0001145549-23-046399.txt : 20230807
0001145549-23-046399.hdr.sgml : 20230807
20230807145615
ACCESSION NUMBER: 0001145549-23-046399
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230731
FILED AS OF DATE: 20230807
DATE AS OF CHANGE: 20230807
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: 231147171
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
2023-07-31
0000857156
549300I77JNLD629OV19
S000004506
3
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
19
62
29792529324.08
28026361671.48
28360778451.51
27982716714.09
39134535155.91
38952753783.66
39362651080.22
38987798285.61
0.00
0.6188
0.5821
0.5817
0.5806
0.8129
0.8090
0.8074
0.8089
0.0000
0.00
48112367452.77
48116321437.26
92018220.54
152846065.68
48055493592.12
48054875466.2200
1.0000
0.0529
0.9999
1.0000
1.0000
0.9999
0.0000
C000012381
0.00
16321646284.88
16321367618.0200
0.9999
1.0000
1.0000
0.9999
0.0000
179309917.56
141009087.87
261546023.92
191871055.77
786317417.71
335219140.23
84455136.98
475514075.12
0.00
0.00
1311628496.17
1239840104.91
0.0485
Y
Investment Advisor and its affiliates Contractual 128,371
C000151955
0.00
18306383065.30
18306130768.5700
0.9999
1.0000
1.0000
0.9999
0.0000
640334301.09
436233921.50
604997321.87
581806494.08
655346635.39
528788984.38
595187529.69
520203244.37
0.00
0.00
2626517112.42
2176581023.05
0.0495
Y
Investment Advisor and its affiliates Contractual 141,666
C000222229
1000000.00
13427464241.94
13427377079.6300
0.9999
0.9999
0.9999
0.9999
0.0000
230613486.51
245496758.07
282320432.27
350494818.12
302190819.47
304681011.55
258301695.14
270217052.50
0.00
0.00
1162838115.09
1231445432.35
0.0510
Y
Investment Advisor and its affiliates Contractual 104,790
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 5.460000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2023-08-07
2023-08-07
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
56900000.00
56900000.00
0.0012
N
N
Y
N
FARR LIFE LLC
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
31164GAA9
US31164GAA94
Variable Rate Demand Note
Y
2023-08-07
2023-08-07
2072-03-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
5000000.00
5000000.00
0.0001
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 2.700000%
3130AFRW9
2549001DPIFGXC1TOL40
US3130AFRW92
U.S. Government Agency Debt
Y
2023-08-28
2023-08-28
2023-08-28
N
N
N
0.0537
14071268.43
14071268.43
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.570000%
3130APW50
2549001DPIFGXC1TOL40
US3130APW504
U.S. Government Agency Debt
Y
2023-11-24
2023-11-24
2023-11-24
N
N
N
0.0550
47156130.24
47156130.24
0.0010
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
0.0525
118880180.56
118880180.56
0.0025
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 3.000000%
3130ASME6
2549001DPIFGXC1TOL40
US3130ASME60
U.S. Government Agency Debt
Y
2024-07-08
2024-07-08
2024-07-08
N
N
N
0.0542
86910053.54
86910053.54
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.340000%
3130ASMF3
2549001DPIFGXC1TOL40
US3130ASMF36
U.S. Government Agency Debt
Y
2023-08-01
2023-10-06
2023-10-06
N
N
N
0.0535
119002904.79
119002904.79
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130AST90
2549001DPIFGXC1TOL40
US3130AST900
U.S. Government Agency Debt
Y
2023-08-01
2024-07-26
2024-07-26
N
N
N
0.0544
119099637.94
119099637.94
0.0025
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
0.0532
47538434.16
47538434.16
0.0010
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
0.0526
49931358.00
49931358.00
0.0010
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
0.0547
92693548.26
92693548.26
0.0019
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
0.0553
10482993.81
10482993.81
0.0002
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.750000%
3130ATSC2
2549001DPIFGXC1TOL40
US3130ATSC24
U.S. Government Agency Debt
Y
2023-11-24
2023-11-24
2023-11-24
N
N
N
0.0550
31228256.82
31228256.82
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130ATWZ6
2549001DPIFGXC1TOL40
US3130ATWZ62
U.S. Government Agency Debt
Y
2023-08-01
2023-09-21
2023-09-21
N
N
N
0.0533
95112641.64
95112641.64
0.0020
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
0.0553
95103474.82
95103474.82
0.0020
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
0.0574
47509627.39
47509627.39
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.370000%
3130AUR30
2549001DPIFGXC1TOL40
US3130AUR306
U.S. Government Agency Debt
Y
2023-08-01
2023-10-03
2023-10-03
N
N
N
0.0532
225028098.00
225028098.00
0.0047
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.800000%
3130AUSG0
2549001DPIFGXC1TOL40
US3130AUSG01
U.S. Government Agency Debt
Y
2024-02-06
2024-02-06
2024-02-06
N
N
N
0.0544
166463278.70
166463278.70
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUTP9
2549001DPIFGXC1TOL40
US3130AUTP90
U.S. Government Agency Debt
Y
2024-02-09
2024-02-09
2024-02-09
N
N
N
0.0544
142778346.98
142778346.98
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUVD3
2549001DPIFGXC1TOL40
US3130AUVD33
U.S. Government Agency Debt
Y
2023-11-09
2023-11-09
2023-11-09
N
N
N
0.0551
23855841.64
23855841.64
0.0005
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.000000%
3130AUVU5
2549001DPIFGXC1TOL40
US3130AUVU57
U.S. Government Agency Debt
Y
2023-11-01
2023-11-01
2023-11-01
N
N
N
0.0552
47616319.89
47616319.89
0.0010
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.250000%
3130AV5J7
2549001DPIFGXC1TOL40
US3130AV5J73
U.S. Government Agency Debt
Y
2023-09-20
2024-03-20
2024-03-20
N
N
N
0.0613
14272897.64
14272897.64
0.0003
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130AV6N7
2549001DPIFGXC1TOL40
US3130AV6N76
U.S. Government Agency Debt
Y
2023-08-01
2024-09-04
2024-09-04
N
N
N
0.0542
95514311.63
95514311.63
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.200000%
3130AVBK7
2549001DPIFGXC1TOL40
US3130AVBK78
U.S. Government Agency Debt
Y
2023-09-01
2023-09-01
2023-09-01
N
N
N
0.0543
95377357.76
95377357.76
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130AVCH3
2549001DPIFGXC1TOL40
US3130AVCH31
U.S. Government Agency Debt
Y
2024-03-08
2024-03-08
2024-03-08
N
N
N
0.0552
214445099.57
214445099.57
0.0045
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVF23
2549001DPIFGXC1TOL40
US3130AVF234
U.S. Government Agency Debt
Y
2023-08-01
2023-09-06
2023-09-06
N
N
N
0.0533
286529360.52
286529360.52
0.0060
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVF80
2549001DPIFGXC1TOL40
US3130AVF804
U.S. Government Agency Debt
Y
2023-08-01
2023-09-20
2023-09-20
N
N
N
0.0533
238837785.32
238837785.32
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130AVFN7
2549001DPIFGXC1TOL40
US3130AVFN71
U.S. Government Agency Debt
Y
2023-08-01
2023-08-18
2023-08-18
N
N
N
0.0533
95603788.63
95603788.63
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.370000%
3130AVH96
2549001DPIFGXC1TOL40
US3130AVH966
U.S. Government Agency Debt
Y
2023-08-01
2023-11-24
2023-11-24
N
N
N
0.0531
95728479.36
95728479.36
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.125000%
3130AVKA9
2549001DPIFGXC1TOL40
US3130AVKA95
U.S. Government Agency Debt
Y
2024-04-17
2024-04-17
2024-04-17
N
N
N
0.0586
71330586.54
71330586.54
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.300000%
3130AVRG9
2549001DPIFGXC1TOL40
US3130AVRG92
U.S. Government Agency Debt
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0590
91115027.48
91115027.48
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.300000%
3130AVT69
2549001DPIFGXC1TOL40
US3130AVT698
U.S. Government Agency Debt
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0590
72898890.04
72898890.04
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.330000%
3130AVUD2
2549001DPIFGXC1TOL40
US3130AVUD25
U.S. Government Agency Debt
Y
2023-08-01
2023-11-28
2023-11-28
N
N
N
0.0530
239243228.22
239243228.22
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.325000%
3130AVVK5
2549001DPIFGXC1TOL40
US3130AVVK58
U.S. Government Agency Debt
Y
2023-08-01
2023-10-03
2023-10-03
N
N
N
0.0532
239111474.41
239111474.41
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.430000%
3130AVWL2
2549001DPIFGXC1TOL40
US3130AVWL23
U.S. Government Agency Debt
Y
2023-08-01
2025-05-01
2025-05-01
N
N
N
0.0543
71728891.52
71728891.52
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.230000%
3130AVX23
2549001DPIFGXC1TOL40
US3130AVX237
U.S. Government Agency Debt
Y
2024-05-28
2024-05-28
2024-05-28
N
N
N
0.0588
118968289.54
118968289.54
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.420000%
3130AVYS5
2549001DPIFGXC1TOL40
US3130AVYS57
U.S. Government Agency Debt
Y
2023-08-01
2024-11-18
2024-11-18
N
N
N
0.0543
71819325.69
71819325.69
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.355000%
3130AW2N9
2549001DPIFGXC1TOL40
US3130AW2N94
U.S. Government Agency Debt
Y
2023-08-01
2024-02-16
2024-02-16
N
N
N
0.0530
143667303.88
143667303.88
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AW4S6
2549001DPIFGXC1TOL40
US3130AW4S63
U.S. Government Agency Debt
Y
2023-08-01
2025-05-19
2025-05-19
N
N
N
0.0546
239381244.75
239381244.75
0.0050
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.360000%
3130AWAN0
2549001DPIFGXC1TOL40
US3130AWAN00
U.S. Government Agency Debt
Y
2023-08-01
2023-11-28
2023-11-28
N
N
N
0.0530
95826888.19
95826888.19
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.510000%
3130AWFH8
2549001DPIFGXC1TOL40
US3130AWFH86
U.S. Government Agency Debt
Y
2024-07-12
2024-07-12
2024-07-12
N
N
N
0.0595
119304147.80
119304147.80
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.555000%
3130AWJW1
2549001DPIFGXC1TOL40
US3130AWJW18
U.S. Government Agency Debt
Y
2024-07-29
2024-07-29
2024-07-29
N
N
N
0.0538
95831939.72
95831939.72
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.415000%
3130AWN71
2549001DPIFGXC1TOL40
US3130AWN715
U.S. Government Agency Debt
Y
2024-04-12
2024-04-12
2024-04-12
N
N
N
0.0544
119786615.94
119786615.94
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.460000%
3130AWNS5
2549001DPIFGXC1TOL40
US3130AWNS59
U.S. Government Agency Debt
Y
2023-08-01
2025-07-28
2025-07-28
N
N
N
0.0543
96017648.20
96017648.20
0.0020
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AWPC8
2549001DPIFGXC1TOL40
US3130AWPC89
U.S. Government Agency Debt
Y
2023-08-01
2025-04-21
2025-04-21
N
N
N
0.0546
72024944.40
72024944.40
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.580000%
3130AWPD6
2549001DPIFGXC1TOL40
US3130AWPD62
U.S. Government Agency Debt
Y
2024-08-19
2024-08-19
2024-08-19
N
N
N
0.0554
143829103.68
143829103.68
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312ZF0
254900C5LP6DN9OP9V83
US313312ZF04
U.S. Government Agency Debt
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0508
64038920.14
64038920.14
0.0013
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
0.0001
47600000.00
47600000.00
0.0010
N
Y
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KP3
2549001DPIFGXC1TOL40
US313384KP36
U.S. Government Agency Debt
Y
2023-08-18
2023-08-18
2023-08-18
N
N
N
0.0519
9577089.60
9577089.60
0.0002
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KU2
2549001DPIFGXC1TOL40
US313384KU21
U.S. Government Agency Debt
Y
2023-08-23
2023-08-23
2023-08-23
N
N
N
0.0519
392384826.91
392384826.91
0.0082
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384KZ1
2549001DPIFGXC1TOL40
US313384KZ18
U.S. Government Agency Debt
Y
2023-08-28
2023-08-28
2023-08-28
N
N
N
0.0519
477086089.63
477086089.63
0.0099
N
N
Y
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
0.0522
16516180.46
16516180.46
0.0003
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384LT4
2549001DPIFGXC1TOL40
US313384LT49
U.S. Government Agency Debt
Y
2023-09-15
2023-09-15
2023-09-15
N
N
N
0.0522
23847834.72
23847834.72
0.0005
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MA4
2549001DPIFGXC1TOL40
US313384MA49
U.S. Government Agency Debt
Y
2023-09-22
2023-09-22
2023-09-22
N
N
N
0.0522
95098470.97
95098470.97
0.0020
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ME6
2549001DPIFGXC1TOL40
US313384ME60
U.S. Government Agency Debt
Y
2023-09-26
2023-09-26
2023-09-26
N
N
N
0.0522
142567080.70
142567080.70
0.0030
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384MN6
2549001DPIFGXC1TOL40
US313384MN69
U.S. Government Agency Debt
Y
2023-10-04
2023-10-04
2023-10-04
N
N
N
0.0524
299173773.56
299173773.56
0.0062
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SW0
2549001DPIFGXC1TOL40
US313384SW05
U.S. Government Agency Debt
Y
2024-02-09
2024-02-09
2024-02-09
N
N
N
0.0523
92841169.76
92841169.76
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZF9
2549001DPIFGXC1TOL40
US313384ZF98
U.S. Government Agency Debt
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0508
22905127.92
22905127.92
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2023-08-01
2023-12-08
2023-12-08
N
N
N
0.0538
47312398.28
47312398.28
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt
Y
2023-08-01
2024-10-16
2024-10-16
N
N
N
0.0547
123870578.38
123870578.38
0.0026
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
0.0527
95016714.27
95016714.27
0.0020
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EN6L9
254900C5LP6DN9OP9V83
US3133EN6L97
U.S. Government Agency Debt
Y
2023-08-01
2025-01-23
2025-01-23
N
N
N
0.0549
38206733.90
38206733.90
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.400000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt
Y
2023-08-01
2024-08-08
2024-08-08
N
N
N
0.0548
12295121.21
12295121.21
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.405000%
3133ENF70
254900C5LP6DN9OP9V83
US3133ENF708
U.S. Government Agency Debt
Y
2023-08-01
2024-08-12
2024-08-12
N
N
N
0.0540
74602817.64
74602817.64
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.355000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2023-08-01
2023-11-07
2023-11-07
N
N
N
0.0537
42602230.96
42602230.96
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.360000%
3133ENGM6
254900C5LP6DN9OP9V83
US3133ENGM66
U.S. Government Agency Debt
Y
2023-08-01
2023-12-08
2023-12-08
N
N
N
0.0536
26598839.18
26598839.18
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.360000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2023-08-01
2023-12-13
2023-12-13
N
N
N
0.0536
33103202.43
33103202.43
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.380000%
3133ENH60
254900C5LP6DN9OP9V83
US3133ENH605
U.S. Government Agency Debt
Y
2023-08-01
2024-07-22
2024-07-22
N
N
N
0.0542
47698364.37
47698364.37
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ENH78
254900C5LP6DN9OP9V83
US3133ENH787
U.S. Government Agency Debt
Y
2023-08-01
2024-06-24
2024-06-24
N
N
N
0.0539
47599306.47
47599306.47
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.385000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt
Y
2023-08-01
2024-07-01
2024-07-01
N
N
N
0.0541
90505604.67
90505604.67
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.330000%
3133ENMB3
254900C5LP6DN9OP9V83
US3133ENMB38
U.S. Government Agency Debt
Y
2023-08-01
2023-08-28
2023-08-28
N
N
N
0.0535
58999691.43
58999691.43
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.380000%
3133ENP20
254900C5LP6DN9OP9V83
US3133ENP202
U.S. Government Agency Debt
Y
2023-08-01
2024-04-26
2024-04-26
N
N
N
0.0544
44690615.24
44690615.24
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.340000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2023-08-01
2023-11-28
2023-11-28
N
N
N
0.0537
33000335.61
33000335.61
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133ENX54
254900C5LP6DN9OP9V83
US3133ENX545
U.S. Government Agency Debt
Y
2023-08-01
2024-11-01
2024-11-01
N
N
N
0.0547
114195948.18
114195948.18
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt
Y
2023-08-01
2024-11-07
2024-11-07
N
N
N
0.0547
47603558.58
47603558.58
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.410000%
3133EPBX2
254900C5LP6DN9OP9V83
US3133EPBX25
U.S. Government Agency Debt
Y
2023-08-01
2024-12-26
2024-12-26
N
N
N
0.0548
119648787.55
119648787.55
0.0025
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133EPCM5
254900C5LP6DN9OP9V83
US3133EPCM50
U.S. Government Agency Debt
Y
2023-08-01
2025-03-07
2025-03-07
N
N
N
0.0548
71573389.86
71573389.86
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPEX9
254900C5LP6DN9OP9V83
US3133EPEX97
U.S. Government Agency Debt
Y
2023-08-01
2025-01-03
2025-01-03
N
N
N
0.0550
48893810.73
48893810.73
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000%
3133EPGJ8
254900C5LP6DN9OP9V83
US3133EPGJ85
U.S. Government Agency Debt
Y
2023-08-01
2025-04-21
2025-04-21
N
N
N
0.0549
91364607.18
91364607.18
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPJR7
254900C5LP6DN9OP9V83
US3133EPJR74
U.S. Government Agency Debt
Y
2023-08-01
2025-05-15
2025-05-15
N
N
N
0.0552
23992263.60
23992263.60
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPLA1
254900C5LP6DN9OP9V83
US3133EPLA12
U.S. Government Agency Debt
Y
2023-08-01
2025-06-02
2025-06-02
N
N
N
0.0543
143833228.58
143833228.58
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPNN1
254900C5LP6DN9OP9V83
US3133EPNN15
U.S. Government Agency Debt
Y
2023-08-01
2025-06-30
2025-06-30
N
N
N
0.0546
134303295.08
134303295.08
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.501200%
3133EPNY7
254900C5LP6DN9OP9V83
US3133EPNY79
U.S. Government Agency Debt
Y
2023-08-01
2025-06-30
2025-06-30
N
N
N
0.0553
143781237.92
143781237.92
0.0030
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000%
3133EPPB5
254900C5LP6DN9OP9V83
US3133EPPB58
U.S. Government Agency Debt
Y
2023-08-01
2025-05-02
2025-05-02
N
N
N
0.0550
239577839.40
239577839.40
0.0050
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPQQ1
254900C5LP6DN9OP9V83
US3133EPQQ19
U.S. Government Agency Debt
Y
2023-08-01
2025-07-21
2025-07-21
N
N
N
0.0547
28815018.05
28815018.05
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133EPQR9
254900C5LP6DN9OP9V83
US3133EPQR91
U.S. Government Agency Debt
Y
2023-08-01
2025-01-21
2025-01-21
N
N
N
0.0543
172654866.09
172654866.09
0.0036
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPRC1
254900C5LP6DN9OP9V83
US3133EPRC14
U.S. Government Agency Debt
Y
2023-08-01
2025-05-27
2025-05-27
N
N
N
0.0547
38313790.68
38313790.68
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000%
3133EPRU1
254900C5LP6DN9OP9V83
US3133EPRU12
U.S. Government Agency Debt
Y
2023-08-01
2025-04-28
2025-04-28
N
N
N
0.0547
71915617.40
71915617.40
0.0015
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.750000%
3135G0V75
B1V7KEBTPIMZEU4LTD58
US3135G0V753
U.S. Government Agency Debt
Y
2024-07-02
2024-07-02
2024-07-02
N
N
N
0.0549
64391124.88
64391124.88
0.0013
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
0.0564
71197156.17
71197156.17
0.0015
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.200000%
3135GAGT2
B1V7KEBTPIMZEU4LTD58
US3135GAGT29
U.S. Government Agency Debt
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0588
95641784.63
95641784.63
0.0020
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.170000%
3135GAH46
B1V7KEBTPIMZEU4LTD58
US3135GAH461
U.S. Government Agency Debt
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0587
72838767.91
72838767.91
0.0015
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.655000%
3135GAJJ1
B1V7KEBTPIMZEU4LTD58
US3135GAJJ10
U.S. Government Agency Debt
Y
2024-08-09
2024-08-09
2024-08-09
N
N
N
0.0571
133813515.33
133813515.33
0.0028
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.250000%
3137EAEW5
S6XOOCT0IEG5ABCC6L87
US3137EAEW59
U.S. Government Agency Debt
Y
2023-09-08
2023-09-08
2023-09-08
N
N
N
0.0535
349643753.29
349643753.29
0.0073
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2023-08-07
2023-08-07
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
20310000.00
20310000.00
0.0004
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 5.460000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2023-08-07
2023-08-07
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
77300000.00
77300000.00
0.0016
N
N
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912797GF8
254900HROIFWPRGM1V77
US912797GF83
U.S. Treasury Debt
Y
2023-08-08
2023-08-08
2023-08-08
N
N
N
0.0531
339954016.99
339954016.99
0.0071
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.000000%
912797HC4
254900HROIFWPRGM1V77
US912797HC44
U.S. Treasury Debt
Y
2023-10-24
2023-10-24
2023-10-24
N
N
N
0.0538
157648623.46
157648623.46
0.0033
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.250000%
9128286R6
254900HROIFWPRGM1V77
US9128286R69
U.S. Treasury Debt
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0542
93599250.79
93599250.79
0.0019
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.250000%
91282CCG4
254900HROIFWPRGM1V77
US91282CCG42
U.S. Treasury Debt
Y
2024-06-15
2024-06-15
2024-06-15
N
N
N
0.0539
152896384.32
152896384.32
0.0032
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.500000%
91282CEK3
254900HROIFWPRGM1V77
US91282CEK36
U.S. Treasury Debt
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0545
113814584.11
113814584.11
0.0024
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.541200%
91282CGF2
254900HROIFWPRGM1V77
US91282CGF23
U.S. Treasury Debt
Y
2023-08-01
2025-01-31
2025-01-31
N
N
N
0.0539
388039434.11
388039434.11
0.0081
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.510200%
91282CGY1
254900HROIFWPRGM1V77
US91282CGY12
U.S. Treasury Debt
Y
2023-08-01
2025-04-30
2025-04-30
N
N
N
0.0544
111628481.45
111628481.45
0.0023
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0WZXZ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
4900.00
86.04
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
745782.00
336611.70
Agency Collateralized Mortgage Obligation
MNRM CL008A2 R20M008
B1V7KEBTPIMZEU4LTD58
2030-02-25
1.821000
782600.00
654668.60
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R21M01G
B1V7KEBTPIMZEU4LTD58
2030-11-25
1.468470
8250000.00
6609815.21
Agency Collateralized Mortgage Obligation
MNRA CL015A1 R21M015
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.250000
699710.00
457789.69
Agency Collateralized Mortgage Obligation
MNRA CL0022A2 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.914000
21343043.00
19617315.69
Agency Collateralized Mortgage Obligation
MNRA CL0023A1 R23M00
B1V7KEBTPIMZEU4LTD58
2032-04-25
1.980730
13392457.00
11433509.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
4.695710
2222.00
51.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
5358500.00
4145631.48
Agency Collateralized Mortgage Obligation
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.581280
118990.00
108707.64
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLBP7835
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
5099888.00
3207672.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8507
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1330025.00
667395.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9216
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
3080046.00
947995.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5332
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2003781.00
1082088.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0381
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1793880.00
719906.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ8569
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
2538200.00
664630.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0255
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2072019.00
619356.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY7249
B1V7KEBTPIMZEU4LTD58
2045-05-01
5.320000
2915.00
894.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2140
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
9000000.00
1036658.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5771
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
1629157.00
300666.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4135
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
912184.00
846709.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU7493
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
1306297.00
971073.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD4275
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
66996000.00
52073197.22
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6062
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1314.00
1355.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7396
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
4212512.00
3730067.95
Agency Mortgage-Backed Securities
FNMS 04.000 REAI7929
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1335000.00
59086.63
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL1638
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.701000
40243.00
1462.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
3500000.00
762452.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2353
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
2722007.00
705780.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9002
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
65000000.00
22254387.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9466
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
100096144.00
19849977.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT6122
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
2583685.00
740355.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ0264
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1253395.00
446792.77
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7932
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
8170188.00
7665915.37
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA8290
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
51152178.00
46153705.03
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8309
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
632992.00
593021.70
Agency Mortgage-Backed Securities
FEPC 06.500 CLRA8566
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
32505.00
31511.91
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109440
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.775000
14251555.00
13453223.27
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD7559
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
23541.00
23100.35
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8258
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
248989553.00
230495238.95
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8246
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
228119.00
208161.22
Agency Mortgage-Backed Securities
FKAR 01.750 WAWA3125
S6XOOCT0IEG5ABCC6L87
2034-10-01
1.750000
4770976.00
3529596.74
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3045
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
2685165.00
525147.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
11284423.00
6241506.70
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3839
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
925965.00
921503.47
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS4662
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
49565.00
50370.60
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS4836
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
599954.00
596264.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2087
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
29000000.00
1303588.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM9710
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1036107.00
733946.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0894
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
32996000.00
25214049.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1031
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3224562.00
2401716.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS2988
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
3000000.00
2841991.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1993
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
2903745.00
1360822.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5530
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1176000.00
450956.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5820
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
7691727.00
1948313.39
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB6277
B1V7KEBTPIMZEU4LTD58
2053-05-01
7.000000
1308335.00
1395455.95
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB6281
B1V7KEBTPIMZEU4LTD58
2053-05-01
7.000000
1653764.00
1751529.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5910
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
145991972.00
142379738.27
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6327
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
8108.00
8133.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1727
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2900000.00
704195.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
19101529.00
13438577.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4291
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3650000.00
3445596.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2011
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
13348038.00
4311718.50
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
47592821.00
28883109.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8813
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
4061000.00
2723523.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8847
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
3060000.00
2076268.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY0297
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1229179.00
1301803.00
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY1125
B1V7KEBTPIMZEU4LTD58
2053-04-01
7.000000
2209500.00
1723756.63
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY1604
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1017436.00
1067737.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1061
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
2805816.00
1151942.16
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX3787
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
1439248.00
1480267.53
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX3788
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
3973562.00
4111085.95
Agency Mortgage-Backed Securities
FNMS 07.500 CLBX3789
B1V7KEBTPIMZEU4LTD58
2053-02-01
7.500000
2895054.00
2481737.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6193
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
4870868.00
4741243.80
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX7131
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
2239918.00
2317843.39
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY0098
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1019530.00
929183.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0958
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
25118877.00
23004269.71
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW9734
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1350987.00
1424610.30
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW9727
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1415619.00
1489777.45
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX0215
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1320775.00
1391040.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0232
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1328115.00
1332335.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8396
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
3752000.00
3666389.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT0984
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1129425.00
940119.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT3941
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
229000.00
196496.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT6728
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
224000.00
198180.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2653
B1V7KEBTPIMZEU4LTD58
2028-08-01
1.390000
1945000.00
1602637.77
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
16800360.00
14364005.39
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2158
B1V7KEBTPIMZEU4LTD58
2031-06-01
1.860000
21321411.00
17389892.06
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4650
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.020000
16381807.00
13399864.90
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5700
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.130000
666390.00
606746.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4881
B1V7KEBTPIMZEU4LTD58
2029-12-01
2.310000
63390.00
55418.20
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM6266
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
2755395.00
435129.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN9662
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.500000
12698560.00
1605102.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1614
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
2715175.00
803517.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBR6259
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.500000
266000.00
232910.58
Agency Mortgage-Backed Securities
04.500 FGPC Q54332 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
16013204.00
4362674.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3510
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
58839065.00
20575821.44
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
113720258.00
47494216.40
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0266
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
26881302.00
10141168.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9394
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
1412253.00
592145.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5175
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
2397496.00
765001.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD5225
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
3434921.00
927509.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE6657
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2251823.00
900423.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ7078
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1378573.00
444156.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ6452
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
2345442.00
1594312.67
Agency Mortgage-Backed Securities
FNMS 06.500 CLBU4049
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
4602255.00
4852118.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU6051
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1088302.00
762557.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBR6783
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.500000
213000.00
185054.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH4093
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
16881899.00
979221.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3903
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
2506335.00
774321.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0246
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1652011.00
551617.62
Agency Mortgage-Backed Securities
FNMS 04.500 REAL8405
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
6030475.00
760804.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC6751
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.500000
12020733.00
1147434.63
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS4856
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
12825353.00
13107422.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS4861
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
10888478.00
11267189.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2865
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
9401520.00
8844871.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4447
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
5739444.00
5370599.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4282
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
859092.00
281051.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM9709
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
704595.00
503466.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6699
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
19794000.00
20482498.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6175
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
19283614.00
19000823.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6239
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.500000
19497196.00
18300437.73
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6259
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
20395928.00
20450444.14
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6902
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
2375675.00
1506859.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0743
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
1524135.00
1530087.06
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY4836
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
1107637.00
1156829.87
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2793
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
2291916.00
2233910.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF6785
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
2373001.00
2289386.49
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG4312
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
6691611.00
5815319.64
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-07
2023-10-31
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0540
985000000.00
985000000.00
0.0205
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0X72A8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2023-020 EL
549300M8ZYFG0OCMTT87
2053-02-20
6.000000
10589840.00
10721418.76
Agency Collateralized Mortgage Obligation
GNRM 2023-053 L
549300M8ZYFG0OCMTT87
2053-04-20
5.000000
4203416.00
3973302.79
Agency Collateralized Mortgage Obligation
GNRM 2020-032 DP
549300M8ZYFG0OCMTT87
2050-03-20
2.500000
25000000.00
2436609.78
Agency Collateralized Mortgage Obligation
GNRM 2020-107 BA
549300M8ZYFG0OCMTT87
2050-07-20
1.000000
58000000.00
18941243.15
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R23M006
B1V7KEBTPIMZEU4LTD58
2028-07-25
4.190000
149398000.00
146699374.13
Agency Collateralized Mortgage Obligation
FNRM RC067KC R12F067
B1V7KEBTPIMZEU4LTD58
2042-07-25
3.500000
2987744.00
2687204.02
Agency Collateralized Mortgage Obligation
FNRM CL084UP R19F084
B1V7KEBTPIMZEU4LTD58
2049-10-25
3.000000
29339000.00
11074764.38
Agency Collateralized Mortgage Obligation
FNRM CL070AD R20F070
B1V7KEBTPIMZEU4LTD58
2050-10-25
1.500000
92177408.00
40589166.96
Agency Collateralized Mortgage Obligation
GNRM 2021-064 AX
549300M8ZYFG0OCMTT87
2051-04-20
5.500000
6242048.00
5124376.37
Agency Collateralized Mortgage Obligation
GNRM 2022-174 VL
549300M8ZYFG0OCMTT87
2033-10-20
5.000000
3440980.00
3215123.63
Agency Collateralized Mortgage Obligation
GNRM 2022-153 HA
549300M8ZYFG0OCMTT87
2042-02-20
4.500000
6456912.00
5813242.83
Agency Collateralized Mortgage Obligation
GNRM 2012-036 NY
549300M8ZYFG0OCMTT87
2042-03-16
3.500000
15096000.00
12764521.14
Agency Collateralized Mortgage Obligation
GNRM 2020-007 PA
549300M8ZYFG0OCMTT87
2050-01-20
1.500000
100000000.00
41421543.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
5.633490
4100000.00
1663023.34
Agency Collateralized Mortgage Obligation
FHLMC STACR REMIC TR 2023-DNA2 M-2 20430425 FLT
S6XOOCT0IEG5ABCC6L87
2043-04-25
10.769000
16500000.00
17964933.22
Agency Collateralized Mortgage Obligation
FNRM CL088LB R21F088
B1V7KEBTPIMZEU4LTD58
2050-03-25
2.500000
30000000.00
22373019.66
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F46 A 20280325 FLT
S6XOOCT0IEG5ABCC6L87
2028-03-25
5.437710
500000000.00
26229063.74
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F47 A 20250525 FLT
S6XOOCT0IEG5ABCC6L87
2025-05-25
5.447710
281094000.00
17741462.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-12-15
6.500000
19999461.00
373633.59
Agency Collateralized Mortgage Obligation
FNRM RC040PY R12F040
B1V7KEBTPIMZEU4LTD58
2042-04-25
3.500000
5000000.00
4480238.33
Agency Collateralized Mortgage Obligation
FNRM CL047AY R15F047
B1V7KEBTPIMZEU4LTD58
2045-07-25
3.000000
11048000.00
3548048.06
Agency Collateralized Mortgage Obligation
GNRM 2022-045 B
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
33962560.00
24928622.92
Agency Collateralized Mortgage Obligation
GNRA 2017-130 FH
549300M8ZYFG0OCMTT87
2047-08-20
5.669050
2500000.00
1487910.48
Agency Collateralized Mortgage Obligation
GNRA 2019-42 F
549300M8ZYFG0OCMTT87
2046-03-20
5.655000
5600000.00
1133940.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-03-25
3.000000
220810.00
58676.65
Agency Collateralized Mortgage Obligation
FNRM RC018KY R11F018
B1V7KEBTPIMZEU4LTD58
2041-03-25
4.000000
3523404.00
957862.60
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-07-15
5.000000
2000000.00
236269.23
Agency Collateralized Mortgage Obligation
GNRM 2010-151 DG
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
25238000.00
21693658.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-05-15
5.602420
65795000.00
2046755.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-04-15
4.000000
5925000.00
1902929.66
Agency Collateralized Mortgage Obligation
Y
2023-08-01
2023-11-03
2023-12-11
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0545
438000000.00
438000000.00
0.0091
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.450000%
ZBUT11V806EZRVTWT807
0000782124
ARP0XDJ17
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNRA CL006A2 R23M006
B1V7KEBTPIMZEU4LTD58
2028-07-25
4.190000
92544988.00
90873317.03
Agency Collateralized Mortgage Obligation
GNRM 2020-035 KP
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
33422000.00
12498672.11
Agency Collateralized Mortgage Obligation
GNRM 2022-173 CA
549300M8ZYFG0OCMTT87
2044-11-20
5.500000
41070976.00
37246903.34
Agency Collateralized Mortgage Obligation
GNRM 2019-007 C
549300M8ZYFG0OCMTT87
2059-10-16
3.250000
5870000.00
3223354.27
Agency Collateralized Mortgage Obligation
GNRA 2023-092 BA
549300M8ZYFG0OCMTT87
2065-03-16
3.250000
5850000.00
5072501.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-11-25
1.500000
13160000.00
7053769.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-07-15
3.500000
6800000.00
3948312.47
Agency Collateralized Mortgage Obligation
GNRM 2010-146 QL
549300M8ZYFG0OCMTT87
2040-11-16
4.000000
19596000.00
12593887.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-04-25
1.000000
2000000.00
905441.87
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
2.000000
1745000.00
967179.63
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-02-25
1.000000
6000000.00
3574443.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-03-25
2.000000
55000000.00
39622407.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-12-15
3.000000
11166000.00
9331604.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-09-25
5.633490
4712368.00
1693059.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
5.683490
10923344.00
3111503.02
Agency Collateralized Mortgage Obligation
GNRM 2010-144 DC
549300M8ZYFG0OCMTT87
2040-11-16
4.000000
51253840.00
42386192.97
Agency Collateralized Mortgage Obligation
FREM MTG TR 2019-KF69 B 20290827 FLT
2029-08-27
7.517710
3000000.00
600322.52
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
11.315300
23715000.00
11226757.42
Agency Collateralized Mortgage Obligation
FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT
2028-12-26
11.465300
61175296.00
55419535.89
Agency Collateralized Mortgage Obligation
FNRM CL072NB R13F072
B1V7KEBTPIMZEU4LTD58
2043-07-25
2.500000
1500000.00
1290150.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-10-25
1.000000
6350000.00
3907472.99
Agency Collateralized Mortgage Obligation
GNRM 2022-153 KA
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
23130528.00
19566638.83
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
8.433490
15500000.00
14046263.41
Agency Collateralized Mortgage Obligation
GNRM 2020-165 U
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
10000000.00
5915372.39
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
7157510.00
6118923.36
Agency Collateralized Mortgage Obligation
GNRM 2022-174 A
549300M8ZYFG0OCMTT87
2046-06-20
4.500000
44928960.00
41083830.54
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
164019.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-09-25
2.000000
25820640.00
19053019.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-25
4.500000
3282100.00
2963596.42
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-06-15
5.482420
5465304.00
1092596.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-07-15
6.000000
12085000.00
3560728.21
Agency Collateralized Mortgage Obligation
GNRM 2006-038 GK
549300M8ZYFG0OCMTT87
2036-08-20
6.000000
10000000.00
1013030.97
Agency Collateralized Mortgage Obligation
GNRM 2010-128 DB
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
22400000.00
14887727.27
Agency Collateralized Mortgage Obligation
GNRM 2022-022 AB
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
6650568.00
4581936.17
Agency Collateralized Mortgage Obligation
GNRA 2019-43 FB
549300M8ZYFG0OCMTT87
2049-04-20
5.819050
40000000.00
9171045.61
Agency Collateralized Mortgage Obligation
GNRM 2019-18 HD
549300M8ZYFG0OCMTT87
2049-02-20
3.500000
1055000.00
931036.09
Agency Collateralized Mortgage Obligation
GNRA 2016-122 BF
549300M8ZYFG0OCMTT87
2046-09-20
5.505000
13954112.00
1974399.10
Agency Collateralized Mortgage Obligation
GNRA 2014-064 C
549300M8ZYFG0OCMTT87
2055-12-16
3.406670
16500000.00
5207024.31
Agency Collateralized Mortgage Obligation
Y
2023-08-01
2023-11-03
2024-01-03
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0545
481000000.00
481000000.00
0.0100
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.360000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0XPGR6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 840927 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.201000
6750000.00
1249962.85
Agency Mortgage-Backed Securities
FMAR 840907 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.897000
7682504.00
810902.59
Agency Mortgage-Backed Securities
FMAR 840962 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.530000
17142424.00
2301092.80
Agency Mortgage-Backed Securities
FMAR 840964 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.180000
4120000.00
669537.96
Agency Mortgage-Backed Securities
FMAR 840955 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.491000
5500000.00
975491.64
Agency Mortgage-Backed Securities
FMAR 840956 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
5.126000
460000.00
51990.42
Agency Mortgage-Backed Securities
GNPL PN CS2725
549300M8ZYFG0OCMTT87
2058-05-15
5.440000
1000.00
1024.28
Agency Mortgage-Backed Securities
FMAR 8C0585 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.706000
20442915.00
19843103.80
Agency Mortgage-Backed Securities
GNPL PN CJ1375
549300M8ZYFG0OCMTT87
2058-02-15
5.040000
1000.00
998.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LB995955
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.471000
3000000.00
101332.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0210
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.074000
23900000.00
1234913.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0482
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.028000
1378000.00
28772.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7544
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.505000
12584331.00
363024.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0923
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.022000
15054152.00
309081.81
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW4859
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.291000
13147687.00
12740193.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888526
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.366000
17853000.00
516888.16
Agency Mortgage-Backed Securities
FNAR XX.XXX WS984511
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.271000
6527822.00
832009.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6527
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.871000
5992736.00
2545751.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6952
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.797000
450000.00
334102.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6953
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.054000
18128209.00
13033115.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO3236
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.758000
760000.00
207150.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO3231
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.702000
11000000.00
2706068.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5141
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.651000
1699954.00
458564.81
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7097
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.699000
23976783.00
19329900.58
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7098
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.274000
27209032.00
22642062.90
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7114
B1V7KEBTPIMZEU4LTD58
2052-05-01
1.799000
13505362.00
11323005.92
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7115
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.931000
35797301.00
30220578.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1606
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.187000
18877687.00
1986063.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3614
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.157000
120000.00
12322.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4567
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.368000
3010000.00
485678.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4576
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.844000
636000.00
98416.93
Agency Mortgage-Backed Securities
FNAR XX.XXX WS867584
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.298000
3750000.00
27831.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD5005
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.960000
2625000.00
198992.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WS735642
B1V7KEBTPIMZEU4LTD58
2042-08-01
5.177000
699998.00
14283.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745919
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.629000
8389554.00
161378.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804433
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.511000
2699999.00
27225.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8749
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.668000
813000.00
50919.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP7557
B1V7KEBTPIMZEU4LTD58
2042-09-01
5.573000
510000.00
21137.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAR9274
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.010000
40150175.00
3919867.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LB665387
B1V7KEBTPIMZEU4LTD58
2032-08-01
6.433000
2470359.00
19336.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2984
B1V7KEBTPIMZEU4LTD58
2042-10-01
5.083000
5200000.00
305252.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5954
B1V7KEBTPIMZEU4LTD58
2044-09-01
3.843000
10500000.00
392298.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7560
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.232000
32937298.00
2724842.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9683
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.250000
20900000.00
1907121.84
Agency Mortgage-Backed Securities
FMAR 782836 G
S6XOOCT0IEG5ABCC6L87
2034-11-01
4.375000
2700000.00
27659.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WS485627
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.533000
8400000.00
22007.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI2591
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
30695706.00
254805.33
Agency Mortgage-Backed Securities
FMAR 840695 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
2.902000
55351051.00
5572025.36
Agency Mortgage-Backed Securities
FMAR 840753 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.627000
7428356.00
743321.47
Agency Mortgage-Backed Securities
FMAR 840759 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.323000
300000.00
38941.23
Agency Mortgage-Backed Securities
FMAR 781095 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.375000
11250000.00
85623.55
Agency Mortgage-Backed Securities
FMAR 781995 G
S6XOOCT0IEG5ABCC6L87
2034-10-01
4.655000
1500000.00
13268.49
Agency Mortgage-Backed Securities
FMAR 840425 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.614000
2450000.00
328219.30
Agency Mortgage-Backed Securities
FMAR 840432 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
2.868000
190000.00
26301.42
Agency Mortgage-Backed Securities
FMAR 840634 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
4.148000
10000000.00
1068842.84
Agency Mortgage-Backed Securities
FMAR 840637 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.210000
320000.00
38225.00
Agency Mortgage-Backed Securities
FMAR 2B7996 G
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.357000
4329470.00
2337233.20
Agency Mortgage-Backed Securities
FMAR 972164 G
S6XOOCT0IEG5ABCC6L87
2035-01-01
4.438000
4675000.00
60900.11
Agency Mortgage-Backed Securities
FMAR 410567 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
4.503000
3262376.00
13016.31
Agency Mortgage-Backed Securities
FMAR 840789 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.515000
150000.00
12602.18
Agency Mortgage-Backed Securities
FMAR 840328 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.171000
6250000.00
533609.06
Agency Mortgage-Backed Securities
FMAR 2B6311 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
2.978000
520000.00
51359.63
Agency Mortgage-Backed Securities
FMAR 2B6424 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.405000
6600335.00
716794.50
Agency Mortgage-Backed Securities
FMAR 2B6426 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.715000
20003000.00
4141424.74
Agency Mortgage-Backed Securities
FMAR 2B6591 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.988000
10025472.00
1474174.55
Agency Mortgage-Backed Securities
FMAR 2B7044 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.009000
7916373.00
740225.27
Agency Mortgage-Backed Securities
FMAR 2B5033 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
2.752000
400000.00
43957.46
Agency Mortgage-Backed Securities
FMAR 2B5130 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
7.120000
610000.00
37465.35
Agency Mortgage-Backed Securities
FMAR 2B5188 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
2.870000
320000.00
45168.27
Agency Mortgage-Backed Securities
FMAR 2B5597 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.890000
5000000.00
491217.54
Agency Mortgage-Backed Securities
FMAR 2B6119 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.013000
25313957.00
4186402.34
Agency Mortgage-Backed Securities
FMAR 2B6168 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.071000
26010000.00
4146289.26
Agency Mortgage-Backed Securities
FMAR 2B1967 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.880000
605000.00
38188.58
Agency Mortgage-Backed Securities
FMAR 2B3062 G
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.850000
9500000.00
734650.87
Agency Mortgage-Backed Securities
FMAR 2B3278 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.870000
2057000.00
164107.92
Agency Mortgage-Backed Securities
FMAR 2B3360 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.186000
200000.00
31232.61
Agency Mortgage-Backed Securities
FMAR 2B4806 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.880000
2150000.00
284924.77
Agency Mortgage-Backed Securities
FMAR 2B1143 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
4.091000
10500000.00
650844.94
Agency Mortgage-Backed Securities
FMAR 2B1386 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
5.141000
526320.00
29459.72
Agency Mortgage-Backed Securities
FMAR 2B1644 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.870000
12000000.00
673819.84
Agency Mortgage-Backed Securities
FMAR 2B1655 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
2.675000
1788285.00
104261.71
Agency Mortgage-Backed Securities
FMAR 849625 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.443000
709000.00
25421.25
Agency Mortgage-Backed Securities
FMAR 849662 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.143000
3000000.00
230149.05
Agency Mortgage-Backed Securities
FMAR 849707 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
4.039000
8400000.00
567348.91
Agency Mortgage-Backed Securities
FMAR 2B0973 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.020000
925000.00
15748.38
Agency Mortgage-Backed Securities
FMAR 2B1122 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.991000
61063844.00
3621945.36
Agency Mortgage-Backed Securities
FMAR 849505 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.729000
6435000.00
470248.15
Agency Mortgage-Backed Securities
FMAR 849506 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.349000
14528000.00
753183.98
Agency Mortgage-Backed Securities
FMAR 849536 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.928000
6902000.00
440519.23
Agency Mortgage-Backed Securities
FMAR 849550 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.632000
9200000.00
637824.13
Agency Mortgage-Backed Securities
FMAR 849568 G
S6XOOCT0IEG5ABCC6L87
2040-07-01
5.613000
1700000.00
135273.95
Agency Mortgage-Backed Securities
FMAR 849096 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.595000
585000.00
21030.24
Agency Mortgage-Backed Securities
FMAR 849192 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.865000
10652481.00
637217.78
Agency Mortgage-Backed Securities
FMAR 849278 G
S6XOOCT0IEG5ABCC6L87
2044-04-01
4.071000
411000.00
22387.09
Agency Mortgage-Backed Securities
FMAR 849409 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
5.241000
2070000.00
49978.26
Agency Mortgage-Backed Securities
FMAR 849386 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
5.780000
1215000.00
48154.76
Agency Mortgage-Backed Securities
FMAR 849408 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.662000
10000000.00
813839.88
Agency Mortgage-Backed Securities
FMAR 848418 G
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.150000
26000000.00
282713.28
Agency Mortgage-Backed Securities
FMAR 848565 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
4.048000
1215000.00
33033.75
Agency Mortgage-Backed Securities
FMAR 848568 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
4.503000
1590000.00
62085.16
Agency Mortgage-Backed Securities
FMAR 848595 G
S6XOOCT0IEG5ABCC6L87
2035-06-01
4.474000
5231621.00
555516.81
Agency Mortgage-Backed Securities
FMAR 848750 G
S6XOOCT0IEG5ABCC6L87
2034-07-01
4.339000
52680000.00
3499841.73
Agency Mortgage-Backed Securities
FMAR 849848 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
5.047000
42252392.00
3612753.86
Agency Mortgage-Backed Securities
FMAR 1Q1467 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
4.352000
795000.00
22621.42
Agency Mortgage-Backed Securities
FMAR 1Q1865 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
4.215000
8525721.00
1215728.77
Agency Mortgage-Backed Securities
FMAR 1B8217 G
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.963000
19233849.00
340533.69
Agency Mortgage-Backed Securities
FMAR 786668 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
4.297000
78860802.00
178998.14
Agency Mortgage-Backed Securities
FMAR 786669 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
4.250000
34982733.00
22784.78
Agency Mortgage-Backed Securities
FMAR 848360 G
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.148000
29000000.00
357986.03
Agency Mortgage-Backed Securities
FMAR 1G1946 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.219000
45971707.00
1037379.18
Agency Mortgage-Backed Securities
FMAR 1Q0317 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.168000
13290445.00
195983.09
Agency Mortgage-Backed Securities
FMAR 1Q1104 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.126000
180000.00
10354.07
Agency Mortgage-Backed Securities
FMAR 1Q1148 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.233000
835000.00
14322.54
Agency Mortgage-Backed Securities
FMAR 1Q1434 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.504000
7900000.00
201941.37
Agency Mortgage-Backed Securities
FMAR 1B7294 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.050000
11137097.00
216610.44
Agency Mortgage-Backed Securities
FMAR 1G2604 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.365000
4947327.00
45223.04
Agency Mortgage-Backed Securities
FMAR 1G1834 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
4.695000
24354966.00
220404.71
Agency Mortgage-Backed Securities
FMAR 1G1850 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.813000
70334541.00
549375.52
Agency Mortgage-Backed Securities
FMAR 1N1457 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
6.592000
2742606.00
27813.77
Agency Mortgage-Backed Securities
FMAR 1N1463 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.910000
3000000.00
16281.13
Agency Mortgage-Backed Securities
FMAR 1N1582 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.897000
3570000.00
46329.82
Agency Mortgage-Backed Securities
FMAR 1G1649 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
4.525000
18320000.00
54274.16
Agency Mortgage-Backed Securities
FMAR 1H2617 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
5.375000
22500000.00
95006.97
Agency Mortgage-Backed Securities
FMAR 1B6503 G
S6XOOCT0IEG5ABCC6L87
2051-01-01
1.751000
125000.00
54746.42
Agency Mortgage-Backed Securities
FMAR 1J1479 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.565000
12107628.00
408554.81
Agency Mortgage-Backed Securities
FMAR 1J1264 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
4.030000
47302415.00
184406.57
Agency Mortgage-Backed Securities
FMAR 1J1378 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
3.890000
2454700.00
27409.04
Agency Mortgage-Backed Securities
FMAR 2B0107 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.150000
20049885.00
756450.79
Agency Mortgage-Backed Securities
FMAR 2B0747 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.001000
900000.00
24353.27
Agency Mortgage-Backed Securities
FMAR 1J0506 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.478000
43516047.00
308932.64
Agency Mortgage-Backed Securities
FMAR 1G0608 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.978000
13676523.00
109613.72
Agency Mortgage-Backed Securities
FMAR 847373 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
4.147000
1199000.00
25470.11
Agency Mortgage-Backed Securities
FMAR 847434 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
4.530000
28000000.00
372820.82
Agency Mortgage-Backed Securities
FMAR 847576 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
4.142000
2075000.00
27515.57
Agency Mortgage-Backed Securities
FMAR 2B0040 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.150000
18673235.00
241233.47
Agency Mortgage-Backed Securities
FMAR 841521 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.338000
25029665.00
22279865.44
Agency Mortgage-Backed Securities
FMAR 1J2876 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.075000
9995224.00
288224.48
Agency Mortgage-Backed Securities
FMAR 1L0132 G
S6XOOCT0IEG5ABCC6L87
2035-07-01
4.250000
42316866.00
509768.39
Agency Mortgage-Backed Securities
FMAR 1L1312 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
4.907000
3000000.00
23012.36
Agency Mortgage-Backed Securities
FMAR 1N0169 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
6.046000
4800000.00
55649.27
Agency Mortgage-Backed Securities
FMAR 1N1417 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
6.965000
12955902.00
63685.90
Agency Mortgage-Backed Securities
FMAR 1G0626 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
3.978000
13375620.00
38136.98
Agency Mortgage-Backed Securities
FMAR 1J1732 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.787000
5190000.00
68658.03
Agency Mortgage-Backed Securities
FMAR 1J1214 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
3.679000
2400000.00
51482.97
Agency Mortgage-Backed Securities
FMAR 1B2544 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
4.188000
3290000.00
110268.05
Agency Mortgage-Backed Securities
FMAR 1B3394 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.182000
4135000.00
22003.91
Agency Mortgage-Backed Securities
FMAR 1B3940 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
4.051000
2915956.00
35772.18
Agency Mortgage-Backed Securities
FMAR 1B4757 G
S6XOOCT0IEG5ABCC6L87
2040-06-01
6.111000
2617150.00
26219.48
Agency Mortgage-Backed Securities
FMAR 1G2127 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
3.856000
20408134.00
212237.11
Agency Mortgage-Backed Securities
FMAR 841163 G
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.224000
3536525.00
844740.32
Agency Mortgage-Backed Securities
FMAR 841172 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.297000
2265000.00
987503.14
Agency Mortgage-Backed Securities
FMAR 841327 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.848000
23684779.00
14866773.77
Agency Mortgage-Backed Securities
FMAR 841354 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.202000
18470749.00
12788464.30
Agency Mortgage-Backed Securities
FMAR 841480 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
2.026000
8650020.00
6199426.50
Agency Mortgage-Backed Securities
FMAR 841540 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
1.871000
27389532.00
23094517.49
Agency Mortgage-Backed Securities
FMAR 840145 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.165000
2451496.00
765749.29
Agency Mortgage-Backed Securities
FMAR 841085 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.702000
276000.00
68433.58
Agency Mortgage-Backed Securities
FMAR 840188 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.537000
1433000.00
222071.12
Agency Mortgage-Backed Securities
FMAR 840190 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.241000
2926000.00
893415.89
Agency Mortgage-Backed Securities
FMAR 841077 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.874000
4000000.00
1076824.28
Agency Mortgage-Backed Securities
FMAR 841081 G
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.098000
2100000.00
447909.50
Agency Mortgage-Backed Securities
FMAR 840993 G
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.988000
415264.00
68943.52
Agency Mortgage-Backed Securities
FMAR 840965 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.356000
2017000.00
296189.40
Agency Mortgage-Backed Securities
FMAR 841022 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.381000
15800000.00
1851488.48
Agency Mortgage-Backed Securities
FMAR 841016 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
4.500000
27174612.00
7832250.21
Agency Mortgage-Backed Securities
FMAR 849587 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.017000
353565.00
17048.25
Agency Mortgage-Backed Securities
FMAR 841040 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.761000
4331000.00
1224637.77
Agency Mortgage-Backed Securities
FMAR 2B1100 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.928000
21287900.00
799487.64
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888763
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.106000
2150000.00
33025.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO9299
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.720000
1000000.00
328139.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5281
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.641000
11600000.00
857413.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB817509
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.038000
26204766.00
377316.59
Agency Mortgage-Backed Securities
FNAR XX.XXX WD791868
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.268000
14858979.00
166223.16
Agency Mortgage-Backed Securities
FMAR 2B1861 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.890000
49775022.00
3916385.34
Agency Mortgage-Backed Securities
GNCL CL CJ1393
549300M8ZYFG0OCMTT87
2064-03-15
3.080000
1000.00
847.27
Agency Mortgage-Backed Securities
GNPL PN CS5217
549300M8ZYFG0OCMTT87
2058-03-15
4.740000
7993990.00
7803439.87
Agency Mortgage-Backed Securities
FMAR 8C0290 G
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.254000
2625000.00
2286688.57
Agency Mortgage-Backed Securities
FMAR 8C0370 G
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.189000
2500000.00
2250649.03
Agency Mortgage-Backed Securities
GNCL CL BX1522
549300M8ZYFG0OCMTT87
2063-09-15
2.790000
1864009.00
1529102.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0452
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.428000
11087834.00
152540.81
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW4992
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.358000
15338826.00
14679923.88
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7139
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.499000
13393284.00
11504901.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1442
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.471000
25000000.00
1654447.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735753
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.587000
21750000.00
272520.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY1342
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.111000
675000.00
32707.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3224
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.917000
5120000.00
210762.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WE238575
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.681000
4211814.00
15141.53
Agency Mortgage-Backed Securities
FMAR 2B1608 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.890000
4588250.00
139771.49
Agency Mortgage-Backed Securities
FMAR 2B3989 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.182000
5000000.00
303777.60
Agency Mortgage-Backed Securities
FMAR 2B7150 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.536000
8770024.00
493131.15
Agency Mortgage-Backed Securities
FMAR 840226 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
2.900000
15000000.00
1656274.50
Agency Mortgage-Backed Securities
FMAR 840440 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.867000
10880000.00
1206082.36
Agency Mortgage-Backed Securities
FMAR 840439 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.867000
800000.00
88682.53
Agency Mortgage-Backed Securities
FMAR 840617 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.660000
7331814.00
1536992.86
Agency Mortgage-Backed Securities
FMAR 782870 G
S6XOOCT0IEG5ABCC6L87
2034-09-01
4.655000
447136.00
12578.43
Agency Mortgage-Backed Securities
FMAR 782758 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
4.375000
3750000.00
23280.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7812
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.998000
4085000.00
438141.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO7947
B1V7KEBTPIMZEU4LTD58
2042-06-01
5.450000
8381532.00
205042.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.636000
30788872.00
371780.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS851297
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.350000
5000000.00
37572.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS836464
B1V7KEBTPIMZEU4LTD58
2035-10-01
6.005000
5350000.00
61594.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888776
B1V7KEBTPIMZEU4LTD58
2037-08-01
4.695000
1490000.00
24438.04
Agency Mortgage-Backed Securities
FMAR 8D0111 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.912000
6700401.00
5276788.99
Agency Mortgage-Backed Securities
FMAR 847986 G
S6XOOCT0IEG5ABCC6L87
2031-06-01
3.414000
10647613.00
706538.52
Agency Mortgage-Backed Securities
FMAR 2B0084 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.120000
10003067.00
137906.98
Agency Mortgage-Backed Securities
FMAR 847549 G
S6XOOCT0IEG5ABCC6L87
2035-03-01
4.444000
2550000.00
45131.15
Agency Mortgage-Backed Securities
FMAR 1J0405 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.886000
2120000.00
14901.24
Agency Mortgage-Backed Securities
FMAR 1J0244 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
4.052000
5172478.00
61627.92
Agency Mortgage-Backed Securities
FMAR 1J1433 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.845000
18000000.00
98202.26
Agency Mortgage-Backed Securities
FMAR 1B7460 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
4.050000
1837000.00
12048.21
Agency Mortgage-Backed Securities
FMAR 841036 G
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.349000
3100000.00
590742.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WD841068
B1V7KEBTPIMZEU4LTD58
2034-11-01
4.536000
7000000.00
99067.90
Agency Mortgage-Backed Securities
FMAR 1B7323 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
4.563000
7500000.00
75031.61
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-08-28
Y
WELLS FARGO SECURITIES LLC
1.0000
7
N
N
N
0.0536
355000000.00
355000000.00
0.0074
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.360000%
549300HN4UKV1E2R3U73
0001675365
ARP0XQJW0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
158565459.00
116928288.24
Agency Mortgage-Backed Securities
GNII SF MA8570 M
549300M8ZYFG0OCMTT87
2053-01-20
5.500000
144845965.00
142311480.94
Agency Mortgage-Backed Securities
GNII SF MA8721 M
549300M8ZYFG0OCMTT87
2053-02-20
3.000000
226770694.00
197319389.01
Agency Mortgage-Backed Securities
GNII SF MA8797 M
549300M8ZYFG0OCMTT87
2053-04-20
3.500000
199670121.00
182040842.05
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-09-25
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0536
620000000.00
620000000.00
0.0129
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0XQK24
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2049-11-15
2.375000
140832000.00
102368165.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-30
2.875000
246524600.00
231897679.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-12-31
3.875000
104202900.00
102821614.11
U.S. Treasuries (including strips)
Y
2023-08-07
2023-08-07
2023-09-21
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0532
425000000.00
425000000.00
0.0088
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.310000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0XQKR9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-09-30
3.875000
100.00
99.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-30
3.875000
1500.00
1488.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-12-31
3.875000
79900.00
79040.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-31
3.500000
82450000.00
79586593.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-31
3.500000
27593900.00
26635591.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-02-28
4.000000
7374000.00
7450877.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-15
1.750000
100.00
87.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-15
0.125000
3791000.00
4035263.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-15
0.125000
193343300.00
205800891.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
185676500.00
197860074.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
10720600.00
11424055.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
0.375000
262039700.00
249381246.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-02-28
4.000000
160400000.00
162072239.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
253897400.00
249999905.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-06-30
3.750000
254163200.00
249992627.76
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0531
1416000000.00
1416000000.00
0.0295
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0XQKU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CC8855 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1000.00
456.14
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1137151.00
827382.97
Agency Mortgage-Backed Securities
FNMS 02.000 CICB3518
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.000000
6843760.00
5499627.13
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1807520.00
1329461.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2116
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
258277.00
235009.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
8256.00
893.51
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
15525139.00
10944436.04
Agency Mortgage-Backed Securities
GNII SP 785193 C
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
3251612.00
1676662.75
Agency Mortgage-Backed Securities
GNII SP 785400 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1160227.00
757191.88
Agency Mortgage-Backed Securities
GNII SP 785421 M
549300M8ZYFG0OCMTT87
2047-07-20
3.000000
48437260.00
22505317.51
Agency Mortgage-Backed Securities
GNII SP 785427 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1852448.00
1451325.47
Agency Mortgage-Backed Securities
GNII SP 785440 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
1024.00
653.40
Agency Mortgage-Backed Securities
GNII SF AF1001 C
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
244404.00
51671.47
Agency Mortgage-Backed Securities
GNII SF BH8543 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
426340.00
162177.37
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
1000.00
931.54
Agency Mortgage-Backed Securities
GNMI SF BA7937 X
549300M8ZYFG0OCMTT87
2047-06-15
4.000000
503847.00
147276.03
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
1022.00
83.88
Agency Mortgage-Backed Securities
GNII SF MA2305 M
549300M8ZYFG0OCMTT87
2044-10-20
4.500000
1024.00
82.85
Agency Mortgage-Backed Securities
GNII SF MA7137 M
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
1000.00
465.83
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5316
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1066016.00
997946.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1289
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.170000
363050.00
242251.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8503
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
5360800.00
5107998.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY0677
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
1150.00
1130.57
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA0840
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
1828.00
740.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1842230.00
1668191.82
Agency Mortgage-Backed Securities
GNII SF CT8090 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
90704.00
92911.27
Agency Mortgage-Backed Securities
GNII SF CV0026 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
2513384.00
2585257.22
Agency Mortgage-Backed Securities
GNII SF AW6637 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
1628699.00
798967.54
Agency Mortgage-Backed Securities
GNII SF AY2372 C
549300M8ZYFG0OCMTT87
2047-01-20
3.250000
1599144.00
390217.76
Agency Mortgage-Backed Securities
GNII SF CA2748 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1678494.00
1316647.54
Agency Mortgage-Backed Securities
GNII SF AF1000 C
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
80304.00
17881.86
Agency Mortgage-Backed Securities
GNMI SF BI1270 X
549300M8ZYFG0OCMTT87
2048-08-15
4.000000
225727.00
160172.73
Agency Mortgage-Backed Securities
GNII SF BI6280 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3500000.00
676150.63
Agency Mortgage-Backed Securities
GNII SF BZ9747 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1591842.00
1402068.88
Agency Mortgage-Backed Securities
GNII SF BA9670 C
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1044.00
447.27
Agency Mortgage-Backed Securities
GNMI SF BC1180 X
549300M8ZYFG0OCMTT87
2047-08-15
4.000000
334180.00
55688.10
Agency Mortgage-Backed Securities
GNII SF BC9931 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
3191112.00
1118924.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1562012.00
975210.56
Agency Mortgage-Backed Securities
GNII SF AS7206 C
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
1204564.00
280871.77
Agency Mortgage-Backed Securities
GNII SF BE9832 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
372887.00
39927.82
Agency Mortgage-Backed Securities
FNMS 02.000 CTCB0883
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.000000
1000.00
720.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4031
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
1008.00
226.26
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7375
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
53836446.00
44462635.73
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2837
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.500000
1590288.00
651324.32
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0187
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.500000
20770976.00
7476988.43
Agency Mortgage-Backed Securities
GNII SF AE2153 C
549300M8ZYFG0OCMTT87
2043-05-20
3.500000
80304.00
24274.24
Agency Mortgage-Backed Securities
GNII SF 004292 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
29997.00
571.23
Agency Mortgage-Backed Securities
GNII SF AY0574 C
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
1000.00
374.64
Agency Mortgage-Backed Securities
GNPL PN CS2711
549300M8ZYFG0OCMTT87
2058-03-15
4.790000
1000.00
982.12
Agency Mortgage-Backed Securities
GNII SF BE3201 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
3156822.00
1586530.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1631
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1000.00
478.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1181
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1000.00
820.24
Agency Mortgage-Backed Securities
GNII SP 785057 M
549300M8ZYFG0OCMTT87
2050-05-20
2.000000
17136560.00
8414249.31
Agency Mortgage-Backed Securities
GNII SP 785160 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1000.00
596.10
Agency Mortgage-Backed Securities
GNII SF MA6934 M
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
1007.00
389.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
16921091.00
14333701.02
Agency Mortgage-Backed Securities
GNII SF MA5193 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
2469921.00
232516.11
Agency Mortgage-Backed Securities
GNII SF MA7195 M
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1024.00
501.95
Agency Mortgage-Backed Securities
MNMS 02.510 MLBS3576
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.510000
1000.00
724.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2419
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1024.00
84.63
Agency Mortgage-Backed Securities
GNHA RM 891588 H
549300M8ZYFG0OCMTT87
2058-03-20
5.610000
850000.00
124689.54
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF3354
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
1000.00
997.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7925
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
19178436.00
17784248.54
Agency Mortgage-Backed Securities
GNII SP 785149 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1024.00
663.87
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-09-21
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0532
154000000.00
154000000.00
0.0032
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0XQL15
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-151 A-2 20321025 FLT
S6XOOCT0IEG5ABCC6L87
2032-10-25
3.800000
19590528.00
18362097.41
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL725223
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.500000
4250000.00
47731.70
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7198
S6XOOCT0IEG5ABCC6L87
2038-03-01
5.500000
4161624.00
166295.88
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK3335
S6XOOCT0IEG5ABCC6L87
2026-06-01
4.500000
1736587.00
19170.34
Agency Mortgage-Backed Securities
GNII SF BG7701 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1560220.00
356821.09
Agency Mortgage-Backed Securities
GNMI SF 723516 X
549300M8ZYFG0OCMTT87
2039-12-15
4.000000
293306.00
22191.76
Agency Mortgage-Backed Securities
GNMI SF 733627 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
2030000.00
137934.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0618
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
71599900.00
3363589.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0984
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
129000.00
6954.36
Agency Mortgage-Backed Securities
GNMI SF 769004 X
549300M8ZYFG0OCMTT87
2041-07-15
4.290000
110000.00
15032.22
Agency Mortgage-Backed Securities
GNMI SF AC2059 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
47230.00
7395.41
Agency Mortgage-Backed Securities
GNII SF MA2526 M
549300M8ZYFG0OCMTT87
2031-12-20
6.000000
182396.00
17136.46
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3017
B1V7KEBTPIMZEU4LTD58
2032-04-01
4.000000
125000.00
12167.11
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3153
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
1097374.00
250034.67
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4441
B1V7KEBTPIMZEU4LTD58
2036-10-01
1.500000
52774.00
37979.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD2280
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
2825984.00
77252.67
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD6392
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.500000
3400000.00
18496.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3271
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
65500000.00
6387412.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA5385
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
30000.00
5726.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2491
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
200000.00
27987.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL664397
B1V7KEBTPIMZEU4LTD58
2032-10-01
6.000000
3909116.00
26183.85
Agency Mortgage-Backed Securities
FNMS 04.000 CKBD4487
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
3655750.00
165514.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
28598000.00
1305992.63
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL4404
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
1019510.00
43471.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6542
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.500000
322462.00
63798.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6198
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
2731940.00
274348.39
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5548
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
46029.00
8188.41
Agency Mortgage-Backed Securities
FNMS 05.000 CL254868
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
701000.00
8365.36
Agency Mortgage-Backed Securities
FNMS 07.000 CL545723
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.000000
5737999.00
8888.49
Agency Mortgage-Backed Securities
FNMS 03.500 CJAJ5337
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
14282832.00
129701.22
Agency Mortgage-Backed Securities
FNMS 04.000 CKAK9438
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
500000.00
12834.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0675
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
690343.00
15295.08
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6026
S6XOOCT0IEG5ABCC6L87
2049-12-01
2.500000
24335712.00
3486733.43
Agency Mortgage-Backed Securities
04.000 FGPC Q13653 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.000000
563442.00
129132.76
Agency Mortgage-Backed Securities
03.000 FGPC Q15238 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
858561.00
170470.45
Agency Mortgage-Backed Securities
03.500 FGPC V83267 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
105581000.00
25749315.04
Agency Mortgage-Backed Securities
04.000 FGPC G67717 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
14783500.00
4070304.40
Agency Mortgage-Backed Securities
04.500 FGPC Q59721 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
390000.00
86066.06
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0923
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
8921600.00
6893215.48
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7550
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
379935.00
295080.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4698
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
44289920.00
8004363.08
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8069
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
388000.00
73241.45
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS9115
S6XOOCT0IEG5ABCC6L87
2028-05-01
6.000000
135808.00
14313.75
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7346
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
1217024.00
211977.38
Agency Mortgage-Backed Securities
FEPC 04.500 CTZL7853
S6XOOCT0IEG5ABCC6L87
2038-07-01
4.500000
1249850.00
27661.59
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL8614
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.500000
410862.00
58406.54
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS0896
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.500000
2140000.00
23620.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7380
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
924000.00
799054.64
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC1826
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.000000
184000.00
114529.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8235
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.000000
27000.00
22579.16
Agency Mortgage-Backed Securities
FEPC 04.500 CISB8205
S6XOOCT0IEG5ABCC6L87
2038-01-01
4.500000
2998000.00
2638900.83
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2337
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
17709952.00
16849749.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8202
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
209000.00
171664.97
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0762
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.500000
1741000.00
1457976.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4077
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
533170.00
128710.98
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
104000.00
17257.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4511
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
2000000.00
1487983.31
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS1697
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.000000
20000000.00
16601109.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3021
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
29023583.00
26464176.39
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
4600000.00
102306.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3093
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
651000.00
115066.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV8024
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
14452480.00
12749257.34
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS9518
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
40000.00
7275.96
Agency Mortgage-Backed Securities
04.500 FGPC A97955 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.500000
4272000.00
345073.17
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0843
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
1000000.00
93463.18
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL8067
S6XOOCT0IEG5ABCC6L87
2044-05-01
5.000000
1011334.00
200469.48
Agency Mortgage-Backed Securities
GNII RG CN6629 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
256674.00
220027.33
Agency Mortgage-Backed Securities
GNII SF CU3971 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
2982896.00
3086857.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE3764
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
309589.00
31341.79
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS4061
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.000000
44914240.00
39906790.78
Agency Mortgage-Backed Securities
FNMS 05.000 CL888407
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.000000
45000000.00
709745.15
Agency Mortgage-Backed Securities
FNMS 03.500 CTCB2120
B1V7KEBTPIMZEU4LTD58
2041-10-01
3.500000
1057960.00
676951.18
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5482
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
21904672.00
19543707.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6478
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
53060096.00
51782794.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5274
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
133091.00
60256.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP3574
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
55000.00
41287.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS6624
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.820000
29798000.00
27918709.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5328
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
5664800.00
4270383.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8809
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
310623.00
266032.63
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC1328
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.000000
150000.00
27203.13
Agency Mortgage-Backed Securities
FNMS 04.500 R3BF0207
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
124538112.00
31779692.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3961
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
268281.00
98169.70
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5698
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
17920992.00
6220799.72
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8858
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
900000.00
659233.63
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5731
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.000000
2800000.00
1968533.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1546
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
407000.00
353375.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9649
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
62295424.00
10462914.95
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1522
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.500000
50000.00
17582.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7795
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
635000.00
93385.56
Agency Mortgage-Backed Securities
Y
2023-08-03
2023-08-03
2023-08-03
N
N
N
0.0531
354000000.00
354000000.00
0.0074
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0XQL49
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 3UZN0027
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
1353964.00
641082.05
Agency Mortgage-Backed Securities
GNMI SF 727842 X
549300M8ZYFG0OCMTT87
2040-03-15
4.500000
65760.00
24165.48
Agency Mortgage-Backed Securities
GNII SF AK7899 C
549300M8ZYFG0OCMTT87
2045-01-20
4.500000
1729696.00
196739.64
Agency Mortgage-Backed Securities
GNII SF MA5878 M
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
44542400.00
4335213.89
Agency Mortgage-Backed Securities
GNMI SF BG6391 X
549300M8ZYFG0OCMTT87
2048-08-15
4.000000
5000944.00
3479746.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4014
S6XOOCT0IEG5ABCC6L87
2042-05-01
4.500000
14432800.00
1582386.44
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2072
S6XOOCT0IEG5ABCC6L87
2028-04-01
6.000000
4997867.00
38620.95
Agency Mortgage-Backed Securities
GNII SF AZ2697 C
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
5182610.00
610077.94
Agency Mortgage-Backed Securities
FNMS 01.500 CNMA4424
B1V7KEBTPIMZEU4LTD58
2031-09-01
1.500000
185000.00
122236.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6184
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
45000.00
27632.45
Agency Mortgage-Backed Securities
FNMS 05.000 CL710573
B1V7KEBTPIMZEU4LTD58
2033-05-01
5.000000
11299100.00
35627.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8279
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
75000.00
19306.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6488
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
12300000.00
9383884.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7049
B1V7KEBTPIMZEU4LTD58
2030-01-01
4.500000
1350000.00
151445.94
Agency Mortgage-Backed Securities
FEPC 06.000 CISB8226
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
53430.00
49733.80
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ7157
S6XOOCT0IEG5ABCC6L87
2033-05-01
5.500000
1250000.00
17309.40
Agency Mortgage-Backed Securities
GNII SF CV1501 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
1143696.00
1192525.96
Agency Mortgage-Backed Securities
GNPL PN CI1769
549300M8ZYFG0OCMTT87
2057-07-15
2.570000
25750000.00
21134248.80
Agency Mortgage-Backed Securities
GNII SF CU4204 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
1170736.00
1188682.58
Agency Mortgage-Backed Securities
GNII SF CU4868 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
1114342.00
1125547.82
Agency Mortgage-Backed Securities
GNPL PN CN7017
549300M8ZYFG0OCMTT87
2057-12-15
4.250000
6020100.00
5655769.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1170
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
400000.00
293564.10
Agency Mortgage-Backed Securities
FNMS 06.500 CL928412
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
202528.00
6782.47
Agency Mortgage-Backed Securities
FNMS 06.500 CL955722
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.500000
7353120.00
62551.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV0942
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
10522512.00
9953416.24
Agency Mortgage-Backed Securities
FNMS 02.000 CIBV7887
B1V7KEBTPIMZEU4LTD58
2037-07-01
2.000000
944638.00
784768.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLBW7780
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.000000
11426.00
9870.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX8530
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
5834184.00
5688089.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5308
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1060450.00
1058884.57
Agency Mortgage-Backed Securities
FNMS 03.000 CICB3224
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.000000
74017.00
58077.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR6743
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
597635.00
111048.13
Agency Mortgage-Backed Securities
FNMS 01.500 CLBQ6617
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.500000
740327.00
522445.84
Agency Mortgage-Backed Securities
FNMS 01.500 CIBQ6674
B1V7KEBTPIMZEU4LTD58
2036-10-01
1.500000
392756.00
279610.85
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG1367
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
55280.00
54003.42
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA8666
S6XOOCT0IEG5ABCC6L87
2053-03-01
4.000000
9462000.00
8806540.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4780
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.000000
10862192.00
1347773.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0363
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
3814032.00
1136280.21
Agency Mortgage-Backed Securities
FEPC 02.000 CISB0883
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.000000
361098.00
316744.30
Agency Mortgage-Backed Securities
FEPC 03.500 3SZN0117
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
33363072.00
6327108.23
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS0846
S6XOOCT0IEG5ABCC6L87
2035-02-01
6.000000
3110000.00
42087.72
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2735
S6XOOCT0IEG5ABCC6L87
2039-07-01
5.500000
6250000.00
129397.06
Agency Mortgage-Backed Securities
FEPC 04.000 CTZJ9447
S6XOOCT0IEG5ABCC6L87
2032-05-01
4.000000
2223920.00
440369.37
Agency Mortgage-Backed Securities
GNMI SF AE8309 X
549300M8ZYFG0OCMTT87
2044-04-15
4.000000
27032000.00
2282253.27
Agency Mortgage-Backed Securities
GNII SF AK6972 C
549300M8ZYFG0OCMTT87
2045-03-20
4.500000
550000.00
134299.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3179
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
25000.00
5214.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2892
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
30129.00
8256.18
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0353
B1V7KEBTPIMZEU4LTD58
2030-03-01
4.500000
652600.00
18670.39
Agency Mortgage-Backed Securities
FNMS 03.000 I3BF0435
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
7444144.00
3917383.38
Agency Mortgage-Backed Securities
03.000 FGPC U80254 G
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
1200000.00
192948.77
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2251
S6XOOCT0IEG5ABCC6L87
2038-02-01
5.500000
5929120.00
53183.98
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS3563
S6XOOCT0IEG5ABCC6L87
2042-04-01
5.000000
71000.00
13439.97
Agency Mortgage-Backed Securities
03.500 FGPC G08770 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
11950000.00
1542816.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3991
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
6655944.00
1550348.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ7689
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
3850000.00
220669.14
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL4743
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.500000
4100000.00
25788.10
Agency Mortgage-Backed Securities
04.000 FGPC C03856 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
4853700.00
478948.16
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ4718
S6XOOCT0IEG5ABCC6L87
2029-08-01
6.000000
17522660.00
54382.29
Agency Mortgage-Backed Securities
Y
2023-08-02
2023-08-02
2023-08-02
N
N
N
0.0531
97000000.00
97000000.00
0.0020
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.320000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0XQLK3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNRA RC01SA1X R23M01
B1V7KEBTPIMZEU4LTD58
2033-07-25
4.656020
1800.00
1790.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
30462201.00
534880.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
4311000.00
419938.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
34380000.00
1149112.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
26663109.00
4585518.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-06-15
4.000000
2830000.00
1590183.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
4.371810
6038781.00
935614.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
7387800.00
5715610.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
16810000.00
6066719.71
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
5.500000
5997130.00
1166130.23
Agency Collateralized Mortgage Obligation
MNRA CL003A1 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.707190
14089903.00
11751632.08
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.531940
17177576.00
13659412.90
Agency Collateralized Mortgage Obligation
MNRA CL003A2 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.707190
7341010.00
5889447.56
Agency Collateralized Mortgage Obligation
MNRA CL0022A1 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.914000
13414427.00
9126172.24
Agency Collateralized Mortgage Obligation
MNRA CL0022A2 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.914000
10540843.00
9688545.57
Agency Collateralized Mortgage Obligation
MNRM CL004A1 R21M004
B1V7KEBTPIMZEU4LTD58
2031-02-25
0.959000
1000000.00
687818.76
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R21M01G
B1V7KEBTPIMZEU4LTD58
2030-11-25
1.468470
4498000.00
3603751.37
Agency Collateralized Mortgage Obligation
MNRA CL03GA2 R21M03G
B1V7KEBTPIMZEU4LTD58
2031-01-25
1.245430
20900000.00
16446834.04
Agency Collateralized Mortgage Obligation
MNRA CL001A1 R22M001
B1V7KEBTPIMZEU4LTD58
2031-10-25
1.669100
6000000.00
5076172.15
Agency Collateralized Mortgage Obligation
MNRA RC004A1X R22M00
B1V7KEBTPIMZEU4LTD58
2030-05-25
2.465010
6125000.00
3735715.14
Agency Collateralized Mortgage Obligation
MNRA CL001A2 R19M001
B1V7KEBTPIMZEU4LTD58
2028-09-25
3.546990
4454000.00
3737673.65
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
6982904.00
3151761.78
Agency Collateralized Mortgage Obligation
MNRM CL0211A2 R19M02
B1V7KEBTPIMZEU4LTD58
2029-05-25
2.250000
1000000.00
698565.55
Agency Collateralized Mortgage Obligation
MNRM CL001A2 R20M001
B1V7KEBTPIMZEU4LTD58
2029-10-25
2.444000
1600000.00
1418234.67
Agency Collateralized Mortgage Obligation
MNRM CL008A2 R20M008
B1V7KEBTPIMZEU4LTD58
2030-02-25
1.821000
3501000.00
2928692.52
Agency Collateralized Mortgage Obligation
MNRA CL052A2 R20M052
B1V7KEBTPIMZEU4LTD58
2030-10-25
1.316210
8000000.00
6392022.73
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
217054869.00
26190365.36
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
45549436.00
3759126.14
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
103198972.00
17109729.81
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
104209115.00
15214412.00
Agency Collateralized Mortgage Obligation
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.581280
5023460.00
4589364.38
Agency Collateralized Mortgage Obligation
FNRM CL022DB R05F022
B1V7KEBTPIMZEU4LTD58
2035-04-25
5.500000
1370000.00
832635.89
Agency Collateralized Mortgage Obligation
FNRM RC118AC R07F118
B1V7KEBTPIMZEU4LTD58
2038-01-25
5.000000
29974000.00
2376002.26
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
4.577020
69259779.00
1227912.67
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
4.009120
45196913.00
633578.87
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
5.036650
38536733.00
1485336.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
4.695710
72848663.00
1695700.34
Agency Collateralized Mortgage Obligation
FNRM CL093A1 R02F093
B1V7KEBTPIMZEU4LTD58
2032-03-25
6.500000
43262467.00
216080.26
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
4.463880
60553216.00
847615.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
4.607900
53914301.00
704735.08
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
4.264960
89429075.00
1206198.51
Agency Collateralized Mortgage Obligation
FNMS 05.500 K2727576
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
53367657.00
680743.92
Agency Mortgage-Backed Securities
FNMS 05.500 CL728977
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
57561.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLAX7672
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.000000
750000.00
124978.06
Agency Mortgage-Backed Securities
FNMS 03.500 CVAY4648
B1V7KEBTPIMZEU4LTD58
2031-05-01
3.500000
1134176.00
206319.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ1911
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
400000.00
271756.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ5779
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
283000.00
125656.43
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ7128
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1164350.00
683098.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP4093
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
12993366.00
7500596.83
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP5393
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
1047269.00
657082.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP5562
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1340868.00
961587.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP5772
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
21000000.00
11118724.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6359
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
3952258.00
2679575.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7455
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
11301845.00
6845996.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7919
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
12236823.00
11195656.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1731
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
720000.00
489782.16
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT2584
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
1024134.00
758554.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT2613
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1088865.00
850501.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS8339
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.400000
21311000.00
20981695.32
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS4083
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.180000
437754.00
346257.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4650
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.020000
6267386.00
5126548.35
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5701
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.220000
13322000.00
12032581.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1862
B1V7KEBTPIMZEU4LTD58
2031-04-01
2.020000
2019.00
1648.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS1955
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.395000
25000000.00
21082487.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
34587549.00
29571731.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2158
B1V7KEBTPIMZEU4LTD58
2031-06-01
1.860000
13659200.00
11140539.13
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS3825
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.360000
9165526.00
7494326.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBR0498
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1793241.00
1600748.33
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1259
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
12524596.00
8482139.77
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7726
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
5622912.00
3845110.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6360
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
4275447.00
3129185.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6770
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1120717.00
858163.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9546
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
6330000.00
2619262.37
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ0023
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1009800.00
139839.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ6187
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
1455486.00
435426.47
Agency Mortgage-Backed Securities
FNMS 07.500 K0679879
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
2033956.00
106611.79
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
13600000.00
5170713.74
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
111552743.00
38913405.29
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
8167550.00
3411101.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6837
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1176377.00
255139.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8062
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4745155.00
855302.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7880
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1833258.00
489727.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8953
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1250150.00
254469.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9648
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2465170.00
573213.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD6369
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
5800000.00
1214702.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7620
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.500000
1008989.00
287514.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4526
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
10990938.00
2517302.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5606
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
1559146.00
134183.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5875
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
3359541.00
1194341.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6074
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1217183.00
137937.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC9003
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
800000.00
186986.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4012
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1072176.00
566194.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4799
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1461620.00
232553.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5037
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
3000000.00
784107.28
Agency Mortgage-Backed Securities
FNMS 06.000 CL852651
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1546312.00
76563.74
Agency Mortgage-Backed Securities
FNMS 06.000 CL852983
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11148103.00
151118.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2232
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
1113723.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0826
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
12000000.00
928711.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5371
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2484807.00
756969.72
Agency Mortgage-Backed Securities
FNMS 05.500 CL771058
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
112254.48
Agency Mortgage-Backed Securities
FNMS 06.000 CL819984
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
5682152.00
79987.44
Agency Mortgage-Backed Securities
FNMS 05.500 CL825741
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.500000
4395739.00
142375.13
Agency Mortgage-Backed Securities
FNMS 06.000 CL831338
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
12718584.00
147455.32
Agency Mortgage-Backed Securities
FNMS 06.000 CL832707
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
10148118.00
76655.43
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5435
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
12236513.00
9358979.43
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6504
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
8015743.00
8081750.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1325
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
3072.00
2753.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3688
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1000.00
112.00
Agency Mortgage-Backed Securities
FNMS 03.500 CTAB9914
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1500000.00
257383.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8041
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.210000
10001676.00
56838.95
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0659
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.500000
100000000.00
5839058.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3912
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
6250.00
6175.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1609
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
4088000.00
1504151.41
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7540
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
4528302.00
3131444.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6673
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
7591575.00
3832700.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7049
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
20000000.00
12982215.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5816
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
8780604.00
4918862.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5817
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
10469737.00
5180616.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0473
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2087840.00
2022263.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0356
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
4931232.00
4598667.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8756
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1396171.00
1371752.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY7249
B1V7KEBTPIMZEU4LTD58
2045-05-01
5.320000
2753.00
844.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5725
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
15656359.00
3001340.73
Agency Mortgage-Backed Securities
FNMS 03.500 CQAS6035
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4059641.00
1645264.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS2318
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
25155151.00
3147370.96
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS1296
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.000000
43710402.00
4614572.05
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP4713
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
50130728.00
4895236.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8561
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.500000
850000.00
158901.80
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL3100
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
25066324.00
2585648.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8465
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
38894350.00
5201191.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5087
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
3003159.00
2884828.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4023
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
13159001.00
11365325.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2923
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
5007504.00
3494761.25
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0638
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
4554795.00
3442203.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8158
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1397927.00
1350876.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7018
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
10161955.00
3494646.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0942
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
4925380.00
1473999.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0879
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
19944688.00
4691970.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3174230.00
1149626.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9071
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
7542422.00
2103003.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5290
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
18780266.00
4659488.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0922
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
14384659.00
1713607.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4618
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
26614221.00
6138885.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH3286
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5715457.00
2327162.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0040
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4107194.00
3423464.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9671
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
5895412.00
5079177.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9991
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
6572412.00
5335455.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7330
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
5039000.00
4228167.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5047
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4352727.00
4215925.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5066
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4922074.00
4750594.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8262
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
1457032.00
1405915.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8322
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4786960.00
4171502.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7037
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2073924.00
2035512.14
Agency Mortgage-Backed Securities
FNAR XX.XXX WS780193
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.330000
22520170.00
236646.28
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3225
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
4065635.00
2603642.35
Agency Mortgage-Backed Securities
FEPC 04.500 CNRD5149
S6XOOCT0IEG5ABCC6L87
2033-06-25
4.500000
652415.00
595477.16
Agency Mortgage-Backed Securities
FNMS 05.940 MY465990
B1V7KEBTPIMZEU4LTD58
2027-07-01
5.939000
3837054.00
3017251.92
Agency Mortgage-Backed Securities
FNMS 05.500 CL357628
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
2200.00
32.38
Agency Mortgage-Backed Securities
FNMS 06.000 KL405223
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
73201233.00
46891.49
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6062
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
3761040.00
3880195.89
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG1347
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
4142337.00
4181931.41
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG1972
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1465939.00
1488769.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF8516
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
5097.00
4475.59
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF8534
S6XOOCT0IEG5ABCC6L87
2053-03-01
7.000000
4002.00
4134.32
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG0739
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.500000
1449109.00
1516364.47
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG1173
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.000000
1410951.00
1423138.42
Agency Mortgage-Backed Securities
FEPC 07.500 CLQF7397
S6XOOCT0IEG5ABCC6L87
2053-02-01
7.500000
300620.00
308603.69
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2694
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
4200.00
4126.92
Agency Mortgage-Backed Securities
FMAR 8C0645 G
S6XOOCT0IEG5ABCC6L87
2053-06-01
4.515000
4594579.00
4430436.90
Agency Mortgage-Backed Securities
FMAR 8B0301 G
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.484000
2194343.00
2127337.73
Agency Mortgage-Backed Securities
FMAR 8C0638 G
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.284000
1612438.00
1593841.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4626
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
154738.00
135198.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4919
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
22275000.00
21277648.21
Agency Mortgage-Backed Securities
FNMS 05.500 CTMA4957
B1V7KEBTPIMZEU4LTD58
2043-03-01
5.500000
5379.00
4984.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5428
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.025000
24827637.00
347036.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC7984
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.225000
34479373.00
811358.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4824
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
2397854.00
2349948.41
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5042
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
49147198.00
49232102.96
Agency Mortgage-Backed Securities
FNMS 06.500 CL889711
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.500000
171767647.00
2105358.54
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0605
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
85784941.00
66273374.29
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3696
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
130231.00
124443.20
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3698
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
7877120.00
7615559.91
Agency Mortgage-Backed Securities
FNMS 05.500 CTFS3857
B1V7KEBTPIMZEU4LTD58
2043-03-01
5.500000
104950059.00
100688264.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1924
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
8827638.00
3023975.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2320
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
8791000.00
4207304.40
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0176
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
350000.00
268318.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6327
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
2695596.00
2704085.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5208
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
619593.00
593002.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1497
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1542988.00
663825.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4707
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
23227039.00
5465800.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW1831
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1044429.00
795799.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2001
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2458715.00
2357731.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV9975
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.500000
5301403.00
4377139.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0154
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
1762526.00
1445803.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0296
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1534176.00
1396148.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0712
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
1420000.00
1351255.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9501
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
1264800.00
1163430.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9550
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2362130.00
2092468.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV9593
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2250000.00
2072133.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7556
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
7025821.00
6775348.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7802
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
1549686.00
1232535.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9898
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
3505252.00
2844438.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV3048
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
3400000.00
2683194.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV3144
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
8266273.00
7021373.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV6709
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1770995.00
1529121.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8735
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
349000.00
317952.52
Agency Mortgage-Backed Securities
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
86932478.00
10050543.50
Agency Collateralized Mortgage Obligation
MNRA CL01GA1 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.531940
7735000.00
3976576.65
Agency Collateralized Mortgage Obligation
MNRM CL023AB R21M023
B1V7KEBTPIMZEU4LTD58
2031-11-25
0.500000
3300000.00
2415967.39
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
100300000.00
14113597.41
Agency Collateralized Mortgage Obligation
FNRM CL092BW R04F092
B1V7KEBTPIMZEU4LTD58
2034-12-25
5.500000
887150.00
266114.33
Agency Collateralized Mortgage Obligation
FNMS 05.000 CL735212
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
8236664.00
120979.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5309
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
14000000.00
3241566.03
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY4343
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1321323.00
201524.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY9657
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
1278154.00
78462.34
Agency Mortgage-Backed Securities
FNMS 04.500 U4BF0247
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
8653182.00
3045079.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8812
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1472527.00
332202.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD3922
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2492651.00
421773.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5276
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
1689988.00
839795.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0405
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
17775000.00
5603662.10
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0596
S6XOOCT0IEG5ABCC6L87
2041-01-01
2.000000
3027293.00
1986263.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8903
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
26999319.00
5055624.68
Agency Mortgage-Backed Securities
FNMS 05.500 CL254983
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
31707769.00
335102.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2161
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
1751364.00
268866.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7304
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
23453151.00
4893702.30
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU9102
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
170000.00
129485.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV0930
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
3927394.00
3379657.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV0960
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
8376934.00
8124079.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBU3956
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
2424023.00
2015587.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU3957
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
5255064.00
5231134.20
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU3958
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
2418864.00
2440918.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU6495
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
5334885.00
4250399.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8387
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5050119.00
4834562.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9555
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1102502.00
829497.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7165
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
20579891.00
12766935.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7188
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
14847798.00
8599876.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7132
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5576105.00
5405882.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6350
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1291351.00
1260442.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5648
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1247600.00
1172070.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5719
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1483964.00
1407749.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6019
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
2641764.00
2439746.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3948
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5010040.00
4501802.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5272
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
4771330.00
4163609.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW2034
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
1067358.00
996551.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2239
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
16809949.00
15658865.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2294
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3122359.00
3027083.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3756
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5214988.00
4947880.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1702
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2018083.00
1807087.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1525
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1052436.00
877148.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1626
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1435000.00
1357635.80
Agency Mortgage-Backed Securities
FNMS 02.500 I3BF0433
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.500000
3692348.00
2135065.01
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0436
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
21649293.00
12374017.97
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0120
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
64481152.00
25200723.48
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0103
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
24300000.00
10401017.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA8843
S6XOOCT0IEG5ABCC6L87
2050-04-01
5.000000
2303040.00
1038555.38
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD3231
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
4139.00
4262.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8246
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1038.00
947.19
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8319
S6XOOCT0IEG5ABCC6L87
2053-03-01
7.000000
1595352.00
1462964.08
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD2339
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
4115.00
3815.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
20930791.00
14725525.76
Agency Mortgage-Backed Securities
FNMS 02.500 GLCA6624
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
13070.00
9085.37
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA6625
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
12310416.00
8197959.04
Agency Mortgage-Backed Securities
FNMS 02.000 GLCA8001
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
21926171.00
16000105.92
Agency Mortgage-Backed Securities
FNMS 02.500 GLCA8002
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
6167305.00
4084295.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4861
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1558000.00
539889.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA4965
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
16914483.00
7150172.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5508
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2097000.00
592911.89
Agency Mortgage-Backed Securities
FNMS 03.000 CQCA4631
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
1305799.00
730819.21
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA4752
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.000000
616000.00
308521.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
80185109.00
42939334.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1953278.00
943444.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4804
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2100000.00
790709.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4808
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1151288.00
672452.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3339
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
22280295.00
8153944.27
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3707
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
3446835.00
1253286.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
72952439.00
24485837.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3837
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
58877991.00
23657359.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3863
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12500000.00
3658995.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4016
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
805000.00
234847.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
27500000.00
8105581.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
5000000.00
800638.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3051
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
42648648.00
4506276.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3088
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
4000000.00
1269650.09
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3245
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
3785335.00
678854.07
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1884
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.000000
13813993.00
4909238.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2042
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7831158.00
3976472.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
105000000.00
23757821.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2197
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
114866986.00
29943357.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2338
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
22419000.00
6396697.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
2000000.00
389577.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0498
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
24700000.00
9795887.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0544
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
57096.00
15400.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1785
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
496045.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1537
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
37827211.00
13618265.62
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7865930.00
1827246.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1878
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
38368951.00
13565383.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0120
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
15461000.00
5150081.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0108
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
470000.00
175158.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0489
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
41080000.00
12941703.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4712
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1091384.00
1076793.57
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY1162
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1677330.00
1674554.87
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY1163
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1850620.00
1890973.45
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2081
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1745906.00
1790397.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2069
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1159003.00
1156647.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY2256
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
3751671.00
3651800.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2988
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
28176762.00
27573453.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0540
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
7008.00
7049.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY0685
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
7289481.00
7152485.53
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0905
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
2780174.00
2807010.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY1037
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
2415363.00
2415971.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9555
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
1318006.00
1166361.25
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9583
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
2957959.00
3031100.84
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX9638
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1085233.00
1095617.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX9970
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
1951821.00
1868335.38
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0423
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1000000.00
1008503.77
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7527
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
2733131.00
2754786.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7686
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1842605.00
1856499.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7731
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
3369700.00
3350266.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9511
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1085678.00
1088398.39
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9554
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
2134.00
2215.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX5182
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
2812018.00
2837623.84
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6019
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
30329696.00
28349524.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6117
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
25377135.00
24144308.66
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX6415
B1V7KEBTPIMZEU4LTD58
2053-02-01
7.000000
5000.00
4633.21
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX4174
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.796000
20539408.00
19666451.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX4310
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
2890596.00
2915843.22
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4312
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
2647095.00
2711647.59
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX5337
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.718000
9396256.00
9148636.38
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4870
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1074975.00
1119218.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3400
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1227520.00
1221504.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3604
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
3403910.00
3232693.81
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3661
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1277022.00
1273250.13
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX3792
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
1654771.00
1727531.10
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3912
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
26497568.00
25543996.46
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2249
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
3000.00
3108.34
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2250
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
1005097.00
1034267.86
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2251
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
4001.00
4167.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX2848
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1146306.00
1083261.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2866
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1880868.00
1764721.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3157
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1362136.00
1261506.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1496
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1060487.00
1011513.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1509
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1635447.00
1598002.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1519
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1072470.00
938955.96
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX1552
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.794000
1541516.00
1504778.67
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX1964
B1V7KEBTPIMZEU4LTD58
2053-02-01
7.000000
3000.00
1503.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1018
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1021480.00
836819.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1126
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
2233129.00
1979654.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1196
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
2016.00
1946.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1205
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1086685.00
1038706.76
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1274
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1001218.00
958960.31
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX0857
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
3000.00
3094.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0001
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1802446.00
1761159.70
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0240
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
13807970.00
13826129.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8796
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
70061.00
65753.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9301
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
3766564.00
3647737.02
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9500
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1052535.00
837518.74
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9501
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1367700.00
1389167.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9592
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1370335.00
1090030.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8365
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1074738.00
969341.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8740
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1407871.00
1345673.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW7481
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1347913.00
1318888.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7896
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2255000.00
1987991.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY6104
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.000000
1000000.00
181572.25
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW2020
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
2637903.00
428210.82
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW5278
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
1015364.00
78131.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW6229
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.757000
3622680.00
1247019.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW5580
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1428433.00
312212.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW7557
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1033904.00
463278.06
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW7894
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1092426.00
109808.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU7169
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
3564565.00
726060.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU7530
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
5026502.00
505247.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV5039
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
24417324.00
5018945.20
Agency Mortgage-Backed Securities
FNMS 04.000 CRAV6391
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
200000.00
21455.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW1890
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.000000
1029736.00
151170.64
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW1982
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1187512.00
144659.02
Agency Mortgage-Backed Securities
FNMS 04.000 GLAS9535
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
425000.00
139057.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9916
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
15413228.00
4844885.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
25084878.00
7182858.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT1991
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
1618762.00
318757.37
Agency Mortgage-Backed Securities
FNMS 03.000 CVAU0267
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3901024.00
400100.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1226
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
11226035.00
2483527.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7549
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6041139.00
3198812.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8978
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
108131034.00
26040377.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8192
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
35220026.00
10658628.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8295
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
3579807.00
1332494.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8496
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
710000.00
201957.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9894
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1100311.00
158314.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6134
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
11865720.00
2581667.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6759
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
963468.00
205615.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6936
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
389000.00
93379.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
44510801.00
12145597.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2026
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
6288000.00
792526.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIAS2377
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
3763572.00
393587.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2384
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1879644.00
242854.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5317
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
40827591.00
8607288.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6187
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
710000.00
159597.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAR1094
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
1012339.00
64265.02
Agency Mortgage-Backed Securities
FNMS 02.500 CLAR2887
B1V7KEBTPIMZEU4LTD58
2043-01-01
2.500000
5432697.00
1104529.05
Agency Mortgage-Backed Securities
FNMS 03.000 CVAS0185
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
8840000.00
1087998.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0203
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
337213.00
90257.33
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS1639
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
10096185.00
1236150.28
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9374
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.600000
9922685.00
9317113.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLAO5651
B1V7KEBTPIMZEU4LTD58
2042-07-01
5.000000
1023355.00
79767.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1294
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5001500.00
262184.99
Agency Mortgage-Backed Securities
FNMS 03.000 CTAP7163
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1159974.00
66835.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP8877
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
11840825.00
1510510.74
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1835
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.535000
1513890.00
1351751.60
Agency Mortgage-Backed Securities
FNMS 03.260 MLAN3466
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.260000
1000000.00
725487.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7163
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.940000
2200000.00
1844870.03
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8133
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.240000
1259000.00
1036277.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8532
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.400000
1500000.00
1391345.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4000000.00
3691062.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9424
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
1190000.00
293479.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL8400
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
3592816.00
1070846.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8513
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
500000.00
128286.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8634
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1000000.00
145645.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0544
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.260000
1500000.00
1379368.78
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6036
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.000000
637421.00
139368.99
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6738
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.000000
1000000.00
223624.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1833503.00
399417.01
Agency Mortgage-Backed Securities
FNAR XX.XXX JUAL8079
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
1150000.00
239174.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7501
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4772602.00
1392175.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9246
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
864000.00
161718.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3092
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
6415095.00
1550894.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4914
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
5996348.00
1010224.88
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL5491
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
550000.00
87035.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5477
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
6297986.00
1208629.26
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL5688
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
10187402.00
1088100.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2065
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
39877963.00
2046167.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2066
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
19000000.00
791058.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2152
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
94854858.00
18368654.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2153
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
68717222.00
13946734.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2754
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
80965419.00
8882549.03
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK1775
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
6268044.00
461892.50
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK1569
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
4153477.00
433260.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK8223
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
212920.00
35149.22
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9053
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
670000.00
61307.27
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4793
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1697570.00
123696.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
2536536.00
106102.44
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI7845
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.500000
5771539.00
182434.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1472
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.000000
950000.00
88098.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2164
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271650.00
116403.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2200
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1017079.00
85853.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5210
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
8532750.00
8264560.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6254
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
9073000.00
9057667.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6264
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
3992337.00
4036141.42
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6270
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
12909969.00
13412741.66
Agency Mortgage-Backed Securities
FNAR XX.XXX SOCB5548
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.052000
17326372.00
15664520.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4944
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
800816.00
739810.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4925
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
2048.00
1869.27
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB5013
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
4595298.00
3748950.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5112
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
5897435.00
5552159.78
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5160
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
1024.00
954.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4096
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
11234000.00
10209711.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4126
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
7790489.00
6668766.62
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5315
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1818300.00
1567311.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4629
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
34616280.00
33160262.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4787
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
7042307.00
6586848.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3379
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
40336389.00
33820687.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4374
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1028787.00
943383.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4401
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
18965572.00
16709247.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3762
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
49364221.00
44022745.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4035
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
44542818.00
39686672.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2917
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
6892.00
4980.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3258
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
7483945.00
6138575.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3292
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1016000.00
780144.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3315
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
3120000.00
2683989.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0735
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
206500.00
150971.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1144
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
334000.00
245244.29
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1186
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
73966369.00
52271747.28
Agency Mortgage-Backed Securities
FNMS 02.500 CTCB1842
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.500000
431000.00
328538.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA7403
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
6998146.00
3531910.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL1851
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
66000000.00
11348202.02
Agency Mortgage-Backed Securities
FNMS 05.500 CQAL2743
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
5713325.00
447203.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI8818
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
6445000.00
832516.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6311
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
12306024.00
1421289.94
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7799
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
1000000.00
627013.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA8260
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1063284.00
757448.48
Agency Mortgage-Backed Securities
FNMS 02.000 CTCA8689
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.000000
215000.00
134738.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA9092
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
9479059.00
5434048.00
Agency Mortgage-Backed Securities
FKAR 01.750 WAWA3125
S6XOOCT0IEG5ABCC6L87
2034-10-01
1.750000
1000.00
739.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8941
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2506591.00
2337125.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5794
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1069120.00
539568.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9040
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
16127709.00
3996041.72
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO9286
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
3300000.00
1646141.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO9495
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
1134996.00
518364.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5937
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1458131.00
594322.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6386
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1328330.00
505026.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9905
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1887887.00
469147.12
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO0608
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
1127627.00
464887.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4382
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
10000000.00
1510674.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN4284
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1287652.00
449917.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5323
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
500000.00
87678.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5336
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8520247.00
3326361.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6294
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1067655.00
290976.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5423
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
12702000.00
4344524.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1413
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
10000000.00
1236219.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2088
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
508865.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2846
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1000000.00
142073.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3014
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5484628.00
1692391.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3349
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1884300.00
651682.00
Agency Mortgage-Backed Securities
FNMS 03.000 CKBM6429
B1V7KEBTPIMZEU4LTD58
2048-09-25
3.000000
85000000.00
19954783.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6928
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.157000
16378066.00
11709529.22
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7208
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.694000
54542815.00
51835726.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0326
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
100000000.00
26724886.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4560
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9811000.00
3965740.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4984
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
720000.00
240699.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
28300000.00
10583573.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5856
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
750000.00
311133.42
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7172
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.684000
23686840.00
22223234.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
2260000.00
243912.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3629
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
600000.00
197837.66
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3620
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
6000000.00
1236050.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3641
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2625000.00
675649.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3865
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
7700000.00
2796758.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
16566000.00
15667686.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
3000000.00
2861394.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4881
B1V7KEBTPIMZEU4LTD58
2029-12-01
2.310000
4936610.00
4315791.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6290
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.080000
3010.00
2532.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1827
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
42502946.00
11099301.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8902
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
19991351.00
4721477.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK8772
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1030778.00
424454.26
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK9550
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1169205.00
128778.55
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0134
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.650000
9835000.00
9398008.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4740
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4715000.00
607932.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4759
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
15662065.00
4606372.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK6148
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1664289.00
489365.24
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7338
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2758959.00
784285.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7767
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5653072.00
3297348.67
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ9950
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1995850.00
485744.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0396
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.000000
4171389.00
1365269.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2623
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
19909630.00
10736443.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2043
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
21743771.00
3948042.58
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2829
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
500000.00
210007.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1888
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4175295.00
859373.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1904
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
6470265.00
2266790.91
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7072
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
6703122.00
2208937.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6706
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1724269.00
699065.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ7811
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1653891.00
332846.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4392
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1205558.00
604473.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4088
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
16872862.00
7196762.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4344
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1848108.00
347767.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4629
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
2259065.00
608969.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5696
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
11822277.00
3759248.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
24589125.00
6014320.98
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0450
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
38081246.00
18238791.17
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0495
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
52844317.00
31752139.79
Agency Mortgage-Backed Securities
FNMS 03.000 R3BF0554
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
16046253.00
10915608.51
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0593
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
12765112.00
10379525.59
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH2644
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
16702541.00
4514508.59
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0268
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.500000
39675674.00
15132465.24
Agency Mortgage-Backed Securities
FNMS 04.500 I3BF0328
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
228000.00
113660.87
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0412
B1V7KEBTPIMZEU4LTD58
2059-11-01
3.000000
36769806.00
21637330.32
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0401
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
8573837.00
4101950.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2332
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1152776.00
72387.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI2444
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
585000.00
137780.64
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2872
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271590.00
64871.89
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4725
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1086893.00
91731.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
78027.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI1647
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2938100.00
253758.37
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2649
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
3507964.00
399654.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2652
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
5226225.00
70892.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI1892
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
1085000.00
86608.84
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI1928
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
12180146.00
274171.09
Agency Mortgage-Backed Securities
FNMS 08.000 KL520019
B1V7KEBTPIMZEU4LTD58
2029-10-01
8.000000
28021835.00
115130.68
Agency Mortgage-Backed Securities
FNMS 08.500 CL607751
B1V7KEBTPIMZEU4LTD58
2031-11-01
8.500000
7283241.00
22182.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH2367
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1000000.00
68068.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7352
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1305517.00
38137.56
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH7434
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
9716464.00
50070.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7514
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1340309.00
130301.94
Agency Mortgage-Backed Securities
FEPC 06.000 CTRB5231
S6XOOCT0IEG5ABCC6L87
2043-05-01
6.000000
6058.00
5909.88
Agency Mortgage-Backed Securities
FEPC 05.500 CTRB5247
S6XOOCT0IEG5ABCC6L87
2043-07-01
5.500000
6852400.00
6870992.85
Agency Mortgage-Backed Securities
FEPC 04.500 CNRD5146
S6XOOCT0IEG5ABCC6L87
2033-05-01
4.500000
1050000.00
928578.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9995
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
6810777.00
5840717.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9286
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4190250.00
3726136.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7953
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3381438.00
3152915.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV8365
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
12467155.00
10708307.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7998
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5008709.00
4822519.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV2569
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2806740.00
2700405.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV2629
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1416872.00
1177040.06
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU3344
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1535775.00
1207633.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU3971
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
10036283.00
10284611.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8275
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5023559.00
4706713.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU1322
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
1250000.00
968508.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT5591
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
9945258.00
5875174.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8263
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2755402.00
2567187.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6423
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2049820.00
1879556.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7061
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5701418.00
5430837.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7401
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1395030.00
1363263.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6195
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1360931.00
1329286.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5871
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4163901.00
3635027.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6156
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1385395.00
1341151.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3953
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5092288.00
4058058.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4872
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
4784053.00
4680588.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW4885
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
4801773.00
4823414.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5056
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
2380992.00
2217909.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2293
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3976029.00
3819481.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3693
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1405999.00
1380868.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1387
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
5977085.00
5249108.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA7523
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4575111.00
1790628.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1148
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2088051.00
1303064.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8286
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5852458.00
5248384.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9109
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.750000
4677000.00
4712046.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9117
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.300000
10555000.00
10278420.30
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9118
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.300000
16770000.00
16330564.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8776
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.710000
1000.00
1006.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9031
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.780000
2860000.00
2888226.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9015
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
2000.00
1982.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9064
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.750000
4706000.00
4747306.13
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9086
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.360000
2262000.00
2213085.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9100
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.690000
6250000.00
6268595.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8621
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.520000
1000.00
991.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8694
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.730000
4134000.00
4168195.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8733
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.440000
25160.00
24778.52
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8764
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.370000
3834127.00
3754843.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8747
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.590000
2469000.00
2460207.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8774
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.710000
1616000.00
1626767.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8394
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
7033000.00
6870211.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8397
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
8569000.00
8369827.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8398
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
4908000.00
4794014.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8404
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
1420.00
1387.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8612
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.310000
3159000.00
3078434.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS5506
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.100000
29987400.00
27014549.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8889
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.800000
636970.00
646032.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8929
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
4187025.00
4150939.82
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9542
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1641254.00
1328751.02
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ8131
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.000000
4491600.00
3093187.21
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR5244
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
3452694.00
2283712.41
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7719
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
21762.00
21949.01
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7777
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
1005479.00
1018335.39
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7782
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
903783.00
939030.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG8152
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
1483900.00
1491551.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7587
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1043040.00
1031249.13
Agency Mortgage-Backed Securities
FEPC 07.000 CLQG7636
S6XOOCT0IEG5ABCC6L87
2053-07-01
7.000000
3085732.00
3201071.52
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7696
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
1311326.00
1333933.70
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7714
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
1029870.00
1070034.59
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7715
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
1209532.00
1234820.09
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7716
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
5970.00
6072.92
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6075
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
5276398.00
5448842.51
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6975
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
8638326.00
8927940.28
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6989
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
2299121.00
2380957.45
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG8042
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
4214510.00
4382334.60
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG8066
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
3764.00
3807.38
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG1859
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.500000
1276345.00
1307154.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG4457
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
536275.00
525531.16
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG4002
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
2375487.00
2142491.13
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG4312
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
128300.00
111498.64
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF8289
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
8000.00
8237.81
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG0211
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.000000
7042.00
7104.15
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5531
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
3004.00
3017.55
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF6726
S6XOOCT0IEG5ABCC6L87
2053-02-01
7.000000
7000.00
6658.72
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF8043
S6XOOCT0IEG5ABCC6L87
2053-02-01
7.000000
3000.00
2762.52
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF7554
S6XOOCT0IEG5ABCC6L87
2052-12-01
7.000000
242156.00
250450.03
Agency Mortgage-Backed Securities
FMAR 841575 G
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.743000
18552638.00
18076756.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4636
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
14742000.00
2629782.82
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA2585
S6XOOCT0IEG5ABCC6L87
2025-09-01
4.000000
11596700.00
111788.77
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6773
S6XOOCT0IEG5ABCC6L87
2026-06-01
4.000000
5971515.00
104440.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5106
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
2157473.00
2114877.29
Agency Mortgage-Backed Securities
FNMS 05.500 CNMA5114
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
495461.00
489106.67
Agency Mortgage-Backed Securities
FNMS 06.000 CTMA5129
B1V7KEBTPIMZEU4LTD58
2043-07-01
6.000000
6042.00
6127.54
Agency Mortgage-Backed Securities
FMAR 8B0317 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.578000
4032.00
3927.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2098
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.500000
13009.00
1758.93
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS4709
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
6872628.00
5758848.36
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5409
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
5848567.00
6007833.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2433
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4000000.00
3676326.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2865
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
7176383.00
6751480.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4810
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
5053707.00
3241555.40
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0495
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
356600.00
250492.05
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6675
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
7090825.00
7229653.25
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6702
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
6786.00
7070.93
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6751
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
5667690.00
5826958.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6752
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
6713034.00
6869661.90
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6754
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
4279218.00
4339381.00
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD6020
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
1100000.00
859146.61
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF5155
S6XOOCT0IEG5ABCC6L87
2052-12-01
7.000000
6000.00
6268.87
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5452
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
2308877.00
2312893.69
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD3038
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
10575350.00
10195032.04
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8326
S6XOOCT0IEG5ABCC6L87
2053-03-01
7.000000
7000.00
7230.12
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD2697
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.500000
4054.00
4036.56
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD1903
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
21440.00
21443.94
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2307
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
5187779.00
5066946.73
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2425
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
6409515.00
6404986.09
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD2742
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
6969551.00
6270692.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA6104
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
10966264.00
2931478.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3239
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8747672.00
3486520.97
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY7261
B1V7KEBTPIMZEU4LTD58
2053-07-01
7.000000
4779970.00
4958321.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY7680
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
1568383.00
1510534.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY6388
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
1648826.00
1679396.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY6364
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
16161895.00
15889303.09
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6370
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2985890.00
3077687.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY6372
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
5019850.00
4935183.54
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6617
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
1572997.00
1641178.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6849
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
789386.00
791102.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4415
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
33300.00
32575.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5033
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2627147.00
2706140.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY5867
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1350330.00
1331204.83
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6330
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
341720.00
352586.24
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6353
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
677702.00
707957.10
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0534
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
6008.00
5789.11
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0762
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
6866944.00
6797371.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0844
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
2317992.00
2348078.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7274
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
4602077.00
4573761.25
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7043
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
3390905.00
3431400.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7044
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
1568890.00
1590259.37
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX4305
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
17833338.00
17744044.42
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3780
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1011072.00
1047273.26
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX1555
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.657000
1483508.00
1443153.37
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX0420
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
3132770.00
3038828.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0472
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2440650.00
2382573.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9536
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2894510.00
2738320.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8388
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1428428.00
1379997.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8575
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5801954.00
5212204.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8768
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1417206.00
1385553.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7885
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
5445781.00
4730900.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4564
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
6237322.00
5421487.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2922
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
3824318.00
2741108.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1866
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1289424.00
965942.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1163
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
4879651.00
1940786.81
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7273
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.931000
5120.00
5059.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4027
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
40322231.00
15416963.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1056
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
23304000.00
5141624.26
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-09-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0532
3000000000.00
3000000000.00
0.0624
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.320000%
549300QJJX6CVVUXLE15
0001317808
ARP0XQLL1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-175 UF
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1035482.00
744829.37
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
46801004.00
33769892.61
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
263998.00
196685.73
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
65156002.00
55234422.87
Agency Collateralized Mortgage Obligation
GNRA 2023-040 MF
549300M8ZYFG0OCMTT87
2053-03-20
6.068320
473985.00
468796.02
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
36692000.00
27330785.08
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FE
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1000.00
714.81
Agency Collateralized Mortgage Obligation
GNRA 2022-025 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1004.00
753.66
Agency Collateralized Mortgage Obligation
GNRA 2023-013 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
2800.00
2608.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
5.733490
2345614.00
1350273.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2057-08-15
5.582420
21827874.00
9367721.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
5.533490
24868629.00
11922252.01
Agency Collateralized Mortgage Obligation
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
140520880.00
9896358.20
Agency Collateralized Mortgage Obligation
GNRA 2021-077 FA
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
11724.00
7336.46
Agency Collateralized Mortgage Obligation
GNII SF MA6039 M
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
1000.00
136.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1184
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
61822629.00
15171918.85
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5991
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
72457086.00
38530470.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0758
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
37050042.00
1681658.36
Agency Mortgage-Backed Securities
GNII SF MA7768 M
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
229000.00
177872.29
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9668
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
82782094.00
61145729.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
87663192.00
14570454.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
702500.00
94312.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1000.00
673.31
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1110.00
108.59
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0435
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
32491000.00
22135796.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3049
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
134792331.00
107851654.80
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3091
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
39385899.00
29565962.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
3147.00
851.93
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3991
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
11843700.00
6775321.82
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3033
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
1000.00
40.21
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1605
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1088.00
890.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1002.00
113.05
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7503
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
1003.00
300.64
Agency Mortgage-Backed Securities
GNII SF MA7882 M
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
4993.00
3994.39
Agency Mortgage-Backed Securities
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
2000.00
1943.55
Agency Mortgage-Backed Securities
GNII SF MA8488 M
549300M8ZYFG0OCMTT87
2052-11-20
4.000000
12753800.00
11785489.96
Agency Mortgage-Backed Securities
GNII SF MA8647 M
549300M8ZYFG0OCMTT87
2053-02-20
5.000000
2000.00
1938.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU1632
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
78519359.00
14576893.89
Agency Mortgage-Backed Securities
FNMS 05.500 CL745819
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
357367842.00
3398414.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
8000.00
1825.29
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD7537
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
1000.00
668.09
Agency Mortgage-Backed Securities
03.500 FGPC V81932 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
8000.00
1438.24
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1000.00
259.92
Agency Mortgage-Backed Securities
04.000 FGPC Q57834 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
406704.00
79231.97
Agency Mortgage-Backed Securities
03.500 FGPC G61417 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
3.500000
1001.00
300.26
Agency Mortgage-Backed Securities
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
17810916.00
5637834.11
Agency Mortgage-Backed Securities
GNII SF MA7051 M
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
15309200.00
9184919.07
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
3660898.00
2315346.84
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1000.00
742.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4231
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
70229300.00
37579571.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2606
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
19689085.00
5344466.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1694
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
123999000.00
23040965.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0998
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
4486.00
1125.78
Agency Mortgage-Backed Securities
GNII SF MA3245 M
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
5071832.00
509037.76
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0852
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
2000.00
1497.42
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-07-11
0.00
27144800.00
25813890.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-02-15
3.500000
9100.00
8901.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
3.875000
46734300.00
46266419.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-06-30
4.000000
1823900.00
1813083.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
2.125000
100.00
96.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-07-15
0.250000
100.00
108.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
92.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-06-30
0.500000
10000.00
8629.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
0.250000
112500.00
102573.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
0.375000
237200.00
202162.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-08-15
3.750000
25900.00
24893.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
1.125000
16500.00
10407.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-15
0.125000
200.00
194.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
0.250000
17900.00
17198.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
3.000000
100.00
97.67
U.S. Treasuries (including strips)
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
450000000.00
80118958.02
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-09-21
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0532
690000000.00
690000000.00
0.0144
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.330000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0XQM30
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLAA7711
B1V7KEBTPIMZEU4LTD58
2039-08-01
5.000000
3310476.00
127627.11
Agency Mortgage-Backed Securities
FNMS 03.000 CTCB3542
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.000000
1000.00
803.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4012
B1V7KEBTPIMZEU4LTD58
2041-12-01
2.410000
148828.00
99797.86
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2711
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
2024.00
1948.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
237052882.00
21906711.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4700
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
755000.00
672123.31
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
1000.00
22.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA1541
B1V7KEBTPIMZEU4LTD58
2039-02-01
5.000000
2791172.00
208264.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA1544
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.500000
4601900.00
15414.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA2197
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
4468289.00
26296.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA4293
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
6423969.00
76027.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS4650
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
956.97
Agency Mortgage-Backed Securities
FNMS 05.500 CL889692
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
40890.00
422.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
1262780.00
1202134.99
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL5008
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
7282626.00
1369411.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7382
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
2964.00
1756.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9019
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
4374912.00
3135055.68
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS3267
B1V7KEBTPIMZEU4LTD58
2037-01-01
2.500000
3222795.00
2715796.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLFM1056
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
5439448.00
1819883.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLFM1095
B1V7KEBTPIMZEU4LTD58
2049-02-01
6.000000
1745000.00
751371.23
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5906
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1024.00
988.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4704
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.610000
1000.00
780.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBV8004
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
2602427.00
2300320.16
Agency Mortgage-Backed Securities
FMAR 840353 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
6.886000
4725000.00
387099.86
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9075
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1120.00
1129.81
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA5014
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.000000
1000.00
932.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1675
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1020.00
256.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109645
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.730000
23556.00
21987.04
Agency Mortgage-Backed Securities
FMAR 1L1234 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
4.375000
19903968.00
70633.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3346
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
3900000.00
1101280.98
Agency Mortgage-Backed Securities
FNMS 06.500 CL928593
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
1175.00
30.38
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-15
6.043820
3500000.00
667777.68
Agency Collateralized Mortgage Obligation
FNMS 06.500 CL889984
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
2033.00
20.31
Agency Mortgage-Backed Securities
GNRA 2022-170 FA
549300M8ZYFG0OCMTT87
2052-09-20
5.500000
28521280.00
25897018.07
Agency Collateralized Mortgage Obligation
FNMS 06.000 CL888673
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
96264308.00
2183166.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3752
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
163515.00
140437.64
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA3111
B1V7KEBTPIMZEU4LTD58
2039-02-01
5.500000
1192.00
113.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
2677544.00
285572.20
Agency Mortgage-Backed Securities
FKAR 02.770 WNWN0077
S6XOOCT0IEG5ABCC6L87
2040-03-01
2.770000
702378.00
531208.72
Agency Mortgage-Backed Securities
FNMS 05.500 CL745418
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.500000
2306.00
25.26
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA2270
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
5800000.00
517385.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4842
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
2000.00
1890.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4869
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
14146.00
13403.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4406
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1000.00
994.17
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU4057
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1024.00
1040.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6513
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
42165139.00
41868446.33
Agency Mortgage-Backed Securities
GNRA 2014-137 JD
549300M8ZYFG0OCMTT87
2044-09-20
5.434530
2500000.00
522801.59
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLCB6511
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.500000
5925582.00
5730109.09
Agency Mortgage-Backed Securities
FHLMC STACR REMIC TR 2023-DNA2 B-1 20430425 FLT
S6XOOCT0IEG5ABCC6L87
2043-04-25
12.669000
10840.00
11696.27
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLCB6497
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.000000
2240706.00
2004030.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6523
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
13174204.00
13330069.24
Agency Mortgage-Backed Securities
GNRA 2023-001 CF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
50000000.00
48558893.87
Agency Collateralized Mortgage Obligation
GNRA 2023-001 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
2211.00
2166.26
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLCB6462
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1008.00
1006.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6536
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
68148427.00
69639659.77
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6514
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
50000000.00
49015476.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4385
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.000000
1024.00
943.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4381
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
1024.00
885.51
Agency Mortgage-Backed Securities
GNRM 2021-105 CQ
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
700000.00
639665.03
Agency Collateralized Mortgage Obligation
GNRM 2021-083 AQ
549300M8ZYFG0OCMTT87
2051-05-20
5.500000
155705.00
126119.89
Agency Collateralized Mortgage Obligation
GNRA 2023-076 FA
549300M8ZYFG0OCMTT87
2053-05-20
6.068320
1000.00
983.86
Agency Collateralized Mortgage Obligation
GNRA 2023-048 EF
549300M8ZYFG0OCMTT87
2053-03-20
6.068320
30626143.00
29946057.79
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLAD0050
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.500000
17433854.00
209970.48
Agency Mortgage-Backed Securities
GNRA 2023-022 KF
549300M8ZYFG0OCMTT87
2053-02-20
5.968320
156638.00
152215.17
Agency Collateralized Mortgage Obligation
FMAR 840317 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
6.846000
4100000.00
387808.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1386
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1374.00
402.95
Agency Mortgage-Backed Securities
FNRM RC089KB R07F089
B1V7KEBTPIMZEU4LTD58
2037-09-25
6.000000
23622447.00
934767.09
Agency Collateralized Mortgage Obligation
FNMS 03.000 CKMA1371
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
4650000.00
516933.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4805
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
249418.00
229566.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9335
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.262000
7812897.00
1011567.16
Agency Mortgage-Backed Securities
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
12455242.00
3281052.76
Agency Collateralized Mortgage Obligation
GNRA 2019-35 EF
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
46480221.00
12855326.65
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBM4148
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
1399000.00
417473.83
Agency Mortgage-Backed Securities
FMAR 849246 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
2.210000
8332.00
917.39
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8349
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
1000.00
997.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8347
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
1000.00
960.29
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8348
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1000.00
980.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS7810
B1V7KEBTPIMZEU4LTD58
2028-02-01
4.450000
1000.00
984.10
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-09-07
0.00
976500.00
971040.39
U.S. Treasuries (including strips)
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
993731.00
413242.91
Agency Collateralized Mortgage Obligation
GNRA 2022-178 FA
549300M8ZYFG0OCMTT87
2052-10-20
6.000000
16168768.00
15274520.39
Agency Collateralized Mortgage Obligation
GNRM 2021-130 CD
549300M8ZYFG0OCMTT87
2051-07-20
5.500000
1400000.00
1345378.87
Agency Collateralized Mortgage Obligation
FHLMC STACR REMIC TR 2023-HQA2 M-2 20430625 FLT
S6XOOCT0IEG5ABCC6L87
2043-06-25
8.919010
10558.00
10950.21
Agency Collateralized Mortgage Obligation
FEPC 04.000 CLSD1218
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
1000.00
824.08
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA2240
S6XOOCT0IEG5ABCC6L87
2048-04-01
2.500000
1120.00
347.64
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3913
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
28127.00
17643.64
Agency Mortgage-Backed Securities
03.500 FGPC T69911 G
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
2960239.00
2589062.40
Agency Mortgage-Backed Securities
04.500 FGPC G13868 G
S6XOOCT0IEG5ABCC6L87
2025-07-01
4.500000
4190000.00
31190.12
Agency Mortgage-Backed Securities
Y
2023-08-07
2023-08-07
2023-09-21
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0533
354000000.00
354000000.00
0.0074
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0XR1W7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES 2021-K135 A-2 20311025 FLT
S6XOOCT0IEG5ABCC6L87
2031-10-25
2.154000
60000000.00
49831500.00
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-152 A-2 20321125 FLT
S6XOOCT0IEG5ABCC6L87
2032-11-25
3.780000
80607232.00
75429184.63
Agency Collateralized Mortgage Obligation
GNRA 2012-025 B
549300M8ZYFG0OCMTT87
2052-08-16
3.250000
1000000.00
11779.65
Agency Collateralized Mortgage Obligation
GNRA 2023-073 GC
549300M8ZYFG0OCMTT87
2064-10-16
3.250000
1165964.00
675070.23
Agency Collateralized Mortgage Obligation
GNRA 2019-57 EF
549300M8ZYFG0OCMTT87
2049-05-20
5.829050
1300000.00
316244.62
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-03-25
5.270430
5000000.00
12608.23
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL734846
B1V7KEBTPIMZEU4LTD58
2033-08-01
5.500000
29014848.00
294519.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0031
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.500000
1436520.00
41154.35
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL7342
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
1592894.00
427996.11
Agency Mortgage-Backed Securities
FEPC 05.000 3PQU7304
S6XOOCT0IEG5ABCC6L87
2049-09-01
5.000000
1162588.00
515383.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6485
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
76392448.00
60978736.46
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7386
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
806353.00
689553.07
Agency Mortgage-Backed Securities
FNMS 06.000 CL979452
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
1128152.00
33860.31
Agency Mortgage-Backed Securities
03.500 FGPC Q46277 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
370000.00
86954.79
Agency Mortgage-Backed Securities
04.000 FGPC U80796 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
4.000000
1057588.00
533426.66
Agency Mortgage-Backed Securities
04.000 FGPC Q15893 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
4.000000
243458.00
42632.11
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS8862
S6XOOCT0IEG5ABCC6L87
2028-02-01
5.500000
930000.00
7537.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1821
S6XOOCT0IEG5ABCC6L87
2037-11-01
5.500000
3062868.00
25787.94
Agency Mortgage-Backed Securities
04.500 FGPC A97942 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.500000
1095144.00
69071.02
Agency Mortgage-Backed Securities
FNMS 06.000 CL889218
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
700000.00
8794.99
Agency Mortgage-Backed Securities
GNMI SF 487824 X
549300M8ZYFG0OCMTT87
2039-04-15
4.500000
1777538.00
53582.84
Agency Mortgage-Backed Securities
03.500 FGPC Q10392 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
103086000.00
11341595.82
Agency Mortgage-Backed Securities
FNMS 04.000 CKAB5459
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
500000.00
9806.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2737
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
449092608.00
86501874.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1843
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
500000.00
108924.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2055
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
297548.00
30999.19
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA4770
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.500000
1149990.00
278339.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1764
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
97000.00
41143.64
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN6692
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
1929596.00
148672.41
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2145
S6XOOCT0IEG5ABCC6L87
2029-12-01
5.000000
11000000.00
283563.34
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2457
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.000000
1000000.00
183636.60
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1750
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
425000.00
8913.17
Agency Mortgage-Backed Securities
FEPC 03.000 3PZN5134
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
6444760.00
262956.96
Agency Mortgage-Backed Securities
FEPC 06.000 CLZA0877
S6XOOCT0IEG5ABCC6L87
2033-02-01
6.000000
922000.00
7104.81
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1898
S6XOOCT0IEG5ABCC6L87
2025-09-01
5.000000
24213760.00
104713.16
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2088
S6XOOCT0IEG5ABCC6L87
2028-08-01
6.000000
2865212.00
21383.08
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ0405
S6XOOCT0IEG5ABCC6L87
2040-09-01
5.000000
2415772.00
209274.56
Agency Mortgage-Backed Securities
04.000 FGPC G06023 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.000000
456786.00
25085.37
Agency Mortgage-Backed Securities
GNMI SF 726380 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
1213592.00
94970.02
Agency Mortgage-Backed Securities
GNMI SF BE0204 X
549300M8ZYFG0OCMTT87
2048-01-15
4.000000
50000.00
28039.09
Agency Mortgage-Backed Securities
GNMI SF AA8255 X
549300M8ZYFG0OCMTT87
2027-07-15
3.000000
3014648.00
133362.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4014
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
18895168.00
6925782.26
Agency Mortgage-Backed Securities
FNMS 05.000 CL780885
B1V7KEBTPIMZEU4LTD58
2034-05-01
5.000000
1250000.00
8043.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLMB0197
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.500000
1192420.00
192834.94
Agency Mortgage-Backed Securities
FNMS 07.000 NO888373
B1V7KEBTPIMZEU4LTD58
2037-03-01
7.000000
7850000.00
24846.36
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1680
S6XOOCT0IEG5ABCC6L87
2037-10-01
5.500000
57954368.00
364209.15
Agency Mortgage-Backed Securities
FEPC 03.000 3SZN0167
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
1049744.00
175645.84
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI4349
S6XOOCT0IEG5ABCC6L87
2036-04-01
6.000000
5000000.00
72084.09
Agency Mortgage-Backed Securities
GNPL PN CQ4851
549300M8ZYFG0OCMTT87
2058-01-15
5.380000
33500000.00
33990850.06
Agency Mortgage-Backed Securities
GNII SF AZ3536 C
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
5108264.00
1709824.04
Agency Mortgage-Backed Securities
GNII SF 004292 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
4320000.00
82265.98
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
414663680.00
249999907.14
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE3228
B1V7KEBTPIMZEU4LTD58
2025-08-01
4.000000
2041316.00
20636.74
Agency Mortgage-Backed Securities
FNMS 03.000 CJBC3006
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
2797044.00
544297.61
Agency Mortgage-Backed Securities
FNMS 03.500 CKBH1893
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
85000.00
31338.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIAS9345
B1V7KEBTPIMZEU4LTD58
2032-03-01
4.000000
2877128.00
602070.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX5505
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
32000.00
13352.60
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL5145
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
111000.00
12653.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5089
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.000000
4028264.00
3749277.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6074
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
123000.00
109074.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
3029000.00
236568.54
Agency Mortgage-Backed Securities
GNII SF MA9016 M
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
240051200.00
236216302.06
Agency Mortgage-Backed Securities
GNII RG CN6798 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
5549984.00
4858834.97
Agency Mortgage-Backed Securities
GNPL PN CL9153
549300M8ZYFG0OCMTT87
2057-05-15
2.300000
3889796.00
3378726.42
Agency Mortgage-Backed Securities
GNII JM MA6760 M
549300M8ZYFG0OCMTT87
2050-07-20
4.500000
648045.00
163711.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6220
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.160000
4146000.00
3942073.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC0927
B1V7KEBTPIMZEU4LTD58
2031-05-01
3.000000
125000.00
26005.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4397
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.500000
320000.00
55298.40
Agency Mortgage-Backed Securities
FNMS 05.000 CL745797
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
90000000.00
1583967.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC0732
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.000000
55827.00
7053.00
Agency Mortgage-Backed Securities
FNMS 04.000 CKAJ1265
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
1201226.00
46948.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2537
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
688532.00
134104.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ1181
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
225044.00
43936.84
Agency Mortgage-Backed Securities
FEPC 02.000 CIQO0390
S6XOOCT0IEG5ABCC6L87
2037-06-01
2.000000
656365.00
523618.62
Agency Mortgage-Backed Securities
FNMS 06.000 CL256674
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.000000
1222500.00
11977.35
Agency Mortgage-Backed Securities
FNMS 07.000 CL535164
B1V7KEBTPIMZEU4LTD58
2030-02-01
7.000000
6430346.00
5635.65
Agency Mortgage-Backed Securities
FNMS 07.000 CL545556
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.000000
55950720.00
102120.68
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF2737
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
976285.00
937837.88
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF8489
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
2101420.00
2050380.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4902
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.500000
15603.00
13750.67
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA5110
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
1176556.00
1173116.53
Agency Mortgage-Backed Securities
FNMS 05.500 CIMA5111
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
4287064.00
4321803.51
Agency Mortgage-Backed Securities
FNMS 04.000 CL890544
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
40865664.00
3597355.20
Agency Mortgage-Backed Securities
FEPC 05.500 CTRB5214
S6XOOCT0IEG5ABCC6L87
2043-02-01
5.500000
2384540.00
2265140.40
Agency Mortgage-Backed Securities
03.000 FGPC Q45079 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
189634.00
71803.13
Agency Mortgage-Backed Securities
FKAR 04.050 WNWN1190
S6XOOCT0IEG5ABCC6L87
2029-10-01
4.050000
15903000.00
15276835.28
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF2008
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
64901.00
55988.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1106
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
13552960.00
12347830.55
Agency Mortgage-Backed Securities
04.000 FGPC Q21835 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
1098318.00
209795.59
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS8816
S6XOOCT0IEG5ABCC6L87
2027-01-01
5.500000
1246314.00
16930.24
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8837
S6XOOCT0IEG5ABCC6L87
2026-08-01
6.000000
776484.00
7704.44
Agency Mortgage-Backed Securities
FEPC 06.000 CISB8254
S6XOOCT0IEG5ABCC6L87
2038-07-01
6.000000
3798712.00
3872103.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE5170
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
881882.00
755543.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4754
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
343000.00
104256.19
Agency Mortgage-Backed Securities
03.000 FGPC G08750 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
42000.00
10488.36
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2028
S6XOOCT0IEG5ABCC6L87
2027-10-01
6.000000
1600000.00
5066.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4634
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
131000.00
13647.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3664
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
708000.00
133047.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4794
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
50000.00
45970.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2891
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
80000000.00
62738480.88
Agency Mortgage-Backed Securities
FNMS 03.000 NPAT6007
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
1047308.00
471262.74
Agency Mortgage-Backed Securities
FNMS 06.000 CL872465
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
6038260.00
52951.80
Agency Mortgage-Backed Securities
FNMS 05.500 CL829223
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.500000
3244948.00
46947.90
Agency Mortgage-Backed Securities
FNMS 05.000 CL822874
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.000000
6300000.00
18955.73
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3787
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1305346.00
74306.85
Agency Mortgage-Backed Securities
FNMS 02.500 CWMA2892
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
53100.00
13911.69
Agency Mortgage-Backed Securities
GNMI SF 767282 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
1323194.00
154320.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD0245
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
1040702.00
20424.45
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0040
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
4720000.00
106251.80
Agency Mortgage-Backed Securities
GNII SF BA7589 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2392110.00
397015.13
Agency Mortgage-Backed Securities
GNMI SF 748382 X
549300M8ZYFG0OCMTT87
2042-02-15
4.000000
1590292.00
148944.51
Agency Mortgage-Backed Securities
06.500 FGPC G08147 G
S6XOOCT0IEG5ABCC6L87
2036-08-01
6.500000
4977000.00
54377.80
Agency Mortgage-Backed Securities
04.000 FGPC G06222 G
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.000000
1359176.00
61615.16
Agency Mortgage-Backed Securities
05.000 FGPC G01838 G
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
800000.00
9592.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4672
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
2825000.00
406664.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1103
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
9528592.00
8352383.39
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0977
S6XOOCT0IEG5ABCC6L87
2035-12-01
5.000000
711073.00
29071.17
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS1605
S6XOOCT0IEG5ABCC6L87
2035-10-01
5.000000
810000.00
11883.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI0228
S6XOOCT0IEG5ABCC6L87
2033-06-01
5.000000
3347210.00
69694.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1665
S6XOOCT0IEG5ABCC6L87
2034-04-01
5.000000
1600000.00
47223.13
Agency Mortgage-Backed Securities
FEPC 09.500 CLZI1642
S6XOOCT0IEG5ABCC6L87
2027-09-01
9.500000
400000.00
14128.50
Agency Mortgage-Backed Securities
FNMS 06.000 CL981740
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
500000.00
5709.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2079
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
846800.00
81052.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2585
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
31344032.00
28641256.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS4928
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
35406656.00
31845801.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS5255
B1V7KEBTPIMZEU4LTD58
2045-07-01
5.000000
24478272.00
24654972.49
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5407
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
1426184.00
1463204.41
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB5505
B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
8985770.00
9168868.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9489
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
500000.00
366069.77
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0042
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
7409792.00
6090996.93
Agency Mortgage-Backed Securities
FNMS 04.500 CIBW1845
B1V7KEBTPIMZEU4LTD58
2038-02-01
4.500000
526621.00
438861.41
Agency Mortgage-Backed Securities
FNMS 03.000 CICA0577
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
228000.00
64217.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2786
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
16242464.00
5582007.36
Agency Mortgage-Backed Securities
FNMS 01.500 CIBQ3141
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.500000
489109.00
270472.52
Agency Mortgage-Backed Securities
FNMS 02.500 CTBQ8601
B1V7KEBTPIMZEU4LTD58
2041-01-01
2.500000
1065726.00
728591.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7191
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
200000.00
148905.19
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2222
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
6473704.00
59462.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3712
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
6000000.00
1474932.14
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2080
S6XOOCT0IEG5ABCC6L87
2028-06-01
6.000000
14107056.00
200610.43
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2465
S6XOOCT0IEG5ABCC6L87
2037-06-01
4.000000
604391.00
149610.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLZA0876
S6XOOCT0IEG5ABCC6L87
2033-02-01
5.500000
899912.00
6448.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2526
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
1560400.00
188905.16
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3887
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
8594688.00
1896706.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL4030
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.500000
327256.00
36860.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1027
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
1332380.00
286062.94
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM6877
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.000000
4165120.00
863826.48
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6278
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.500000
7004752.00
81153.35
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI7051
S6XOOCT0IEG5ABCC6L87
2038-01-01
6.000000
202808.00
6250.96
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8213
S6XOOCT0IEG5ABCC6L87
2038-10-01
6.000000
8748336.00
103182.35
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL1348
S6XOOCT0IEG5ABCC6L87
2041-05-01
5.000000
362005.00
24220.12
Agency Mortgage-Backed Securities
04.000 FGPC C91402 G
S6XOOCT0IEG5ABCC6L87
2031-10-01
4.000000
34662848.00
2502073.82
Agency Mortgage-Backed Securities
04.000 FGPC A94713 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
179540.00
12480.13
Agency Mortgage-Backed Securities
03.500 FGPC G07319 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
10865000.00
1459790.78
Agency Mortgage-Backed Securities
Y
2023-08-04
2023-08-04
2023-08-04
N
N
N
0.0531
1057000000.00
1057000000.00
0.0220
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.300000%
549300H47WTHXPU08X20
ARP0XRDM6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-10-15
1.625000
199192400.00
202687293.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-03-15
4.625000
156804700.00
159412793.37
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
355000000.00
355000000.00
0.0074
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.310000%
549300H47WTHXPU08X20
ARP0XRDQ7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CICA7135
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
211754019.00
129304115.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4813
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
151253248.00
137504392.62
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1481
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
131491318.00
120056806.23
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1487
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
142001412.00
127042582.13
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8001
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
146867461.00
133131787.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5158
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
12436876.00
5352892.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0438
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
28850480.00
18484769.71
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4614
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.500000
5432662.00
1712653.90
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0531
653000000.00
653000000.00
0.0136
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0XRJW8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAR 841533 G
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.302000
10023458.00
9231695.38
Agency Mortgage-Backed Securities
FMAR 8D0506 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.544000
15846972.00
15040056.88
Agency Mortgage-Backed Securities
FMAR 8D0489 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.669000
15986421.00
14723024.34
Agency Mortgage-Backed Securities
FMAR 8D0492 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.540000
14516587.00
13795378.37
Agency Mortgage-Backed Securities
FMAR 8D0479 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.482000
11964128.00
11152123.53
Agency Mortgage-Backed Securities
FMAR 390234 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.660000
1620000.00
1299.85
Agency Mortgage-Backed Securities
FMAR 390236 G
S6XOOCT0IEG5ABCC6L87
2030-12-01
3.660000
1000000.00
866.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8580
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
13322913.00
11654910.94
Agency Mortgage-Backed Securities
FMAR 2B6432 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.147000
6138310.00
495186.87
Agency Mortgage-Backed Securities
FMAR 849218 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.909000
1324000.00
110374.39
Agency Mortgage-Backed Securities
FMAR 849266 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.744000
572000.00
48911.58
Agency Mortgage-Backed Securities
FMAR 2B0811 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
5.497000
1602000.00
51599.62
Agency Mortgage-Backed Securities
FMAR 1G2555 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
4.317000
9200000.00
115597.40
Agency Mortgage-Backed Securities
FMAR 786402 G
S6XOOCT0IEG5ABCC6L87
2027-09-01
4.575000
100000.00
29.06
Agency Mortgage-Backed Securities
FMAR 848954 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
6.335000
1066000.00
72733.74
Agency Mortgage-Backed Securities
FMAR 845513 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.376000
50721231.00
130.17
Agency Mortgage-Backed Securities
FMAR 845517 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.348000
50768390.00
3085.82
Agency Mortgage-Backed Securities
FMAR 841472 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.244000
9084016.00
7538825.76
Agency Mortgage-Backed Securities
FMAR 841449 G
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.853000
2346000.00
1984315.70
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7251
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.705000
26121741.00
25023909.53
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7253
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.008000
46879017.00
45707666.63
Agency Mortgage-Backed Securities
FMAR 841586 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
3.849000
1860957.00
1854865.16
Agency Mortgage-Backed Securities
FMAR 841587 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.233000
4626776.00
4658491.78
Agency Mortgage-Backed Securities
FMAR 841589 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
3.085000
5000000.00
4964099.17
Agency Mortgage-Backed Securities
FMAR 841590 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
2.974000
4336092.00
4172271.55
Agency Mortgage-Backed Securities
FMAR 841083 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
2.832000
20000000.00
4465331.00
Agency Mortgage-Backed Securities
FMAR 849336 G
S6XOOCT0IEG5ABCC6L87
2034-12-01
4.774000
3000000.00
78856.11
Agency Mortgage-Backed Securities
FMAR 2B1277 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
7.042000
1062000.00
43615.45
Agency Mortgage-Backed Securities
FMAR 2B1538 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.519000
376000.00
29372.81
Agency Mortgage-Backed Securities
FMAR 420191 G
S6XOOCT0IEG5ABCC6L87
2030-06-01
4.558000
4000000.00
2560.07
Agency Mortgage-Backed Securities
FMAR 390233 G
S6XOOCT0IEG5ABCC6L87
2030-01-01
3.660000
8200000.00
880.67
Agency Mortgage-Backed Securities
FMAR 849147 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
2.663000
899000.00
54873.57
Agency Mortgage-Backed Securities
FMAR 849198 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
2.759000
581000.00
49158.11
Agency Mortgage-Backed Securities
FMAR 845650 G
S6XOOCT0IEG5ABCC6L87
2023-12-01
4.240000
76932788.00
165.41
Agency Mortgage-Backed Securities
FMAR 841414 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.873000
3715962.00
2796860.24
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7212
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.005000
50000000.00
48612340.85
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7213
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.643000
20000000.00
19125395.91
Agency Mortgage-Backed Securities
FMAR 8D0345 G
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.104000
3346298.00
3114462.75
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7174
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.706000
43895807.00
40057681.91
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7177
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.999000
65754767.00
60464583.80
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7178
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.021000
26517846.00
25108164.80
Agency Mortgage-Backed Securities
FMAR 846772 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
4.827000
63361120.00
43147.24
Agency Mortgage-Backed Securities
FMAR 849128 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.098000
597000.00
27704.88
Agency Mortgage-Backed Securities
FMAR 849154 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
5.590000
1301000.00
67648.51
Agency Mortgage-Backed Securities
FMAR 841073 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
6.176000
2248000.00
435746.98
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
366000000.00
366000000.00
0.0076
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0XRJX6
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
2027-03-31
2.500000
65420700.00
61810218.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-05-15
3.375000
29137200.00
27949824.74
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
88000000.00
88000000.00
0.0018
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0XRK30
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLMA4785
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
227553048.00
209814935.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4761
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
67801955.00
62145097.30
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
264000000.00
264000000.00
0.0055
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.300000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0XRK63
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.500 CTRB5222
S6XOOCT0IEG5ABCC6L87
2043-01-01
6.500000
7020000.00
6187727.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5337
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
11738160.00
4450948.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4800
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
110788.00
99788.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE9494
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
1024.00
930.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD2805
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
16455589.00
14810280.88
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2888
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
7311120.00
7223110.67
Agency Mortgage-Backed Securities
FEPC 03.000 CIQO1175
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.000000
2293111.00
2062515.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8185
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
5885000.00
1216180.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP7667
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
6713000.00
4279024.19
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0147
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.000000
34149450.00
23802453.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8880
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
139050.00
99566.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS4114
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
106080.00
99793.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5008
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.500000
105232.00
99796.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5010
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
128900.00
125436.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5073
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
330255.00
331382.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8212
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
2225000.00
1771175.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8256
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
316349.00
284731.76
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8290
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
106372.00
100874.77
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8324
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
2947636.00
2866244.95
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8300
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
29402.00
28135.02
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8332
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.000000
1000.00
989.11
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
21305368.00
21121246.76
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2713
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
1000.00
989.80
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG1921
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
2981550.00
3055548.15
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG6479
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
1747266.00
1742159.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8322
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.500000
26915.00
25477.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA1225
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
943635.00
349363.14
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG6603
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
5121096.00
5109319.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG6640
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
2640745.00
2535894.22
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG6653
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
5879456.00
5916022.30
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7022
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
927617.00
931971.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD3089
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
1088.00
915.28
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG7486
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
99808.00
100897.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7557
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
109419.00
99788.58
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9258
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
32000000.00
30985889.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9475
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
3394000.00
3326997.91
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA9540
S6XOOCT0IEG5ABCC6L87
2053-07-01
3.000000
1000.00
877.81
Agency Mortgage-Backed Securities
FNMS 05.500 CLBO9411
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
105154.00
99978.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP8126
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
350752.00
99575.84
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW5297
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
102140.00
100955.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7782
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
107424.00
100824.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9116
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
3043466.00
2937563.09
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3047
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
27902112.00
27834012.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3955
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1532722.00
1529197.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6350
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
10438943.00
10410228.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY6761
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
99847.00
100937.13
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8293
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
3362036.00
3400366.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3365
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
121060.00
100393.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5525
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
4643000.00
4482776.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6750
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
183821541.00
182264775.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4697
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
102528.00
99946.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5105
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
103920.00
99793.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5108
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
122015.00
123347.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8348
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1000.00
980.26
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD5190
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
1000.00
841.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7232
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
3060314.00
3055091.06
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7410
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
2887850.00
2882043.50
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
0.00
1000.00
995.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-08
0.00
57528000.00
57469263.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-08-15
3.125000
320600.00
275606.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.875000
100.00
97.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
3.875000
15937700.00
15366333.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.875000
2856400.00
2847407.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
200.00
191.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.125000
3675000.00
3649075.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-06-30
2.000000
100.00
97.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
1000.00
915.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-31
0.250000
5000000.00
4553777.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-11-15
0.875000
200.00
161.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-15
0.375000
4333500.00
4106846.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
0.875000
100.00
89.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-10-31
4.000000
500.00
501.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-11-15
4.125000
4050000.00
4131571.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-04-30
2.500000
1103600.00
1087104.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
8475600.00
8345190.91
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
470000000.00
470000000.00
0.0098
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.300000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0XRK97
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2033-01-15
1.125000
256004100.00
249999991.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-02-15
3.500000
8314000.00
8146819.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-02-15
3.500000
2150000.00
2106767.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-04-30
3.500000
100.00
97.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-31
3.625000
251806500.00
247280697.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
5000000.00
5381086.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
4.625000
227669400.00
248388126.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
63523400.00
95211916.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
2075400.00
3110708.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
2.125000
91794000.00
135805182.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
1.125000
12700900.00
8043833.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-06-30
3.750000
7400.00
7278.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-31
3.750000
200.00
197.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-05-15
2.875000
270344600.00
249999986.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-07-15
0.625000
223791800.00
215068811.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-08-15
2.750000
271226200.00
249687448.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-11-15
4.125000
28087000.00
28652703.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-11-15
4.125000
1173000.00
1196625.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
3.500000
257789800.00
249999907.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
280099800.00
249999995.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-08-15
1.250000
63859700.00
52378750.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
5746000.00
4717937.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
145141900.00
119173407.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
275700.00
266039.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
1353200.00
1305781.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-08-15
0.625000
11303800.00
8994185.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-01-15
0.125000
14492900.00
15061518.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-02-15
1.125000
1185300.00
975654.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
6050000.00
5127539.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
165246300.00
140050723.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-07-15
0.125000
353800.00
356014.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
1.875000
45566300.00
32800402.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
262152900.00
249999937.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
1.750000
935600.00
902795.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
351200.00
374244.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
17911300.00
19086589.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-08-15
0.625000
182285200.00
145040327.39
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
2985000000.00
2985000000.00
0.0621
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.300000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0XRKB2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AB9403 C
549300M8ZYFG0OCMTT87
2042-10-20
3.500000
290015.00
29295.86
Agency Mortgage-Backed Securities
GNII SF MA1223 M
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
2125780.00
315805.52
Agency Mortgage-Backed Securities
GNII SF MA1375 M
549300M8ZYFG0OCMTT87
2043-10-20
3.500000
1000.00
119.64
Agency Mortgage-Backed Securities
GNII SF MA2680 M
549300M8ZYFG0OCMTT87
2045-03-20
4.500000
1496.00
120.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0163
B1V7KEBTPIMZEU4LTD58
2034-11-01
6.000000
1357.00
45.92
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0938
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
4160.00
74.47
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA4876
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
88000.00
83220.72
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4492
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1111.00
821.88
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3078
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.000000
1000.00
175.73
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3113
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
4255840.00
3447307.93
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7684
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
25801601.00
5572156.60
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0649
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
1244414.00
243448.66
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0660
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
1278500.00
275344.97
Agency Mortgage-Backed Securities
FEPC 04.000 CIZN0914
S6XOOCT0IEG5ABCC6L87
2033-10-01
4.000000
1496894.00
317054.27
Agency Mortgage-Backed Securities
GNII SP 785702 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
4343000.00
3183683.38
Agency Mortgage-Backed Securities
GNII SP 785764 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
5358000.00
3983254.87
Agency Mortgage-Backed Securities
GNHA AL BE0735 H
549300M8ZYFG0OCMTT87
2067-12-20
4.787000
259564.00
157374.18
Agency Mortgage-Backed Securities
GNII RG CC8855 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
9976043.00
4550506.27
Agency Mortgage-Backed Securities
GNII SF MA7706 M
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1000.00
762.89
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
79000.00
67945.07
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS6995
S6XOOCT0IEG5ABCC6L87
2029-08-01
3.000000
17978259.00
2661792.34
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1770
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1024.00
939.85
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5574
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1000.00
1009.58
Agency Mortgage-Backed Securities
04.500 FGPC G61957 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
11200000.00
2645987.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6514
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
2318485.00
1144562.32
Agency Mortgage-Backed Securities
04.000 FGPC Q42605 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
4.000000
20760107.00
4034939.12
Agency Mortgage-Backed Securities
04.000 FGPC Q52129 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
9991692.00
4236558.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0941
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
9388352.00
4181611.58
Agency Mortgage-Backed Securities
04.000 FGPC Q04832 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.000000
17471504.00
2306163.67
Agency Mortgage-Backed Securities
03.000 FGPC V60448 G
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
23423850.00
2647895.13
Agency Mortgage-Backed Securities
03.000 FGPC V60651 G
S6XOOCT0IEG5ABCC6L87
2029-11-01
3.000000
16794857.00
2450374.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7518
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
2586257.00
1249464.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD2107
S6XOOCT0IEG5ABCC6L87
2052-12-01
3.500000
1000.00
882.21
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1967
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
282670.00
260234.08
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1325
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
710367.00
636660.89
Agency Mortgage-Backed Securities
FEPC 02.500 CIZN3753
S6XOOCT0IEG5ABCC6L87
2034-04-01
2.500000
484249.00
114293.93
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4896
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1086000.00
360399.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLBC1386
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.500000
1000.00
285.17
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0377
B1V7KEBTPIMZEU4LTD58
2059-04-01
3.000000
927284.00
446214.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8086
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
13041463.00
3923769.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8947
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
20073895.00
4718484.15
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA7137
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
19676503.00
15384781.22
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7075
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
13615421.00
3646366.49
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6486
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
5677384.00
5410338.10
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW8902
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1366511.00
1362623.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW9364
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1000.00
915.83
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT0101
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
1000.00
632.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV6776
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1000.00
946.50
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW5091
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
965.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7785
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1000.00
985.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4774
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
11673936.00
4329948.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5036
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
9618464.00
2993941.42
Agency Mortgage-Backed Securities
GNII SF MA7474 M
549300M8ZYFG0OCMTT87
2051-07-20
3.500000
1024.00
672.29
Agency Mortgage-Backed Securities
GNII JM MA6398 M
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
1000.00
108.43
Agency Mortgage-Backed Securities
GNII SF MA2372 M
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
1226.00
101.09
Agency Mortgage-Backed Securities
GNII SP 785805 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
9950000.00
7596294.56
Agency Mortgage-Backed Securities
GNII SP 785612 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
10390000.00
7608287.52
Agency Mortgage-Backed Securities
GNII SP 785106 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1000.00
471.44
Agency Mortgage-Backed Securities
GNPL PN CS2711
549300M8ZYFG0OCMTT87
2058-03-15
4.790000
1000.00
982.12
Agency Mortgage-Backed Securities
GNPL PN CS6535
549300M8ZYFG0OCMTT87
2058-05-15
4.760000
1000.00
982.71
Agency Mortgage-Backed Securities
GNMI SF AF8307 X
549300M8ZYFG0OCMTT87
2049-04-15
3.000000
130901.00
97732.85
Agency Mortgage-Backed Securities
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1000.00
737.41
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
498465.00
464338.40
Agency Mortgage-Backed Securities
FMAR 1Q1289 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
5.242000
9092.00
261.24
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8716
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.500000
1315365.00
166525.24
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD9179
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
1000.00
779.06
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE0638
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
957627.00
785133.16
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE5869
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
1000.00
941.26
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE6808
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
8674400.00
8107537.70
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0693
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
826291.00
745064.66
Agency Mortgage-Backed Securities
04.000 FGPC G61646 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
57741874.00
9301717.35
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC6768
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
1000.00
704.90
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6057
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
61557.00
48993.64
Agency Mortgage-Backed Securities
03.500 FGPC Q41916 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
16893760.00
2935326.27
Agency Mortgage-Backed Securities
03.500 FGPC Q43131 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
4089120.00
1800199.67
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8344
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1074.00
1091.03
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8301
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
1000.00
944.54
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8307
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
1008.00
960.38
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8329
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
1000.00
967.63
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8343
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
33644597.00
33803537.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8244
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
1000.00
895.69
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8289
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
2137988.00
2045945.69
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8290
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1000.00
948.32
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8277
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.500000
1000.00
944.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8257
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1000.00
912.40
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8233
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
24096896.00
21632588.32
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2038
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
1000.00
958.40
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2775
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
1000.00
973.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2638
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
861901.00
838098.77
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1725
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
1222042.00
236928.53
Agency Mortgage-Backed Securities
FEPC 03.000 CTSC0050
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
673903.00
285746.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5498
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
1100.00
230.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7375
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
447892.00
369906.64
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7707
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
3843092.00
3584810.24
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8218
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
15328.00
14379.67
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8531
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
301000.00
292982.48
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA9269
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
44166742.00
43385977.56
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK1374
S6XOOCT0IEG5ABCC6L87
2042-02-01
2.000000
1008.00
787.04
Agency Mortgage-Backed Securities
FEPC 02.500 CTQK1406
S6XOOCT0IEG5ABCC6L87
2042-03-01
2.500000
1000.00
798.25
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6338
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1450000.00
1108337.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG6305
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
4013516.00
3840804.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1289
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.170000
402743.00
268736.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4704
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.610000
1065.00
831.17
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF9936
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.500000
1256128.00
1111181.87
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG4052
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
1148768.00
1099516.89
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
2369408.00
1723964.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1379
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
635046.00
223654.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2483
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
218185.00
42129.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1260
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
3908261.00
3590918.32
Agency Mortgage-Backed Securities
FNMS 04.500 CRBM7232
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
1016.00
982.81
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
1001.00
705.65
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
1580516.00
1472308.53
Agency Mortgage-Backed Securities
GNII SF MA8269 M
549300M8ZYFG0OCMTT87
2052-09-20
5.000000
1008.00
949.40
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1516166.00
914093.46
Agency Mortgage-Backed Securities
GNII SF MA7473 M
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
1004.00
668.89
Agency Mortgage-Backed Securities
GNII SF MA5932 M
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
1649850.00
204653.90
Agency Mortgage-Backed Securities
GNII SF MA7137 M
549300M8ZYFG0OCMTT87
2051-01-20
3.000000
263735842.00
122855525.16
Agency Mortgage-Backed Securities
GNII SF MA7053 M
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
1537487.00
671813.30
Agency Mortgage-Backed Securities
GNII SF MA7986 M
549300M8ZYFG0OCMTT87
2052-03-20
2.000000
454283.00
351807.45
Agency Mortgage-Backed Securities
GNII SF MA4653 M
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
508961.00
68978.24
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
72358.00
12218.39
Agency Mortgage-Backed Securities
GNII SF MA4718 M
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
1000.00
181.99
Agency Mortgage-Backed Securities
GNII SF MA4719 M
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
1000.00
147.22
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
1704236.00
284793.36
Agency Mortgage-Backed Securities
GNII SF MA3377 M
549300M8ZYFG0OCMTT87
2046-01-20
4.000000
1000.00
105.62
Agency Mortgage-Backed Securities
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
264000.00
36937.31
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
1014.00
152.36
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1000.00
118.07
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
1282.00
105.22
Agency Mortgage-Backed Securities
GNII SF MA2305 M
549300M8ZYFG0OCMTT87
2044-10-20
4.500000
2718.00
219.92
Agency Mortgage-Backed Securities
GNII SF MA2446 M
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
1355522.00
125954.61
Agency Mortgage-Backed Securities
GNII SF MA2755 M
549300M8ZYFG0OCMTT87
2045-04-20
4.000000
603136.00
66981.94
Agency Mortgage-Backed Securities
GNII SF MA2603 M
549300M8ZYFG0OCMTT87
2045-02-20
4.500000
1360.00
110.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4918
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.000000
1744206.00
1655478.96
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA5093
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
1000.00
980.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3803
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
325071.00
48499.19
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4072
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.500000
120000.00
49073.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4600
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
20635685.00
17480299.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4684
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
75000.00
66444.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4732
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
59000.00
52738.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
6341865.00
991898.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3415
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
8849.00
912.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3755
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
217738.00
28452.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1000.00
124.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
345000.00
48355.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3332
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1000.00
957.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3353
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1000.00
934.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3838
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1024.00
929.03
Agency Mortgage-Backed Securities
FNMS 04.500 CT983062
B1V7KEBTPIMZEU4LTD58
2028-05-01
4.500000
1465.00
23.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1133
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
9310244.00
6975647.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1832
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
1140.00
1002.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS2040
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1262975.00
958911.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2436
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
897.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2944
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1024.00
994.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS3068
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1000.00
946.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7599
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
17002.00
7012.63
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8988
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
1000.00
714.18
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8247
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
1447533.00
1031886.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9195
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
25155312.00
18477729.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
17152833.00
12616196.46
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
1024.00
94.52
Agency Mortgage-Backed Securities
GNII SF MA7590 M
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
5646726.00
4013785.57
Agency Mortgage-Backed Securities
GNII SF MA8043 M
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
3472.00
2884.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1905
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1024.00
425.75
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6709
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
1300002.00
1017183.17
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8173
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
1000.00
731.06
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7543
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
4511794.00
3242292.51
Agency Mortgage-Backed Securities
04.500 FGPC Q26374 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
18257376.00
3394440.14
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3216
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
7075.00
5391.76
Agency Mortgage-Backed Securities
GNII SF MA2756 M
549300M8ZYFG0OCMTT87
2045-04-20
4.500000
1000.00
84.82
Agency Mortgage-Backed Securities
GNII SF MA6601 M
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
332363.00
79666.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5591
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
23235968.00
4495716.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ4788
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1000.00
105.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN3259
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.500000
3472209.00
1210693.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8245
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
198941.00
180707.25
Agency Mortgage-Backed Securities
GNII SF MA1997 M
549300M8ZYFG0OCMTT87
2044-06-20
4.500000
81579.00
6873.16
Agency Mortgage-Backed Securities
GNII SF MA3105 M
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
2000.00
230.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9601
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
11037232.00
8296574.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1070
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
182000.00
37774.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2320
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
1008.00
482.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2978
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
15318720.00
4287745.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3241
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
57506110.00
21797881.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3664
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
994998.00
186980.47
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM6015
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
83115.00
39737.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5394
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
1441152.00
1372656.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4782
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5956480.00
5575886.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4821
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
70330.00
64368.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5112
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
2039164.00
1919777.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6349
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
902811.00
882974.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
5526212.00
4270659.44
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2870
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
56718.00
44975.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3312
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
1024.00
889.89
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5316
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
16832764.00
15757922.27
Agency Mortgage-Backed Securities
FNMS 03.000 CKCA5979
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
294000.00
64117.07
Agency Mortgage-Backed Securities
FNMS 02.000 CICA7136
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
107231.00
63730.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN0949
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
16965696.00
3987044.67
Agency Mortgage-Backed Securities
GNII SP 785791 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
4607000.00
3404948.78
Agency Mortgage-Backed Securities
GNII SP 785842 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
3518000.00
2698388.20
Agency Mortgage-Backed Securities
GNII SP 785622 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
820594.00
573632.99
Agency Mortgage-Backed Securities
GNII SP 785659 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
5581000.00
3979707.52
Agency Mortgage-Backed Securities
GNII SP 785668 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
4834000.00
3568797.44
Agency Mortgage-Backed Securities
GNHA AL CU8055 H
549300M8ZYFG0OCMTT87
2073-04-20
4.406000
279206.00
284578.95
Agency Mortgage-Backed Securities
GNII SF CU8819 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
1400929.00
1497340.81
Agency Mortgage-Backed Securities
GNII SF CU8858 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
8842133.00
9456596.70
Agency Mortgage-Backed Securities
GNII SF CU8860 C
549300M8ZYFG0OCMTT87
2053-05-20
7.000000
8682070.00
9562208.64
Agency Mortgage-Backed Securities
GNII SF CV0017 C
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
50009.00
51602.69
Agency Mortgage-Backed Securities
GNII SF CU0317 C
549300M8ZYFG0OCMTT87
2053-07-20
7.000000
1000.00
1032.73
Agency Mortgage-Backed Securities
GNII ET CU2003 C
549300M8ZYFG0OCMTT87
2063-04-20
7.000000
2644253.00
2727113.54
Agency Mortgage-Backed Securities
GNII ET CU2067 C
549300M8ZYFG0OCMTT87
2063-05-20
7.000000
3806758.00
3928192.81
Agency Mortgage-Backed Securities
GNII ET CU2145 C
549300M8ZYFG0OCMTT87
2063-05-20
7.000000
3303695.00
3408807.09
Agency Mortgage-Backed Securities
GNII ET CR0974 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
8693608.00
8144755.57
Agency Mortgage-Backed Securities
GNII ET CR1052 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
9642517.00
9230250.63
Agency Mortgage-Backed Securities
GNII ET CR1173 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
5101005.00
4690176.48
Agency Mortgage-Backed Securities
GNII ET CR1174 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
6187875.00
5150595.42
Agency Mortgage-Backed Securities
GNMI SF CR2363 X
549300M8ZYFG0OCMTT87
2052-12-15
6.500000
3465397.00
3660604.98
Agency Mortgage-Backed Securities
GNMI SF CR2401 X
549300M8ZYFG0OCMTT87
2053-06-15
6.500000
3085248.00
3281074.75
Agency Mortgage-Backed Securities
GNII SF CE3711 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
2516.00
1995.35
Agency Mortgage-Backed Securities
GNII SF CE9931 C
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
12512.00
8273.85
Agency Mortgage-Backed Securities
GNII SF CK2930 C
549300M8ZYFG0OCMTT87
2051-12-20
4.000000
37464.00
34654.06
Agency Mortgage-Backed Securities
GNII SF CQ8876 C
549300M8ZYFG0OCMTT87
2052-12-20
7.000000
4111867.00
4411640.62
Agency Mortgage-Backed Securities
GNII ET CR0973 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
9472395.00
8997859.44
Agency Mortgage-Backed Securities
GNMI SF BG5674 X
549300M8ZYFG0OCMTT87
2048-07-15
4.000000
282525.00
176736.33
Agency Mortgage-Backed Securities
GNMI SF BQ0231 X
549300M8ZYFG0OCMTT87
2049-10-15
3.000000
146484.00
96059.70
Agency Mortgage-Backed Securities
GNII SF BX2784 C
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
1977270.00
1298665.10
Agency Mortgage-Backed Securities
GNII SF CA3596 C
549300M8ZYFG0OCMTT87
2051-01-20
3.500000
2473238.00
2067789.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF9776
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
1000.00
978.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF9820
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
1000.00
977.90
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF5291
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.000000
1000.00
979.28
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF5634
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
6616416.00
6288153.55
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5928
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1000.00
932.85
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6376
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
2518400.00
2456468.12
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0486
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
253815.00
235687.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8359
S6XOOCT0IEG5ABCC6L87
2053-06-01
3.500000
1000.00
908.26
Agency Mortgage-Backed Securities
03.000 FGPC V82532 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.000000
2800000.00
1151699.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8284
S6XOOCT0IEG5ABCC6L87
2053-01-01
3.000000
1000.00
853.25
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8351
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1000.00
1025.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8273
S6XOOCT0IEG5ABCC6L87
2052-11-01
3.500000
1000.00
887.38
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD3168
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
1000.00
984.68
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2425
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1038.00
1037.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2872
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
1001.00
969.86
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3033
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
1000.00
1001.56
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2618
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
795965.00
758181.30
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2641
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.500000
529588.00
499715.51
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2666
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
319601.00
307700.33
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2056
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
1002420.00
977111.69
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9411
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
6403328.00
1104087.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0072
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
19565000.00
6524680.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1725
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
593858.00
539913.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5169
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
14712380.00
4604595.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3317
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
9749217.00
3505270.41
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0170
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.500000
13692037.00
4085131.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5656
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
12450352.00
4451020.67
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9392
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1000.00
974.05
Agency Mortgage-Backed Securities
FEPC 06.000 CTRB5252
S6XOOCT0IEG5ABCC6L87
2043-07-01
6.000000
3373832.00
3421595.34
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC1549
S6XOOCT0IEG5ABCC6L87
2035-09-01
2.000000
1024.00
570.84
Agency Mortgage-Backed Securities
FEPC 05.000 CIQO1367
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.000000
1000.00
929.31
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8648
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
1000.00
984.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6427
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
5701870.00
4471800.93
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG6759
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.000000
4060536.00
4109331.46
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG7220
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
3137206.00
3174711.30
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7276
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
4546478.00
4458383.93
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7550
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
4229768.00
4222045.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0633
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
13360160.00
4917785.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ7223
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
11410560.00
3845840.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0205
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
5024384.00
3353722.50
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG7573
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
4928742.00
4996936.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF9869
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
1000.00
1000.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF9879
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
1000.00
983.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG4797
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
6396430.00
6285139.98
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6139
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
1000.00
980.66
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF6496
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.000000
1000.00
976.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF6596
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1000.00
1017.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF9769
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
1000.00
978.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0198
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
28000000.00
19716172.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY7611
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
3178813.00
3170511.00
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY7758
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2293084.00
2351802.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4563
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
4870908.00
1362439.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6976
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1000.00
997.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8562
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
999.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8563
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
995.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX9480
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
1000.00
961.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT0253
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1000.00
699.01
Agency Mortgage-Backed Securities
GNII JM MA7307 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
229000.00
91883.51
Agency Mortgage-Backed Securities
GNII MH 778206 C
549300M8ZYFG0OCMTT87
2032-04-20
4.250000
1000.00
337.14
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA5125
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
1469609.00
1420602.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5127
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.000000
788972.00
738571.94
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5407
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
1000.00
1025.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5701
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1293222.00
1281233.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
25679889.00
23253872.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6424
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
31059417.00
14792444.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0007
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
31726517.00
22470982.51
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
775000000.00
775000000.00
0.0161
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0XRKE6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNAR AT MA0243 M
549300M8ZYFG0OCMTT87
2042-07-20
2.625000
6940000.00
292902.20
Agency Mortgage-Backed Securities
GNMI SF 520974 X
549300M8ZYFG0OCMTT87
2035-04-15
4.500000
286880.00
9574.24
Agency Mortgage-Backed Securities
GNMI SP 786285 X
549300M8ZYFG0OCMTT87
2041-03-15
5.000000
4817096.00
3674260.46
Agency Mortgage-Backed Securities
GNMI SF 726422 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
200000.00
41957.56
Agency Mortgage-Backed Securities
GNII RG CS1807 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1370000.00
1023325.69
Agency Mortgage-Backed Securities
GNII JM MA4185 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
571908.00
32249.22
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
7038288.00
1071900.99
Agency Mortgage-Backed Securities
GNII SF BG8497 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
250000.00
5154.45
Agency Mortgage-Backed Securities
GNII ET CR5149 C
549300M8ZYFG0OCMTT87
2062-10-20
5.500000
705016.00
538454.13
Agency Mortgage-Backed Securities
GNII SF BM4130 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
300000.00
15162.98
Agency Mortgage-Backed Securities
GNMI SF BR6083 X
549300M8ZYFG0OCMTT87
2049-12-15
3.500000
306422.00
52769.87
Agency Mortgage-Backed Securities
GNII SF MA8425 M
549300M8ZYFG0OCMTT87
2052-10-20
3.500000
7519630.00
6748668.89
Agency Mortgage-Backed Securities
GNMI SF AD1732 X
549300M8ZYFG0OCMTT87
2043-02-15
2.500000
570000.00
94929.67
Agency Mortgage-Backed Securities
GNMI SF AD1012 X
549300M8ZYFG0OCMTT87
2043-06-15
2.500000
31456.00
6267.44
Agency Mortgage-Backed Securities
GNMI SP 783160 X
549300M8ZYFG0OCMTT87
2040-09-15
4.500000
75996000.00
5072792.68
Agency Mortgage-Backed Securities
GNII SF 003377 M
549300M8ZYFG0OCMTT87
2033-04-20
6.500000
992337.00
7664.72
Agency Mortgage-Backed Securities
GNII SF MA0859 M
549300M8ZYFG0OCMTT87
2038-11-20
7.000000
500000.00
39290.82
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
500933.00
45001.95
Agency Mortgage-Backed Securities
GNII SF MA2074 M
549300M8ZYFG0OCMTT87
2044-07-20
4.000000
14870000.00
1173353.87
Agency Mortgage-Backed Securities
GNII ET CT8470 C
549300M8ZYFG0OCMTT87
2059-11-20
5.000000
184132.00
178405.17
Agency Mortgage-Backed Securities
GNMI SF AZ8592 X
549300M8ZYFG0OCMTT87
2047-04-15
4.000000
136602.00
38129.65
Agency Mortgage-Backed Securities
GNII ET CQ8572 C
549300M8ZYFG0OCMTT87
2062-08-20
6.000000
249338.00
249357.85
Agency Mortgage-Backed Securities
GNII ET CS4532 C
549300M8ZYFG0OCMTT87
2062-08-20
5.000000
77381.00
72787.93
Agency Mortgage-Backed Securities
GNPL PN AT8556
549300M8ZYFG0OCMTT87
2058-03-15
5.100000
4268500.00
4281733.76
Agency Mortgage-Backed Securities
GNII ET CV4125 C
549300M8ZYFG0OCMTT87
2063-06-20
6.000000
1155606.00
1159396.99
Agency Mortgage-Backed Securities
GNII SF CU9626 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
2265352.00
2330760.19
Agency Mortgage-Backed Securities
GNII ET CT2969 C
549300M8ZYFG0OCMTT87
2062-12-20
5.500000
117635.00
115917.82
Agency Mortgage-Backed Securities
GNII ET CT4458 C
549300M8ZYFG0OCMTT87
2061-11-20
3.000000
234067.00
195964.67
Agency Mortgage-Backed Securities
GNII ET CT4220 C
549300M8ZYFG0OCMTT87
2057-05-20
4.500000
342034.00
316071.05
Agency Mortgage-Backed Securities
GNII ET CT5312 C
549300M8ZYFG0OCMTT87
2063-01-20
5.000000
557298.00
538525.32
Agency Mortgage-Backed Securities
GNII SF CT8325 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
1628606.00
1692961.82
Agency Mortgage-Backed Securities
GNMI SF BN9283 X
549300M8ZYFG0OCMTT87
2049-07-15
4.500000
3288908.00
291088.31
Agency Mortgage-Backed Securities
GNII RG CO0274 C
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
3003088.00
2833156.29
Agency Mortgage-Backed Securities
GNII ET CO7517 C
549300M8ZYFG0OCMTT87
2062-05-20
4.000000
1247970.00
1132212.34
Agency Mortgage-Backed Securities
GNII RG CN6640 C
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
1857388.00
1596129.73
Agency Mortgage-Backed Securities
GNII ET CN7421 C
549300M8ZYFG0OCMTT87
2059-07-20
3.000000
398633.00
330872.86
Agency Mortgage-Backed Securities
GNII JM MA6757 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
2201156.00
414569.35
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
20000.00
17203.06
Agency Mortgage-Backed Securities
GNII SF MA7534 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
66114560.00
47353165.46
Agency Mortgage-Backed Securities
GNII SF MA8151 M
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
13535000.00
12443038.05
Agency Mortgage-Backed Securities
GNII SF MA4384 M
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
100000.00
10215.29
Agency Mortgage-Backed Securities
GNII ET CR0085 C
549300M8ZYFG0OCMTT87
2061-08-20
4.000000
193098.00
176888.50
Agency Mortgage-Backed Securities
GNII ET CR3127 C
549300M8ZYFG0OCMTT87
2062-11-20
4.000000
343791.00
313998.35
Agency Mortgage-Backed Securities
GNII ET CR3247 C
549300M8ZYFG0OCMTT87
2049-07-20
1.500000
355028.00
162669.23
Agency Mortgage-Backed Securities
GNII RG CQ2790 C
549300M8ZYFG0OCMTT87
2042-10-20
3.500000
1674324.00
1521777.11
Agency Mortgage-Backed Securities
GNII ET CQ0831 C
549300M8ZYFG0OCMTT87
2062-09-20
3.500000
391462.00
342641.03
Agency Mortgage-Backed Securities
GNPL PN CJ1403
549300M8ZYFG0OCMTT87
2057-07-15
3.700000
179379.00
160259.87
Agency Mortgage-Backed Securities
GNII SF CV5223 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
1844526.00
1844310.81
Agency Mortgage-Backed Securities
GNII ET CV5438 C
549300M8ZYFG0OCMTT87
2063-06-20
2.000000
285605.00
222038.68
Agency Mortgage-Backed Securities
GNII ET CV5523 C
549300M8ZYFG0OCMTT87
2063-04-20
2.500000
407614.00
331760.94
Agency Mortgage-Backed Securities
GNMI SP 786767 X
549300M8ZYFG0OCMTT87
2048-02-15
5.000000
8777968.00
8645916.39
Agency Mortgage-Backed Securities
GNII SP 786771 C
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
30562912.00
30239580.44
Agency Mortgage-Backed Securities
GNII RG CR6664 C
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
2264396.00
1914957.63
Agency Mortgage-Backed Securities
GNII ET CR7898 C
549300M8ZYFG0OCMTT87
2049-03-20
2.000000
132704.00
101724.99
Agency Mortgage-Backed Securities
GNII ET CR7950 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
344600.00
263971.56
Agency Mortgage-Backed Securities
GNII ET CS5788 C
549300M8ZYFG0OCMTT87
2063-03-20
3.000000
103972.00
86971.70
Agency Mortgage-Backed Securities
GNII SF CS8287 C
549300M8ZYFG0OCMTT87
2052-12-20
4.000000
937680.00
877415.54
Agency Mortgage-Backed Securities
GNII ET CS9648 C
549300M8ZYFG0OCMTT87
2044-10-20
1.500000
126623.00
104649.12
Agency Mortgage-Backed Securities
GNII ET CR3316 C
549300M8ZYFG0OCMTT87
2062-05-20
4.000000
76883.00
70286.95
Agency Mortgage-Backed Securities
GNII ET CV5511 C
549300M8ZYFG0OCMTT87
2063-06-20
3.000000
2540164.00
2130992.70
Agency Mortgage-Backed Securities
GNII ET CV5556 C
549300M8ZYFG0OCMTT87
2063-06-20
2.500000
636103.00
517741.72
Agency Mortgage-Backed Securities
GNII SF CV9609 C
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
1872552.00
2021941.08
Agency Mortgage-Backed Securities
GNII SF CW0066 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
4287400.00
4382267.30
Agency Mortgage-Backed Securities
GNII ET CW2017 C
549300M8ZYFG0OCMTT87
2063-06-20
2.500000
114986.00
93689.02
Agency Mortgage-Backed Securities
GNII SF CV3419 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
2944980.00
2985193.75
Agency Mortgage-Backed Securities
GNII ET CV4521 C
549300M8ZYFG0OCMTT87
2063-06-20
3.000000
85097.00
71387.48
Agency Mortgage-Backed Securities
GNII ET CU1421 C
549300M8ZYFG0OCMTT87
2063-04-20
2.500000
76249.00
61985.68
Agency Mortgage-Backed Securities
GNII ET CU3883 C
549300M8ZYFG0OCMTT87
2062-07-20
5.500000
226770.00
223729.28
Agency Mortgage-Backed Securities
GNII SF CU4875 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
1025716.00
1029401.74
Agency Mortgage-Backed Securities
GNII ET CU7693 C
549300M8ZYFG0OCMTT87
2063-06-20
2.000000
1002068.00
779022.87
Agency Mortgage-Backed Securities
GNII ET CT1507 C
549300M8ZYFG0OCMTT87
2060-11-20
3.000000
187646.00
157078.40
Agency Mortgage-Backed Securities
GNII SF CS2208 C
549300M8ZYFG0OCMTT87
2053-05-20
5.500000
1167642.00
1174009.54
Agency Mortgage-Backed Securities
GNII SF CS4270 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
2293724.00
2356069.80
Agency Mortgage-Backed Securities
GNMI SF BN0298 X
549300M8ZYFG0OCMTT87
2049-08-15
2.500000
300000.00
203985.55
Agency Mortgage-Backed Securities
GNII SF CN8591 C
549300M8ZYFG0OCMTT87
2052-08-20
2.500000
1488630.00
1223367.98
Agency Mortgage-Backed Securities
GNII ET CO3397 C
549300M8ZYFG0OCMTT87
2061-06-20
3.000000
76627.00
63473.42
Agency Mortgage-Backed Securities
GNII ET CO7164 C
549300M8ZYFG0OCMTT87
2062-05-20
4.500000
536197.00
491079.52
Agency Mortgage-Backed Securities
GNII SF MA8618 M
549300M8ZYFG0OCMTT87
2038-01-20
6.000000
906534.00
879140.97
Agency Mortgage-Backed Securities
GNPL PN CI1776
549300M8ZYFG0OCMTT87
2057-07-15
3.015000
227500.00
193050.85
Agency Mortgage-Backed Securities
GNII ET CQ6823 C
549300M8ZYFG0OCMTT87
2062-08-20
5.500000
221722.00
218014.20
Agency Mortgage-Backed Securities
GNII RG CQ0340 C
549300M8ZYFG0OCMTT87
2041-02-20
4.500000
1075572.00
943661.94
Agency Mortgage-Backed Securities
GNII SF MA4721 M
549300M8ZYFG0OCMTT87
2047-09-20
4.500000
7200420.00
824378.30
Agency Mortgage-Backed Securities
GNII SF AJ4239 C
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
1989154.00
349785.76
Agency Mortgage-Backed Securities
GNII SF MA5686 M
549300M8ZYFG0OCMTT87
2034-04-20
5.000000
490525.00
195386.58
Agency Mortgage-Backed Securities
GNII ET CO0380 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
2504448.00
1994685.21
Agency Mortgage-Backed Securities
GNII SF BP4691 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
2702970.00
1374945.17
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
275000000.00
62314113.07
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
121990144.00
11268187.80
Agency Mortgage-Backed Securities
GNMI SF 736706 X
549300M8ZYFG0OCMTT87
2040-05-15
4.500000
700973.00
19820.80
Agency Mortgage-Backed Securities
GNMI SF 737111 X
549300M8ZYFG0OCMTT87
2040-04-15
4.500000
283132.00
14242.58
Agency Mortgage-Backed Securities
GNII SF AX6597 C
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
1186422.00
389798.30
Agency Mortgage-Backed Securities
GNMI SP 783748 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
103010.00
16056.70
Agency Mortgage-Backed Securities
GNAR AT 082997 M
549300M8ZYFG0OCMTT87
2041-12-20
2.750000
300000.00
8942.97
Agency Mortgage-Backed Securities
GNMI SF 704859 X
549300M8ZYFG0OCMTT87
2040-01-15
4.500000
435000.00
30163.48
Agency Mortgage-Backed Securities
GNII SF MA2519 M
549300M8ZYFG0OCMTT87
2045-01-20
2.500000
282800.00
51737.69
Agency Mortgage-Backed Securities
GNII SF MA1918 M
549300M8ZYFG0OCMTT87
2039-05-20
3.000000
223086.00
35337.30
Agency Mortgage-Backed Securities
GNII SF MA8699 M
549300M8ZYFG0OCMTT87
2029-06-20
7.000000
83076.00
83080.29
Agency Mortgage-Backed Securities
GNII SF MA8773 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
488677.00
493728.88
Agency Mortgage-Backed Securities
GNII SF MA8176 M
549300M8ZYFG0OCMTT87
2037-07-20
4.000000
532857.00
475468.66
Agency Mortgage-Backed Securities
GNII ET CR0121 C
549300M8ZYFG0OCMTT87
2060-01-20
4.000000
137231.00
125208.23
Agency Mortgage-Backed Securities
GNII SF CR0123 C
549300M8ZYFG0OCMTT87
2052-11-20
5.000000
1081272.00
1044447.17
Agency Mortgage-Backed Securities
GNII ET CQ2859 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
60992.00
56209.82
Agency Mortgage-Backed Securities
GNII ET CQ6148 C
549300M8ZYFG0OCMTT87
2062-11-20
5.000000
1520580.00
1466118.90
Agency Mortgage-Backed Securities
GNCL CL CQ7052
549300M8ZYFG0OCMTT87
2065-07-15
5.350000
289337.00
289674.75
Agency Mortgage-Backed Securities
GNII RG CP9105 C
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
2500004.00
2196639.18
Agency Mortgage-Backed Securities
GNII RG CP9357 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
3705500.00
3081482.34
Agency Mortgage-Backed Securities
GNPL PN BV3342
549300M8ZYFG0OCMTT87
2062-08-15
3.020000
564950.00
478644.66
Agency Mortgage-Backed Securities
GNII SF CG1117 C
549300M8ZYFG0OCMTT87
2052-02-20
2.000000
1023998.00
793508.59
Agency Mortgage-Backed Securities
GNII ET CK9588 C
549300M8ZYFG0OCMTT87
2062-01-20
3.500000
823174.00
715802.17
Agency Mortgage-Backed Securities
GNII ET CL2129 C
549300M8ZYFG0OCMTT87
2062-02-20
2.500000
245143.00
192957.25
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
250000000.00
250000000.00
0.0052
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.300000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0XRKG1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 06.000 CT256478
B1V7KEBTPIMZEU4LTD58
2026-11-01
6.000000
6896151.00
48817.46
Agency Mortgage-Backed Securities
FNMS 04.500 CL735733
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.500000
944000.00
19528.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3023
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
51817000.00
39157272.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4684
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
369109.00
245945.55
Agency Mortgage-Backed Securities
FNMS 06.000 R3BF0056
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.000000
328386.00
73928.74
Agency Mortgage-Backed Securities
FNMS 04.500 U4BF0202
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.500000
14500297.00
4236374.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
2000.00
143.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3746
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
2000.00
272.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM7518
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
200000.00
141810.19
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW4848
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
7203244.00
7372201.72
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY3017
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
4826689.00
4948110.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3663
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
26594.00
5410.74
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1510
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
100000.00
18334.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7056
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
522000.00
334335.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3777
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
5459000.00
4719327.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM6698
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
3900000.00
1830960.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8621
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
764071.00
724223.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8501
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
5224299.00
1685361.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8183
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
5000000.00
345248.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBY3463
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.000000
1031192.00
964779.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4025
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1044191.00
979855.64
Agency Mortgage-Backed Securities
FNMS 05.500 GLBM5227
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.500000
85000.00
37973.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU2034
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1304388.00
863550.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0719
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
5012227.00
4875334.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY3087
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
3093709.00
3127463.83
Agency Mortgage-Backed Securities
FNMS 02.500 CICB6791
B1V7KEBTPIMZEU4LTD58
2038-07-01
2.500000
77773.00
70729.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2700
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1129000.00
288467.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1263
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
1256000.00
1263288.46
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0538
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
2608939.00
2129642.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM8615
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
46394733.00
24495745.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS5155
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
4105015.00
4055968.60
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA2518
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
447451.00
119593.01
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
106000000.00
106000000.00
0.0022
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.300000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0XRKH9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC Q48105 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1000.00
358.12
Agency Mortgage-Backed Securities
04.000 FGPC C91957 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.000000
1000.00
206.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA3586
S6XOOCT0IEG5ABCC6L87
2050-09-01
4.000000
1000.00
319.87
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2029-07-31
2.625000
1999800.00
1839979.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-05-15
3.000000
4327100.00
3593981.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
319800.00
242141.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
1.625000
10547800.00
9728854.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
0.625000
275900.00
236754.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
8581100.00
7749849.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
71993900.00
65347639.13
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
87000000.00
87000000.00
0.0018
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0XRKN6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAE2655
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
3614264.00
778026.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO0182
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
124000.00
61405.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5411
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
5632688.00
1971935.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5013
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
36000000.00
13233376.70
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5109
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
1677732.00
482684.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1852
B1V7KEBTPIMZEU4LTD58
2047-09-01
2.945000
29894912.00
4108627.37
Agency Mortgage-Backed Securities
FNMS 04.000 CRBM4482
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
240000.00
70122.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4343
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1357638.00
390243.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1169
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
894000.00
289688.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1237
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
3960208.00
660503.84
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0332
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.000000
400000.00
177176.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH0304
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
150000.00
9645.68
Agency Mortgage-Backed Securities
FNMS 04.000 CIAA5570
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.000000
2999992.00
13236.74
Agency Mortgage-Backed Securities
FNMS 05.740 MY957263
B1V7KEBTPIMZEU4LTD58
2026-04-01
5.740000
1700000.00
1244460.96
Agency Mortgage-Backed Securities
FNMS 06.000 CL983363
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
1010000.00
7720.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL780063
B1V7KEBTPIMZEU4LTD58
2034-05-01
6.000000
1285000.00
6074.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LB703832
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.915000
655550.00
3361.72
Agency Mortgage-Backed Securities
FNMS 05.500 CL745243
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.500000
2140000.00
31224.44
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1579
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
60000.00
13364.22
Agency Mortgage-Backed Securities
GNMI SF AO3537 X
549300M8ZYFG0OCMTT87
2045-07-15
3.500000
11185000.00
1580574.03
Agency Mortgage-Backed Securities
GNII SF MA6042 M
549300M8ZYFG0OCMTT87
2049-06-20
5.000000
14639232.00
1712091.81
Agency Mortgage-Backed Securities
GNII JM MA6144 M
549300M8ZYFG0OCMTT87
2049-09-20
3.000000
1151644.00
91550.53
Agency Mortgage-Backed Securities
GNII JM MA6700 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1500000.00
269598.43
Agency Mortgage-Backed Securities
GNII SF MA3245 M
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
2779432.00
278959.52
Agency Mortgage-Backed Securities
GNII SF MA5631 M
549300M8ZYFG0OCMTT87
2032-12-20
8.000000
184393.00
28229.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4156
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
1626448.00
711993.79
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3247
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
73640.00
14526.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLAB7788
B1V7KEBTPIMZEU4LTD58
2043-02-01
2.500000
75000.00
19703.20
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
57000.00
8551.65
Agency Mortgage-Backed Securities
06.000 FGPC H01073 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
6.000000
5891712.00
34305.49
Agency Mortgage-Backed Securities
GNMI SF 752199 X
549300M8ZYFG0OCMTT87
2046-04-15
2.500000
2550650.00
1771961.29
Agency Mortgage-Backed Securities
GNMI SF 553461 X
549300M8ZYFG0OCMTT87
2042-01-15
3.500000
345400.00
29180.96
Agency Mortgage-Backed Securities
GNMI SF AY0520 X
549300M8ZYFG0OCMTT87
2047-08-15
4.000000
678180.00
112750.07
Agency Mortgage-Backed Securities
GNII ET CQ3448 C
549300M8ZYFG0OCMTT87
2062-09-20
5.500000
2312752.00
2269921.96
Agency Mortgage-Backed Securities
GNII RG CQ9430 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
3106170.00
2712074.06
Agency Mortgage-Backed Securities
GNMI SF AF0623 X
549300M8ZYFG0OCMTT87
2043-09-15
2.500000
407203.00
75896.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3043
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
6600.00
6113.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2715
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
80000.00
65556.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1454
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
9200000.00
7644133.48
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM5575
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.500000
789660.00
457326.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3458
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1525000.00
548888.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4843
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
35000.00
33543.36
Agency Mortgage-Backed Securities
FNMS 06.000 CTCB5520
B1V7KEBTPIMZEU4LTD58
2043-01-01
6.000000
2350428.00
2169932.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3610
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
139086.00
123202.47
Agency Mortgage-Backed Securities
03.000 FGPC N31570 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
3.000000
1564396.00
224106.00
Agency Mortgage-Backed Securities
FNMS 02.500 CICB0261
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
100342016.00
68178972.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0736
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
200000.00
138475.57
Agency Mortgage-Backed Securities
FNMS 02.500 CICB0944
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
126050.00
87640.57
Agency Mortgage-Backed Securities
FNMS 02.000 CICA6840
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
724628.00
425286.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3107
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
6409336.00
677752.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4421
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
69000.00
22640.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3676
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
455599.00
201726.16
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA0369
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.500000
2465276.00
656010.81
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3188
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
32000.00
5896.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW5071
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.500000
32939.00
29641.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0997
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
225000.00
19479.82
Agency Mortgage-Backed Securities
GNII RG CN0927 C
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
1026520.00
821459.68
Agency Mortgage-Backed Securities
03.000 FGPC T65466 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
1203200.00
192577.81
Agency Mortgage-Backed Securities
FNMS 05.500 CL827932
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
9875296.00
352594.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9565
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
3000000.00
1029342.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC8998
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
5400000.00
1631260.80
Agency Mortgage-Backed Securities
FNMS 04.500 CTAB0090
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.500000
13175180.00
20883.12
Agency Mortgage-Backed Securities
FNMS 05.430 MY469229
B1V7KEBTPIMZEU4LTD58
2026-09-01
5.430000
2300000.00
1886525.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2343
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
2151232.00
400808.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM1565
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
1310848.00
447852.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2585
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
269759.00
150895.36
Agency Mortgage-Backed Securities
FNMS 03.500 CKAK4038
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
692000.00
43321.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4897
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
200000.00
67152.25
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5804
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
300388.00
23268.27
Agency Mortgage-Backed Securities
FNMS 03.500 CIBA1571
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.500000
1746552.00
272368.29
Agency Mortgage-Backed Securities
FNMS 02.500 CLAT0238
B1V7KEBTPIMZEU4LTD58
2043-03-01
2.500000
57000.00
11313.44
Agency Mortgage-Backed Securities
FNMS 02.500 REBO6591
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.500000
80000.00
38011.39
Agency Mortgage-Backed Securities
FNMS 02.500 REBO5615
B1V7KEBTPIMZEU4LTD58
2049-09-01
2.500000
300000.00
80636.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR9369
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
406663.00
115451.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS6234
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.500000
2073000.00
585015.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2970
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.850000
1140000.00
54494.43
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU1575
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.525000
361305.00
96593.53
Agency Mortgage-Backed Securities
FNMS 02.000 CIBR6268
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
21547.00
14824.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLBP7771
B1V7KEBTPIMZEU4LTD58
2050-12-01
5.000000
1032796.00
596440.48
Agency Mortgage-Backed Securities
GNII SF 005304 M
549300M8ZYFG0OCMTT87
2042-01-20
3.500000
250000.00
22290.15
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS9597
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.500000
225000.00
30146.35
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5718
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
14389248.00
4802010.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU6939
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
1299784.00
1144842.54
Agency Mortgage-Backed Securities
FNMS 02.500 REBU8901
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
11698240.00
9406328.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP5295
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
7872880.00
4532491.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2426
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
4631432.00
3950554.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO7222
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
39000.00
8844.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO7487
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1000000.00
348063.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8932
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
700000.00
180127.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6269
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
13672900.00
4430805.86
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO2231
B1V7KEBTPIMZEU4LTD58
2034-09-01
2.500000
160000.00
53109.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5697
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
90450.00
16557.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5955
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
1200000.00
378713.98
Agency Mortgage-Backed Securities
FNMS 07.500 CL888707
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.500000
1500000.00
16852.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4317
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
2700000.00
531013.43
Agency Mortgage-Backed Securities
GNMI SP 783760 X
549300M8ZYFG0OCMTT87
2042-02-15
5.000000
75000.00
7344.43
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM4299
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
150000.00
24193.45
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ9894
B1V7KEBTPIMZEU4LTD58
2049-09-01
6.000000
970794.00
536761.53
Agency Mortgage-Backed Securities
FNMS 05.500 CTBK7885
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.500000
791386.00
221002.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1295
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
980000.00
174788.08
Agency Mortgage-Backed Securities
GNMI SF 666025 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
353660.00
13237.80
Agency Mortgage-Backed Securities
03.000 FGPC M30382 G
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
1013000.00
142393.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8803
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
450101.00
445951.56
Agency Mortgage-Backed Securities
FNMS 04.000 I3BF0156
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
128000.00
36370.63
Agency Mortgage-Backed Securities
FNMS 03.000 U4BF0391
B1V7KEBTPIMZEU4LTD58
2053-09-01
3.000000
1200000.00
605585.35
Agency Mortgage-Backed Securities
FNMS 03.000 I6BF0497
B1V7KEBTPIMZEU4LTD58
2060-07-01
3.000000
973000.00
556695.29
Agency Mortgage-Backed Securities
FNMS 02.500 I4BF0546
B1V7KEBTPIMZEU4LTD58
2061-07-01
2.500000
700000.00
503591.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA0920
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
820000.00
29645.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU8724
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
6107920.00
5112909.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7213
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
3650000.00
414887.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6524
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
982900.00
137971.47
Agency Mortgage-Backed Securities
FNMS 04.500 CI932076
B1V7KEBTPIMZEU4LTD58
2024-10-01
4.500000
19715776.00
94821.90
Agency Mortgage-Backed Securities
GNII SF MA3940 M
549300M8ZYFG0OCMTT87
2046-09-20
5.000000
2000000.00
302260.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD1419
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
85000.00
16626.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6185
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.000000
144000.00
20426.39
Agency Mortgage-Backed Securities
FNMS 05.500 CL833786
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
2525000.00
22781.13
Agency Mortgage-Backed Securities
FNMS 05.000 CL725238
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.000000
1269000.00
16496.91
Agency Mortgage-Backed Securities
GNII SF MA7710 M
549300M8ZYFG0OCMTT87
2051-11-20
5.000000
25000.00
17281.26
Agency Mortgage-Backed Securities
FNMS 07.500 K2745556
B1V7KEBTPIMZEU4LTD58
2034-08-01
7.500000
1300000.00
8224.86
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3106
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
34000.00
5457.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL5898
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.000000
2822784.00
462077.01
Agency Mortgage-Backed Securities
GNII SF MA7826 M
549300M8ZYFG0OCMTT87
2052-01-20
2.000000
72829824.00
55097480.80
Agency Mortgage-Backed Securities
GNII SF AO3450 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
5687410.00
1352642.54
Agency Mortgage-Backed Securities
GNPL PN CP1101
549300M8ZYFG0OCMTT87
2058-02-15
5.550000
12758500.00
13111006.56
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK7528
S6XOOCT0IEG5ABCC6L87
2030-07-01
2.500000
272000.00
47018.46
Agency Mortgage-Backed Securities
FEPC 05.000 CTZT0799
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
2467360.00
158105.54
Agency Mortgage-Backed Securities
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
19040352.00
2664012.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA4741
B1V7KEBTPIMZEU4LTD58
2037-08-01
4.000000
28000.00
23209.88
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA5060
B1V7KEBTPIMZEU4LTD58
2043-06-01
5.000000
48872800.00
46973468.48
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD6391
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.500000
4845120.00
49300.05
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA4115
B1V7KEBTPIMZEU4LTD58
2040-08-01
3.000000
100000.00
36053.42
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4329
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
12000.00
7875.58
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4306
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
100000.00
64974.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4644
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
473000.00
407938.88
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA4713
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.000000
32004.00
26438.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
35000.00
5817.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3377
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.000000
29000.00
5656.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3936
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.500000
311000.00
81666.06
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA3576
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.500000
4699528.00
637292.89
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3587
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.000000
4217000.00
516464.76
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
463000.00
113526.25
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2286
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
34876.00
26590.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1047
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
527655.00
66594.66
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA1848
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.500000
7000000.00
391165.40
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA2180
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
360000.00
93575.17
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
3000000.00
66721.37
Agency Mortgage-Backed Securities
03.500 FGPC G07849 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
3.500000
490000.00
114662.97
Agency Mortgage-Backed Securities
GNII SP 786337 C
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
34996800.00
32506668.21
Agency Mortgage-Backed Securities
GNII SF CU0882 C
549300M8ZYFG0OCMTT87
2053-05-20
5.000000
3090056.00
3045372.20
Agency Mortgage-Backed Securities
GNII ET CR5114 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
426489.00
439441.14
Agency Mortgage-Backed Securities
GNPL PN CS2713
549300M8ZYFG0OCMTT87
2058-03-15
5.170000
9001424.00
9066252.67
Agency Mortgage-Backed Securities
FNMS 05.500 CL995025
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
2000000.00
42391.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5064
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
53805376.00
53504420.43
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM3061
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.000000
1645000.00
485512.82
Agency Mortgage-Backed Securities
FNMS 04.000 CL901100
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.000000
1615444.00
152326.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2812
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
46000.00
39982.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1157
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1289912.00
334817.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS4371
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
11000.00
9873.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3812
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
40038400.00
36951389.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2297
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
2771980.00
2201847.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0647
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
3700000.00
608927.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0831
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
800000.00
659021.02
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM8406
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.000000
33000.00
17536.60
Agency Mortgage-Backed Securities
FNMS 05.000 CTFM9892
B1V7KEBTPIMZEU4LTD58
2031-09-01
5.000000
1195928.00
271801.77
Agency Mortgage-Backed Securities
FNMS 02.000 CTFM9185
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.000000
100000.00
74682.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4164
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
235000.00
123711.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5295
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
11965.00
6409.07
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM5176
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
350681.00
234098.07
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM5798
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
153000.00
90352.10
Agency Mortgage-Backed Securities
FNMS 01.500 CIFM6088
B1V7KEBTPIMZEU4LTD58
2036-02-01
1.500000
50000.00
31323.61
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB6559
B1V7KEBTPIMZEU4LTD58
2053-06-01
7.000000
1015294.00
1090694.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1652
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
169932.00
51073.52
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM3630
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
491000.00
264622.84
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5497
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1100000.00
1071737.72
Agency Mortgage-Backed Securities
FNMS 05.500 CICB5758
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
1427686.00
1409008.90
Agency Mortgage-Backed Securities
FNMS 02.000 CTCB3323
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.000000
1200000.00
958455.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4379
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
55563.00
50125.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4404
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
19000.00
17840.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4585
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
154549760.00
137238794.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2165
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
680724.00
519658.73
Agency Mortgage-Backed Securities
FNMS 02.000 CTCB3533
B1V7KEBTPIMZEU4LTD58
2042-03-01
2.000000
10980000.00
8670197.40
Agency Mortgage-Backed Securities
FNMS 02.500 CICB3208
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.500000
387064.00
314495.89
Agency Mortgage-Backed Securities
FNMS 02.500 CICB0938
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.500000
59446336.00
41625166.09
Agency Mortgage-Backed Securities
FNMS 02.000 CKCA7117
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
281000.00
165868.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7597
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
2309232.00
1554368.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9121
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
100000.00
64386.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA9319
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.500000
1245636.00
353391.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3225
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
145000.00
17312.68
Agency Mortgage-Backed Securities
FNMS 04.500 CVCA4241
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.500000
2050852.00
728057.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA0562
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
258421.00
31630.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2457
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6000000.00
1304856.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2483
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1663084.00
321128.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2817
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
3530584.00
244000.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ2681
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
425000.00
61210.32
Agency Mortgage-Backed Securities
FNMS 02.000 CIBD5409
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.000000
30022.00
8290.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE3782
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
173454.00
24797.93
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL5956
B1V7KEBTPIMZEU4LTD58
2027-05-01
4.000000
391000.00
7127.06
Agency Mortgage-Backed Securities
FNMS 04.000 CRAO9776
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
13339776.00
963299.62
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL2528
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
236557.00
33874.86
Agency Mortgage-Backed Securities
FNMS 07.500 CL576566
B1V7KEBTPIMZEU4LTD58
2031-03-01
7.500000
5279000.00
229384.08
Agency Mortgage-Backed Securities
03.500 FGPC U80076 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1050000.00
91710.06
Agency Mortgage-Backed Securities
03.500 FGPC U90157 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
12800000.00
1549424.69
Agency Mortgage-Backed Securities
04.000 FGPC Q62244 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
226910.00
72254.34
Agency Mortgage-Backed Securities
FNMS 03.500 CRAT4180
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1000000.00
141157.36
Agency Mortgage-Backed Securities
FNMS 03.000 CRAR1202
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
100000.00
28485.25
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0291
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
610616.00
115569.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA1262
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
300000.00
67985.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4697
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
610000.00
136976.29
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7241
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
38000.00
25797.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA0514
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.000000
175755.00
8401.41
Agency Mortgage-Backed Securities
FNMS 05.500 CL891369
B1V7KEBTPIMZEU4LTD58
2036-01-01
5.500000
7905136.00
391561.62
Agency Mortgage-Backed Securities
FNMS 01.500 CIFS3221
B1V7KEBTPIMZEU4LTD58
2037-02-01
1.500000
593299.00
470119.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM9681
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
27000.00
15385.86
Agency Mortgage-Backed Securities
FNMS 05.000 CL965293
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
4637104.00
204080.36
Agency Mortgage-Backed Securities
FNMS 06.000 CL827935
B1V7KEBTPIMZEU4LTD58
2032-11-01
6.000000
7044936.00
338188.53
Agency Mortgage-Backed Securities
FNMS 06.000 CL725704
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.000000
4841930.00
47433.90
Agency Mortgage-Backed Securities
GNII RG CN0928 C
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
2087356.00
1957995.69
Agency Mortgage-Backed Securities
GNII SF MA5673 M
549300M8ZYFG0OCMTT87
2033-09-20
5.000000
68376.00
15711.01
Agency Mortgage-Backed Securities
GNII SF MA7315 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
999999.00
498409.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2920
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
50000.00
13185.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY0863
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
3807740.00
3723067.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX5271
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1100712.00
1127808.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX4894
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
459222.00
448904.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX8170
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
20691120.00
19440270.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8829
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
2478812.00
2478204.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLBW1148
B1V7KEBTPIMZEU4LTD58
2052-09-01
2.000000
127086.00
101183.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6022
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
51059.00
48957.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7054
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1137322.00
905718.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU8132
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
613840.00
508127.08
Agency Mortgage-Backed Securities
FNMS 02.000 CIBU8784
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.000000
300000.00
228318.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU9251
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
14422.00
12353.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU9655
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
897000.00
740292.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9727
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
1502220.00
1397538.56
Agency Mortgage-Backed Securities
FNMS 02.000 REBT8175
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.000000
1079836.00
861304.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
213000.00
33249.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
6207008.00
720595.02
Agency Mortgage-Backed Securities
FNMS 03.000 CRAL6854
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.000000
2351936.00
604546.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL1711
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
50000.00
5105.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL1842
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
50000.00
8980.46
Agency Mortgage-Backed Securities
FNMS 03.500 CQAL2527
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
332371.00
35691.64
Agency Mortgage-Backed Securities
FNMS 05.500 CL254692
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
21456864.00
127527.17
Agency Mortgage-Backed Securities
FNMS 03.000 ZK310213
B1V7KEBTPIMZEU4LTD58
2047-03-25
3.000000
82294016.00
69327158.44
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6815
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
457000.00
342600.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1936
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
700000.00
612215.52
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD7528
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
604611.00
380759.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8157
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
50009000.00
31881679.10
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0033
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
44000.00
12542.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0076
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
2724548.00
665346.57
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1799
S6XOOCT0IEG5ABCC6L87
2034-03-01
3.500000
158000.00
20377.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH0057
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
77000.00
6004.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE9031
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
269000.00
77427.54
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0105
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.000000
1040000.00
321134.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
590000.00
115163.65
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU1583
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.525000
176908.00
26871.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU6198
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
40000.00
6648.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW2183
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
1587408.00
362370.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW8992
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
128000.00
23166.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6520
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
37000.00
5353.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6524
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
215000.00
30214.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8757
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1489524.00
666105.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1068
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
7575048.00
865975.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX5505
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
40000.00
16690.75
Agency Mortgage-Backed Securities
FNMS 04.000 CAAY0382
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
73706.00
11469.38
Agency Mortgage-Backed Securities
FNMS 05.500 CL685620
B1V7KEBTPIMZEU4LTD58
2033-02-01
5.500000
1935292.00
15857.22
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0855
S6XOOCT0IEG5ABCC6L87
2037-07-01
3.000000
2499536.00
2260963.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA1354
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
370000.00
68129.74
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS3683
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
84719.00
5129.65
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8595
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.500000
100000.00
13245.01
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM5919
S6XOOCT0IEG5ABCC6L87
2048-03-01
5.000000
275222.00
45571.10
Agency Mortgage-Backed Securities
FNMS 03.000 CIBP8772
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.000000
25000.00
7657.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ4231
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1137258.00
624692.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1692
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
3565044.00
404850.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN7577
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
307000.00
106508.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5714
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
330000.00
63617.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD4004
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1851030.00
188144.56
Agency Mortgage-Backed Securities
FNMS 05.500 CL773232
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.500000
1841604.00
23507.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX6251
B1V7KEBTPIMZEU4LTD58
2044-12-01
3.500000
1150244.00
245454.96
Agency Mortgage-Backed Securities
FNMS 02.500 CTAB7517
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
227670.00
43740.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD2455
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
110849.00
35862.64
Agency Mortgage-Backed Securities
FNMS 06.000 CL781146
B1V7KEBTPIMZEU4LTD58
2034-06-01
6.000000
2000200.00
13823.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL791324
B1V7KEBTPIMZEU4LTD58
2034-09-01
6.000000
5981520.00
24315.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM6966
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.000000
964315.00
104638.42
Agency Mortgage-Backed Securities
FMAR 2B2966 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
3.155000
70000.00
7246.93
Agency Mortgage-Backed Securities
FMAR 1N1477 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
6.685000
1900000.00
11290.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0945
S6XOOCT0IEG5ABCC6L87
2040-10-01
4.000000
72307.00
10536.28
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK8379
S6XOOCT0IEG5ABCC6L87
2031-11-01
2.500000
42598500.00
10774627.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5253
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
325000.00
73670.59
Agency Mortgage-Backed Securities
GNII SF CQ1242 C
549300M8ZYFG0OCMTT87
2052-10-20
4.500000
3020952.00
2887261.94
Agency Mortgage-Backed Securities
GNII ET CQ1917 C
549300M8ZYFG0OCMTT87
2062-10-20
6.000000
82131.00
82190.72
Agency Mortgage-Backed Securities
GNII SF CQ2328 C
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
3827556.00
3598175.44
Agency Mortgage-Backed Securities
GNII ET CQ3339 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
3744216.00
3626885.47
Agency Mortgage-Backed Securities
GNMI SF BW3889 X
549300M8ZYFG0OCMTT87
2050-08-15
2.500000
853969.00
292742.90
Agency Mortgage-Backed Securities
GNII RG CI4570 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
1115438.00
1084576.68
Agency Mortgage-Backed Securities
GNII ET CL4734 C
549300M8ZYFG0OCMTT87
2052-07-20
3.000000
179943.00
148637.47
Agency Mortgage-Backed Securities
GNCL CL CM4385
549300M8ZYFG0OCMTT87
2063-09-15
3.730000
324830.00
301432.60
Agency Mortgage-Backed Securities
GNII SF MA8490 M
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
20305088.00
19546825.99
Agency Mortgage-Backed Securities
GNII SF MA9019 M
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
125681.00
128449.33
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5083
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2172352.00
2199364.63
Agency Mortgage-Backed Securities
FNMS 07.000 CLMA5121
B1V7KEBTPIMZEU4LTD58
2053-07-01
7.000000
172937.00
179320.16
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA5125
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
5282472.00
5106319.17
Agency Mortgage-Backed Securities
FNMS 01.500 CTMA4386
B1V7KEBTPIMZEU4LTD58
2041-07-01
1.500000
30000.00
20539.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4467
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
500000.00
363414.70
Agency Mortgage-Backed Securities
FNMS 02.500 CJMA2979
B1V7KEBTPIMZEU4LTD58
2032-04-01
2.500000
6000000.00
918448.79
Agency Mortgage-Backed Securities
FNMS 05.000 CQMA0444
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.000000
432550.00
13353.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA1236
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
150000.00
22469.98
Agency Mortgage-Backed Securities
FMAR 841482 G
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.280000
234000.00
201477.00
Agency Mortgage-Backed Securities
GNII SP 786810 C
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
72271232.00
72640489.81
Agency Mortgage-Backed Securities
GNII AP 786792 M
549300M8ZYFG0OCMTT87
2053-01-20
2.500000
222478592.00
185357000.69
Agency Mortgage-Backed Securities
GNII ET CW2060 C
549300M8ZYFG0OCMTT87
2063-07-20
3.500000
325166.00
286918.24
Agency Mortgage-Backed Securities
GNII ET CW2080 C
549300M8ZYFG0OCMTT87
2063-07-20
3.500000
172571.00
152272.28
Agency Mortgage-Backed Securities
GNII ET CW2089 C
549300M8ZYFG0OCMTT87
2063-07-20
5.000000
12018336.00
11648792.20
Agency Mortgage-Backed Securities
GNII ET CW2142 C
549300M8ZYFG0OCMTT87
2063-06-20
4.000000
3013924.00
2769965.94
Agency Mortgage-Backed Securities
GNII SF CW4641 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
10291360.00
10290159.34
Agency Mortgage-Backed Securities
GNII SF CV1136 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
4221600.00
4225025.12
Agency Mortgage-Backed Securities
GNII ET CV4194 C
549300M8ZYFG0OCMTT87
2062-09-20
5.500000
165555.00
163498.03
Agency Mortgage-Backed Securities
GNII ET CV5115 C
549300M8ZYFG0OCMTT87
2063-06-20
6.500000
3772924.00
3842847.15
Agency Mortgage-Backed Securities
GNII ET CV5597 C
549300M8ZYFG0OCMTT87
2063-06-20
2.500000
182345.00
148571.12
Agency Mortgage-Backed Securities
GNII ET CV5604 C
549300M8ZYFG0OCMTT87
2063-07-20
4.000000
494024.00
454033.42
Agency Mortgage-Backed Securities
GNII ET CV5664 C
549300M8ZYFG0OCMTT87
2063-07-20
2.500000
3321548.00
2706351.92
Agency Mortgage-Backed Securities
GNII ET CU7661 C
549300M8ZYFG0OCMTT87
2063-06-20
2.500000
1888106.00
1536772.72
Agency Mortgage-Backed Securities
GNII ET CU9320 C
549300M8ZYFG0OCMTT87
2063-06-20
6.500000
809940.00
825276.75
Agency Mortgage-Backed Securities
GNII ET CV1675 C
549300M8ZYFG0OCMTT87
2063-02-20
5.500000
1019350.00
1006146.53
Agency Mortgage-Backed Securities
GNII SF CV1129 C
549300M8ZYFG0OCMTT87
2053-07-20
5.000000
1126638.00
1114173.63
Agency Mortgage-Backed Securities
GNII SF CV1131 C
549300M8ZYFG0OCMTT87
2053-07-20
5.000000
3845304.00
3793252.68
Agency Mortgage-Backed Securities
GNII SF CV1134 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
3414260.00
3434466.73
Agency Mortgage-Backed Securities
GNII RG CU0141 C
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
1539704.00
1356326.86
Agency Mortgage-Backed Securities
GNII SF CU0310 C
549300M8ZYFG0OCMTT87
2053-03-20
7.000000
16501920.00
17011000.86
Agency Mortgage-Backed Securities
GNII ET CU1709 C
549300M8ZYFG0OCMTT87
2063-03-20
6.500000
743908.00
757398.09
Agency Mortgage-Backed Securities
GNII SF CU1084 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
5047216.00
5115151.53
Agency Mortgage-Backed Securities
GNII ET CU7468 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
253097.00
257889.81
Agency Mortgage-Backed Securities
GNII ET CT4497 C
549300M8ZYFG0OCMTT87
2063-06-20
6.500000
235984.00
240357.64
Agency Mortgage-Backed Securities
GNII ET CT4093 C
549300M8ZYFG0OCMTT87
2063-03-20
6.500000
188432.00
191682.07
Agency Mortgage-Backed Securities
GNII ET CT5540 C
549300M8ZYFG0OCMTT87
2062-10-20
2.000000
384360.00
298109.43
Agency Mortgage-Backed Securities
GNII ET CT7863 C
549300M8ZYFG0OCMTT87
2063-04-20
6.500000
129308.00
131658.93
Agency Mortgage-Backed Securities
GNII SF CT9077 C
549300M8ZYFG0OCMTT87
2053-04-20
5.000000
1964308.00
1912002.60
Agency Mortgage-Backed Securities
GNII SF CU0825 C
549300M8ZYFG0OCMTT87
2053-05-20
5.000000
10103008.00
9935034.70
Agency Mortgage-Backed Securities
GNII SF CR8946 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
2567288.00
2625855.81
Agency Mortgage-Backed Securities
GNII ET CS0606 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
63755.00
59034.23
Agency Mortgage-Backed Securities
GNII SF CS2395 C
549300M8ZYFG0OCMTT87
2053-04-20
4.000000
2072130.00
1946295.70
Agency Mortgage-Backed Securities
GNII SF CT0393 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
1898178.00
1926077.42
Agency Mortgage-Backed Securities
GNII ET CQ4665 C
549300M8ZYFG0OCMTT87
2062-09-20
5.500000
75210.00
73948.71
Agency Mortgage-Backed Securities
GNCL CL CQ4846
549300M8ZYFG0OCMTT87
2064-04-15
5.200000
3298576.00
3284686.80
Agency Mortgage-Backed Securities
GNII SF CQ7430 C
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
1313770.00
1199685.91
Agency Mortgage-Backed Securities
GNII SF CR5398 C
549300M8ZYFG0OCMTT87
2053-05-20
5.000000
1950814.00
1922294.39
Agency Mortgage-Backed Securities
GNII SF CP9343 C
549300M8ZYFG0OCMTT87
2052-11-20
5.000000
1913814.00
1882078.60
Agency Mortgage-Backed Securities
FNMS 04.500 CL984490
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
663493.00
12479.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5267
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
29406624.00
29873228.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS5257
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
57374912.00
54438770.00
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS2920
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.000000
21000.00
17029.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1548
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1100350.00
859618.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1590
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1400000.00
1073655.77
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2433
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1000000.00
919081.75
Agency Mortgage-Backed Securities
FNMS 04.500 CIFM9358
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
80709.00
14704.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM9993
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.500000
15500.00
9850.77
Agency Mortgage-Backed Securities
FNMS 03.000 CTFS1542
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.000000
300000.00
237819.16
Agency Mortgage-Backed Securities
FNMS 03.000 CNFM6318
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
200000.00
95994.33
Agency Mortgage-Backed Securities
FNMS 01.500 CIFM7659
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
385832.00
258401.98
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8117
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
941752.00
611133.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLFM1136
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.500000
85000.00
31529.20
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3480
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
858952.00
435653.01
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5546
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
414000.00
400614.21
Agency Mortgage-Backed Securities
FNMS 05.500 CICB6383
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
10456032.00
10445594.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4363
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
505921.00
448039.27
Agency Mortgage-Backed Securities
FNMS 02.500 CICB2503
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.500000
74000.00
56525.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3129
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1153142.00
784385.26
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0081
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
100199808.00
66554470.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB0562
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.500000
1266350.00
639795.76
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6902
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
205000.00
130028.84
Agency Mortgage-Backed Securities
FNMS 02.500 CICA5269
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
120000.00
55062.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY7687
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1555208.00
1529216.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY5564
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
5009288.00
4932539.03
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5568
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
4045536.00
4180174.14
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY6358
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1272470.00
1298805.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY6367
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1859570.00
1889241.30
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY7346
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1163000.00
1181270.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY7365
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1060282.00
1076939.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY5337
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
4427248.00
4253013.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4887
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
1038650.00
1056577.92
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY4919
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
1216460.00
1256137.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5055
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
1679658.00
1686302.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY5443
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1032804.00
1024878.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5557
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
3959300.00
3955916.12
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9561
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
162407.00
166175.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY0045
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.500000
1783332.00
1716279.29
Agency Mortgage-Backed Securities
FNMS 05.000 CIBY0512
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
1000178.00
984721.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY1750
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.500000
1319454.00
1265345.77
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3520
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
12662032.00
12472957.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLBW9710
B1V7KEBTPIMZEU4LTD58
2053-05-01
3.000000
55945.00
48871.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0447
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
2319160.00
1901778.61
Agency Mortgage-Backed Securities
FNMS 06.500 CLBW5304
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
3627720.00
3723801.10
Agency Mortgage-Backed Securities
FNMS 01.500 CIBT2213
B1V7KEBTPIMZEU4LTD58
2037-03-01
1.500000
29953.00
22570.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT7869
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
80000.00
70065.51
Agency Mortgage-Backed Securities
FNMS 06.500 CLBU4106
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2570792.00
2649907.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7497
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
175000.00
17445.60
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL2524
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
216271.00
24163.84
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF7816
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
2309308.00
2057830.58
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF9643
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.500000
3768520.00
3810171.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1071
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
3500000.00
2889862.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD3245
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
44064100.00
41369006.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF2179
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1163226.00
1093531.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL850654
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
1100000.00
16440.74
Agency Mortgage-Backed Securities
FNMS 04.000 CIAV3212
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.000000
457169.00
67847.34
Agency Mortgage-Backed Securities
FNMS 03.000 CTAT1725
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.000000
16574060.00
3410719.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2145
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
445000.00
104649.58
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
1423000000.00
1423000000.00
0.0296
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.300000%
K5HU16E3LMSVCCJJJ255
ARP0XRKQ9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.500 CLZJ0492
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.500000
1054000.00
41561.40
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ0919
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.500000
1006600.00
112214.15
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0355
S6XOOCT0IEG5ABCC6L87
2038-03-01
4.000000
1059830.00
504318.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2023
S6XOOCT0IEG5ABCC6L87
2041-09-01
4.000000
2915650.00
321096.71
Agency Mortgage-Backed Securities
FEPC 03.500 CIQO0186
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.500000
1382365.00
1205534.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7370
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
12000.00
1242.38
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4495
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1975000.00
207007.57
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI9156
S6XOOCT0IEG5ABCC6L87
2039-09-01
4.500000
599999.00
59864.43
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1023
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
285600.00
237231.16
Agency Mortgage-Backed Securities
03.650 FKAR WN0001 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.650000
660180.00
572675.44
Agency Mortgage-Backed Securities
FEPC 04.500 CTZN4622
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.500000
1094824.00
231933.47
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS7080
S6XOOCT0IEG5ABCC6L87
2027-05-01
4.000000
33993.00
1329.98
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK4165
S6XOOCT0IEG5ABCC6L87
2027-05-01
3.000000
17000.00
888.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0491
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
542701.00
321832.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD3539
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
2096.00
1863.41
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8351
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
21645408.00
22193505.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE1248
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
12335000.00
10943166.73
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3532
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.500000
9285104.00
1062159.21
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0499
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
22956000.00
3580573.86
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
40000000.00
40000000.00
0.0008
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0XRKU0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-05-31
2.625000
5287000.00
4985667.43
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
4887172.00
4887172.00
0.0001
N
Y
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
JJKC32MCHWDI71265Z06
ARP0XRKV8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL089TA R20F089
B1V7KEBTPIMZEU4LTD58
2050-12-25
1.000000
52004341.00
30372738.79
Agency Collateralized Mortgage Obligation
FNRM CL091DA R20F091
B1V7KEBTPIMZEU4LTD58
2050-12-25
1.500000
140033.00
86758.31
Agency Collateralized Mortgage Obligation
FNRM CL075KA R20F075
B1V7KEBTPIMZEU4LTD58
2050-11-25
1.250000
85372423.00
47806324.61
Agency Collateralized Mortgage Obligation
FNRM CL075LA R20F075
B1V7KEBTPIMZEU4LTD58
2050-11-25
1.000000
2782284.00
1496903.62
Agency Collateralized Mortgage Obligation
FNRM CL075BA R20F075
B1V7KEBTPIMZEU4LTD58
2050-11-25
1.250000
2674233.00
1556464.78
Agency Collateralized Mortgage Obligation
FNRM CL100AB R20F100
B1V7KEBTPIMZEU4LTD58
2051-01-25
1.000000
6242725.00
3371681.17
Agency Collateralized Mortgage Obligation
FNRM CL100EA R20F100
B1V7KEBTPIMZEU4LTD58
2051-01-25
1.000000
1448629.00
794863.03
Agency Collateralized Mortgage Obligation
FNRM CL097EA R20F097
B1V7KEBTPIMZEU4LTD58
2051-01-25
1.250000
2830937.00
1666083.17
Agency Collateralized Mortgage Obligation
FNRM RC002AD R21F002
B1V7KEBTPIMZEU4LTD58
2051-02-25
1.250000
4907640.00
2903179.17
Agency Collateralized Mortgage Obligation
FNRM CL003EA R21F003
B1V7KEBTPIMZEU4LTD58
2051-02-25
1.250000
1200000.00
773368.85
Agency Collateralized Mortgage Obligation
FNRM CL003GA R21F003
B1V7KEBTPIMZEU4LTD58
2051-02-25
1.500000
182002.00
108926.50
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2052-02-25
3.000000
753367.00
564667.82
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-12-25
1.500000
38234.00
23418.31
Agency Collateralized Mortgage Obligation
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0532
88000000.00
88000000.00
0.0018
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.300000%
549300QJJX6CVVUXLE15
0001317808
ARP0XRKW6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
155864.00
144335.03
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-08-10
0.00
2611200.00
2607387.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-17
0.00
200.00
199.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-10-19
0.00
22512800.00
22249175.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-09-12
0.00
300.00
298.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-09-19
0.00
200.00
198.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
0.125000
5626200.00
5604312.40
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
30000000.00
30000000.00
0.0006
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
254900Y8NKGV541U8Q32
0001457970
ARP0XRKZ9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
3.125000
1981584000.00
1893894395.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-15
1.750000
553026200.00
484537048.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.125000
17972387200.00
16124292191.76
U.S. Treasuries (including strips)
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0530
18500000000.00
18500000000.00
0.3850
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.305000%
5493006QMFDDMYWIAM13
0000891478
ARP0XRL13
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC A85439 G
S6XOOCT0IEG5ABCC6L87
2039-03-01
5.000000
1054.00
89.40
Agency Mortgage-Backed Securities
05.000 FGPC A86881 G
S6XOOCT0IEG5ABCC6L87
2039-06-01
5.000000
2525232.00
145508.60
Agency Mortgage-Backed Securities
05.000 FGPC A91965 G
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
2348580.00
74769.05
Agency Mortgage-Backed Securities
05.000 FGPC A92308 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.000000
2392960.00
80914.76
Agency Mortgage-Backed Securities
05.000 FGPC A93968 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
5.000000
1298498.00
82705.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4950
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
63792600.00
60767114.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0177
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
458622.00
259196.77
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6815
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
392069.00
293923.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7935
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
5570016.00
5350305.82
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8531
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
1000.00
973.36
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7144
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
1599000.00
409517.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3470
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
15895000.00
3403726.50
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG6840
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
1978904.00
1975534.59
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6923
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1276350.00
1256400.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6633
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
18758300.00
7605703.03
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF4961
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.500000
1000.00
966.99
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF7606
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
1008.00
1007.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF7882
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
1000.00
984.51
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG0214
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
2148444.00
2171572.97
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6360
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1000.00
955.79
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6751
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
607688.00
596711.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5570
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
1024.00
197.87
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0847
S6XOOCT0IEG5ABCC6L87
2037-06-01
2.500000
1000.00
892.32
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3006
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1000.00
1009.03
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF4577
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
4754336.00
4534635.40
Agency Mortgage-Backed Securities
03.500 FGPC G14942 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
3.500000
14913968.00
1624683.49
Agency Mortgage-Backed Securities
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0531
88000000.00
88000000.00
0.0018
N
Y
Y
N
The Charles Schwab Family of Funds
2023-08-07
Dana Smith
Dana Smith
CFO