05
Agency Collateralized Mortgage Obligation
GNRM 2012-090 PB
549300M8ZYFG0OCMTT87
2042-07-20
2.500000
515986.00
442265.19
Agency Collateralized Mortgage Obligation
GNRM 2014-068 DY
549300M8ZYFG0OCMTT87
2040-02-16
3.000000
146000.00
123223.85
Agency Collateralized Mortgage Obligation
GNRM 2017-06 AE
549300M8ZYFG0OCMTT87
2056-12-16
2.600000
740000.00
305617.14
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLFS3045
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
49000.00
48956.37
Agency Mortgage-Backed Securities
FNMS 06.000 CL891804
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
3900000.00
50785.36
Agency Mortgage-Backed Securities
FNMS 05.500 CL909118
B1V7KEBTPIMZEU4LTD58
2037-11-01
5.500000
630000.00
55456.66
Agency Mortgage-Backed Securities
FNMS 04.500 CI931478
B1V7KEBTPIMZEU4LTD58
2024-07-01
4.500000
1431000.00
9024.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB3865
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
7000000.00
1110889.16
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1449
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.000000
83941.00
8937.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA3858
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.500000
861557.00
126965.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE3576
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
907948.00
64001.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0498
S6XOOCT0IEG5ABCC6L87
2044-06-01
3.000000
903671.00
563284.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0519
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
954837.00
665286.10
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1558
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.000000
20775840.00
17965958.57
Agency Mortgage-Backed Securities
03.000 FGPC U79018 G
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.000000
182000.00
19348.34
Agency Mortgage-Backed Securities
03.500 FGPC U99173 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
152000.00
46593.11
Agency Mortgage-Backed Securities
03.000 FGPC U51258 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.000000
1120124.00
783264.26
Agency Mortgage-Backed Securities
04.000 FGPC Q15372 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
4.000000
139785.00
15431.03
Agency Mortgage-Backed Securities
04.000 FGPC Q20707 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
1053948.00
132498.88
Agency Mortgage-Backed Securities
FKAR 03.600 WAWA2903
S6XOOCT0IEG5ABCC6L87
2037-04-01
3.600000
18460880.00
17320585.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA0858
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.500000
1718314.00
420936.30
Agency Mortgage-Backed Securities
FEPC 01.500 CLRA4211
S6XOOCT0IEG5ABCC6L87
2045-12-01
1.500000
20000000.00
13878895.23
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8083
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
9999999.00
10032423.78
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7297
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
40000.00
39377.94
Agency Mortgage-Backed Securities
FNRM RC084A R22F084
B1V7KEBTPIMZEU4LTD58
2045-02-25
5.500000
15558848.00
15579385.19
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-1515 A-2 20350225 1.9
S6XOOCT0IEG5ABCC6L87
2035-02-25
1.940000
44000000.00
34309205.33
Agency Collateralized Mortgage Obligation
FNRM RC081CP R10F081
B1V7KEBTPIMZEU4LTD58
2040-07-25
3.000000
1999998.00
18144.21
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL683951
B1V7KEBTPIMZEU4LTD58
2033-02-01
5.500000
351702.00
12120.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC0302
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
2005000.00
490923.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8002
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
67776.00
29513.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE7164
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
6321576.00
1027529.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0900
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.080000
90000.00
90159.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3531
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
4000000.00
1964034.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9835
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
66234.00
59430.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7378
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
14934140.00
14847743.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD0281
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
1208622.00
978887.82
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF5730
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
1350880.00
1457504.51
Agency Mortgage-Backed Securities
FEPC 02.500 CTQK1097
S6XOOCT0IEG5ABCC6L87
2041-10-01
2.500000
1404088.00
1209329.37
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0524
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.500000
6244000.00
1370467.56
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
4.000000
599998.00
21755.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-04-15
3.375000
22850848.00
18756840.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-02-15
3.200000
19077728.00
5864419.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-11-15
2.500000
105000.00
14298.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-09-15
3.500000
200000.00
34610.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-05-25
2.500000
3565700.00
3082923.24
Agency Collateralized Mortgage Obligation
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
522000000.00
522000000.00
0.0132
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 4.530000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0VN785
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CR3035 C
549300M8ZYFG0OCMTT87
2049-09-20
5.000000
3623866.00
3661653.49
Agency Mortgage-Backed Securities
GNII RG CR3060 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
3933344.00
3713844.74
Agency Mortgage-Backed Securities
GNII RG CR3146 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
3778390.00
3458667.16
Agency Mortgage-Backed Securities
GNII RG CR3139 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
3819001.00
3616243.44
Agency Mortgage-Backed Securities
GNII RG CR3252 C
549300M8ZYFG0OCMTT87
2041-04-20
4.500000
3618501.00
3624660.19
Agency Mortgage-Backed Securities
GNII RG CR6662 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
3688724.00
3496060.72
Agency Mortgage-Backed Securities
GNII RG CR7924 C
549300M8ZYFG0OCMTT87
2047-07-20
3.000000
3974695.00
3642775.82
Agency Mortgage-Backed Securities
GNII RG CN6846 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
3797277.00
3657397.03
Agency Mortgage-Backed Securities
GNII RG CO0418 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
3033366.00
2558955.71
Agency Mortgage-Backed Securities
GNII RG CO2681 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
4028984.00
3764618.61
Agency Mortgage-Backed Securities
GNII RG CQ0884 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
3737743.00
3626401.60
Agency Mortgage-Backed Securities
GNII RG CQ1739 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1839409.00
1787312.66
Agency Mortgage-Backed Securities
GNII RG CQ2872 C
549300M8ZYFG0OCMTT87
2043-11-20
3.500000
3890150.00
3713110.93
Agency Mortgage-Backed Securities
GNII RG CQ2895 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
4447896.00
3782119.31
Agency Mortgage-Backed Securities
GNII RG CQ2897 C
549300M8ZYFG0OCMTT87
2043-12-20
3.000000
4027642.00
3723886.14
Agency Mortgage-Backed Securities
GNII RG CQ4429 C
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
3811960.00
3492300.88
Agency Mortgage-Backed Securities
GNII RG CQ4432 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
3671296.00
3561309.56
Agency Mortgage-Backed Securities
GNII RG CQ8005 C
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
3884618.00
3674668.85
Agency Mortgage-Backed Securities
GNII RG CR3016 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
3659308.00
3462277.39
Agency Mortgage-Backed Securities
GNII RG CN7411 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
4763258.00
3651729.78
Agency Mortgage-Backed Securities
GNII RG CO0417 C
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
4182163.00
3726870.35
Agency Mortgage-Backed Securities
Y
2023-02-07
2023-02-07
2023-02-28
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0453
71000000.00
71000000.00
0.0018
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 4.310000%
549300H47WTHXPU08X20
ARP0VNOS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-04-30
1.250000
161500.00
143644.85
U.S. Treasuries (including strips)
FEPC 04.500 CLSD1665
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
66550637.00
65064241.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2980
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1978.00
1945.18
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0598
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
601909.00
451166.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2189
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
243660.00
209647.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3510
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
8796344.00
8244067.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV9544
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
293960.00
289080.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV9612
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1000.00
829.84
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV9932
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.500000
1000.00
865.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0036
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
964.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW1330
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1000.00
1007.68
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8301
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
8201261.00
8447175.81
Agency Mortgage-Backed Securities
03.500 FGPC U69903 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
3.500000
1055581.00
978034.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE0399
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
4420832.00
3839385.53
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE6640
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
10003400.00
9848231.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9124
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
9775912.00
9419733.29
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7776
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
15907328.00
15445579.90
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7929
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
8379300.00
8202908.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLBV0991
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1000.00
1019.74
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV2850
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
163000.00
140472.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV4310
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1000.00
927.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV4367
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
1000.00
770.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV8320
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1000.00
904.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8231
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
1084.00
1029.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3753
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1121.00
1049.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4157
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
8742706.00
8359442.60
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5311
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
5000.00
5134.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4950
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
40416000.00
40696929.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE7743
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1136.00
69.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0416
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
2001.00
1126.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7746
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
1120.00
832.13
Agency Mortgage-Backed Securities
03.000 FGPC U79041 G
S6XOOCT0IEG5ABCC6L87
2029-10-01
3.000000
26676778.00
3627341.12
Agency Mortgage-Backed Securities
03.500 FGPC Q11219 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
198238736.00
30555316.10
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6127
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
19414918.00
15272186.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0923
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1543705.00
406430.19
Agency Mortgage-Backed Securities
FNMS 02.000 CIBR9722
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
884636.00
639281.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV3793
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1000.00
848.69
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD1873
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
66542976.00
68073150.25
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4304
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.500000
4045.00
2871.56
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4520
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.000000
63166148.00
51002298.14
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4540
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.000000
8607675.00
6998613.48
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4807
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
2000.00
1990.72
Agency Mortgage-Backed Securities
FNMS 03.500 REAE5424
B1V7KEBTPIMZEU4LTD58
2040-10-01
3.500000
1005.00
46.55
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
346000000.00
346000000.00
0.0088
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 4.300000%
549300H47WTHXPU08X20
ARP0VNOX1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-07-15
0.375000
79180000.00
92034816.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-15
0.625000
308592000.00
369005223.41
U.S. Treasuries (including strips)
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
452000000.00
452000000.00
0.0115
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0VNQR2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCB3025
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
18917194.00
16928621.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7526
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
76100000.00
49365073.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4351
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
74785939.00
54473199.60
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA4697
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
55940642.00
52549650.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4784
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
53989438.00
52280398.28
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
219000000.00
219000000.00
0.0056
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 4.305000%
5493006QMFDDMYWIAM13
0000891478
ARP0VNQS0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.000 CLRA7788
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
19052798.00
18381345.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7882
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
3072.00
3057.37
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7935
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
2144.00
2157.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7569
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
2000.00
389.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8943
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
2048.00
558.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
5120.00
2039.24
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9047
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
1000.00
135.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9472
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2120.00
613.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9985
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
5080.00
1269.22
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1177
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3000.00
499.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4437
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
2000.00
1551.16
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4254
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
1000.00
694.89
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4586
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.000000
1000.00
824.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0257
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3072.00
1208.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2048.00
557.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0911
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
2000.00
616.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2635
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5024.00
1480.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2217
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
160735.00
32932.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2454
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2000.00
721.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
3264.00
1064.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2962
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1000.00
286.41
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6070
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
3584.00
1976.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2151
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
2024.00
1662.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2429
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
1000.00
818.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4558
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2032.00
2033.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4562
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1024.00
1013.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7156
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
7168.00
2114.85
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0218
B1V7KEBTPIMZEU4LTD58
2057-09-01
3.500000
4000.00
1868.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4016
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
2304.00
830.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5332
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2000.00
680.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5353
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
2000.00
828.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
4384.00
1832.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5013
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2000.00
1157.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5575
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2000.00
1289.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9374
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1000.00
800.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8017
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
3071.00
2950.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5057
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
2000.00
2007.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB5040
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
2048.00
1915.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5225
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
2000.00
1990.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5429
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1000.00
993.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6730
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
59392.00
5793.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2134
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
4304.00
561.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS3898
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.500000
2024.00
190.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS4977
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
1000.00
183.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9467
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1000.00
227.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5468
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1024.00
1063.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5544
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
39372.00
40755.39
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA4914
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.500000
1000.00
1011.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA4920
B1V7KEBTPIMZEU4LTD58
2052-01-01
6.000000
1024.00
1054.70
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA4928
B1V7KEBTPIMZEU4LTD58
2052-01-01
6.500000
1016.00
1055.89
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3771
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1000.00
1018.10
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6264
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
1032.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7443
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1000.00
914.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7943
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3000.00
2704.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9301
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
1004.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1738
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1000.00
1006.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX3591
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.500000
1000.00
1046.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3402
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
1032.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4389
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1000.00
945.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5314
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1024.00
1075.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4552
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5478.00
5332.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4587
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
2000.00
1921.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4770
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
2000.00
1888.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5312
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1008.00
360.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO7513
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
1000.00
253.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW1298
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1000.00
1016.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2315
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
753.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3678
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1000.00
981.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6976
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1024.00
1042.81
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
18000000.00
18000000.00
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 4.300000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0VNQZ4
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
2025-01-15
1.125000
91700.00
86400.77
U.S. Treasuries (including strips)
FNMS 05.000 CLCB4812
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
31100808.00
29921692.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM9192
B1V7KEBTPIMZEU4LTD58
2050-06-01
5.000000
48289413.00
29534639.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8299
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.000000
633238.00
636440.07
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8311
S6XOOCT0IEG5ABCC6L87
2053-01-01
7.000000
2371747.00
2463230.82
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
449932.00
384428.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
7000.00
6650.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4784
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
3810849.00
3690216.29
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8259
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
2180182.00
2163525.27
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
1001.00
193.32
Agency Mortgage-Backed Securities
04.500 FGPC Q57850 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1664630.00
625609.79
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1753
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
33150774.00
33521837.92
Agency Mortgage-Backed Securities
FNMS 01.500 CLCB3148
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.500000
1000.00
594.07
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8290
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
9217829.00
9440842.71
Agency Mortgage-Backed Securities
04.000 FGPC Q31883 G
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
158624454.00
22332878.49
Agency Mortgage-Backed Securities
04.000 FGPC Q33497 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
1265150.00
389126.67
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
130000000.00
130000000.00
0.0033
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0VNR59
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 06.000 CLMA4920
B1V7KEBTPIMZEU4LTD58
2052-01-01
6.000000
164202021.00
169125618.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2628
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
244270932.00
203071570.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2629
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
193998748.00
156691958.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2374
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
250529279.00
205500852.67
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
713000000.00
713000000.00
0.0181
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 4.300000%
7LTWFZYICNSX8D621K86
0001022437
ARP0VNR75
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FKRM 0M043A 11/15/46
2046-11-15
3.750000
16375457.00
15601864.04
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
15000000.00
15000000.00
0.0004
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0VNRB6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLQE8535
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
19279872.00
18306289.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE9337
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
11281296.00
10526850.13
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE9661
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
2165108.00
1668550.64
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF0452
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
6221140.00
6148302.44
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF0462
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
24519904.00
23374438.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLQF0927
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.500000
24800544.00
23015934.96
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1085
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1613910.00
1611942.35
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS1282
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.000000
6837184.00
6133287.33
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS1334
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
823503.00
654910.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2588
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
75000000.00
72394189.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS2025
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1100000.00
1034911.41
Agency Mortgage-Backed Securities
FNMS 01.500 CIFS2497
B1V7KEBTPIMZEU4LTD58
2037-08-01
1.500000
5401688.00
4573134.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE9814
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
1040000.00
23664.75
Agency Mortgage-Backed Securities
GNMI SF AC8420 X
549300M8ZYFG0OCMTT87
2043-02-15
3.000000
75000.00
17492.78
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF7140
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
10053136.00
10122589.77
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6341
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
2721792.00
2865502.62
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF6641
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
3978676.00
4105923.34
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF7047
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
22106368.00
22219545.24
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN4169
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.000000
5000000.00
3503693.95
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN5767
S6XOOCT0IEG5ABCC6L87
2036-03-01
3.000000
1687134.00
1186020.59
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN9777
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.000000
80477184.00
67068159.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3109
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.500000
260000.00
132741.99
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4703
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
605000.00
426311.46
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4737
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
75000.00
52974.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW4169
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
2251364.00
2105422.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW4144
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
1075302.00
986529.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8254
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.000000
16543616.00
14838033.71
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF2092
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
5044248.00
4883493.78
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3745
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
958954.00
987708.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3768
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
3205760.00
3299146.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX4290
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
1071804.00
1064628.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX5048
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
4102432.00
4158875.99
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX5059
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
3627228.00
3736365.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6433
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
5253632.00
5373884.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA5646
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
55000640.00
46733455.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1818
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
13763552.00
11003771.37
Agency Mortgage-Backed Securities
FNMS 02.000 CICB2526
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
636625.00
502251.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2868
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
625000.00
506349.18
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3394
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
6240640.00
5006063.07
Agency Mortgage-Backed Securities
FNMS 01.500 CICB4005
B1V7KEBTPIMZEU4LTD58
2037-04-01
1.500000
7102216.00
6003910.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU0243
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
3149684.00
2465560.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU2441
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
12871200.00
9727807.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU3295
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
105313.00
84051.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4973
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
200000.00
94522.98
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5743
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
300000.00
179638.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM8911
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.500000
4944000.00
2885863.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8807
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
60000.00
50994.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9882
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1000000.00
806082.13
Agency Mortgage-Backed Securities
FNMS 01.500 CIFM9313
B1V7KEBTPIMZEU4LTD58
2036-10-01
1.500000
200000.00
155881.25
Agency Mortgage-Backed Securities
FNMS 02.500 CTFM9485
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.500000
8705000.00
6790412.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7257
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1932784.00
1977491.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8486
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1366306.00
1259404.79
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8626
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
2038668.00
2106803.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW9832
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
25368864.00
24411553.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBX0139
B1V7KEBTPIMZEU4LTD58
2052-11-01
3.500000
1502062.00
1409089.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLBX0959
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.000000
1130270.00
1022196.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1355
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
4797528.00
4811365.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1473
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
394599.00
400507.13
Agency Mortgage-Backed Securities
FNMS 05.500 CIBX2127
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
1113194.00
1141947.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3080
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1593194.00
1637635.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX3377
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
1203940.00
1219104.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV6668
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
590000.00
493993.13
Agency Mortgage-Backed Securities
FNMS 02.500 CKBV7772
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
4567536.00
3836800.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV7837
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
19061120.00
17593651.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV8528
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
13785968.00
11911230.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV8550
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
5760920.00
5143243.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9819
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
4707720.00
4198535.69
Agency Mortgage-Backed Securities
FNMS 03.500 REBV9895
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
6334910.00
5871111.62
Agency Mortgage-Backed Securities
GNII JM MA4745 M
549300M8ZYFG0OCMTT87
2032-09-20
3.000000
602904.00
63245.71
Agency Mortgage-Backed Securities
GNII ET CP5142 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
2206168.00
2151444.03
Agency Mortgage-Backed Securities
GNII ET CP6878 C
549300M8ZYFG0OCMTT87
2061-10-20
3.000000
525604.00
463410.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS3541
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
45547968.00
42566506.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2805
B1V7KEBTPIMZEU4LTD58
2052-09-01
2.500000
1155000.00
992969.91
Agency Mortgage-Backed Securities
FNMS 04.000 CIFS2836
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.000000
6697000.00
5541238.01
Agency Mortgage-Backed Securities
FNMS 05.500 CL745243
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.500000
2140000.00
34441.42
Agency Mortgage-Backed Securities
FNMS 04.000 CL806524
B1V7KEBTPIMZEU4LTD58
2034-12-01
4.000000
1335602.00
167046.22
Agency Mortgage-Backed Securities
FNMS 06.000 GL835577
B1V7KEBTPIMZEU4LTD58
2025-09-01
6.000000
470000.00
13917.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0153
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
975000.00
169383.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9522
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
150000.00
43754.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE9624
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
75000.00
12843.52
Agency Mortgage-Backed Securities
FNMS 04.000 I3BF0156
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
128000.00
40401.59
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ2054
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
61000.00
26586.91
Agency Mortgage-Backed Securities
GNII ET CP3354 C
549300M8ZYFG0OCMTT87
2062-03-20
3.000000
109926.00
96507.75
Agency Mortgage-Backed Securities
GNII ET CP3437 C
549300M8ZYFG0OCMTT87
2062-07-20
3.500000
64062.00
58044.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLQE8986
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
1478746.00
1512946.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE8263
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1060626.00
1082861.79
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8510
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
24961952.00
23786723.71
Agency Mortgage-Backed Securities
GNII SF 004713 M
549300M8ZYFG0OCMTT87
2040-06-20
4.500000
9172048.00
458993.63
Agency Mortgage-Backed Securities
GNMI SF 402101 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
1000800.00
12128.00
Agency Mortgage-Backed Securities
GNII SP 785393 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
3380430.00
1248006.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5415
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
2111360.00
2118876.75
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB5507
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
8648304.00
9193090.43
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB5509
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
11413104.00
12030379.01
Agency Mortgage-Backed Securities
FNMS 05.500 CICB5560
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.500000
5209464.00
5366275.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1737
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
355000.00
101297.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1652
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
322461.00
105822.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1890
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
493000.00
233841.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3056
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
1304474.00
401809.18
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA3510
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
118207.00
59104.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2784
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
68663.00
12589.19
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA2869
B1V7KEBTPIMZEU4LTD58
2027-01-01
2.500000
1500000.00
238200.07
Agency Mortgage-Backed Securities
GNII ET CH9629 C
549300M8ZYFG0OCMTT87
2062-04-20
3.500000
155330.00
140355.78
Agency Mortgage-Backed Securities
GNPL PN CI1776
549300M8ZYFG0OCMTT87
2057-07-15
3.015000
3350000.00
3017440.68
Agency Mortgage-Backed Securities
GNII ET CK9611 C
549300M8ZYFG0OCMTT87
2062-06-20
3.500000
1377494.00
1244286.86
Agency Mortgage-Backed Securities
GNII ET CL3620 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
219902.00
218853.71
Agency Mortgage-Backed Securities
FNMS 02.000 CI890666
B1V7KEBTPIMZEU4LTD58
2030-06-01
2.000000
250000.00
40734.58
Agency Mortgage-Backed Securities
FNMS 06.000 CL894948
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
3000000.00
24793.98
Agency Mortgage-Backed Securities
FNMS 06.000 CL928401
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
6371048.00
201850.95
Agency Mortgage-Backed Securities
FNMS 05.000 CL993119
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
2000000.00
92860.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIAA5570
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.000000
3000000.00
25390.65
Agency Mortgage-Backed Securities
FNMS 04.000 CTAA7925
B1V7KEBTPIMZEU4LTD58
2027-02-01
4.000000
3293116.00
96495.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3313
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
4064512.00
124557.89
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB9929
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
59696.00
7755.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4599
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
37020224.00
34528200.19
Agency Mortgage-Backed Securities
FNMS 03.500 CICB4979
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.500000
1507034.00
1400571.00
Agency Mortgage-Backed Securities
GNII JM MA8190 M
549300M8ZYFG0OCMTT87
2052-06-20
3.000000
23020320.00
20313793.61
Agency Mortgage-Backed Securities
GNII SF MA8399 M
549300M8ZYFG0OCMTT87
2037-10-20
5.500000
575733.00
567447.99
Agency Mortgage-Backed Securities
GNII ET CN6290 C
549300M8ZYFG0OCMTT87
2062-02-20
2.500000
297072.00
110947.10
Agency Mortgage-Backed Securities
GNII ET CN7243 C
549300M8ZYFG0OCMTT87
2062-03-20
2.500000
507759.00
417422.93
Agency Mortgage-Backed Securities
GNII ET CO1637 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
89709.00
89333.61
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA0214
B1V7KEBTPIMZEU4LTD58
2029-10-01
5.000000
4000000.00
125014.82
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA1999
B1V7KEBTPIMZEU4LTD58
2024-08-01
3.500000
1000000.00
28754.50
Agency Mortgage-Backed Securities
GNII SF CQ5716 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
4442456.00
4485543.79
Agency Mortgage-Backed Securities
GNII SF CQ6933 C
549300M8ZYFG0OCMTT87
2053-01-20
6.500000
1625794.00
1696065.15
Agency Mortgage-Backed Securities
GNII SF CQ7421 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
4439504.00
4218340.73
Agency Mortgage-Backed Securities
GNII SF CO3860 C
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
1670240.00
1657021.19
Agency Mortgage-Backed Securities
GNII ET CO5099 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
205209.00
185847.81
Agency Mortgage-Backed Securities
GNII ET CO6202 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
120318.00
119763.28
Agency Mortgage-Backed Securities
GNII ET CO5811 C
549300M8ZYFG0OCMTT87
2062-06-20
3.500000
118333.00
107226.65
Agency Mortgage-Backed Securities
GNPL PN CP1105
549300M8ZYFG0OCMTT87
2058-02-15
5.330000
12925300.00
13526270.44
Agency Mortgage-Backed Securities
GNII RG CP1985 C
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
1156084.00
1126362.73
Agency Mortgage-Backed Securities
GNII SF CP9356 C
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
1531838.00
1465168.53
Agency Mortgage-Backed Securities
GNII SF CQ0041 C
549300M8ZYFG0OCMTT87
2053-01-20
6.500000
1882742.00
1969955.63
Agency Mortgage-Backed Securities
GNII SF CQ0042 C
549300M8ZYFG0OCMTT87
2053-01-20
6.500000
1656374.00
1726943.26
Agency Mortgage-Backed Securities
GNII ET CQ0156 C
549300M8ZYFG0OCMTT87
2061-03-20
3.500000
357569.00
324847.54
Agency Mortgage-Backed Securities
GNII RG CQ1888 C
549300M8ZYFG0OCMTT87
2051-05-20
4.500000
5593800.00
5548272.31
Agency Mortgage-Backed Securities
GNII ET CQ1910 C
549300M8ZYFG0OCMTT87
2062-10-20
6.000000
363371.00
373346.15
Agency Mortgage-Backed Securities
GNII RG CQ2801 C
549300M8ZYFG0OCMTT87
2042-11-20
4.000000
1663258.00
1637921.22
Agency Mortgage-Backed Securities
GNII ET CQ2853 C
549300M8ZYFG0OCMTT87
2062-05-20
3.000000
499898.00
439374.67
Agency Mortgage-Backed Securities
GNII ET CQ2880 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
4628360.00
4519273.61
Agency Mortgage-Backed Securities
GNII SF CQ4338 C
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
7945168.00
7569322.54
Agency Mortgage-Backed Securities
GNII ET CQ4667 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
146869.00
146424.20
Agency Mortgage-Backed Securities
GNII RG CQ5549 C
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
1976362.00
2087227.81
Agency Mortgage-Backed Securities
GNMI SF 590371 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
12247040.00
11153.22
Agency Mortgage-Backed Securities
GNII RG CQ9430 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
3106170.00
3127495.80
Agency Mortgage-Backed Securities
GNII RG CR3280 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1003036.00
976379.54
Agency Mortgage-Backed Securities
GNII SF CR4321 C
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
2039972.00
2066637.97
Agency Mortgage-Backed Securities
GNII RG CR7553 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
1397022.00
1360204.26
Agency Mortgage-Backed Securities
GNII SF CR7744 C
549300M8ZYFG0OCMTT87
2053-01-20
5.500000
2167028.00
2212317.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ3218
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
34000.00
21102.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV2521
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
2251680.00
1905653.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV2942
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
3255856.00
2723094.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV5091
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
1197574.00
1047538.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV5596
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
12594192.00
11857321.59
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5252
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
8139712.00
8376048.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLQF6262
S6XOOCT0IEG5ABCC6L87
2053-01-01
3.000000
5142768.00
4673171.57
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF5468
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
20202240.00
20618834.43
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6129
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
5611608.00
5779872.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF7083
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
6845432.00
7086776.83
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF7134
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
10056768.00
10421547.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2933
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.000000
179042560.00
4627980.54
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4690
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.000000
2562076.00
482840.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0111
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
4300000.00
1208568.94
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0602
S6XOOCT0IEG5ABCC6L87
2036-12-01
2.500000
320000.00
263644.23
Agency Mortgage-Backed Securities
FEPC 03.500 CTSC0321
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
22478848.00
20844309.27
Agency Mortgage-Backed Securities
FEPC 04.500 CTSC0334
S6XOOCT0IEG5ABCC6L87
2043-01-01
4.500000
48300800.00
47996230.22
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD1875
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
16798460.00
17364789.57
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE1102
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
33124800.00
27944003.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE2628
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
10152208.00
9108334.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE3577
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
10834000.00
9738204.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE4038
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
5573864.00
4946149.91
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6702
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
1066600.00
1030663.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE6819
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
1398400.00
1412755.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD9327
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
60944.00
53722.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE0382
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
291849.00
246276.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0404
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
19710496.00
17758522.44
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2982
B1V7KEBTPIMZEU4LTD58
2032-04-01
2.000000
431773.00
193873.71
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3739
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.500000
429000.00
71955.88
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF3611
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
1064762.00
1117641.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3714
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
1280932.00
1301107.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3963
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
1058270.00
1051823.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLQF4574
S6XOOCT0IEG5ABCC6L87
2052-12-01
3.000000
13327088.00
12090892.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1972
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
125000.00
38493.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5305
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
25223.00
6269.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6900
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
28959.00
8635.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8009
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
1360114.00
167160.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9071
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
7542416.00
2188036.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1295
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
980000.00
203356.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5178
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
126000.00
60373.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9999
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
930565.00
857142.73
Agency Mortgage-Backed Securities
FNMS 07.000 CT256994
B1V7KEBTPIMZEU4LTD58
2027-10-01
7.000000
182674.00
5809.07
Agency Mortgage-Backed Securities
FNMS 07.000 CL369250
B1V7KEBTPIMZEU4LTD58
2025-12-01
7.000000
6674768.00
15284.98
Agency Mortgage-Backed Securities
FNMS 07.000 CL444673
B1V7KEBTPIMZEU4LTD58
2027-07-01
7.000000
5000000.00
58127.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH1871
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
23093360.00
1226091.52
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO8871
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
7000000.00
1700449.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP3082
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
4400000.00
1499750.19
Agency Mortgage-Backed Securities
FNMS 02.500 CIBP6512
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
320000.00
165879.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ3039
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1271534.00
879507.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ7428
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
100000.00
85183.27
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ8658
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1220514.00
611730.74
Agency Mortgage-Backed Securities
FNMS 02.000 REBR1104
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
350000.00
214963.61
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1967
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
7633384.00
5551731.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR8896
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
84000.00
65887.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLBT8002
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
10475056.00
10691009.04
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU7642
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
5902048.00
4643343.17
Agency Mortgage-Backed Securities
FNMS 02.500 REBU8901
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
11698240.00
9940033.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV0790
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.500000
735488.00
680059.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2499
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
225000.00
15650.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6458
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
730263552.00
71937259.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8936
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
336000.00
56287.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8272
S6XOOCT0IEG5ABCC6L87
2052-12-01
3.000000
60841472.00
54915053.93
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA9722
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
3216516.00
1852438.43
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB8599
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
3115292.00
1669740.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC8524
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
528000.00
386673.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD1359
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
7826056.00
6293571.50
Agency Mortgage-Backed Securities
FNMS 06.000 CIMA4937
B1V7KEBTPIMZEU4LTD58
2037-01-01
6.000000
10774336.00
11115947.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD3812
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.000000
276209664.00
10611221.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE0518
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
360000.00
7000.45
Agency Mortgage-Backed Securities
FEPC 03.500 3SZN0120
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
2199576.00
260264.65
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5748
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
1839000.00
1482545.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6088
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
5206528.00
4174849.37
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6948
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
6302544.00
5445143.01
Agency Mortgage-Backed Securities
FNMS 02.000 CTCA5685
B1V7KEBTPIMZEU4LTD58
2040-05-01
2.000000
925853.00
481732.30
Agency Mortgage-Backed Securities
FNMS 02.500 CICA6563
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
308000.00
160593.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8866
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
100000.00
65224.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2620
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
459571.00
380224.50
Agency Mortgage-Backed Securities
GNMI SF 704865 X
549300M8ZYFG0OCMTT87
2040-01-15
5.000000
150000.00
8354.40
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA7135
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
235000000.00
197292900.31
Agency Mortgage-Backed Securities
FEPC 06.500 CTRB5222
S6XOOCT0IEG5ABCC6L87
2043-01-01
6.500000
18459744.00
19199272.11
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC1999
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
100000000.00
72228634.68
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC2005
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.000000
77989888.00
54886100.23
Agency Mortgage-Backed Securities
FEPC 04.000 CIQO0803
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.000000
205294.00
199327.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4788
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
3947144.00
2678097.13
Agency Mortgage-Backed Securities
FNMS 04.000 CL190405
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
5391496.00
229328.49
Agency Mortgage-Backed Securities
FNMS 05.000 CT255226
B1V7KEBTPIMZEU4LTD58
2024-05-01
5.000000
4117000.00
13490.81
Agency Mortgage-Backed Securities
GNII ET CN1144 C
549300M8ZYFG0OCMTT87
2059-05-20
2.500000
1733246.00
1457849.37
Agency Mortgage-Backed Securities
GNPL PN CP3682
549300M8ZYFG0OCMTT87
2058-01-15
5.370000
7674200.00
8046605.90
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS4203
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.000000
255800.00
54851.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4885
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1400000.00
177940.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7490
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
200000.00
63057.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0527
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
5017450.00
1190229.90
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU1585
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.525000
76224.00
52917.11
Agency Mortgage-Backed Securities
FNMS 03.500 CIAW8725
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.500000
47183.00
5472.75
Agency Mortgage-Backed Securities
FNMS 04.000 CIAX7284
B1V7KEBTPIMZEU4LTD58
2029-12-01
4.000000
1349050.00
149422.60
Agency Mortgage-Backed Securities
FNMS 07.500 KL648645
B1V7KEBTPIMZEU4LTD58
2032-06-01
7.500000
2600000.00
27746.45
Agency Mortgage-Backed Securities
FNMS 07.500 CL735204
B1V7KEBTPIMZEU4LTD58
2034-09-01
7.500000
31439936.00
705103.75
Agency Mortgage-Backed Securities
GNII SF MA7470 M
549300M8ZYFG0OCMTT87
2051-07-20
1.500000
126560.00
92777.35
Agency Mortgage-Backed Securities
GNII SF MA7710 M
549300M8ZYFG0OCMTT87
2051-11-20
5.000000
25000.00
19948.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0658
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
809000.00
683900.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1376
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
325000.00
261614.27
Agency Mortgage-Backed Securities
GNII SF MA0155 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
1225000.00
96144.40
Agency Mortgage-Backed Securities
GNII SF MA2075 M
549300M8ZYFG0OCMTT87
2044-07-20
4.500000
250000.00
23456.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
1709000.00
773572.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW3003
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
1151008.00
1114977.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW4164
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
2010952.00
1880783.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW4774
B1V7KEBTPIMZEU4LTD58
2052-07-01
6.000000
1557030.00
1613167.00
Agency Mortgage-Backed Securities
FNMS 03.500 REBW6278
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
3390124.00
3060829.69
Agency Mortgage-Backed Securities
FNMS 03.500 PLBW5640
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
1227112.00
1104784.50
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8086
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.000000
47000.00
13981.68
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
714000.00
424595.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8097
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.000000
15100000.00
8340079.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7543
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
296000.00
229624.86
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8157
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
50016000.00
34521575.92
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
40522752.00
29450167.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8168
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
828000.00
616866.48
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8171
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.500000
600000.00
450218.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8214
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
256333824.00
230783252.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8264
S6XOOCT0IEG5ABCC6L87
2052-11-01
3.500000
674719.00
627367.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3603
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1714614.00
1788028.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0808
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
325000.00
41685.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
100000.00
16502.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2055
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
66000.00
7499.45
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2272
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
4173632.00
1225481.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4598
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
701536.00
595119.32
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4602
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.000000
37630528.00
31947724.73
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA4791
B1V7KEBTPIMZEU4LTD58
2032-10-01
2.500000
1161754.00
1074786.78
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4799
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1317492.00
1240828.95
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1808
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
131000.00
105469.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2078
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
13000.00
10894.34
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2287
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1500000.00
1220963.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4040
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
25000000.00
24208211.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4021
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
75128720.00
70499336.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU0047
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
5015030.00
4077570.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU1771
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1013294.00
875853.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4322
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
850000.00
286478.38
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM5531
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
236672.00
143532.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM5657
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
183000.00
100976.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7599
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
73000.00
32855.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM8110
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
5514000.00
4048739.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8162
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
275000.00
211008.59
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM8297
B1V7KEBTPIMZEU4LTD58
2035-12-01
3.000000
40000.00
22591.42
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8363
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.000000
1480000.00
1066685.54
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM8702
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
450000.00
346147.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9776
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1000000.00
808260.30
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM9208
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.000000
1260000.00
964869.49
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0349
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
100000.00
79688.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW6831
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
1128838.00
1043656.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8803
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
450101.00
459611.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBX1001
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1002804.00
937413.27
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1062
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
2547460.00
2606292.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1244
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1285710.00
1266597.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV7866
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
14076528.00
12966890.87
Agency Mortgage-Backed Securities
GNII SF MA5401 M
549300M8ZYFG0OCMTT87
2048-08-20
5.500000
684160.00
87784.22
Agency Mortgage-Backed Securities
GNII JM MA5458 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
1143236.00
42309.85
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
5115904.00
544236.91
Agency Mortgage-Backed Securities
GNII SF MA5686 M
549300M8ZYFG0OCMTT87
2034-04-20
5.000000
490525.00
219323.79
Agency Mortgage-Backed Securities
GNII SF MA3377 M
549300M8ZYFG0OCMTT87
2046-01-20
4.000000
4664320.00
535470.03
Agency Mortgage-Backed Securities
GNII SF MA4512 M
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
975000.00
113988.69
Agency Mortgage-Backed Securities
GNII SF MA4653 M
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
10794304.00
1587492.15
Agency Mortgage-Backed Securities
GNII SF BE6461 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
6680000.00
1693861.78
Agency Mortgage-Backed Securities
GNII SF BF4922 C
549300M8ZYFG0OCMTT87
2048-03-20
4.500000
341000.00
39884.30
Agency Mortgage-Backed Securities
GNMI SF BR6259 X
549300M8ZYFG0OCMTT87
2050-01-15
3.500000
596987.00
19740.08
Agency Mortgage-Backed Securities
GNII SF BS1742 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
900000.00
308410.83
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3093
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
201391104.00
180116101.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2353
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
2722004.00
823877.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA6972
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
187178.00
20125.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC2849
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
31000.00
7010.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0354
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1059570.00
395599.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5843
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1177498.00
501819.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE8849
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1569798.00
425145.07
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0130
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
3255000.00
1263509.34
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0132
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
9483856.00
3720674.83
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0177
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
2000000.00
853961.48
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0196
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.500000
325000.00
101075.14
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0332
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.000000
400000.00
192399.66
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0381
B1V7KEBTPIMZEU4LTD58
2059-04-01
4.000000
1000000.00
491979.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2344
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1544628.00
427945.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ2681
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
425000.00
67151.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8252
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
10479000.00
10023242.40
Agency Mortgage-Backed Securities
GNII SF 003701 M
549300M8ZYFG0OCMTT87
2035-04-20
5.000000
2730132.00
59440.93
Agency Mortgage-Backed Securities
GNII SF 003747 M
549300M8ZYFG0OCMTT87
2035-08-20
5.000000
3800000.00
94757.14
Agency Mortgage-Backed Securities
GNII SF 004558 M
549300M8ZYFG0OCMTT87
2039-10-20
4.500000
3900000.00
187106.56
Agency Mortgage-Backed Securities
GNII SF 004715 M
549300M8ZYFG0OCMTT87
2040-06-20
5.000000
602150000.00
29706881.37
Agency Mortgage-Backed Securities
GNMI SF 720849 X
549300M8ZYFG0OCMTT87
2039-06-15
4.000000
2354480.00
101755.40
Agency Mortgage-Backed Securities
GNMI SF 733167 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
434068.00
21892.17
Agency Mortgage-Backed Securities
GNMI SF 748486 X
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
31499000.00
1463834.35
Agency Mortgage-Backed Securities
GNMI SF 510585 X
549300M8ZYFG0OCMTT87
2035-02-15
4.500000
535000.00
15188.42
Agency Mortgage-Backed Securities
GNII SF 515990 C
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
2598372.00
66822.10
Agency Mortgage-Backed Securities
GNII SF 545327 C
549300M8ZYFG0OCMTT87
2030-12-20
3.500000
482401.00
21860.21
Agency Mortgage-Backed Securities
GNII SP 784479 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1131616.00
520007.85
Agency Mortgage-Backed Securities
GNII SP 784825 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
300000.00
18286.31
Agency Mortgage-Backed Securities
GNMI SP 782429 X
549300M8ZYFG0OCMTT87
2038-10-15
5.000000
1000000.00
16045.03
Agency Mortgage-Backed Securities
GNMI SP 782557 X
549300M8ZYFG0OCMTT87
2039-01-15
5.000000
417000.00
16525.86
Agency Mortgage-Backed Securities
GNII SP 783576 M
549300M8ZYFG0OCMTT87
2041-12-20
4.500000
250000000.00
17590453.87
Agency Mortgage-Backed Securities
GNMI SP 783430 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
568090.00
34575.90
Agency Mortgage-Backed Securities
GNII SF 627014 C
549300M8ZYFG0OCMTT87
2030-11-20
3.000000
80466.00
32354.21
Agency Mortgage-Backed Securities
GNMI SF 693564 X
549300M8ZYFG0OCMTT87
2038-07-15
6.500000
538602.00
17515.35
Agency Mortgage-Backed Securities
GNMI SF 697852 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
1376419.00
8622.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2201
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1466220.00
328586.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2870
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3492320.00
1723255.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3664
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
181000.00
37109.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2863
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
2615000.00
661539.07
Agency Mortgage-Backed Securities
GNMI SF BT9206 X
549300M8ZYFG0OCMTT87
2050-04-15
3.500000
814688.00
252166.29
Agency Mortgage-Backed Securities
GNMI SF BU8320 X
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
6610608.00
2183150.95
Agency Mortgage-Backed Securities
GNII SF BV9815 C
549300M8ZYFG0OCMTT87
2036-01-20
6.000000
1426812.00
871866.15
Agency Mortgage-Backed Securities
GNII SF BY9474 C
549300M8ZYFG0OCMTT87
2035-06-20
6.000000
2694212.00
1370107.59
Agency Mortgage-Backed Securities
GNII SF CI0196 C
549300M8ZYFG0OCMTT87
2035-08-20
5.000000
1443982.00
829876.90
Agency Mortgage-Backed Securities
GNII RG CL2939 C
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
2098368.00
1326958.74
Agency Mortgage-Backed Securities
GNII ET CL4972 C
549300M8ZYFG0OCMTT87
2056-01-20
2.500000
138212.00
114412.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ8363
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
2123468.00
890779.53
Agency Mortgage-Backed Securities
FNMS 04.000 CI932359
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.000000
970000.00
8720.85
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
3000000.00
73335.41
Agency Mortgage-Backed Securities
FNMS 05.000 CI995957
B1V7KEBTPIMZEU4LTD58
2024-06-01
5.000000
5204510.00
6722.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5366
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
44930000.00
10542365.72
Agency Mortgage-Backed Securities
GNII SF MA7742 M
549300M8ZYFG0OCMTT87
2035-07-20
4.500000
56409.00
43054.23
Agency Mortgage-Backed Securities
GNII SF BA3282 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
350000.00
34124.69
Agency Mortgage-Backed Securities
GNII SF BE3023 C
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
390530.00
286191.06
Agency Mortgage-Backed Securities
GNII ET CN5027 C
549300M8ZYFG0OCMTT87
2062-06-20
3.500000
770144.00
578950.82
Agency Mortgage-Backed Securities
GNII ET CN5028 C
549300M8ZYFG0OCMTT87
2062-07-20
4.000000
610313.00
507311.15
Agency Mortgage-Backed Securities
GNII ET CN9065 C
549300M8ZYFG0OCMTT87
2062-07-20
4.500000
129983.00
126681.09
Agency Mortgage-Backed Securities
GNII JM MA6145 M
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1308058.00
80532.26
Agency Mortgage-Backed Securities
GNII SF MA6603 M
549300M8ZYFG0OCMTT87
2050-04-20
5.000000
400000.00
93372.64
Agency Mortgage-Backed Securities
GNII SF MA6994 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
599118.00
381302.68
Agency Mortgage-Backed Securities
GNII SF MA7056 M
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
608565.00
218758.48
Agency Mortgage-Backed Securities
GNII JM MA7977 M
549300M8ZYFG0OCMTT87
2052-04-20
2.000000
2722856.00
2182188.37
Agency Mortgage-Backed Securities
GNII SF MA7995 M
549300M8ZYFG0OCMTT87
2038-02-20
6.500000
363456.00
300592.56
Agency Mortgage-Backed Securities
GNII SF MA8044 M
549300M8ZYFG0OCMTT87
2052-05-20
3.500000
161152000.00
148283468.41
Agency Mortgage-Backed Securities
GNII SF MA7398 M
549300M8ZYFG0OCMTT87
2035-09-20
5.500000
916477.00
649480.25
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1547
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
834311.00
198813.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
500990464.00
59143098.07
Agency Mortgage-Backed Securities
GNII ET CP2366 C
549300M8ZYFG0OCMTT87
2062-08-20
5.500000
1140272.00
1164752.85
Agency Mortgage-Backed Securities
GNII ET CP2558 C
549300M8ZYFG0OCMTT87
2059-11-20
3.000000
155566.00
136709.78
Agency Mortgage-Backed Securities
GNMI SF AN7282 X
549300M8ZYFG0OCMTT87
2045-08-15
5.000000
962144.00
22345.58
Agency Mortgage-Backed Securities
GNII ET CP9287 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
1316718.00
1284321.23
Agency Mortgage-Backed Securities
GNII SF CQ1902 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1077240.00
1138294.99
Agency Mortgage-Backed Securities
GNMI SF AT7682 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
608518.00
98936.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4564
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
2225000.00
626202.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6850
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
150000.00
45400.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV3372
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
4057160.00
3532621.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4118
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
17623104.00
14315242.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV7183
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
6269128.00
5765835.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4922
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
225000.00
33936.47
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4191
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.500000
7000000.00
130911.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
315000.00
54435.47
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4736
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.000000
550000.00
84043.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9566
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
6882888.00
1596401.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0240
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
3325000.00
777608.89
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0379
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.500000
1000000.00
407043.94
Agency Mortgage-Backed Securities
FEPC 03.000 CISB8036
S6XOOCT0IEG5ABCC6L87
2035-03-01
3.000000
300000.00
84741.25
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8188
S6XOOCT0IEG5ABCC6L87
2037-11-01
3.500000
38322200.00
36231713.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1082
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
43839104.00
38755628.33
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE7659
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
3391844.00
3256621.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA2872
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.500000
460000.00
78681.22
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3159
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
95410.00
16841.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
233000.00
31592.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
3000000.00
504247.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
104000.00
15839.01
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3821
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.000000
10500000.00
3077550.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3803
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
549000.00
89198.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3804
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
162000.00
31190.42
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3828
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
11418000.00
2588437.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4031
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
1718000.00
418717.05
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4228
B1V7KEBTPIMZEU4LTD58
2036-01-01
1.500000
1000000.00
647065.91
Agency Mortgage-Backed Securities
FNMS 01.500 CKMA4294
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
264000.00
184658.05
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4355
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
1934000.00
1438827.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4624
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
2125752.00
1874765.43
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3589
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
2716812.00
2765898.61
Agency Mortgage-Backed Securities
FNMS 05.000 CL735893
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
58770000.00
923154.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9264
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3204000.00
1418899.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0915
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
390000.00
47057.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5332
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5000000.00
1164376.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5908
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1124056.00
301020.09
Agency Mortgage-Backed Securities
FNMS 07.000 CLBM4313
B1V7KEBTPIMZEU4LTD58
2030-03-01
7.000000
437924.00
108773.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5506
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
41789888.00
19095028.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4383
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1345568.00
185119.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4395
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8063376.00
1889644.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5883
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
475192.00
128560.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6683
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
50000000.00
8393552.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9165
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
7305040.00
2084065.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1304
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
5000000.00
1021153.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9261
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
1051224.00
951116.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW2049
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1379068.00
1432733.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW2033
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
1290708.00
1335745.25
Agency Mortgage-Backed Securities
FNMS 06.500 CT256310
B1V7KEBTPIMZEU4LTD58
2026-07-01
6.500000
6300000.00
116390.88
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
2255000.00
53502.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2429
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
5178768.00
2279493.13
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO5445
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
228000.00
70831.97
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ4558
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
22500000.00
15977054.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ6341
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
600000.00
314399.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3225
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
4065632.00
2740933.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR3397
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
722000.00
583725.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR4423
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
5000560.00
3707240.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT7916
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
10496640.00
9955759.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU6949
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
6058488.00
5620338.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ5905
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.500000
105000.00
9055.13
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1465
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
3950000.00
199156.40
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL2136
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
26500000.00
3588743.81
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6185
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
288000.00
48625.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6301
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.500000
286000.00
36842.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL7769
B1V7KEBTPIMZEU4LTD58
2043-12-01
3.000000
550000.00
134964.87
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO8494
B1V7KEBTPIMZEU4LTD58
2027-06-01
2.500000
3000000.00
230851.90
Agency Mortgage-Backed Securities
FNMS 03.000 CRAR1202
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
100000.00
31030.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0206
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
1010000.00
304827.05
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8281
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
1007366.00
1030781.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA1213
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
6508896.00
1921899.33
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA4860
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1600060.00
1558328.14
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE5487
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
14000000.00
214834.29
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1841
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
4554064.00
3554896.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2955
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1120000.00
184873.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3225
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
108000.00
13992.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3691
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.000000
6890000.00
1183668.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3872
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
904000.00
121928.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6577
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
2161744.00
1425212.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6598
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
305000.00
191567.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1552
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
4200000.00
3401592.10
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2613
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
481109.00
380806.24
Agency Mortgage-Backed Securities
GNMI SF 710994 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
14081952.00
1084803.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7380
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
159000.00
145341.37
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5054
S6XOOCT0IEG5ABCC6L87
2040-06-01
2.500000
2000000.00
828831.86
Agency Mortgage-Backed Securities
FNMS 05.000 CT255892
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
54002880.00
372142.03
Agency Mortgage-Backed Securities
GNII SF CM2058 C
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
2447956.00
1364838.71
Agency Mortgage-Backed Securities
GNMI SF AL6747 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
219135.00
70575.18
Agency Mortgage-Backed Securities
GNMI SF AL6993 X
549300M8ZYFG0OCMTT87
2045-04-15
3.500000
1342306.00
286861.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS6234
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.500000
2073000.00
642897.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7601
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
74000.00
12293.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8649
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1058000.00
213197.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9397
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
48000000.00
15689855.97
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU8125
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.775000
112322.00
72280.47
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW8203
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.000000
25448.00
6126.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLAZ2936
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.000000
75633.00
14827.37
Agency Mortgage-Backed Securities
GNMI SP 783640 X
549300M8ZYFG0OCMTT87
2039-05-15
5.000000
1589068.00
62598.82
Agency Mortgage-Backed Securities
FNMS 04.500 CIAC8594
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.500000
3516988.00
28314.52
Agency Mortgage-Backed Securities
FNMS 03.500 CIAI9793
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
895000.00
22277.08
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
2707000000.00
2707000000.00
0.0687
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 4.300000%
254900Y8NKGV541U8Q32
0001457970
ARP0VNRD2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
3.875000
8158800.00
8505504.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.875000
11610339700.00
11482590877.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.375000
3635664400.00
3581703808.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
0.250000
665480400.00
629075140.30
U.S. Treasuries (including strips)
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
15700000000.00
15700000000.00
0.3985
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 4.300000%
K5HU16E3LMSVCCJJJ255
ARP0VNRK6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-06-15
3.500000
2046620.00
1755688.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-09-15
1.000000
1700000.00
935569.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-01-15
3.000000
10145584.00
9066692.45
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLAA9357
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
1000.00
28.67
Agency Mortgage-Backed Securities
GNII SF MA6154 M
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1000.00
160.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109618
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.690000
11381000.00
11109927.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-07-25
2.540150
5085000.00
4013914.55
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-11-25
3.154170
525000.00
432675.17
Agency Collateralized Mortgage Obligation
MNRA CL010A2 R18M010
B1V7KEBTPIMZEU4LTD58
2028-07-25
3.357520
200000.00
193509.99
Agency Collateralized Mortgage Obligation
FEPC 03.000 CIZK5022
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
4000.00
390.11
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK8509
S6XOOCT0IEG5ABCC6L87
2032-01-01
2.500000
7000.00
2051.03
Agency Mortgage-Backed Securities
03.650 FKAR WN0001 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.650000
1725000.00
1550045.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1357
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
154705.00
26234.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0804
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
270000.00
40079.09
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0613
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
69880.00
13713.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM1677
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
5612000.00
2200437.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0212
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
142000.00
58245.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8189
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
1389216.00
1132166.80
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2052-07-25
4.810110
6157808.00
5906928.71
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-25
4.000000
3240772.00
2774045.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-10-25
5.500000
3000000.00
2972061.40
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLZM5333
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
40000.00
7917.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL6785
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
16000.00
2915.20
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8576
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
44000.00
4158.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA4718
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
6000.00
1790.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0944
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1025000.00
147883.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
5000.00
759.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM2406
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
113000.00
42638.02
Agency Mortgage-Backed Securities
FNRM CL001HQ R19F001
B1V7KEBTPIMZEU4LTD58
2049-02-25
3.500000
2576000.00
1897851.45
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLZS4622
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
1664310.00
226510.76
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS7578
S6XOOCT0IEG5ABCC6L87
2031-11-01
2.500000
540000.00
183043.64
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8538
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.000000
24000.00
2775.85
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8705
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.500000
27000.00
3940.22
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0495
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
3000.00
324.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1778
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
78999.00
7796.70
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8053
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.500000
18000.00
7866.65
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8132
S6XOOCT0IEG5ABCC6L87
2036-12-01
2.000000
54000.00
43284.82
Agency Mortgage-Backed Securities
FEPC 04.000 CISB8178
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.000000
14000.00
13076.03
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0865
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.500000
7000.00
5935.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS6109
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.980000
23143000.00
22822369.16
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6189
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.500000
5000.00
51.08
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5523
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
39000.00
136.93
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5907
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.500000
59999.00
482.84
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5930
S6XOOCT0IEG5ABCC6L87
2037-04-01
5.500000
44000.00
511.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI9541
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
20000.00
543.61
Agency Mortgage-Backed Securities
FEPC 04.000 CLZI9597
S6XOOCT0IEG5ABCC6L87
2040-01-01
4.000000
13111.00
699.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI9756
S6XOOCT0IEG5ABCC6L87
2040-02-01
4.500000
290000.00
9975.61
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0848
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
5055.00
267.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0477
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
128325.00
9710.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0452
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
272000.00
24534.76
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0695
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
150194.00
15798.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0743
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
87000.00
5644.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1235
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
5000.00
277.43
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ1291
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.500000
10000.00
737.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4531
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
5000000.00
359846.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4548
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
50000.00
5498.17
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK8786
S6XOOCT0IEG5ABCC6L87
2032-06-01
3.000000
1139510.00
232444.01
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9009
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
18000.00
5013.67
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9010
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
1103702.00
374572.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3527
S6XOOCT0IEG5ABCC6L87
2047-06-01
4.500000
74000.00
21017.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3860
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
1408400.00
220738.87
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA7747
S6XOOCT0IEG5ABCC6L87
2052-08-01
2.500000
99296.00
85949.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ5443
S6XOOCT0IEG5ABCC6L87
2031-11-01
5.500000
101000.00
854.21
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2234
S6XOOCT0IEG5ABCC6L87
2025-04-01
4.500000
13991840.00
307767.13
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK5360
S6XOOCT0IEG5ABCC6L87
2028-04-01
3.000000
40000.00
3305.78
Agency Mortgage-Backed Securities
FKAR 04.220 WAWA1633
S6XOOCT0IEG5ABCC6L87
2032-11-01
4.220000
4759568.00
4630701.11
Agency Mortgage-Backed Securities
FKAR 03.800 WNWN2257
S6XOOCT0IEG5ABCC6L87
2029-09-01
3.800000
7813000.00
7601374.48
Agency Mortgage-Backed Securities
FKAR 03.700 WNWN2285
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.700000
19086000.00
18211390.41
Agency Mortgage-Backed Securities
FKAR 04.350 WNWN2297
S6XOOCT0IEG5ABCC6L87
2032-11-01
4.350000
19027000.00
18650474.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0701
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1229662.00
548985.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA2406
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
30712.00
5863.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6906
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
160000.00
63727.68
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC2771
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
3027492.00
2321748.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6081
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
20524480.00
17283275.91
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD8220
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
499000.00
437113.91
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF3898
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.500000
1791950.00
1882693.00
Agency Mortgage-Backed Securities
FEPC 04.000 CTQK0033
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
2747916.00
1008147.87
Agency Mortgage-Backed Securities
FEPC 03.500 CTQK0208
S6XOOCT0IEG5ABCC6L87
2040-03-01
3.500000
1504028.00
1023889.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2019
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
16000.00
5743.48
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3607
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
144000.00
93117.77
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5205
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
18487040.00
13412242.78
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6709
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
36514304.00
30446908.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4728
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
167000.00
29928.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA4209
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
5019000.00
1228115.61
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA5285
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
46543800.00
19844342.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7587
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.000000
36000.00
3699.02
Agency Mortgage-Backed Securities
FEPC 04.500 CTZL7847
S6XOOCT0IEG5ABCC6L87
2038-10-01
4.500000
1211176.00
512030.65
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL8910
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.000000
29000.00
2141.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL8452
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.000000
3000.00
565.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0555
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
70000.00
12589.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM0647
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
700000.00
269530.76
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0007
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.000000
14989696.00
3352890.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0391
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
16453696.00
9091046.34
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0563
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
37139000.00
27447542.04
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0625
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
4316000.00
3203129.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1841
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
20728128.00
18486242.66
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2217
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2052-01-01
3.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2033-10-01
5.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2034-06-01
5.500000
13986.00
130.88
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2036-04-01
5.500000
34500.00
229.72
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2035-06-01
5.500000
100000.00
841.36
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2035-11-01
5.500000
110000.00
5326.95
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2038-02-01
3.500000
1582464.00
789885.96
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
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S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
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2042-02-01
4.000000
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S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
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335542.24
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S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
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S6XOOCT0IEG5ABCC6L87
2042-08-01
4.000000
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2042-03-01
3.500000
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S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
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2043-02-01
3.000000
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Agency Mortgage-Backed Securities
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4.000000
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S6XOOCT0IEG5ABCC6L87
2034-12-01
5.500000
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2037-09-01
5.500000
17000.00
179.20
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
29000.00
265.66
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2039-03-01
4.000000
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S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
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1444.05
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2042-03-01
4.000000
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331.03
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S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
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10652.47
Agency Mortgage-Backed Securities
FNRM CL048MA R19F048
B1V7KEBTPIMZEU4LTD58
2049-09-25
3.000000
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Agency Collateralized Mortgage Obligation
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S6XOOCT0IEG5ABCC6L87
2044-11-01
3.000000
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S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
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13491.58
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2046-07-01
4.000000
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1700320.06
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
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4732.22
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
15000.00
13355.64
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
333000000.00
333000000.00
0.0085
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Y
Y
N
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JP MORGAN SECURITIES LLC 4.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0VNRL4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
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549300M8ZYFG0OCMTT87
2033-07-20
4.500000
198463.00
8983.48
Agency Mortgage-Backed Securities
GNII SF MA4652 M
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1865156.00
316191.69
Agency Mortgage-Backed Securities
GNII SF MA6092 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
13862768.00
2254076.34
Agency Mortgage-Backed Securities
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
8726400.00
1557233.00
Agency Mortgage-Backed Securities
GNII SF MA6999 M
549300M8ZYFG0OCMTT87
2050-10-20
4.500000
4077960.00
1391606.12
Agency Mortgage-Backed Securities
GNII SF MA8098 M
549300M8ZYFG0OCMTT87
2052-06-20
3.000000
29203456.00
26088628.57
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2037-10-20
6.500000
189354.00
201632.46
Agency Mortgage-Backed Securities
GNII RG CO2691 C
549300M8ZYFG0OCMTT87
2049-12-20
5.500000
3288288.00
2338666.03
Agency Mortgage-Backed Securities
GNII SF CO6539 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
2027712.00
1967048.87
Agency Mortgage-Backed Securities
GNII SF BG7913 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
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1167437.92
Agency Mortgage-Backed Securities
GNII SF BJ5386 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
164000.00
29197.53
Agency Mortgage-Backed Securities
GNII SF BL7755 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
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Agency Mortgage-Backed Securities
GNII SF BM5458 C
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
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Agency Mortgage-Backed Securities
GNII ET CJ9418 C
549300M8ZYFG0OCMTT87
2057-05-20
4.000000
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138994.41
Agency Mortgage-Backed Securities
GNPL LM CL5335
549300M8ZYFG0OCMTT87
2060-10-15
3.540000
5634624.00
5244537.38
Agency Mortgage-Backed Securities
GNII RG CM4718 C
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
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Agency Mortgage-Backed Securities
GNII RG CN0176 C
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
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878783.45
Agency Mortgage-Backed Securities
GNMI SF AA6411 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
25000.00
6639.54
Agency Mortgage-Backed Securities
GNAR AT MA0111 M
549300M8ZYFG0OCMTT87
2042-05-20
2.875000
830000.00
27797.06
Agency Mortgage-Backed Securities
GNAR AT MA0177 M
549300M8ZYFG0OCMTT87
2042-06-20
2.875000
620000.00
23988.40
Agency Mortgage-Backed Securities
GNII SF MA0933 M
549300M8ZYFG0OCMTT87
2043-04-20
3.000000
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2777390.81
Agency Mortgage-Backed Securities
GNII SF MA1010 M
549300M8ZYFG0OCMTT87
2043-04-20
2.500000
2676910.00
589511.28
Agency Mortgage-Backed Securities
GNII SF MA1450 M
549300M8ZYFG0OCMTT87
2043-11-20
4.500000
406300.00
32637.01
Agency Mortgage-Backed Securities
GNII SF MA1601 M
549300M8ZYFG0OCMTT87
2044-01-20
4.000000
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Agency Mortgage-Backed Securities
GNII SF MA2569 M
549300M8ZYFG0OCMTT87
2030-02-20
3.000000
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25182.66
Agency Mortgage-Backed Securities
GNII SF MA5818 M
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
799179776.00
84060103.28
Agency Mortgage-Backed Securities
GNII SF MA6041 M
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
844080.00
126042.93
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
180995.00
29760.29
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
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3703237.91
Agency Mortgage-Backed Securities
GNII SF BF1122 C
549300M8ZYFG0OCMTT87
2048-01-20
4.500000
41005248.00
3099972.06
Agency Mortgage-Backed Securities
GNII SF BF5085 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
9925776.00
1142079.96
Agency Mortgage-Backed Securities
GNII SF MA2677 M
549300M8ZYFG0OCMTT87
2045-03-20
3.000000
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Agency Mortgage-Backed Securities
GNAR AF MA2383 M
549300M8ZYFG0OCMTT87
2044-11-20
1.750000
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1579051.51
Agency Mortgage-Backed Securities
GNII SF MA3104 M
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
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Agency Mortgage-Backed Securities
GNII SF MA3940 M
549300M8ZYFG0OCMTT87
2046-09-20
5.000000
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Agency Mortgage-Backed Securities
GNII SF MA4075 M
549300M8ZYFG0OCMTT87
2038-10-20
6.500000
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Agency Mortgage-Backed Securities
GNPL LM AD0091
549300M8ZYFG0OCMTT87
2032-06-15
2.730000
150000.00
83466.16
Agency Mortgage-Backed Securities
GNII SF AJ2596 C
549300M8ZYFG0OCMTT87
2045-03-20
2.500000
2661324.00
403536.46
Agency Mortgage-Backed Securities
GNII SF AP4025 C
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
1480810.00
456065.21
Agency Mortgage-Backed Securities
GNMI SF 575018 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
709473.00
9588.38
Agency Mortgage-Backed Securities
GNMI SF 693508 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
1000000.00
6978.82
Agency Mortgage-Backed Securities
GNII SF MA4899 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
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Agency Mortgage-Backed Securities
GNII SF MA5081 M
549300M8ZYFG0OCMTT87
2048-03-20
5.500000
5729848.00
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Agency Mortgage-Backed Securities
GNII SF MA5110 M
549300M8ZYFG0OCMTT87
2033-03-20
3.000000
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33078.80
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
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Agency Mortgage-Backed Securities
GNAR AF MA6297 M
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
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Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
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Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
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Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
153675.00
27492.45
Agency Mortgage-Backed Securities
GNII SF MA5798 M
549300M8ZYFG0OCMTT87
2031-05-20
7.000000
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Agency Mortgage-Backed Securities
GNII SF MA6910 M
549300M8ZYFG0OCMTT87
2033-07-20
4.500000
120801.00
22095.50
Agency Mortgage-Backed Securities
GNII JM MA8335 M
549300M8ZYFG0OCMTT87
2052-09-20
2.500000
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3008313.65
Agency Mortgage-Backed Securities
GNII ET CN6296 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
1349944.00
1176881.30
Agency Mortgage-Backed Securities
GNII SF CP2385 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1723198.00
1704703.47
Agency Mortgage-Backed Securities
GNII SF BM4130 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
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18787.02
Agency Mortgage-Backed Securities
GNII ET CJ9552 C
549300M8ZYFG0OCMTT87
2062-03-20
2.500000
4082168.00
2846688.35
Agency Mortgage-Backed Securities
GNII RG CL5178 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1066416.00
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Agency Mortgage-Backed Securities
GNII SF CM9648 C
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
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Agency Mortgage-Backed Securities
GNII ET CN0986 C
549300M8ZYFG0OCMTT87
2062-05-20
4.500000
7176928.00
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Agency Mortgage-Backed Securities
GNII SF MA1159 M
549300M8ZYFG0OCMTT87
2043-06-20
4.500000
30000000.00
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Agency Mortgage-Backed Securities
GNII RG CQ2789 C
549300M8ZYFG0OCMTT87
2042-10-20
3.500000
6949696.00
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Agency Mortgage-Backed Securities
GNII SF CR1851 C
549300M8ZYFG0OCMTT87
2052-12-20
6.000000
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Agency Mortgage-Backed Securities
GNII RG CR2724 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
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1759372.36
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
250000000.00
250000000.00
0.0063
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.300000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0VNRQ3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-079 KG
549300M8ZYFG0OCMTT87
2050-06-20
1.300000
20000000.00
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Agency Collateralized Mortgage Obligation
GNRM 2020-154 ML
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
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73323.80
Agency Collateralized Mortgage Obligation
GNRM 2021-187 PL
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
938000.00
673604.38
Agency Collateralized Mortgage Obligation
GNRM 2021-194 KT
549300M8ZYFG0OCMTT87
2051-11-20
5.500000
3700000.00
3729820.39
Agency Collateralized Mortgage Obligation
GNRM 2022-205 JL
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
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Agency Collateralized Mortgage Obligation
GNRM 2021-087 TH
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
2800000.00
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Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-06-25
5.000000
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Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-09-25
5.500000
10846000.00
11036103.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-01-25
5.500000
5049954.00
1647281.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-06-25
5.500000
3000000.00
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Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-11-25
2.500000
565000.00
406434.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-06-25
3.000000
24519000.00
21171214.86
Agency Collateralized Mortgage Obligation
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
58000000.00
58000000.00
0.0015
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 4.300000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0VNRR1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CIAC5129
B1V7KEBTPIMZEU4LTD58
2024-11-01
4.500000
1000.00
17.95
Agency Mortgage-Backed Securities
04.500 FGPC P50565 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
4.500000
1000.00
86.36
Agency Mortgage-Backed Securities
04.000 FGPC C91243 G
S6XOOCT0IEG5ABCC6L87
2029-03-01
4.000000
1000.00
8.26
Agency Mortgage-Backed Securities
03.000 FGPC J19416 G
S6XOOCT0IEG5ABCC6L87
2027-06-01
3.000000
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71.72
Agency Mortgage-Backed Securities
05.500 FGPC A31881 G
S6XOOCT0IEG5ABCC6L87
2030-03-01
5.500000
1000.00
16.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL9243
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3772
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
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Agency Mortgage-Backed Securities
04.000 FGPC T65246 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
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52.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2832
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.000000
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55.31
Agency Mortgage-Backed Securities
FNAR XX.XXX XYFN0037
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.063000
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39108490.01
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
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1080.39
Agency Mortgage-Backed Securities
FNAR XX.XXX WS889872
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.708000
1000.00
52.67
Agency Mortgage-Backed Securities
FNMS 07.000 CL991908
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
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Agency Mortgage-Backed Securities
FEPC 06.000 CLQF3086
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2037-05-01
7.000000
1000.00
6.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ1212
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
15140900.00
2056977.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK0592
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
1000.00
90.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT7682
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
1600000.00
374702.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT9797
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
1405027.00
331751.49
Agency Mortgage-Backed Securities
FNMS 06.500 CL687376
B1V7KEBTPIMZEU4LTD58
2032-12-01
6.500000
1000.00
82.69
Agency Mortgage-Backed Securities
FNMS 07.500 CL745260
B1V7KEBTPIMZEU4LTD58
2033-01-01
7.500000
1000.00
31.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5254
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8049900.00
2425979.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0618
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
8558403.00
1633621.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS7192
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.090000
11878700.00
12578494.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3098
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
91976900.00
22400248.88
Agency Mortgage-Backed Securities
FEPC 03.000 CNZS7451
S6XOOCT0IEG5ABCC6L87
2026-02-01
3.000000
1000.00
102.48
Agency Mortgage-Backed Securities
FEPC 05.000 CTZS8780
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
1000.00
5.59
Agency Mortgage-Backed Securities
03.500 FGPC U91027 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
1000.00
207.49
Agency Mortgage-Backed Securities
04.000 FGPC K94559 G
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.000000
1000.00
42.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
6311300.00
1383646.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3991
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1299200.00
327948.28
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4237
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
58233251.00
39677468.24
Agency Mortgage-Backed Securities
FNMS 05.000 CTAD5541
B1V7KEBTPIMZEU4LTD58
2030-05-01
5.000000
1000.00
86.33
Agency Mortgage-Backed Securities
FNMS 07.000 CLAE0758
B1V7KEBTPIMZEU4LTD58
2039-02-01
7.000000
1000.00
30.67
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
2231109.00
298566.01
Agency Mortgage-Backed Securities
05.500 FGPC D97472 G
S6XOOCT0IEG5ABCC6L87
2027-12-01
5.500000
1000.00
4.46
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
500000.00
86648.36
Agency Mortgage-Backed Securities
FEPC 04.000 CNZK6720
S6XOOCT0IEG5ABCC6L87
2024-06-01
4.000000
1000.00
15.40
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4717
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.500000
1000.00
137.90
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
334999.00
58895.08
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
50090.00
8729.35
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5740.00
900.82
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1903656.00
245915.54
Agency Mortgage-Backed Securities
GNII SF MA5265 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1000.00
99.86
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
2943102.00
380145.66
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
36999.00
6083.60
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
176167149.00
27997911.96
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
1233311.00
200204.95
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
585000.00
95733.83
Agency Mortgage-Backed Securities
FNMS 04.000 CV890615
B1V7KEBTPIMZEU4LTD58
2029-06-01
4.000000
166100.00
21093.03
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA2389
S6XOOCT0IEG5ABCC6L87
2050-04-01
4.500000
2300000.00
846986.64
Agency Mortgage-Backed Securities
GNII SF MA6339 M
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
2859999.00
512739.18
Agency Mortgage-Backed Securities
GNII SF MA6599 M
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
49532499.00
14501765.21
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
7990917.00
6402254.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ7628
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
3238700.00
873921.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3564
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.000000
1569000.00
454647.28
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN3611
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1482370.00
763496.25
Agency Mortgage-Backed Securities
FNMS 03.500 CTCA3988
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
10000.00
5235.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4185
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
219900.00
42060.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5540
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2751900.00
1434997.38
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8857
S6XOOCT0IEG5ABCC6L87
2027-12-01
6.000000
1000.00
10.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8005
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
2355960.00
306866.39
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1297794.00
228338.41
Agency Mortgage-Backed Securities
FMAR 1G2084 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
4.245000
2000.00
17.42
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
175000000.00
175000000.00
0.0044
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0VNRX8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
2403700.00
2321589.44
U.S. Treasuries (including strips)
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0430
2275734.00
2275734.00
0.0001
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 4.310000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0VNRY6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 1L1312 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
4.175000
3000000.00
27221.78
Agency Mortgage-Backed Securities
FMAR 1J1433 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.845000
18000000.00
101858.69
Agency Mortgage-Backed Securities
FMAR 840753 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.336000
7428356.00
779267.64
Agency Mortgage-Backed Securities
FMAR 782836 G
S6XOOCT0IEG5ABCC6L87
2034-11-01
4.375000
2700000.00
29168.20
Agency Mortgage-Backed Securities
FMAR 8C0104 G
S6XOOCT0IEG5ABCC6L87
2051-09-01
1.860000
1500000.00
1160712.61
Agency Mortgage-Backed Securities
FMAR 8C0156 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
1.789000
1250000.00
971761.26
Agency Mortgage-Backed Securities
FMAR 840965 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.354000
1700399.00
266244.81
Agency Mortgage-Backed Securities
FMAR 841022 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.390000
15800000.00
2035641.45
Agency Mortgage-Backed Securities
FMAR 1G2604 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.366000
4947327.00
48187.85
Agency Mortgage-Backed Securities
FMAR 1G1916 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.605000
4618000.00
35325.62
Agency Mortgage-Backed Securities
FMAR 1Q0317 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
3.421000
13290445.00
206398.07
Agency Mortgage-Backed Securities
FMAR 1Q1148 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.230000
835000.00
31914.57
Agency Mortgage-Backed Securities
FMAR 2B1122 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
2.589000
57006148.00
3786114.11
Agency Mortgage-Backed Securities
FMAR 2B1644 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.870000
12000000.00
774910.80
Agency Mortgage-Backed Securities
FMAR 2B1967 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.880000
605000.00
44006.19
Agency Mortgage-Backed Securities
FMAR 2B3278 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.870000
2057000.00
168386.86
Agency Mortgage-Backed Securities
FMAR 2B5188 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
2.870000
320000.00
52848.54
Agency Mortgage-Backed Securities
FMAR 2B6119 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
13212001.00
2395406.67
Agency Mortgage-Backed Securities
FMAR 2B6168 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.069000
26010000.00
4368826.95
Agency Mortgage-Backed Securities
FMAR 2B6591 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.987000
10025472.00
1523068.82
Agency Mortgage-Backed Securities
FMAR 2B7044 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.953000
7916373.00
942119.44
Agency Mortgage-Backed Securities
FMAR 2B7996 G
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.356000
4329470.00
2406208.41
Agency Mortgage-Backed Securities
FMAR 410567 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
4.503000
3262376.00
14127.06
Agency Mortgage-Backed Securities
FMAR 840789 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.399000
150000.00
14479.85
Agency Mortgage-Backed Securities
FMAR 841327 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.836000
23684779.00
16546903.67
Agency Mortgage-Backed Securities
FMAR 841473 G
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.872000
27619944.00
24162758.04
Agency Mortgage-Backed Securities
FMAR 841480 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
1.997000
8650020.00
6921425.43
Agency Mortgage-Backed Securities
FMAR 2B0040 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.150000
18673235.00
246385.54
Agency Mortgage-Backed Securities
FMAR 849662 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.145000
3000000.00
239485.23
Agency Mortgage-Backed Securities
FMAR 840432 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
2.868000
190000.00
27344.02
Agency Mortgage-Backed Securities
FMAR 840439 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.440000
800000.00
99357.24
Agency Mortgage-Backed Securities
FMAR 840617 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
2.898000
7331814.00
1557115.65
Agency Mortgage-Backed Securities
FMAR 8D0111 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.911000
6700401.00
5482333.37
Agency Mortgage-Backed Securities
FMAR 841016 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.662000
22989703.00
7808524.34
Agency Mortgage-Backed Securities
FMAR 2B0084 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.120000
10003067.00
140799.82
Agency Mortgage-Backed Securities
FMAR 1J0244 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.298000
5172478.00
63468.18
Agency Mortgage-Backed Securities
FMAR 1J1479 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.565000
12107628.00
421684.51
Agency Mortgage-Backed Securities
FMAR 1N0169 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
4.169000
4800000.00
57096.61
Agency Mortgage-Backed Securities
FMAR 1G1834 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.695000
24354966.00
227062.71
Agency Mortgage-Backed Securities
FMAR 1G2127 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
3.856000
20408134.00
219357.61
Agency Mortgage-Backed Securities
FMAR 1Q1104 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
3.631000
180000.00
11710.40
Agency Mortgage-Backed Securities
FMAR 1Q1865 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
3.686000
8525721.00
1351053.42
Agency Mortgage-Backed Securities
FMAR 848595 G
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.830000
5231621.00
606011.94
Agency Mortgage-Backed Securities
FMAR 849848 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
5.017000
42252392.00
4094101.94
Agency Mortgage-Backed Securities
FMAR 849278 G
S6XOOCT0IEG5ABCC6L87
2044-04-01
2.891000
411000.00
23683.08
Agency Mortgage-Backed Securities
FMAR 849505 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.780000
6435000.00
542928.16
Agency Mortgage-Backed Securities
FMAR 849587 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
2.245000
353565.00
22455.12
Agency Mortgage-Backed Securities
FMAR 2B0973 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.020000
925000.00
18135.99
Agency Mortgage-Backed Securities
FMAR 2B1100 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.300000
21287900.00
832271.59
Agency Mortgage-Backed Securities
FMAR 2B1386 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.122000
526320.00
32870.70
Agency Mortgage-Backed Securities
FMAR 2B1861 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.890000
49775022.00
4390940.39
Agency Mortgage-Backed Securities
FMAR 2B3989 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
2.600000
5000000.00
326087.78
Agency Mortgage-Backed Securities
FMAR 2B5033 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
2.751000
400000.00
45530.29
Agency Mortgage-Backed Securities
FMAR 2B5597 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.890000
5000000.00
541907.34
Agency Mortgage-Backed Securities
FMAR 2B6424 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.315000
6600335.00
823508.96
Agency Mortgage-Backed Securities
FMAR 2B6426 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.714000
20003000.00
4210654.45
Agency Mortgage-Backed Securities
FMAR 840226 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
2.900000
15000000.00
1723407.46
Agency Mortgage-Backed Securities
FMAR 841036 G
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.002000
3100000.00
683181.24
Agency Mortgage-Backed Securities
FMAR 841163 G
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.214000
3536525.00
914054.11
Agency Mortgage-Backed Securities
FMAR 841354 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.030000
26970749.00
20195358.59
Agency Mortgage-Backed Securities
FMAR 1B3940 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
4.051000
2915956.00
57147.40
Agency Mortgage-Backed Securities
FMAR 1B4757 G
S6XOOCT0IEG5ABCC6L87
2040-06-01
4.111000
2617150.00
27020.38
Agency Mortgage-Backed Securities
FMAR 847373 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
2.690000
1199000.00
26905.29
Agency Mortgage-Backed Securities
FMAR 849625 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.592000
709000.00
29080.69
Agency Mortgage-Backed Securities
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0431
123000000.00
123000000.00
0.0031
N
Y
Y
N
The Charles Schwab Family of Funds
2023-02-07
Dana Smith
Dana Smith
CFO