0001145549-23-061761.txt : 20231006
0001145549-23-061761.hdr.sgml : 20231006
20231006170802
ACCESSION NUMBER: 0001145549-23-061761
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231006
DATE AS OF CHANGE: 20231006
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: 231314851
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
2023-09-30
0000857156
549300I77JNLD629OV19
S000004506
3
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Exempt Government
Government/Agency
N
22
72
30324865057.75
30744328208.11
29910646632.55
31752425695.65
30755004193.01
40618627412.17
40999181841.96
41080574889.89
41475794078.21
41868707594.61
0.6099
0.6119
0.5924
0.6242
0.6053
0.8169
0.8160
0.8136
0.8153
0.8240
0.23
50676736933.51
50680133055.73
132886389.77
137579429.97
50675440015.76
50674817409.5400
1.0000
0.0539
0.9999
0.9999
1.0000
1.0000
0.9999
C000012381
0.00
16483600653.55
16483320526.9200
1.0000
0.9999
1.0000
1.0000
1.0000
214248523.54
359308303.46
445756115.39
353519879.69
282138906.20
111773149.12
447712480.60
122384409.03
265447383.89
362789056.04
1627540325.42
950466493.88
0.0495
Y
Investment Advisor and its affiliates Contractual 231,294
C000151955
0.00
19828876015.31
19828621997.5400
0.9999
0.9999
1.0000
1.0000
0.9999
683413078.77
522827837.41
661901779.54
446336086.75
655658232.37
627805381.72
776324220.48
568542321.09
739540551.49
627541693.94
3022255423.60
2361815412.06
0.0505
Y
Investment Advisor and its affiliates Contractual 278,580
C000222229
1000000.00
14362963346.90
14362874885.0800
0.9999
0.9999
1.0000
0.9999
0.9999
215769125.36
321596906.07
423400956.72
247502358.53
461894785.93
465728587.70
422172041.81
308149115.35
340221826.26
437012708.56
1698356737.76
1557875473.37
0.0520
Y
Investment Advisor and its affiliates Contractual 204,382
BRIDGE WF II PARKWAY CLUB LLC
TAXABLE M/F HOUSING RB SERIES 2021A 5.460000%
10807BAA7
2549005XOAOA3RHT9B41
US10807BAA70
Variable Rate Demand Note
Y
2023-10-06
2023-10-06
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
56900000.00
56900000.00
0.0011
N
N
Y
N
FARR LIFE LLC
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
31164GAA9
US31164GAA94
Variable Rate Demand Note
Y
2023-10-06
2023-10-06
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 2.875000%
3130A2UW4
2549001DPIFGXC1TOL40
US3130A2UW45
U.S. Government Agency Debt
Y
2024-09-13
2024-09-13
2024-09-13
N
N
N
0.0555
57134349.19
57134349.19
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.500000%
3130AGWK7
2549001DPIFGXC1TOL40
US3130AGWK72
U.S. Government Agency Debt
Y
2024-08-15
2024-08-15
2024-08-15
N
N
N
0.0552
52946091.86
52946091.86
0.0010
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
0.0551
47553085.69
47553085.69
0.0009
N
N
N
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
0.0553
87183304.61
87183304.61
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.350000%
3130ASMF3
2549001DPIFGXC1TOL40
US3130ASMF36
U.S. Government Agency Debt
Y
2023-10-02
2023-10-06
2023-10-06
N
N
N
0.0536
118999772.71
118999772.71
0.0023
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130AST90
2549001DPIFGXC1TOL40
US3130AST900
U.S. Government Agency Debt
Y
2023-10-02
2024-07-26
2024-07-26
N
N
N
0.0545
119098187.30
119098187.30
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.750000%
3130ATRL3
2549001DPIFGXC1TOL40
US3130ATRL32
U.S. Government Agency Debt
Y
2023-10-24
2023-10-24
2023-10-24
N
N
N
0.0551
10499382.14
10499382.14
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
0.0551
31272011.08
31272011.08
0.0006
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.875000%
3130ATVC8
2549001DPIFGXC1TOL40
US3130ATVC86
U.S. Government Agency Debt
Y
2024-06-14
2024-06-14
2024-06-14
N
N
N
0.0573
16328291.90
16328291.90
0.0003
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
0.0536
47624426.03
47624426.03
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.380000%
3130AUR30
2549001DPIFGXC1TOL40
US3130AUR306
U.S. Government Agency Debt
Y
2023-10-03
2023-10-03
2023-10-03
N
N
N
0.0538
225000000.00
225000000.00
0.0044
N
N
Y
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
0.0539
166568164.72
166568164.72
0.0033
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
0.0540
142820872.00
142820872.00
0.0028
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
0.0553
23880694.78
23880694.78
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
0.0554
47667502.47
47667502.47
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130AV6N7
2549001DPIFGXC1TOL40
US3130AV6N76
U.S. Government Agency Debt
Y
2023-10-02
2024-09-04
2024-09-04
N
N
N
0.0542
95518930.97
95518930.97
0.0019
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
0.0556
214382223.92
214382223.92
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.380000%
3130AVH96
2549001DPIFGXC1TOL40
US3130AVH966
U.S. Government Agency Debt
Y
2023-10-02
2023-11-24
2023-11-24
N
N
N
0.0532
95711698.37
95711698.37
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.340000%
3130AVJN3
2549001DPIFGXC1TOL40
US3130AVJN36
U.S. Government Agency Debt
Y
2024-04-26
2024-04-26
2024-04-26
N
N
N
0.0543
149421466.16
149421466.16
0.0029
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
0.0566
71497894.19
71497894.19
0.0014
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
0.0575
91277364.03
91277364.03
0.0018
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
0.0550
73150417.36
73150417.36
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.340000%
3130AVUD2
2549001DPIFGXC1TOL40
US3130AVUD25
U.S. Government Agency Debt
Y
2023-10-02
2023-11-28
2023-11-28
N
N
N
0.0531
239217562.06
239217562.06
0.0047
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.335000%
3130AVVK5
2549001DPIFGXC1TOL40
US3130AVVK58
U.S. Government Agency Debt
Y
2023-10-03
2023-10-03
2023-10-03
N
N
N
0.0534
239100000.00
239100000.00
0.0047
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.430000%
3130AVWL2
2549001DPIFGXC1TOL40
US3130AVWL23
U.S. Government Agency Debt
Y
2023-10-02
2025-05-01
2025-05-01
N
N
N
0.0544
71724706.39
71724706.39
0.0014
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
0.0574
119201305.03
119201305.03
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.430000%
3130AVYS5
2549001DPIFGXC1TOL40
US3130AVYS57
U.S. Government Agency Debt
Y
2023-10-02
2024-11-18
2024-11-18
N
N
N
0.0544
71816094.69
71816094.69
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130AW4S6
2549001DPIFGXC1TOL40
US3130AW4S63
U.S. Government Agency Debt
Y
2023-10-02
2025-05-19
2025-05-19
N
N
N
0.0547
239371986.22
239371986.22
0.0047
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.370000%
3130AWAN0
2549001DPIFGXC1TOL40
US3130AWAN00
U.S. Government Agency Debt
Y
2023-10-02
2023-11-28
2023-11-28
N
N
N
0.0531
95811686.64
95811686.64
0.0019
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
0.0589
119436663.37
119436663.37
0.0024
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
0.0590
95519612.56
95519612.56
0.0019
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
0.0553
119728680.66
119728680.66
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.470000%
3130AWNS5
2549001DPIFGXC1TOL40
US3130AWNS59
U.S. Government Agency Debt
Y
2023-10-02
2025-07-28
2025-07-28
N
N
N
0.0551
95899649.97
95899649.97
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130AWPC8
2549001DPIFGXC1TOL40
US3130AWPC89
U.S. Government Agency Debt
Y
2023-10-02
2025-04-21
2025-04-21
N
N
N
0.0547
72022008.24
72022008.24
0.0014
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
0.0591
143375217.68
143375217.68
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130AWT42
2549001DPIFGXC1TOL40
US3130AWT423
U.S. Government Agency Debt
Y
2024-02-02
2024-02-02
2024-02-02
N
N
N
0.0545
95807235.77
95807235.77
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.580000%
3130AWUB4
2549001DPIFGXC1TOL40
US3130AWUB42
U.S. Government Agency Debt
Y
2024-09-04
2024-09-04
2024-09-04
N
N
N
0.0593
95590155.73
95590155.73
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.445000%
3130AWVS6
2549001DPIFGXC1TOL40
US3130AWVS67
U.S. Government Agency Debt
Y
2023-10-02
2025-05-14
2025-05-14
N
N
N
0.0545
143878212.82
143878212.82
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130AWX39
2549001DPIFGXC1TOL40
US3130AWX391
U.S. Government Agency Debt
Y
2023-10-02
2025-06-17
2025-06-17
N
N
N
0.0544
240076693.55
240076693.55
0.0047
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.465000%
3130AWZJ2
2549001DPIFGXC1TOL40
US3130AWZJ23
U.S. Government Agency Debt
Y
2023-10-02
2025-08-22
2025-08-22
N
N
N
0.0550
143893656.89
143893656.89
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.360000%
3130AX6S2
2549001DPIFGXC1TOL40
US3130AX6S28
U.S. Government Agency Debt
Y
2023-10-02
2024-03-18
2024-03-18
N
N
N
0.0521
144018481.50
144018481.50
0.0028
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130AX7E2
2549001DPIFGXC1TOL40
US3130AX7E23
U.S. Government Agency Debt
Y
2024-08-13
2024-08-13
2024-08-13
N
N
N
0.0552
143815032.81
143815032.81
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312G61
254900C5LP6DN9OP9V83
US313312G617
U.S. Government Agency Debt
Y
2024-09-20
2024-09-20
2024-09-20
N
N
N
0.0518
36569344.51
36569344.51
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312VZ0
254900C5LP6DN9OP9V83
US313312VZ04
U.S. Government Agency Debt
Y
2024-04-24
2024-04-24
2024-04-24
N
N
N
0.0525
48394286.44
48394286.44
0.0010
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
0.0518
64530238.42
64530238.42
0.0013
N
N
N
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
0.0525
301811971.99
301811971.99
0.0060
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384PA1
2549001DPIFGXC1TOL40
US313384PA12
U.S. Government Agency Debt
Y
2023-11-09
2023-11-09
2023-11-09
N
N
N
0.0526
143024699.42
143024699.42
0.0028
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384SC4
2549001DPIFGXC1TOL40
US313384SC41
U.S. Government Agency Debt
Y
2024-01-22
2024-01-22
2024-01-22
N
N
N
0.0527
222023978.30
222023978.30
0.0044
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
0.0527
93648619.14
93648619.14
0.0018
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384TW9
2549001DPIFGXC1TOL40
US313384TW95
U.S. Government Agency Debt
Y
2024-03-04
2024-03-04
2024-03-04
N
N
N
0.0527
234686889.04
234686889.04
0.0046
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
0.0518
23080860.24
23080860.24
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.430000%
3133EMJV5
254900C5LP6DN9OP9V83
US3133EMJV55
U.S. Government Agency Debt
Y
2023-10-02
2023-12-08
2023-12-08
N
N
N
0.0539
47306053.93
47306053.93
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt
Y
2023-10-02
2024-10-16
2024-10-16
N
N
N
0.0543
123927505.34
123927505.34
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EN6L9
254900C5LP6DN9OP9V83
US3133EN6L97
U.S. Government Agency Debt
Y
2023-10-02
2025-01-23
2025-01-23
N
N
N
0.0550
38205690.66
38205690.66
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.410000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt
Y
2023-10-02
2024-08-08
2024-08-08
N
N
N
0.0549
12295716.16
12295716.16
0.0002
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
2023-10-02
2024-08-12
2024-08-12
N
N
N
0.0540
74600086.54
74600086.54
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.365000%
3133ENGH7
254900C5LP6DN9OP9V83
US3133ENGH71
U.S. Government Agency Debt
Y
2023-10-02
2023-11-07
2023-11-07
N
N
N
0.0538
42599958.68
42599958.68
0.0008
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
2023-10-02
2023-12-08
2023-12-08
N
N
N
0.0535
26599463.74
26599463.74
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.370000%
3133ENGX2
254900C5LP6DN9OP9V83
US3133ENGX22
U.S. Government Agency Debt
Y
2023-10-02
2023-12-13
2023-12-13
N
N
N
0.0537
33101593.77
33101593.77
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ENH60
254900C5LP6DN9OP9V83
US3133ENH605
U.S. Government Agency Debt
Y
2023-10-02
2024-07-22
2024-07-22
N
N
N
0.0543
47698307.60
47698307.60
0.0009
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
2023-10-02
2024-06-24
2024-06-24
N
N
N
0.0539
47600346.05
47600346.05
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.375000%
3133ENJ84
254900C5LP6DN9OP9V83
US3133ENJ841
U.S. Government Agency Debt
Y
2024-08-26
2024-08-26
2024-08-26
N
N
N
0.0557
146206313.23
146206313.23
0.0029
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.405000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt
Y
2023-10-02
2024-07-01
2024-07-01
N
N
N
0.0542
90505868.93
90505868.93
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ENP20
254900C5LP6DN9OP9V83
US3133ENP202
U.S. Government Agency Debt
Y
2023-10-02
2024-04-26
2024-04-26
N
N
N
0.0541
44703527.72
44703527.72
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.350000%
3133ENTA8
254900C5LP6DN9OP9V83
US3133ENTA81
U.S. Government Agency Debt
Y
2023-10-02
2023-11-28
2023-11-28
N
N
N
0.0538
32999737.32
32999737.32
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
2023-10-02
2024-11-01
2024-11-01
N
N
N
0.0548
114194244.32
114194244.32
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt
Y
2023-10-02
2024-11-07
2024-11-07
N
N
N
0.0548
47602316.22
47602316.22
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133EPBX2
254900C5LP6DN9OP9V83
US3133EPBX25
U.S. Government Agency Debt
Y
2023-10-02
2024-12-26
2024-12-26
N
N
N
0.0549
119656668.60
119656668.60
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000%
3133EPCM5
254900C5LP6DN9OP9V83
US3133EPCM50
U.S. Government Agency Debt
Y
2023-10-02
2025-03-07
2025-03-07
N
N
N
0.0549
71576381.31
71576381.31
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPEX9
254900C5LP6DN9OP9V83
US3133EPEX97
U.S. Government Agency Debt
Y
2023-10-03
2025-01-03
2025-01-03
N
N
N
0.0546
48920612.82
48920612.82
0.0010
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000%
3133EPGJ8
254900C5LP6DN9OP9V83
US3133EPGJ85
U.S. Government Agency Debt
Y
2023-10-02
2025-04-21
2025-04-21
N
N
N
0.0548
91403402.83
91403402.83
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPJR7
254900C5LP6DN9OP9V83
US3133EPJR74
U.S. Government Agency Debt
Y
2023-10-02
2025-05-15
2025-05-15
N
N
N
0.0548
24007029.12
24007029.12
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPLA1
254900C5LP6DN9OP9V83
US3133EPLA12
U.S. Government Agency Debt
Y
2023-10-02
2025-06-02
2025-06-02
N
N
N
0.0544
143816536.39
143816536.39
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPNN1
254900C5LP6DN9OP9V83
US3133EPNN15
U.S. Government Agency Debt
Y
2023-10-02
2025-06-30
2025-06-30
N
N
N
0.0547
134296861.53
134296861.53
0.0027
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.562800%
3133EPNY7
254900C5LP6DN9OP9V83
US3133EPNY79
U.S. Government Agency Debt
Y
2023-10-03
2025-06-30
2025-06-30
N
N
N
0.0559
143779162.89
143779162.89
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPPB5
254900C5LP6DN9OP9V83
US3133EPPB58
U.S. Government Agency Debt
Y
2023-10-02
2025-05-02
2025-05-02
N
N
N
0.0548
239681444.83
239681444.83
0.0047
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133EPQQ1
254900C5LP6DN9OP9V83
US3133EPQQ19
U.S. Government Agency Debt
Y
2023-10-02
2025-07-21
2025-07-21
N
N
N
0.0548
28813660.13
28813660.13
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.430000%
3133EPQR9
254900C5LP6DN9OP9V83
US3133EPQR91
U.S. Government Agency Debt
Y
2023-10-02
2025-01-21
2025-01-21
N
N
N
0.0544
172647867.16
172647867.16
0.0034
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPRC1
254900C5LP6DN9OP9V83
US3133EPRC14
U.S. Government Agency Debt
Y
2023-10-02
2025-05-27
2025-05-27
N
N
N
0.0549
38302924.97
38302924.97
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000%
3133EPRU1
254900C5LP6DN9OP9V83
US3133EPRU12
U.S. Government Agency Debt
Y
2023-10-02
2025-04-28
2025-04-28
N
N
N
0.0550
71891353.31
71891353.31
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPSZ9
254900C5LP6DN9OP9V83
US3133EPSZ99
U.S. Government Agency Debt
Y
2023-10-02
2025-06-11
2025-06-11
N
N
N
0.0545
143838467.94
143838467.94
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPUF0
254900C5LP6DN9OP9V83
US3133EPUF08
U.S. Government Agency Debt
Y
2023-10-02
2025-06-24
2025-06-24
N
N
N
0.0546
86439967.78
86439967.78
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPWV3
254900C5LP6DN9OP9V83
U.S. Government Agency Debt
Y
2023-10-02
2025-09-26
2025-09-26
N
N
N
0.0547
52809271.15
52809271.15
0.0010
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
0.0555
64761109.85
64761109.85
0.0013
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625000%
3135G0ZR7
B1V7KEBTPIMZEU4LTD58
US3135G0ZR78
U.S. Government Agency Debt
Y
2024-09-06
2024-09-06
2024-09-06
N
N
N
0.0552
81152515.74
81152515.74
0.0016
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
0.0538
71319701.42
71319701.42
0.0014
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
0.0567
95854768.18
95854768.18
0.0019
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
0.0574
72984679.71
72984679.71
0.0014
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
0.0597
133531736.17
133531736.17
0.0026
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2023-10-06
2023-10-06
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
2023-10-06
2023-10-06
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0546
77300000.00
77300000.00
0.0015
N
N
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
0.0536
159085877.32
159085877.32
0.0031
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
0.0549
188298959.52
188298959.52
0.0037
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.250000%
91282CCC3
254900HROIFWPRGM1V77
US91282CCC38
U.S. Treasury Debt
Y
2024-05-15
2024-05-15
2024-05-15
N
N
N
0.0556
77255586.58
77255586.58
0.0015
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
0.0553
154068693.10
154068693.10
0.0030
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
0.0551
114327027.49
114327027.49
0.0023
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 3.000000%
91282CFA4
254900HROIFWPRGM1V77
US91282CFA45
U.S. Treasury Debt
Y
2024-07-31
2024-07-31
2024-07-31
N
N
N
0.0554
30174383.93
30174383.93
0.0006
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.602800%
91282CGF2
254900HROIFWPRGM1V77
US91282CGF23
U.S. Treasury Debt
Y
2023-10-02
2025-01-31
2025-01-31
N
N
N
0.0548
387792845.80
387792845.80
0.0077
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.571800%
91282CGY1
254900HROIFWPRGM1V77
US91282CGY12
U.S. Treasury Debt
Y
2023-10-02
2025-04-30
2025-04-30
N
N
N
0.0554
303452575.07
303452575.07
0.0060
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.527800%
91282CHS3
254900HROIFWPRGM1V77
US91282CHS35
U.S. Treasury Debt
Y
2023-10-02
2025-07-31
2025-07-31
N
N
N
0.0557
284269498.10
284269498.10
0.0056
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.410000%
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
78.17
Agency Collateralized Mortgage Obligation
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.700650
118990.00
106385.27
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
745782.00
305545.66
Agency Collateralized Mortgage Obligation
MNRM CL008A2 R20M008
B1V7KEBTPIMZEU4LTD58
2030-02-25
1.821000
782600.00
638209.14
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R21M01G
B1V7KEBTPIMZEU4LTD58
2030-11-25
1.517440
8250000.00
6403305.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
5.036030
2222.00
48.39
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
4.008890
1416.00
19.31
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-09-25
6.214950
1704701.00
1671675.91
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-09-25
2.971240
22450000.00
17809148.11
Agency Collateralized Mortgage Obligation
MNRA CL015A1 R21M015
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.250000
699710.00
452972.11
Agency Collateralized Mortgage Obligation
MNRA CL0023A1 R23M00
B1V7KEBTPIMZEU4LTD58
2032-04-25
2.046520
13392457.00
11077956.63
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
5358500.00
3929246.85
Agency Collateralized Mortgage Obligation
FNAR XX.XXX AM462306
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.358000
21680519.00
1326587.59
Agency Mortgage-Backed Securities
FNMS 04.000 REAI7929
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.000000
1335000.00
56068.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109440
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.775000
14251555.00
13069774.89
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7639
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
7000000.00
6756059.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4367
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1216870.00
1152202.27
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ0000
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
24879826.00
24695184.52
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5228
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
8958984.00
8719945.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS5506
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
3910092.00
3585555.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2482
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
9413155.00
7587595.55
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6759
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
7391450.00
7229282.74
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6912
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
824715.00
799986.79
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3347
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
5926644.00
4162159.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
13841672.00
11805746.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4016
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1552852.00
1223333.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6923
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
5578048.00
5519189.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9275
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.270000
5439937.00
5032720.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ8569
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
2538200.00
485396.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9002
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
65000000.00
20767319.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC9468
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
2070000.00
477055.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8405
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.650000
2940000.00
2431023.43
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN9072
B1V7KEBTPIMZEU4LTD58
2025-05-01
3.290000
1525000.00
1470763.21
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO9944
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
18711325.00
2382944.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1243
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
1420.00
42.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9466
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
100096144.00
18615678.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY7249
B1V7KEBTPIMZEU4LTD58
2045-05-01
5.320000
2915.00
891.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL1638
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.331000
40243.00
1447.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3092
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
771977.00
174677.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
3500000.00
719085.53
Agency Mortgage-Backed Securities
FNAR XX.XXX HAAM6781
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.906000
1500000.00
1227198.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1835
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.535000
410657.00
358161.92
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5952
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.010000
1575000.00
1196517.57
Agency Mortgage-Backed Securities
04.500 FGPC Q54332 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
16013204.00
4075669.55
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7427
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1111651.00
1131342.64
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG9015
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
4055982.00
4140753.19
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG1633
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
61338.00
57809.37
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG4312
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
6691611.00
5632714.92
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6769
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
461159.00
472196.01
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG9361
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
4149412.00
4235957.33
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7396
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
4212512.00
3523950.96
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7932
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
8170188.00
7310528.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA8290
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
47752411.00
40520284.11
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8323
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
9052622.00
8339995.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0124
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
9640000.00
2230862.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1061
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
2805816.00
1075218.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3510
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
58839065.00
19330568.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4372
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1027000.00
203708.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
38970.00
12063.60
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX1552
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.794000
2000.00
1918.34
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX5337
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.718000
2016.00
1929.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6735
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1412525.00
1182904.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY3555
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1317978.00
1202377.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU6495
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
1132032.00
825827.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU7493
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
1306297.00
911761.83
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0958
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
25118877.00
22159414.46
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW4934
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.474000
19790046.00
19203639.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8394
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1132303.00
930145.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8777
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1147831.00
1076268.74
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8396
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
3752000.00
3504565.19
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3887
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
6364024.00
5425943.13
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2423
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
3248699.00
3039875.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD3509
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.000000
4502444.00
3992691.79
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD7559
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
23541.00
22043.42
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8258
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
248989553.00
219686202.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8246
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
228119.00
198883.16
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8287
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
34256422.00
30413229.32
Agency Mortgage-Backed Securities
FNMS 01.500 CTMA4175
B1V7KEBTPIMZEU4LTD58
2040-11-01
1.500000
2000000.00
1159476.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1727
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2900000.00
663415.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM1993
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
2903745.00
1276225.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2984
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
47716928.00
16279098.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7603
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.000000
13471915.00
7065841.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5910
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
145991972.00
136771750.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6327
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
8108.00
7912.89
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6699
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
19794000.00
19499150.09
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6752
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
1482680.00
1448777.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4818
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
7519557.00
6384377.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4821
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
5768642.00
5038591.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6175
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
19283614.00
18108146.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6239
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.500000
19497196.00
17128110.89
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6259
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
20395928.00
19458366.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5592
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
2610722.00
2427996.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
47592821.00
26760698.00
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1186
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
12820638.00
8434288.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2418
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
1532896.00
1108379.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4135
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
912184.00
804252.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4291
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3650000.00
3294250.38
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY7459
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
1223960.00
1246352.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS5592
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
6365850.00
6342127.89
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB7470
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
30000000.00
3576028.19
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3045
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
2685165.00
414003.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3838
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
6160661.00
5225033.48
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3839
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
925965.00
901884.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4190
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
11909331.00
11059359.86
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS4662
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
64490.00
63273.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8401
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
129747.00
120942.83
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT0984
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
1129425.00
887161.28
Agency Mortgage-Backed Securities
FNMS 05.500 CLBT7946
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1974040.00
1714698.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU6051
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
1088302.00
724085.17
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7172
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.686000
19856276.00
18183142.45
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7208
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.688000
2482312.00
2293061.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN9662
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.500000
12698560.00
1572053.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2653
B1V7KEBTPIMZEU4LTD58
2028-08-01
1.390000
1945000.00
1576116.48
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
16800360.00
14164305.11
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5700
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.130000
666390.00
588824.50
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0266
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
26881302.00
9522432.44
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0401
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
7555715.00
3359572.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8279
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
490000.00
119313.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9394
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
1412253.00
559015.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3560
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
16850.00
4393.69
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM6266
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
2755395.00
413411.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5332
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2003781.00
1031364.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD5225
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
3434921.00
881386.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0381
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1793880.00
685765.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5041
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
450000.00
108267.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE6657
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2251823.00
860677.73
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
113720258.00
44008222.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ6452
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
2345442.00
1503626.05
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-02-22
0.00
100.00
97.84
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-06
2023-10-31
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0541
985000000.00
985000000.00
0.0194
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.460000%
ZBUT11V806EZRVTWT807
0000782124
ARP0YA632
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-04-15
3.500000
15000000.00
12985308.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-10-15
4.846190
1799983.00
119621.18
Agency Collateralized Mortgage Obligation
GNRM 2022-120 PJ
549300M8ZYFG0OCMTT87
2051-08-20
4.250000
5354040.00
4748727.62
Agency Collateralized Mortgage Obligation
GNRM 2023-001 AL
549300M8ZYFG0OCMTT87
2053-01-20
5.000000
6641032.00
5970300.31
Agency Collateralized Mortgage Obligation
GNRM 2019-007 C
549300M8ZYFG0OCMTT87
2059-10-16
3.250000
5870000.00
3174189.40
Agency Collateralized Mortgage Obligation
GNRM 2020-035 KP
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
33422000.00
11671281.27
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-12-15
4.854190
7238712.00
2610397.04
Agency Collateralized Mortgage Obligation
FNRM RC018PE R06F018
B1V7KEBTPIMZEU4LTD58
2036-03-25
5.500000
7967000.00
1686407.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-09-15
6.000000
15707520.00
2646004.01
Agency Collateralized Mortgage Obligation
GNRM 2017-077 DY
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
3798460.00
1524621.15
Agency Collateralized Mortgage Obligation
GNRM 2010-146 QL
549300M8ZYFG0OCMTT87
2040-11-16
4.000000
19596000.00
11926656.99
Agency Collateralized Mortgage Obligation
GNRM 2012-036 NY
549300M8ZYFG0OCMTT87
2042-03-16
3.500000
15096000.00
12207282.66
Agency Collateralized Mortgage Obligation
GNRM 2023-065 DA
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
50000000.00
46716986.64
Agency Collateralized Mortgage Obligation
GNRM 2023-115 ML
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
22597376.00
21360006.46
Agency Collateralized Mortgage Obligation
GNRA 2022-208 YF
549300M8ZYFG0OCMTT87
2052-12-20
6.314260
100000000.00
89156500.57
Agency Collateralized Mortgage Obligation
GNRA 2022-104 FA
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
30000000.00
26144897.73
Agency Collateralized Mortgage Obligation
GNRA 2023-053 FQ
549300M8ZYFG0OCMTT87
2053-04-20
6.064260
29990199.00
28904980.60
Agency Collateralized Mortgage Obligation
GNRA 2023-063 YF
549300M8ZYFG0OCMTT87
2053-05-20
6.264260
100000000.00
96151489.04
Agency Collateralized Mortgage Obligation
GNRM 2020-015 TA
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
12749936.00
2762619.14
Agency Collateralized Mortgage Obligation
GNRM 2021-044 AC
549300M8ZYFG0OCMTT87
2051-03-20
1.500000
81593000.00
46623259.71
Agency Collateralized Mortgage Obligation
FNRM RC106PY R13F106
B1V7KEBTPIMZEU4LTD58
2033-10-25
3.000000
8777000.00
6080764.26
Agency Collateralized Mortgage Obligation
FNRM RC055HJ R17F055
B1V7KEBTPIMZEU4LTD58
2046-11-25
3.000000
17056096.00
1984844.96
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-L05 A-P 20290625 2.5
S6XOOCT0IEG5ABCC6L87
2029-06-25
2.536000
2000000.00
1734726.89
Agency Collateralized Mortgage Obligation
GNRM 2020-011 ME
549300M8ZYFG0OCMTT87
2049-02-20
2.500000
33919616.00
8441511.69
Agency Collateralized Mortgage Obligation
GNRM 2021-086 CP
549300M8ZYFG0OCMTT87
2051-05-20
1.250000
2500000.00
770265.37
Agency Collateralized Mortgage Obligation
Y
2023-10-02
2024-01-02
2024-03-21
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0546
434000000.00
434000000.00
0.0086
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0YEU94
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
4.000000
202880900.00
182538296.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-06-30
1.250000
212461200.00
182257935.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
2392800.00
1883095.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-05-15
2.375000
95820900.00
61300626.61
U.S. Treasuries (including strips)
Y
2023-10-06
2023-10-06
2023-11-02
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0532
417000000.00
417000000.00
0.0082
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.330000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0YEUA1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2023-070 MF
549300M8ZYFG0OCMTT87
2053-05-20
6.464260
1054.00
1022.16
Agency Collateralized Mortgage Obligation
GNRA 2023-098 FA
549300M8ZYFG0OCMTT87
2053-07-20
6.314260
1000.00
982.13
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-156 A-2 20330225 FLT
S6XOOCT0IEG5ABCC6L87
2033-02-25
4.430000
1270.00
1193.06
Agency Collateralized Mortgage Obligation
GNRA 2023-135 AF
549300M8ZYFG0OCMTT87
2053-09-20
6.512610
50000000.00
51085757.62
Agency Collateralized Mortgage Obligation
GNRM 2022-125 JA
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
377185.00
325324.41
Agency Collateralized Mortgage Obligation
GNRA 2022-176 FA
549300M8ZYFG0OCMTT87
2052-10-20
6.000000
2933500.00
2631619.82
Agency Collateralized Mortgage Obligation
GNRM 2022-159 JD
549300M8ZYFG0OCMTT87
2052-09-20
4.750000
100242.00
89677.62
Agency Collateralized Mortgage Obligation
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
85730999.00
9282935.54
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
7912128.00
2492464.91
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
1000.00
989.35
Agency Mortgage-Backed Securities
GNII SF MA8649 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
800405.00
776534.86
Agency Mortgage-Backed Securities
GNMI SP 784142 X
549300M8ZYFG0OCMTT87
2040-08-15
6.000000
1505598.00
364551.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2927
B1V7KEBTPIMZEU4LTD58
2033-09-01
1.820000
1000.00
739.78
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
0.375000
6948200.00
6648312.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-04-30
5.327790
100.00
100.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
5.571790
300.00
302.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-11-15
3.000000
64616300.00
48783915.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
3.125000
100.00
94.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
2.125000
112000.00
105049.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.625000
400.00
519.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-15
0.125000
39032400.00
44108711.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
0.250000
56551400.00
54788167.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-10-05
0.00
8650800.00
8643221.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-10-26
0.00
77863000.00
77554818.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
0.00
11970500.00
11700170.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
3.625000
17008100.00
34320459.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
100.00
137.63
U.S. Treasuries (including strips)
Y
2023-10-06
2023-10-06
2023-11-02
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0533
343000000.00
343000000.00
0.0068
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0YEUE3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2041-08-09
2.450000
1491000.00
965899.29
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2036-11-17
2.480000
172000.00
126911.29
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2035-09-28
3.430000
609000.00
510690.52
Agency Debentures and Agency Strips
FEPC 02.500 CIZK8101
S6XOOCT0IEG5ABCC6L87
2031-05-01
2.500000
3548.00
784.27
Agency Mortgage-Backed Securities
GNII SF BS9243 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1000.00
593.51
Agency Mortgage-Backed Securities
GNII SF BT5292 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1063.00
250.30
Agency Mortgage-Backed Securities
GNII SF CE3764 C
549300M8ZYFG0OCMTT87
2051-08-20
3.500000
328392.00
285399.43
Agency Mortgage-Backed Securities
GNII SF CI0282 C
549300M8ZYFG0OCMTT87
2051-12-20
4.000000
1000.00
883.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3872
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
2601792.00
2303392.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4238
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
2536.00
1312.04
Agency Mortgage-Backed Securities
GNII SF CO3553 C
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
4876614.00
4637478.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3113
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
817312.00
621193.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1851309.00
1588372.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1562012.00
899578.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
5523680.00
3809176.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7375
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
53831495.00
41463142.96
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7925
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
15800.00
13953.03
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG9146
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
1000.00
976.05
Agency Mortgage-Backed Securities
04.500 FGPC A95234 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.500000
450000.00
57053.77
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF7822
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.000000
1201531.00
1108852.82
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE2198
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
10608482.00
9228945.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE6060
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
1411773.00
1155873.97
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE6542
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
39283.00
33528.29
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8368
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
73132588.00
72499601.07
Agency Mortgage-Backed Securities
04.000 FGPC Q57334 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
2230000.00
726895.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6352
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
1108010.00
1073770.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX8998
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
1246183.00
1180276.53
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4561
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
44795752.00
30267730.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6020
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
8571120.00
6026106.07
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG5689
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1394043.00
1324011.70
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7234
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1007408.00
1034681.37
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG8957
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
1219261.00
1125071.91
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK1456
S6XOOCT0IEG5ABCC6L87
2042-04-01
2.000000
9000000.00
6438303.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8512
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
6828744.00
6096466.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5313
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
49498240.00
8643628.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2064
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
2426.00
2159.58
Agency Mortgage-Backed Securities
FEPC 03.000 CTSC0050
S6XOOCT0IEG5ABCC6L87
2040-02-01
3.000000
49024.00
19556.86
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5498
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
12699824.00
2491904.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0693
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
1072775.00
848517.99
Agency Mortgage-Backed Securities
GNHF RF AF7344 H
549300M8ZYFG0OCMTT87
2064-01-20
4.700000
3860916.00
482047.21
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5811
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1204800.00
1175243.58
Agency Mortgage-Backed Securities
GNII SF MA9169 M
549300M8ZYFG0OCMTT87
2053-06-20
4.500000
83037680.00
76827208.88
Agency Mortgage-Backed Securities
GNHA AL BE5024 H
549300M8ZYFG0OCMTT87
2067-12-20
4.359000
3208949.00
1435863.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3273
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
8205286.00
6477033.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5686
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.000000
1050.00
961.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8665
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
2210392.00
2142396.58
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0501
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
20246.00
19579.09
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF3354
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
1000.00
969.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG1180
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
710303.00
674058.31
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG3697
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
1582212.00
1383754.25
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3216
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
8773952.00
6174112.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE5869
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
14438120.00
12822304.55
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2249
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
22647104.00
20320155.42
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7518
S6XOOCT0IEG5ABCC6L87
2050-06-01
3.000000
1008856.00
454470.53
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA0840
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
1921.00
757.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1379
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
39018192.00
12955175.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA9306
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
21235220.00
13302145.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
1137151.00
773395.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8727
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
23165123.00
21439256.86
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
3496140.00
2316044.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1289
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.170000
362949.00
230524.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1260
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1873085.00
1592892.11
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE8008
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
6400400.00
5419750.20
Agency Mortgage-Backed Securities
04.500 FGPC Q62997 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
1727000.00
462355.95
Agency Mortgage-Backed Securities
04.500 FGPC G61260 G
S6XOOCT0IEG5ABCC6L87
2046-04-01
4.500000
275000.00
84618.02
Agency Mortgage-Backed Securities
Y
2023-10-06
2023-10-06
2023-11-02
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0532
386000000.00
386000000.00
0.0076
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.330000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0YEVD4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
5.182890
69259779.00
1219442.13
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
4.008890
45196913.00
616413.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
30462201.00
485972.98
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
16810000.00
5882652.27
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
5.500000
5997130.00
1116487.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
34380000.00
1030624.17
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
26663109.00
4371692.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
4.823530
6038781.00
899956.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
7387800.00
5417279.07
Agency Collateralized Mortgage Obligation
MNRA CL0022A1 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.914000
13414427.00
8852073.75
Agency Collateralized Mortgage Obligation
MNRA RC01SA1X R23M01
B1V7KEBTPIMZEU4LTD58
2033-07-25
4.656030
1800.00
1731.39
Agency Collateralized Mortgage Obligation
FNRM CL093A1 R02F093
B1V7KEBTPIMZEU4LTD58
2032-03-25
6.500000
43262467.00
210052.30
Agency Collateralized Mortgage Obligation
FNRM CL092BW R04F092
B1V7KEBTPIMZEU4LTD58
2034-12-25
5.500000
887150.00
249909.40
Agency Collateralized Mortgage Obligation
FNRM CL022DB R05F022
B1V7KEBTPIMZEU4LTD58
2035-04-25
5.500000
1370000.00
786013.85
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-09-25
6.214950
3243403.00
3180568.70
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
4.852790
53914301.00
681878.50
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
4.787060
89429075.00
1048160.88
Agency Collateralized Mortgage Obligation
FNRM RC118AC R07F118
B1V7KEBTPIMZEU4LTD58
2038-01-25
5.000000
29974000.00
2309686.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
5.625880
38536733.00
1446313.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
5.036030
72848663.00
1586517.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
4.731470
60553216.00
839901.30
Agency Collateralized Mortgage Obligation
MNRM CL023AB R21M023
B1V7KEBTPIMZEU4LTD58
2031-11-25
0.500000
3300000.00
2385226.23
Agency Collateralized Mortgage Obligation
MNRA CL001A1 R22M001
B1V7KEBTPIMZEU4LTD58
2031-10-25
1.724740
6000000.00
4948816.34
Agency Collateralized Mortgage Obligation
MNRA RC004A1X R22M00
B1V7KEBTPIMZEU4LTD58
2030-05-25
2.547990
6125000.00
3478534.65
Agency Collateralized Mortgage Obligation
MNRA CL003A1 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.764100
14089903.00
11493931.75
Agency Collateralized Mortgage Obligation
MNRA CL01GA1 R22M01G
B1V7KEBTPIMZEU4LTD58
2031-09-25
1.582980
7735000.00
3920422.19
Agency Collateralized Mortgage Obligation
MNRA CL003A2 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.764100
7341010.00
5660998.41
Agency Collateralized Mortgage Obligation
MNRM CL001A2 R20M001
B1V7KEBTPIMZEU4LTD58
2029-10-25
2.444000
1600000.00
1374935.82
Agency Collateralized Mortgage Obligation
MNRM CL008A2 R20M008
B1V7KEBTPIMZEU4LTD58
2030-02-25
1.821000
3501000.00
2855060.31
Agency Collateralized Mortgage Obligation
MNRA CL052A2 R20M052
B1V7KEBTPIMZEU4LTD58
2030-10-25
1.360060
8000000.00
6199398.60
Agency Collateralized Mortgage Obligation
MNRM CL004A1 R21M004
B1V7KEBTPIMZEU4LTD58
2031-02-25
0.959000
1000000.00
676121.87
Agency Collateralized Mortgage Obligation
MNRA CL01GA2 R21M01G
B1V7KEBTPIMZEU4LTD58
2030-11-25
1.517440
4498000.00
3491159.72
Agency Collateralized Mortgage Obligation
MNRA CL03GA2 R21M03G
B1V7KEBTPIMZEU4LTD58
2031-01-25
1.286910
20900000.00
15947304.64
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
100300000.00
12894576.86
Agency Collateralized Mortgage Obligation
MNRA CL014A2 R18M014
B1V7KEBTPIMZEU4LTD58
2028-08-25
3.700650
5023460.00
4491320.02
Agency Collateralized Mortgage Obligation
MNRM CL004A2 R19M004
B1V7KEBTPIMZEU4LTD58
2031-02-25
3.610000
1378614.00
1205491.15
Agency Collateralized Mortgage Obligation
MNRA CL001A2 R19M001
B1V7KEBTPIMZEU4LTD58
2028-09-25
3.665230
4454000.00
3641466.74
Agency Collateralized Mortgage Obligation
MNRA CL006A2 R19M006
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.450000
6982904.00
2860884.25
Agency Collateralized Mortgage Obligation
MNRM CL0211A2 R19M02
B1V7KEBTPIMZEU4LTD58
2029-05-25
2.250000
1000000.00
686024.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
4311000.00
396453.68
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
86932478.00
9521530.59
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
217054869.00
25396243.88
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
45549436.00
3420908.92
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
103198972.00
16201376.52
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
104209115.00
14630766.37
Agency Collateralized Mortgage Obligation
FNMS 05.500 K2727576
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
53367657.00
664921.35
Agency Mortgage-Backed Securities
FNMS 05.500 CL728977
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
55432.09
Agency Mortgage-Backed Securities
FNMS 05.000 CL735212
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
8236664.00
114868.85
Agency Mortgage-Backed Securities
FNMS 05.500 CL771058
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
108212.07
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ0023
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.500000
1009800.00
131250.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ6187
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
1455486.00
416707.54
Agency Mortgage-Backed Securities
FNMS 07.500 K0679879
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
2033956.00
103569.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9197
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.410000
9511131.00
8910312.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9206
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.310000
5829587.00
5435228.39
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ0000
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
17723826.00
17592291.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2482
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
9209619.00
7423532.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS9598
B1V7KEBTPIMZEU4LTD58
2030-09-01
4.310000
435992.00
413003.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3504
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
753423.00
605053.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW7894
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
1092426.00
103718.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5309
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
14000000.00
2996836.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLAX7672
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.000000
750000.00
117320.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY4343
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.500000
1321323.00
189100.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY6104
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.000000
1000000.00
166774.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY7249
B1V7KEBTPIMZEU4LTD58
2045-05-01
5.320000
2753.00
841.59
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW1982
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1187512.00
137416.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW2020
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
2637903.00
411268.29
Agency Mortgage-Backed Securities
FNMS 04.000 CIAW5278
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
1015364.00
73901.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW6229
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.756000
3622680.00
1245911.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW5580
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1428433.00
294969.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW7557
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1033904.00
440084.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU7530
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
5026502.00
482804.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0691
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
2000000.00
301734.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV5039
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
24417324.00
4706826.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5576
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
9630.00
974.98
Agency Mortgage-Backed Securities
FNMS 04.000 CRAV6391
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
200000.00
20429.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW1890
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.000000
1029736.00
145586.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9916
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
15413228.00
4523169.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
25084878.00
6685450.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT1991
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
1618762.00
301479.91
Agency Mortgage-Backed Securities
FNMS 03.000 CVAU0267
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
3901024.00
381204.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1226
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
11226035.00
2290783.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU7169
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
3564565.00
671100.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8978
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
108131034.00
24727100.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8192
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
35220026.00
10027113.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8295
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
3579807.00
1238212.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8496
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
710000.00
189364.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9894
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1100311.00
151041.34
Agency Mortgage-Backed Securities
FNMS 04.000 GLAS9535
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
425000.00
135860.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5725
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
15656359.00
2832097.01
Agency Mortgage-Backed Securities
FNMS 03.500 CQAS6035
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4059641.00
1556717.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6134
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
11865720.00
2426333.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6759
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
963468.00
193966.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6936
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
389000.00
87489.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7549
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6041139.00
2845586.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS1689
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
2650.00
246.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2026
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
6288000.00
755694.52
Agency Mortgage-Backed Securities
FNMS 04.000 CIAS2377
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.000000
3763572.00
375368.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2384
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
1879644.00
229831.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5317
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
40827591.00
7988092.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6187
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
710000.00
148670.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1294
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
5001500.00
247354.58
Agency Mortgage-Backed Securities
FNMS 03.000 CTAP7163
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
1159974.00
62638.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP8877
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
11840825.00
1434858.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLAR2887
B1V7KEBTPIMZEU4LTD58
2043-01-01
2.500000
5432697.00
1041782.50
Agency Mortgage-Backed Securities
FNMS 03.000 CVAS0185
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
8840000.00
979162.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0203
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
337213.00
84208.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8133
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.240000
1259000.00
989517.70
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8532
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.400000
1500000.00
1355205.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4000000.00
3516759.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9374
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.600000
9922685.00
9031121.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO3361
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
19890374.00
3846718.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1018
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1021480.00
804889.30
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1196
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
2016.00
1849.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1205
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1086685.00
988820.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1496
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1060487.00
857825.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1509
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1635447.00
1535413.61
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX1552
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.794000
1541516.00
1478579.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9501
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1367700.00
1352682.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9536
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2894510.00
2629268.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0356
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
4931232.00
4226465.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX0420
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
3132770.00
2865050.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0472
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2440650.00
2293010.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0473
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
2087840.00
1946672.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8768
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1417206.00
1332279.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLAO5651
B1V7KEBTPIMZEU4LTD58
2042-07-01
5.000000
1023355.00
76602.77
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8561
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.500000
850000.00
148801.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8634
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1000000.00
137369.51
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0544
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.260000
1500000.00
1353963.54
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1835
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.535000
1513890.00
1320366.51
Agency Mortgage-Backed Securities
FNMS 03.260 MLAN3466
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.260000
1000000.00
690305.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7163
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.940000
2200000.00
1813477.51
Agency Mortgage-Backed Securities
FNAR XX.XXX JUAL8079
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
1150000.00
231408.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7501
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
4772602.00
1308933.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9246
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.500000
864000.00
151693.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9424
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
1190000.00
273271.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL8400
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
3592816.00
1005546.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8513
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
500000.00
120524.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3092
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
6415095.00
1451559.08
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL3100
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
25066324.00
2446868.71
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4842
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
3040.00
376.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4914
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
5996348.00
959628.43
Agency Mortgage-Backed Securities
FMAR 841575 G
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.709000
18552638.00
17302017.16
Agency Mortgage-Backed Securities
FMAR 1G2254 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
4.135000
1611.00
10.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8323
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
21729473.00
20018919.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8041
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.210000
10001676.00
56381.68
Agency Mortgage-Backed Securities
FMAR 8B0317 G
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.577000
4032.00
3829.82
Agency Mortgage-Backed Securities
FMAR 8B0301 G
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.485000
2194343.00
2094154.35
Agency Mortgage-Backed Securities
FMAR 8C0638 G
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.284000
1612438.00
1569084.97
Agency Mortgage-Backed Securities
FMAR 8C0645 G
S6XOOCT0IEG5ABCC6L87
2053-06-01
4.515000
4594579.00
4354048.86
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0495
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
356600.00
232811.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1949
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
3489000.00
2948118.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3838
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
16050110.00
13612559.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC7984
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.225000
34479373.00
808928.50
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6754
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
4279218.00
4201940.09
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6929
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
14231833.00
14547516.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1609
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
4088000.00
1422005.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1924
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
8827638.00
2831298.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2320
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
8791000.00
3935340.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7603
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.000000
15969036.00
8375548.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5592
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
39598190.00
36826701.46
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6327
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
2695596.00
2630728.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6675
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
7090825.00
6961288.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6745
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
99429258.00
93559211.18
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6751
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
5667690.00
5579139.69
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6752
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
6713034.00
6559536.25
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5160
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
1024.00
916.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5208
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
619593.00
568292.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5210
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
8532750.00
7938050.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6254
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
9073000.00
8718018.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6264
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
3992337.00
3846802.85
Agency Mortgage-Backed Securities
FNAR XX.XXX SOCB5548
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.052000
17326372.00
15145293.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4787
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
7042307.00
6268751.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4818
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
22212929.00
18859584.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4821
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
22307575.00
19484439.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5856
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
750000.00
290821.87
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7172
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.686000
40205495.00
36817691.45
Agency Mortgage-Backed Securities
FNMS 03.000 CKBM6429
B1V7KEBTPIMZEU4LTD58
2048-09-25
3.000000
85000000.00
18657293.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
2260000.00
229115.87
Agency Mortgage-Backed Securities
FNAR XX.XXX XYBM3226
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.444000
79285.00
68237.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3174230.00
1093648.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3629
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
600000.00
182979.88
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3620
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
6000000.00
1166496.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3641
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2625000.00
634275.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0134
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.650000
9835000.00
9168835.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5428
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.025000
24827637.00
344026.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
16566000.00
15196448.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
3000000.00
2771946.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6290
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.080000
3010.00
2472.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1056
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
23304000.00
4845113.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1827
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
42502946.00
10399655.05
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7338
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2758959.00
754290.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7767
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5653072.00
3146549.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8902
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
19991351.00
4488186.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8903
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
26999319.00
4804867.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9071
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
7542422.00
1869879.60
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK9550
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1169205.00
124366.85
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2623
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
19909630.00
9763912.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2043
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
21743771.00
3732280.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2829
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
500000.00
192714.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5290
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
18780266.00
4403044.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4759
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
15662065.00
4281722.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4618
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
26614221.00
5801793.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7072
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
6703122.00
2137559.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6706
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1724269.00
662279.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ7811
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
1653891.00
321108.60
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ9950
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1995850.00
456694.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0396
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.000000
4171389.00
1280486.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4344
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1848108.00
331376.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4629
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
2259065.00
578394.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7563
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
22134.00
8657.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1888
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4175295.00
816025.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1904
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
6470265.00
2150098.30
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0450
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
38081246.00
17080431.89
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0495
B1V7KEBTPIMZEU4LTD58
2060-07-01
2.500000
52844317.00
30173653.93
Agency Mortgage-Backed Securities
FNMS 03.000 R3BF0554
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
16046253.00
10450106.58
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0593
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
12765112.00
9679147.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH3286
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5715457.00
2207817.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4392
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1205558.00
569459.35
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0268
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.500000
39675674.00
14236835.17
Agency Mortgage-Backed Securities
FNMS 04.500 I3BF0328
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
228000.00
107547.87
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0412
B1V7KEBTPIMZEU4LTD58
2059-11-01
3.000000
36769806.00
20298007.09
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0401
B1V7KEBTPIMZEU4LTD58
2059-08-01
4.000000
18499861.00
8225777.25
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0436
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
21649293.00
11427386.95
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0103
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
24300000.00
9720101.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4808
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1151288.00
621396.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3254
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
10889528.00
3724848.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3339
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
22280295.00
7555966.27
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3707
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
3446835.00
1189117.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3717
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
72952439.00
22583241.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3837
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
58877991.00
21904218.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3863
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
12500000.00
3402187.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
2000000.00
367940.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
27500000.00
7628776.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
5000000.00
771495.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3088
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
4000000.00
1188399.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3239
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8747672.00
3261683.92
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3245
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
3785335.00
556829.11
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1884
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.000000
13813993.00
4484133.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2042
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7831158.00
3787130.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
105000000.00
22153882.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2197
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
114866986.00
27984067.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2338
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
22419000.00
6003252.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2340
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
19650000.00
4109484.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0489
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
41080000.00
12161790.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0498
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
24700000.00
9226936.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0544
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
57096.00
14392.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1785
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
5182685.00
473793.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1537
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
37827211.00
12714827.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1878
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
38368951.00
12377946.82
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6353
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
677702.00
690812.03
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6370
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2985890.00
3022852.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY7680
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
1568383.00
1441764.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0120
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
15461000.00
4778982.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0124
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
11840030.00
2739987.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0108
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
470000.00
163188.56
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0120
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
64481152.00
23752494.05
Agency Mortgage-Backed Securities
FNMS 02.500 I3BF0433
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.500000
3692348.00
1990376.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4088
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
16872862.00
6752381.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4740
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4715000.00
556586.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2988
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
29762810.00
28168904.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4415
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
33300.00
31317.20
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4456
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
1903241.00
1848859.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4712
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1091384.00
1038058.63
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5033
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2627147.00
2657119.21
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6330
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
341720.00
346529.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY0685
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
7289481.00
6779286.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0762
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
6866944.00
6626093.78
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY1162
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1677330.00
1637179.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY1163
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1850620.00
1853668.86
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2081
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1745906.00
1757429.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2069
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1159003.00
1124699.53
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX9638
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1085233.00
1072155.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX9970
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
1951821.00
1790118.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0844
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
2317992.00
2288328.20
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0423
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
1000000.00
986493.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0540
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
7008.00
6895.43
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0534
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
6008.00
5650.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7044
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
1568890.00
1455475.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7274
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
4602077.00
4430436.16
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7623
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
1889246.00
1883104.77
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7686
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1842605.00
1816000.06
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9554
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
2134.00
2174.94
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9555
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
1318006.00
1143305.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX5054
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
2055090.00
1881122.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX5583
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
2548094.00
1863619.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6019
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
30329696.00
26262451.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6117
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
25377135.00
22875996.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6735
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1597200.00
1337558.45
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX7043
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
3390905.00
3355669.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3661
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1277022.00
1234515.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3912
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
26497568.00
24563832.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX3985
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1629020.00
1487643.29
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX4174
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.795000
20539408.00
19269082.27
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX5337
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.718000
9396256.00
8995253.56
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4870
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.500000
1074975.00
1092705.27
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX1555
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.657000
1483508.00
1385058.62
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2250
B1V7KEBTPIMZEU4LTD58
2052-12-01
7.000000
1005097.00
1015272.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX2848
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1146306.00
955650.52
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3157
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
1362136.00
1124810.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3439
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1923450.00
1849794.60
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3604
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
3403910.00
3145793.82
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
13600000.00
4847044.18
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0181
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
111552743.00
35918388.56
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0249
B1V7KEBTPIMZEU4LTD58
2058-01-01
3.500000
8167550.00
3160732.85
Agency Mortgage-Backed Securities
FNMS 04.500 U4BF0247
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.500000
8653182.00
2863470.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5606
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
1559146.00
127465.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8062
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4745155.00
813439.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8953
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1250150.00
242616.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8812
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1472527.00
317717.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9648
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2465170.00
546172.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5037
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
3000000.00
729754.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD6369
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
5800000.00
1107109.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7067
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
14204049.00
2636616.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7620
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.500000
1008989.00
275127.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3757
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
17314566.00
3841576.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4526
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
10990938.00
2372772.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5371
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2484807.00
710212.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC9003
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
800000.00
175221.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD3922
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
2492651.00
313271.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4012
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1072176.00
537906.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5276
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
1689988.00
800449.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4799
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1461620.00
221197.61
Agency Mortgage-Backed Securities
FNMS 06.000 CL852983
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
11148103.00
146739.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2232
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
1062802.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4797
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
14471533.00
3832260.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA7523
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4575111.00
1687870.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0826
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
12000000.00
886083.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1127
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
12189000.00
3506766.52
Agency Mortgage-Backed Securities
FNAR XX.XXX WS780193
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.330000
22520170.00
233286.96
Agency Mortgage-Backed Securities
FNMS 06.000 CL819984
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
5682152.00
77725.68
Agency Mortgage-Backed Securities
FNMS 05.500 CL825741
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.500000
4395739.00
137544.68
Agency Mortgage-Backed Securities
FNMS 06.000 CL831338
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
12718584.00
143367.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL832707
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
10148118.00
74453.02
Agency Mortgage-Backed Securities
FNMS 06.000 CL852651
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1546312.00
73709.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3258
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
7483945.00
5777240.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3292
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
1016000.00
723602.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3315
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
3120000.00
2511700.99
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7799
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
1000000.00
582585.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5875
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
3359541.00
1129691.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA8260
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.500000
1063284.00
718520.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA9092
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
9479059.00
5030358.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1144
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
334000.00
229158.09
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1186
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
98437948.00
64759182.24
Agency Mortgage-Backed Securities
FNMS 02.500 CTCB1842
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.500000
431000.00
309545.26
Agency Mortgage-Backed Securities
FNMS 03.000 GLCA6625
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
12310416.00
7500639.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6673
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
7591575.00
3607778.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7049
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
20000000.00
12141919.44
Agency Mortgage-Backed Securities
FNMS 02.000 GLCA8001
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
21926171.00
15442337.90
Agency Mortgage-Backed Securities
FNMS 02.500 GLCA8002
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
6167305.00
3956785.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA7403
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
6998146.00
3349308.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4861
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1558000.00
501792.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA4965
B1V7KEBTPIMZEU4LTD58
2050-01-01
5.000000
16914483.00
6719647.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5508
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
2097000.00
553179.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5816
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
8780604.00
4622364.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5817
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
10469737.00
4684322.07
Agency Mortgage-Backed Securities
FNMS 02.500 GLCA6624
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
13070.00
8803.26
Agency Mortgage-Backed Securities
FNMS 03.000 CQCA4631
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
1305799.00
686502.43
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA4752
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.000000
616000.00
289612.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
80185109.00
40403816.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4801
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1953278.00
879034.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4804
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
2100000.00
738335.45
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7726
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
5622912.00
3560339.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6359
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
3952258.00
2411230.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6360
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
4275447.00
2951976.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP6770
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1120717.00
809485.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9546
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
6330000.00
2438905.98
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ1911
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
400000.00
241417.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ5779
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
283000.00
113714.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5794
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1069120.00
512029.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9040
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
16127709.00
3785427.15
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO9286
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
3300000.00
1549988.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO9495
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
1134996.00
499659.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP5562
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1340868.00
906452.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP5772
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
21000000.00
10403691.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6386
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1328330.00
480463.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7018
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
10161955.00
3346245.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9905
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1887887.00
452938.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1163
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
4879651.00
1833319.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO1497
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.500000
1542988.00
640189.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4707
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
23227039.00
5102551.16
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN4284
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
1287652.00
431745.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5323
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
500000.00
82156.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5336
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
8520247.00
2946673.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6294
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1067655.00
276433.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5423
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
12702000.00
4122980.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5937
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
1458131.00
573310.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1413
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
10000000.00
1116364.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2088
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1086939.00
482156.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2846
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1000000.00
134454.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3014
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5484628.00
1485029.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3349
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1884300.00
618979.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4382
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
10000000.00
1410556.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6928
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.182000
16378066.00
11498270.28
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7208
B1V7KEBTPIMZEU4LTD58
2053-05-01
4.688000
54542815.00
50384493.15
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7273
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.927000
5120.00
4820.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0879
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
19944688.00
4385154.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0326
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
100000000.00
25594732.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0942
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
4925380.00
1404092.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4560
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
9811000.00
3666301.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4984
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
720000.00
224633.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
28300000.00
9909117.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9086
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.360000
2262000.00
2111437.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9100
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.690000
6250000.00
5990648.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9117
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.300000
10555000.00
9799731.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9118
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.300000
16770000.00
15570013.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8733
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.440000
25160.00
23636.95
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8764
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.370000
5519344.00
5154200.15
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8774
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.710000
1616000.00
1551473.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9031
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.780000
2860000.00
2760004.05
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9015
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
2000.00
1891.13
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9064
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.750000
4706000.00
4535993.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8929
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.520000
4676727.00
4422778.65
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS8339
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.400000
21311000.00
20637086.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8397
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
8569000.00
7987598.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8612
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.310000
3159000.00
2935387.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8621
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.520000
1000.00
946.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8694
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.730000
4134000.00
3975311.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1862
B1V7KEBTPIMZEU4LTD58
2031-04-01
2.020000
2019.00
1605.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS2100
B1V7KEBTPIMZEU4LTD58
2028-06-01
1.470000
34587549.00
29160601.15
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS3825
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.360000
9165526.00
7145925.77
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS4083
B1V7KEBTPIMZEU4LTD58
2034-03-01
2.180000
437754.00
330917.75
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5701
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.220000
13322000.00
11666520.95
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8889
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.800000
636970.00
616341.94
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ7128
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.500000
1164350.00
653714.37
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ8131
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.000000
4491600.00
2876707.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBR0498
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
1793241.00
1523118.09
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1259
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
12524596.00
7834174.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR5244
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
3452694.00
2143329.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5477
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
6297986.00
1104970.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6788
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1833503.00
376698.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2065
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
39877963.00
1949444.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2066
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
19000000.00
754041.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2152
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
94854858.00
17034757.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2153
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
68717222.00
12952390.82
Agency Mortgage-Backed Securities
FNMS 05.500 CQAL2743
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
5713325.00
432893.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2754
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
80965419.00
8443602.78
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK1775
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
6268044.00
429171.24
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK1569
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
4153477.00
406588.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6311
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
12306024.00
1272166.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK8223
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
212920.00
32108.04
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9053
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
670000.00
57285.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL1851
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
66000000.00
10553190.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4725
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1086893.00
88944.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4793
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1697570.00
119867.67
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI7845
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.500000
5771539.00
167940.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8465
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
38894350.00
4963887.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI8818
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
6445000.00
758103.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1472
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.000000
950000.00
82687.31
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI1928
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
12180146.00
249728.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2164
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271650.00
112904.21
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2200
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1017079.00
83143.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2332
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1152776.00
70146.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI2444
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
585000.00
132495.57
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2872
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1271590.00
62922.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7514
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1340309.00
126003.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
75039.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI1647
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2938100.00
243128.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2649
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
3507964.00
338801.09
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2652
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
5226225.00
68283.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI1892
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
1085000.00
82488.29
Agency Mortgage-Backed Securities
FNMS 05.940 MY465990
B1V7KEBTPIMZEU4LTD58
2027-07-01
5.939000
3837054.00
3010819.25
Agency Mortgage-Backed Securities
FNMS 08.000 KL520019
B1V7KEBTPIMZEU4LTD58
2029-10-01
8.000000
28021835.00
109007.89
Agency Mortgage-Backed Securities
FNMS 08.500 CL607751
B1V7KEBTPIMZEU4LTD58
2031-11-01
8.500000
7283241.00
21872.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH2367
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1000000.00
64678.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7352
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1305517.00
36592.73
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH7434
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
9716464.00
46484.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8740
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1407871.00
1284294.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8756
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1396171.00
1318175.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8786
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
2293126.00
1874198.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9301
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
3766564.00
3513516.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9389
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1970000.00
1852693.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7885
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
5445781.00
4506214.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8158
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1397927.00
1142973.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8263
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2755402.00
2476042.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8365
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1074738.00
921732.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8388
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1428428.00
1330234.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8575
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5801954.00
5018527.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6471
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1982435.00
1856247.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7061
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5701418.00
5215381.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7037
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2073924.00
1955850.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7401
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1395030.00
1308673.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7828
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2274570.00
1881797.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7896
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2255000.00
1890812.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5648
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1247600.00
1116376.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5719
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1483964.00
1336040.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5871
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4163901.00
3494424.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5900
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1966338.00
1856762.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6156
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1385395.00
1287734.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6423
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2049820.00
1804930.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3953
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5092288.00
3909990.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5272
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
4771330.00
3952011.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4872
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
4784053.00
4483250.63
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW4885
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
4801773.00
4656960.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5056
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
2380992.00
2105270.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6195
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1360931.00
1226250.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2001
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2458715.00
2263833.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2293
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3976029.00
3672472.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2294
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3122359.00
2912620.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3693
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1405999.00
1265249.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3756
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5214988.00
4425858.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3948
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
5010040.00
4310458.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0712
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
1420000.00
1300555.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1702
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2018083.00
1722383.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1387
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
5977085.00
5022068.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1525
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1052436.00
727158.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1626
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1435000.00
1299096.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW1831
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1044429.00
776163.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV9593
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2250000.00
1975603.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9671
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
5895412.00
4792380.02
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV9975
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.500000
5301403.00
4118251.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0040
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4107194.00
3285973.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0154
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
1762526.00
1370752.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0296
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1534176.00
1332540.99
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7733
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
3758379.00
2878618.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7802
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
1549686.00
1160655.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7953
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
3381438.00
2994522.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV8365
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
12467155.00
10194726.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9286
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4190250.00
3579100.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9550
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2362130.00
1989724.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV3144
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
8266273.00
6588970.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5047
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4352727.00
4061595.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5066
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
4922074.00
4307931.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7998
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5008709.00
4621422.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7330
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
5039000.00
4077278.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7556
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
7025821.00
6452960.65
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU9102
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
170000.00
120372.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV0930
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
3927394.00
3217387.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV0960
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
8376934.00
7828326.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV2569
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2806740.00
2591243.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV2629
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1416872.00
1131166.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV3048
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
3400000.00
2491684.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8322
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
4786960.00
3878502.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8387
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5050119.00
4468477.56
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU3344
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1535775.00
1135770.37
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU3958
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
2418864.00
2387847.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU6495
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
5334885.00
3891848.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8735
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
349000.00
302684.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7188
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
14847798.00
7295507.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7455
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
11301845.00
6153232.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7919
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
12236823.00
10541300.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8286
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5852458.00
4987884.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8262
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
1457032.00
1353346.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT8275
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5023559.00
4521399.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1731
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
720000.00
449272.82
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT2584
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.000000
1024134.00
728420.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT2613
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1088865.00
799288.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT5591
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
9945258.00
5544963.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7165
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
20579891.00
11483665.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4944
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
800816.00
703363.88
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4925
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
2048.00
1779.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5112
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
5897435.00
5315172.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4035
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
44542818.00
38017585.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4096
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
11234000.00
9647763.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4126
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
7790489.00
6345399.25
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5315
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
1818300.00
1521273.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4564
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
6237322.00
5169661.97
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4629
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
34616280.00
31896389.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3379
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
40336389.00
31953586.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4374
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1028787.00
898528.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4400
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
10789936.00
9523011.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4401
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
18965572.00
15780333.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3762
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
49364221.00
41598573.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4023
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
13159001.00
10724685.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2917
B1V7KEBTPIMZEU4LTD58
2052-02-01
4.000000
6892.00
4740.25
Agency Mortgage-Backed Securities
FNMS 05.500 CL254983
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
31707769.00
314093.69
Agency Mortgage-Backed Securities
FNMS 05.500 CL357628
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
2200.00
31.13
Agency Mortgage-Backed Securities
FNMS 06.000 KL405223
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
73201233.00
44197.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3282
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
15862864.00
12313681.88
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-06-15
2.875000
18252900.00
17713280.44
U.S. Treasuries (including strips)
Y
2023-10-06
2023-10-06
2023-11-02
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0533
2483000000.00
2483000000.00
0.0490
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.320000%
549300QJJX6CVVUXLE15
0001317808
ARP0YEVG7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-05-25
5.979430
2345527.00
1316998.60
Agency Collateralized Mortgage Obligation
GNRA 2023-063 MF
549300M8ZYFG0OCMTT87
2053-05-20
6.314260
1000.00
962.98
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2057-08-15
5.827760
21827874.00
9224861.93
Agency Collateralized Mortgage Obligation
GNRA 2023-013 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
2800.00
2534.04
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
263998.00
190017.64
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
7634939.00
6170265.94
Agency Collateralized Mortgage Obligation
GNRA 2023-040 MF
549300M8ZYFG0OCMTT87
2053-03-20
6.314260
474015.00
463135.58
Agency Collateralized Mortgage Obligation
GNRA 2023-063 FG
549300M8ZYFG0OCMTT87
2053-05-20
6.364260
1896238.00
1829497.37
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-07-25
5.779430
24868629.00
11580631.69
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
46804543.00
33236224.53
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
36692000.00
26020157.97
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FE
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1000.00
680.91
Agency Collateralized Mortgage Obligation
GNRA 2022-025 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1004.00
718.06
Agency Collateralized Mortgage Obligation
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
140520889.00
9284297.59
Agency Collateralized Mortgage Obligation
GNRA 2021-077 FA
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
11724.00
7053.18
Agency Collateralized Mortgage Obligation
GNRA 2021-175 UF
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1035482.00
713905.34
Agency Collateralized Mortgage Obligation
FNMS 07.000 CLMA4996
B1V7KEBTPIMZEU4LTD58
2053-04-01
7.000000
1008.00
974.10
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8376
S6XOOCT0IEG5ABCC6L87
2053-09-01
7.000000
1000.00
1012.94
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7983
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
3010.00
3067.57
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7131
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
1120.00
1118.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6715
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
37957985.00
34638109.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6868
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1000.00
959.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
702493.00
87897.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0605
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
28023748.00
20129481.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
28136892.00
20234835.00
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3091
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
78848289.00
55261536.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3657
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
349983685.00
11615387.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
87663192.00
13681171.03
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD2339
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
2024.00
1830.31
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD2903
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
3052.00
2286.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
3151.00
800.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3991
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
11843700.00
6230708.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4231
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
70229300.00
35051065.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5107
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1000.00
956.10
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0039
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
1493.00
45.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
1134.00
41.67
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2029-11-30
3.875000
5323000.00
5160397.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-09
0.00
304900.00
303060.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.375000
200.00
322.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-05-15
4.500000
100.00
99.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
129000.00
121816.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
1000.00
926.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-10-31
4.125000
100.00
99.45
U.S. Treasuries (including strips)
Y
2023-10-06
2023-10-06
2023-11-02
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0532
292000000.00
292000000.00
0.0058
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.340000%
549300HN4UKV1E2R3U73
0001675365
ARP0YFVE9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC MULTI SCR 2021-MN1 B-1 20510125 FLT
2051-01-25
13.065000
4239000.00
4212106.35
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
8.679430
7000000.00
6306089.84
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KF26 B 20261025 FLT
549300AP3MSHI22J3043
2026-10-25
10.675800
13801000.00
2542605.58
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KF25 B 20231025 FLT
2023-10-25
10.425800
4741000.00
821547.62
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLZT0536
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
627875000.00
167925166.94
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8369
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
72354494.00
73008039.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD3627
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.000000
198566834.00
166944507.05
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9996
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
200000206.00
198299937.58
Agency Mortgage-Backed Securities
Y
2023-10-06
2023-10-06
2023-11-02
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
602000000.00
602000000.00
0.0119
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.320000%
549300HN4UKV1E2R3U73
0001675365
ARP0YFVG4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
54310000.00
37999676.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
18343800.00
11981126.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-02-15
0.125000
41600000.00
25058378.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
1.500000
126190500.00
107449901.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
28521900.00
29271162.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
40456900.00
39143608.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
49296000.00
46550905.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
1.000000
106894700.00
104833071.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
0.875000
700000.00
647102.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
1.000000
103225000.00
92644480.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
1365000.00
2069990.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
55183300.00
83447626.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
13205100.00
18793458.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
2.500000
900000.00
1297501.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
2.125000
41732300.00
56540845.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
4.375000
194703200.00
186151906.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
3.625000
1297400.00
2618009.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
4436800.00
9035550.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
403800.00
760661.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.375000
1579800.00
2545122.75
U.S. Treasuries (including strips)
Y
2023-10-06
2023-10-06
2023-11-02
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0532
842000000.00
842000000.00
0.0166
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0YFW99
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLZS4037
S6XOOCT0IEG5ABCC6L87
2044-05-01
3.500000
4095816.00
896475.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4274
S6XOOCT0IEG5ABCC6L87
2037-01-01
5.500000
1419208.00
8924.24
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2488
S6XOOCT0IEG5ABCC6L87
2038-01-01
3.000000
383193.00
71780.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6946
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
1057000.00
94864.10
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1809
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
490000.00
12642.33
Agency Mortgage-Backed Securities
FEPC 05.500 CLZA0876
S6XOOCT0IEG5ABCC6L87
2033-02-01
5.500000
899912.00
6155.75
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2471
S6XOOCT0IEG5ABCC6L87
2037-09-01
3.000000
4061520.00
709699.35
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0796
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
200000.00
60555.49
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM6877
S6XOOCT0IEG5ABCC6L87
2048-06-01
5.000000
4165120.00
831508.89
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL8067
S6XOOCT0IEG5ABCC6L87
2044-05-01
5.000000
1011334.00
193048.18
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0915
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
53350000.00
6224512.97
Agency Mortgage-Backed Securities
FNMS 06.000 CL889579
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
35148992.00
271040.80
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM7756
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
9000.00
5920.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3914
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
340000.00
279796.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5227
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
6859.00
5974.15
Agency Mortgage-Backed Securities
FNMS 02.000 CICB2236
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
32515328.00
23108923.08
Agency Mortgage-Backed Securities
FNMS 03.500 CKCA4613
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
715000.00
45070.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8028
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
500000.00
82740.62
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1953
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
779000.00
91390.46
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0646
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.500000
120000.00
91988.95
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8201
S6XOOCT0IEG5ABCC6L87
2037-10-01
2.500000
285577.00
220554.89
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8501
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
173000.00
91236.70
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8093
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
1959490.00
467088.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
1560000.00
172608.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4609
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
1302000.00
195031.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4682
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
820000.00
144293.97
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2735
S6XOOCT0IEG5ABCC6L87
2039-07-01
5.500000
6250000.00
124735.05
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI7269
S6XOOCT0IEG5ABCC6L87
2038-03-01
5.000000
3300000.00
58796.80
Agency Mortgage-Backed Securities
GNMI SF 626817 X
549300M8ZYFG0OCMTT87
2035-05-15
4.000000
1913098.00
185409.39
Agency Mortgage-Backed Securities
GNII SP 785992 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
22650624.00
15823082.70
Agency Mortgage-Backed Securities
GNII SP 786619 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
11571744.00
9625043.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8380
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
200819.00
25452.32
Agency Mortgage-Backed Securities
FNMS 04.000 CIAS9345
B1V7KEBTPIMZEU4LTD58
2032-03-01
4.000000
2877128.00
576009.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9990
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
53113.00
7549.81
Agency Mortgage-Backed Securities
FNMS 03.000 CIAU6682
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.000000
776000.00
62823.07
Agency Mortgage-Backed Securities
GNMI SP 784660 X
549300M8ZYFG0OCMTT87
2043-04-15
4.000000
35000.00
11284.02
Agency Mortgage-Backed Securities
GNII SP 784780 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
10690000.00
2068467.45
Agency Mortgage-Backed Securities
GNII SP 785293 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
295567872.00
171050202.63
Agency Mortgage-Backed Securities
GNMI SF 743946 X
549300M8ZYFG0OCMTT87
2040-08-15
5.500000
338114.00
5577.12
Agency Mortgage-Backed Securities
GNMI SF 748487 X
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
4000000.00
174986.17
Agency Mortgage-Backed Securities
GNII SF 004770 M
549300M8ZYFG0OCMTT87
2040-08-20
4.000000
260000.00
12417.82
Agency Mortgage-Backed Securities
GNMI SF 372921 X
549300M8ZYFG0OCMTT87
2027-06-15
6.890000
1125550.00
19656.51
Agency Mortgage-Backed Securities
GNMI SF 716302 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
304000.00
9073.37
Agency Mortgage-Backed Securities
GNMI SF 726462 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
20000000.00
549967.01
Agency Mortgage-Backed Securities
GNMI SF AV1853 X
549300M8ZYFG0OCMTT87
2047-12-15
3.500000
267096.00
78892.03
Agency Mortgage-Backed Securities
GNII SF 004445 M
549300M8ZYFG0OCMTT87
2039-05-20
4.000000
1025000.00
45933.55
Agency Mortgage-Backed Securities
GNII SF AT9261 C
549300M8ZYFG0OCMTT87
2046-07-20
4.500000
1073346.00
169678.83
Agency Mortgage-Backed Securities
GNII SF CU0848 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
4683816.00
4675271.97
Agency Mortgage-Backed Securities
GNII RG CQ0852 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1488288.00
1272766.44
Agency Mortgage-Backed Securities
GNII RG CQ3567 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
1001212.00
856504.82
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5786
B1V7KEBTPIMZEU4LTD58
2030-09-01
2.500000
55076.00
10741.94
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS6116
B1V7KEBTPIMZEU4LTD58
2030-11-01
2.500000
65000.00
10104.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL5882
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
550000.00
68006.37
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA5552
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
66330.00
44536.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7559
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
67000.00
55335.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA9594
S6XOOCT0IEG5ABCC6L87
2053-06-01
3.500000
3847184.00
3330744.90
Agency Mortgage-Backed Securities
GNII RG CN0944 C
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
550301.00
448839.59
Agency Mortgage-Backed Securities
GNCL CL CL2743
549300M8ZYFG0OCMTT87
2064-04-15
3.050000
11053808.00
8948679.05
Agency Mortgage-Backed Securities
GNPL PN CL4941
549300M8ZYFG0OCMTT87
2057-08-15
3.270000
7241160.00
6112719.56
Agency Mortgage-Backed Securities
GNPL PN CL6627
549300M8ZYFG0OCMTT87
2057-08-15
3.380000
14730160.00
12532225.42
Agency Mortgage-Backed Securities
GNII RG CL8780 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
255116.00
224323.37
Agency Mortgage-Backed Securities
GNCL CL CB0922
549300M8ZYFG0OCMTT87
2062-10-15
2.850000
3210744.00
2673665.73
Agency Mortgage-Backed Securities
GNMI SF BR6174 X
549300M8ZYFG0OCMTT87
2049-12-15
3.500000
15415000.00
887121.87
Agency Mortgage-Backed Securities
FNMS 03.000 CICA0577
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
228000.00
61077.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2219
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
600000.00
75804.91
Agency Mortgage-Backed Securities
FNMS 04.000 CRCA2225
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2297296.00
875091.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4435
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
438000.00
85716.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1462
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
522283.00
416122.57
Agency Mortgage-Backed Securities
FEPC 03.500 CTQK1584
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
3866116.00
3208420.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4527
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
100000.00
53215.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8858
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
900000.00
612835.87
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD1378
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
56279.00
41235.50
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8202
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
153000.00
117289.32
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8205
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
30000.00
22059.37
Agency Mortgage-Backed Securities
04.000 FGPC U80782 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
4.000000
1212014.00
239718.16
Agency Mortgage-Backed Securities
04.000 FGPC U80796 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
4.000000
1057588.00
361540.42
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
117000.00
45478.04
Agency Mortgage-Backed Securities
GNCL CL BF6204
549300M8ZYFG0OCMTT87
2063-08-15
2.530000
662638.00
527254.95
Agency Mortgage-Backed Securities
GNII RG CN3305 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
1089708.00
960211.09
Agency Mortgage-Backed Securities
GNMI SF BU5340 X
549300M8ZYFG0OCMTT87
2050-04-15
3.000000
130000.00
26432.21
Agency Mortgage-Backed Securities
GNPL PN CO1749
549300M8ZYFG0OCMTT87
2057-11-15
4.460000
30500000.00
28343698.28
Agency Mortgage-Backed Securities
GNPL PN CO3174
549300M8ZYFG0OCMTT87
2057-08-15
3.750000
4202128.00
3679171.05
Agency Mortgage-Backed Securities
GNPL PN CO3172
549300M8ZYFG0OCMTT87
2057-08-15
3.730000
4835064.00
4226838.04
Agency Mortgage-Backed Securities
GNII SF MA8345 M
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
213640704.00
181013793.64
Agency Mortgage-Backed Securities
GNII SF MA8488 M
549300M8ZYFG0OCMTT87
2052-11-20
4.000000
19570.00
17150.81
Agency Mortgage-Backed Securities
GNPL PN CN2875
549300M8ZYFG0OCMTT87
2058-01-15
5.000000
12480100.00
12068128.66
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
1787000.00
155067.28
Agency Mortgage-Backed Securities
GNII SF MA5986 M
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
31069024.00
3191162.51
Agency Mortgage-Backed Securities
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
58380000.00
17173145.61
Agency Mortgage-Backed Securities
GNII SF MA7534 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
40000000.00
26711712.21
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
5100400.00
4125171.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5050
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
16000.00
12938.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5787
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1907038.00
360405.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3009
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
36000.00
5018.05
Agency Mortgage-Backed Securities
GNII SF AH8780 C
549300M8ZYFG0OCMTT87
2044-06-20
4.500000
2694096.00
410506.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9638
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
234000.00
78163.76
Agency Mortgage-Backed Securities
GNMI SF AF2785 X
549300M8ZYFG0OCMTT87
2043-09-15
3.000000
50249.00
10023.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3865
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
4000000.00
1368306.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5331
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
30548704.00
4158161.29
Agency Mortgage-Backed Securities
FNMS 02.500 CLBC9506
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.500000
23886.00
9247.41
Agency Mortgage-Backed Securities
FNMS 04.000 CKBD4487
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
3655750.00
162066.48
Agency Mortgage-Backed Securities
GNMI SF AA6403 X
549300M8ZYFG0OCMTT87
2043-05-15
3.000000
229780.00
38904.94
Agency Mortgage-Backed Securities
GNII SF MA0788 M
549300M8ZYFG0OCMTT87
2035-11-20
6.000000
5741304.00
363845.10
Agency Mortgage-Backed Securities
GNII FS MA2211 M
549300M8ZYFG0OCMTT87
2044-06-20
4.000000
737001.00
142823.77
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0609
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
2474284.00
95646.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6860
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
289000.00
91234.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE3764
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
309589.00
29814.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4204
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.000000
1038912.00
54534.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD3243
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
3600000.00
173518.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9273
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
853075.00
66132.51
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0791
B1V7KEBTPIMZEU4LTD58
2025-12-01
4.500000
1001086.00
11950.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0028
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
3655000.00
70235.65
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
16066944.00
313994.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
122000.00
24591.14
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4602
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.000000
128180.00
95977.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5009
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
301535.00
278704.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5010
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
10000000.00
9355632.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4384
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
105000.00
67073.55
Agency Mortgage-Backed Securities
FNMS 05.000 CRAL5942
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
179294.00
33159.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB0057
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
4324432.00
109690.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC2953
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.500000
539000.00
13294.68
Agency Mortgage-Backed Securities
FNMS 05.000 CL889974
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
391700.00
8427.40
Agency Mortgage-Backed Securities
FNMS 05.500 CL995113
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.500000
4600000.00
97102.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1555
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
100000.00
78654.52
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS3272
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.000000
106714.00
89705.59
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW1247
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
100985.00
14015.24
Agency Mortgage-Backed Securities
GNII SF MA4691 M
549300M8ZYFG0OCMTT87
2032-09-20
3.500000
2555512.00
409379.67
Agency Mortgage-Backed Securities
GNII SF AX4345 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
105070.00
19785.05
Agency Mortgage-Backed Securities
GNII SP 785382 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
66080768.00
35650586.78
Agency Mortgage-Backed Securities
GNMI SP 785994 X
549300M8ZYFG0OCMTT87
2052-02-15
4.000000
42375616.00
33346398.98
Agency Mortgage-Backed Securities
GNMI SF 688386 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
6207136.00
12636.45
Agency Mortgage-Backed Securities
GNMI SF 677552 X
549300M8ZYFG0OCMTT87
2037-11-15
6.000000
6669616.00
85155.13
Agency Mortgage-Backed Securities
GNII SF MA3738 M
549300M8ZYFG0OCMTT87
2046-06-20
4.500000
300000.00
24883.67
Agency Mortgage-Backed Securities
FEPC 03.500 CTSC0374
S6XOOCT0IEG5ABCC6L87
2039-05-01
3.500000
2674328.00
2298443.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7553
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
9948784.00
7418766.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY1573
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.000000
454936.00
37427.96
Agency Mortgage-Backed Securities
FNMS 05.500 CL738918
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
672513.00
12640.30
Agency Mortgage-Backed Securities
FNMS 05.000 CL794490
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.000000
2875000.00
41336.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3427
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
16350000.00
990690.01
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA6203
S6XOOCT0IEG5ABCC6L87
2034-02-01
4.000000
19179328.00
2601375.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS0859
S6XOOCT0IEG5ABCC6L87
2035-04-01
4.500000
2539000.00
37617.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1186
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
4853700.00
455019.97
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA2614
S6XOOCT0IEG5ABCC6L87
2026-04-01
4.000000
340000.00
7622.98
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0762
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
45500000.00
7359404.68
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN2117
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
25000.00
6459.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3316
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
36842112.00
8516669.89
Agency Mortgage-Backed Securities
FEPC 04.500 CTZN3786
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.500000
2311000.00
600800.71
Agency Mortgage-Backed Securities
03.500 FGPC T65408 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
4800000.00
559686.98
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL9416
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
2060708.00
460351.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM1109
S6XOOCT0IEG5ABCC6L87
2046-05-01
4.000000
689563.00
111614.98
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM1945
S6XOOCT0IEG5ABCC6L87
2046-10-01
4.500000
230000.00
42763.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM2108
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
13663328.00
3579116.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL5671
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
3996024.00
630698.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6016
S6XOOCT0IEG5ABCC6L87
2043-05-01
4.000000
248479.00
45824.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7089
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
1098318.00
199344.90
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6495
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
751477.00
97597.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3491
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
4160032.00
756240.83
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL4332
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.000000
1032390.00
221344.56
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL4327
S6XOOCT0IEG5ABCC6L87
2042-12-01
4.000000
491289.00
114621.14
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL4912
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
8720080.00
1893804.95
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9215
S6XOOCT0IEG5ABCC6L87
2027-11-01
5.500000
22947872.00
283978.72
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9294
S6XOOCT0IEG5ABCC6L87
2027-11-01
5.500000
2415896.00
116227.52
Agency Mortgage-Backed Securities
FEPC 04.500 CTZJ9339
S6XOOCT0IEG5ABCC6L87
2031-03-01
4.500000
112971.00
5110.64
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK3823
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.500000
2102028.00
94999.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI5725
S6XOOCT0IEG5ABCC6L87
2037-02-01
5.000000
60000000.00
349379.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1240
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.500000
100000.00
75371.34
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS1360
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.000000
17117280.00
12536014.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3412
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
4500000.00
3550335.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6039
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
445000.00
159771.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0739
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
425000.00
309764.96
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0263
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.000000
1004370.00
236425.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1900
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
3017000.00
24593.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2756
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
300000.00
285638.75
Agency Mortgage-Backed Securities
03.500 FGPC U80076 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
600000.00
49908.20
Agency Mortgage-Backed Securities
GNII RG CN7411 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
4763184.00
2689442.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN6692
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
1929596.00
144237.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3988
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
58000.00
27710.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0949
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
9322208.00
554711.62
Agency Mortgage-Backed Securities
FNMS 06.500 CT995700
B1V7KEBTPIMZEU4LTD58
2027-03-01
6.500000
2736772.00
41919.18
Agency Mortgage-Backed Securities
GNII SF MA4838 M
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
54660320.00
7094028.11
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
50000000.00
5433082.32
Agency Mortgage-Backed Securities
GNII SF MA2892 M
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
100797312.00
10265067.40
Agency Mortgage-Backed Securities
GNII SF MA2896 M
549300M8ZYFG0OCMTT87
2045-06-20
5.500000
1030000.00
115471.90
Agency Mortgage-Backed Securities
GNII SF MA4452 M
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
38496120.00
4191333.83
Agency Mortgage-Backed Securities
GNMI SF 769304 X
549300M8ZYFG0OCMTT87
2041-08-15
4.290000
90000.00
13005.58
Agency Mortgage-Backed Securities
GNII SF AA5929 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
2035772.00
382331.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1543
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
67000.00
47477.02
Agency Mortgage-Backed Securities
FNMS 04.500 CTCB4434
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
1301536.00
1089604.85
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM4495
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
12500.00
7201.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM3660
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
643474.00
214554.63
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2398
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
7426088.00
5461175.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4426
B1V7KEBTPIMZEU4LTD58
2052-08-01
6.000000
3794928.00
3469768.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4756
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
3250000.00
1370253.83
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT2401
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
11925168.00
10085233.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0101
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
4580000.00
1672975.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0436
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.500000
27993200.00
8289555.05
Agency Mortgage-Backed Securities
FEPC 04.000 CTZT0720
S6XOOCT0IEG5ABCC6L87
2036-10-01
4.000000
12582096.00
3300344.97
Agency Mortgage-Backed Securities
06.000 FGPC K30383 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
6.000000
20768256.00
122405.85
Agency Mortgage-Backed Securities
03.000 FGPC G18596 G
S6XOOCT0IEG5ABCC6L87
2031-04-01
3.000000
1180000.00
174655.96
Agency Mortgage-Backed Securities
GNMI SF 710503 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
3370556.00
784303.80
Agency Mortgage-Backed Securities
GNMI SF 619989 X
549300M8ZYFG0OCMTT87
2034-02-15
5.000000
200000.00
9565.64
Agency Mortgage-Backed Securities
GNII SP 786613 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
39213760.00
33215772.71
Agency Mortgage-Backed Securities
GNII SP 786668 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
68851760.00
56684537.46
Agency Mortgage-Backed Securities
GNII SP 784131 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
371854080.00
43129061.64
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS9495
B1V7KEBTPIMZEU4LTD58
2032-04-01
2.500000
21112.00
5223.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9947
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
143256.00
34568.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0080
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
161575.00
26732.59
Agency Mortgage-Backed Securities
GNMI SF 738010 X
549300M8ZYFG0OCMTT87
2041-02-15
4.000000
7400000.00
381446.44
Agency Mortgage-Backed Securities
GNMI SF 740805 X
549300M8ZYFG0OCMTT87
2042-04-15
3.500000
150000.00
74703.76
Agency Mortgage-Backed Securities
GNII SF CW6890 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
2728388.00
2701603.21
Agency Mortgage-Backed Securities
GNII SF CW6891 C
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
1563096.00
1548290.91
Agency Mortgage-Backed Securities
GNII SF CX3549 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
5471600.00
5424454.87
Agency Mortgage-Backed Securities
GNII SF CX3550 C
549300M8ZYFG0OCMTT87
2050-09-20
6.000000
2176080.00
2157334.52
Agency Mortgage-Backed Securities
GNPL PN AT8555
549300M8ZYFG0OCMTT87
2057-10-15
4.070000
25812440.00
23250495.32
Agency Mortgage-Backed Securities
GNII SF CV2097 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
1228784.00
1223579.33
Agency Mortgage-Backed Securities
GNII SF CV6012 C
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
2438708.00
2404983.52
Agency Mortgage-Backed Securities
GNII SF CW4492 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
1288864.00
1275106.24
Agency Mortgage-Backed Securities
GNII SF CW6177 C
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
7394728.00
7272635.46
Agency Mortgage-Backed Securities
GNII SF CW6178 C
549300M8ZYFG0OCMTT87
2048-08-20
6.000000
1904228.00
1892560.57
Agency Mortgage-Backed Securities
GNII SF CW6334 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
1078254.00
1061371.42
Agency Mortgage-Backed Securities
GNII RG CR6420 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
2912804.00
2662103.19
Agency Mortgage-Backed Securities
GNII SF CU2301 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
1827340.00
1817644.91
Agency Mortgage-Backed Securities
GNII SF CU8296 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
1361870.00
1353755.15
Agency Mortgage-Backed Securities
GNII SF CU9667 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
13066672.00
12939933.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH0648
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1050214.00
49850.44
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0784
B1V7KEBTPIMZEU4LTD58
2040-07-01
6.000000
1934000.00
67169.99
Agency Mortgage-Backed Securities
FEPC 04.500 CIQO1191
S6XOOCT0IEG5ABCC6L87
2038-03-01
4.500000
410855.00
298474.91
Agency Mortgage-Backed Securities
FEPC 05.500 CIQO1513
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
1040130.00
1006430.94
Agency Mortgage-Backed Securities
FEPC 03.000 CIQO1552
S6XOOCT0IEG5ABCC6L87
2037-12-01
3.000000
49000.00
44105.25
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4865
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
19179104.00
6352652.83
Agency Mortgage-Backed Securities
FNMS 05.000 ZT310163
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
2040736.00
56731.72
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA7032
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
3251656.00
2408468.37
Agency Mortgage-Backed Securities
GNII SF CK1560 C
549300M8ZYFG0OCMTT87
2051-12-20
3.500000
30000000.00
25553629.82
Agency Mortgage-Backed Securities
GNPL PN BX7841
549300M8ZYFG0OCMTT87
2062-01-15
3.250000
6703832.00
6055200.10
Agency Mortgage-Backed Securities
GNPL PN CA1772
549300M8ZYFG0OCMTT87
2057-07-15
3.700000
1886670.00
1644776.02
Agency Mortgage-Backed Securities
GNII SF BQ0920 C
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
724032.00
714033.83
Agency Mortgage-Backed Securities
GNMI SF BR4251 X
549300M8ZYFG0OCMTT87
2049-11-15
3.500000
25021824.00
3023001.70
Agency Mortgage-Backed Securities
GNMI SF BS1741 X
549300M8ZYFG0OCMTT87
2050-02-15
4.000000
195452.00
44646.97
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6141
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
95516800.00
50649621.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA7073
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
254223.00
76228.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7388
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
8655000.00
3963757.08
Agency Mortgage-Backed Securities
FNMS 02.000 CICB1316
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.000000
100181248.00
67642991.00
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY9033
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
297921.00
289063.84
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY9650
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
13000.00
12718.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6985
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
7618656.00
7333245.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW7293
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
367492.00
309364.73
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7062
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
100200.00
96968.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY1580
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
1174070.00
1091837.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2603
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
242469.00
235131.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU2001
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
74426.00
56988.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV4199
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
47846528.00
37150452.37
Agency Mortgage-Backed Securities
FEPC 06.000 CTRB5261
S6XOOCT0IEG5ABCC6L87
2043-09-01
6.000000
8272912.00
8252417.24
Agency Mortgage-Backed Securities
FEPC 02.000 CIQO0299
S6XOOCT0IEG5ABCC6L87
2037-05-01
2.000000
134587.00
105666.07
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG1911
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1681424.00
1672431.92
Agency Mortgage-Backed Securities
FKAR 04.200 WNWN2335
S6XOOCT0IEG5ABCC6L87
2030-01-01
4.200000
21224000.00
20019721.94
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC0277
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.500000
1083634.00
681794.76
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8082
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
15631380.00
12282145.47
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF0582
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
5570240.00
4878676.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1053
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
57000.00
46145.35
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD3025
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
288322.00
237716.25
Agency Mortgage-Backed Securities
GNII RG CP8771 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
2804948.00
2299625.19
Agency Mortgage-Backed Securities
GNII SF BG2438 C
549300M8ZYFG0OCMTT87
2048-04-20
5.000000
240053.00
57685.93
Agency Mortgage-Backed Securities
GNII SF BJ6787 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
5601688.00
546338.44
Agency Mortgage-Backed Securities
GNII SF CN5095 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
5052230.00
4613514.31
Agency Mortgage-Backed Securities
GNII SF MA9172 M
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
3241156.00
3227522.62
Agency Mortgage-Backed Securities
GNPL PN CN2441
549300M8ZYFG0OCMTT87
2057-06-15
3.410000
9148600.00
7790224.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5789
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
39939.00
32207.83
Agency Mortgage-Backed Securities
FNMS 03.000 CIBV6807
B1V7KEBTPIMZEU4LTD58
2038-06-01
3.000000
235836.00
210182.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1198
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
8070930.00
6583921.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5742
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
29240900.00
8380874.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5659
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.660000
2795000.00
2483907.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK2976
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
3003004.00
1867195.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9833
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
331963.00
12095.58
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5013
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.500000
708097.00
629774.54
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA5021
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.500000
334800.00
302284.09
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2532
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
13500000.00
1069176.42
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA3142
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.000000
500000.00
152491.59
Agency Mortgage-Backed Securities
FNMS 04.500 CTAB2037
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.500000
245576.00
15283.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS3727
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
165882368.00
135944904.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3886
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
14072560.00
12710016.38
Agency Mortgage-Backed Securities
FNMS 05.000 ZLFP0076
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.000000
49174160.00
48345471.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4569
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
9313936.00
1696342.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ9903
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
10205040.00
3373178.80
Agency Mortgage-Backed Securities
FNMS 04.500 CRAV3965
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.500000
1286876.00
236992.95
Agency Mortgage-Backed Securities
GNII SF MA3146 M
549300M8ZYFG0OCMTT87
2030-10-20
3.000000
9283872.00
1018780.92
Agency Mortgage-Backed Securities
GNMI SF 778191 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
680000.00
157264.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLAY8319
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.500000
265000.00
126467.17
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3888
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
1242000.00
236470.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4148
S6XOOCT0IEG5ABCC6L87
2034-11-01
5.000000
750000.00
8630.00
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2093
S6XOOCT0IEG5ABCC6L87
2028-09-01
6.000000
1084452.00
7432.51
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2231
S6XOOCT0IEG5ABCC6L87
2031-11-01
4.000000
3280000.00
221099.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2250
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
1026000.00
350726.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9897
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
1450000.00
176459.31
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9125
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.500000
3631328.00
1388517.55
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ8821
S6XOOCT0IEG5ABCC6L87
2033-11-01
5.000000
5579000.00
179007.33
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4487
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
13585000.00
128591.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS1282
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.000000
2134328.00
1660339.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2078
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
20000.00
14524.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3120
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
1007908.00
781617.43
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7974
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.500000
7607000.00
1101441.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1479
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
1050000.00
368870.45
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4632
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.000000
4250000.00
664932.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4734
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.000000
3025000.00
547163.39
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4747
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
1525000.00
223387.53
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7346
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.500000
5114590.00
43635.90
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI9874
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
360253.00
34998.57
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0091
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.500000
4604128.00
239434.08
Agency Mortgage-Backed Securities
03.000 FGPC G18673 G
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.000000
1331000.00
241398.74
Agency Mortgage-Backed Securities
03.500 FGPC G18707 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.500000
2451000.00
294903.74
Agency Mortgage-Backed Securities
05.000 FGPC C91280 G
S6XOOCT0IEG5ABCC6L87
2029-12-01
5.000000
11596048.00
283246.11
Agency Mortgage-Backed Securities
03.500 FGPC J18361 G
S6XOOCT0IEG5ABCC6L87
2027-03-01
3.500000
5000000.00
154835.57
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3065
S6XOOCT0IEG5ABCC6L87
2035-05-01
5.500000
737619.00
5152.30
Agency Mortgage-Backed Securities
GNMI SF 678647 X
549300M8ZYFG0OCMTT87
2039-11-15
4.000000
634989.00
155152.25
Agency Mortgage-Backed Securities
GNMI SF 614192 X
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
1396982.00
27246.14
Agency Mortgage-Backed Securities
GNMI SF 621798 X
549300M8ZYFG0OCMTT87
2033-11-15
5.500000
2625970.00
141809.07
Agency Mortgage-Backed Securities
GNII SF 759449 C
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
580000.00
87586.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLAU6292
B1V7KEBTPIMZEU4LTD58
2043-11-01
5.000000
900000.00
52877.15
Agency Mortgage-Backed Securities
GNMI SP 784819 X
549300M8ZYFG0OCMTT87
2046-10-15
3.000000
1000000.00
467594.33
Agency Mortgage-Backed Securities
GNMI SF 487801 X
549300M8ZYFG0OCMTT87
2039-03-15
4.000000
9014320.00
419768.74
Agency Mortgage-Backed Securities
GNII SF 004587 M
549300M8ZYFG0OCMTT87
2024-12-20
5.500000
329991.00
9298.05
Agency Mortgage-Backed Securities
GNII SF AZ3557 C
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
6244608.00
1854419.22
Agency Mortgage-Backed Securities
GNII SF 004526 M
549300M8ZYFG0OCMTT87
2024-09-20
4.500000
10425000.00
49881.40
Agency Mortgage-Backed Securities
GNII JM 004513 M
549300M8ZYFG0OCMTT87
2039-08-20
5.000000
1965000.00
32482.42
Agency Mortgage-Backed Securities
GNII RG CQ4432 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
3671296.00
3139717.10
Agency Mortgage-Backed Securities
GNII SF AQ5932 C
549300M8ZYFG0OCMTT87
2036-01-20
3.500000
1620352.00
119951.95
Agency Mortgage-Backed Securities
GNII RG CP9284 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
5049448.00
4111212.54
Agency Mortgage-Backed Securities
GNII SF CQ1207 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
3954964.00
3473857.83
Agency Mortgage-Backed Securities
GNII SF CM2625 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2377132.00
1854993.60
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL6159
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.500000
350000.00
36502.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9216
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
12569400.00
1927732.52
Agency Mortgage-Backed Securities
FNMS 05.500 CL555340
B1V7KEBTPIMZEU4LTD58
2033-04-01
5.500000
6044500.00
156408.86
Agency Mortgage-Backed Securities
FNMS 03.500 CJAI7408
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
12527632.00
95185.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6568
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
1400000.00
127818.28
Agency Mortgage-Backed Securities
FNMS 06.500 CL254516
B1V7KEBTPIMZEU4LTD58
2032-09-01
6.500000
8198992.00
36918.73
Agency Mortgage-Backed Securities
GNMI SF AL2183 X
549300M8ZYFG0OCMTT87
2045-02-15
3.000000
2016452.00
326660.61
Agency Mortgage-Backed Securities
GNII RG CE6476 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
1930272.00
637662.38
Agency Mortgage-Backed Securities
GNII SF BW0080 C
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
5693664.00
2579086.61
Agency Mortgage-Backed Securities
GNII SF BW4651 C
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
675000.00
283754.64
Agency Mortgage-Backed Securities
GNPL PN CA1768
549300M8ZYFG0OCMTT87
2057-06-15
3.230000
37345728.00
31386387.24
Agency Mortgage-Backed Securities
GNII SF BR3413 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
5047824.00
1727584.93
Agency Mortgage-Backed Securities
GNII RG CP1019 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
2000032.00
1762407.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLQF1771
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.000000
50804.00
41142.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA1109
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
22817728.00
2197774.02
Agency Mortgage-Backed Securities
03.000 FGPC U51270 G
S6XOOCT0IEG5ABCC6L87
2038-03-01
3.000000
1173850.00
381358.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1760
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
45100.00
39486.52
Agency Mortgage-Backed Securities
GNII SF BM9078 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
5024592.00
1357433.68
Agency Mortgage-Backed Securities
GNMI SF BE1031 X
549300M8ZYFG0OCMTT87
2047-10-15
4.000000
58000.00
27455.15
Agency Mortgage-Backed Securities
GNII JM MA6084 M
549300M8ZYFG0OCMTT87
2049-08-20
5.000000
3900120.00
234146.88
Agency Mortgage-Backed Securities
GNII SF MA4358 M
549300M8ZYFG0OCMTT87
2032-04-20
4.000000
239064.00
52165.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1879
B1V7KEBTPIMZEU4LTD58
2044-01-01
3.500000
329000.00
97810.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3358
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
26313.00
8705.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE6393
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
16307580.00
1936571.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD0591
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
1000000.00
58491.75
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA1682
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
2230484.00
52851.72
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1527
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.000000
150000.00
24555.29
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4383
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
99000.00
63831.00
Agency Mortgage-Backed Securities
FNMS 06.500 CTAB0515
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.500000
24463038.00
68441.51
Agency Mortgage-Backed Securities
FNMS 05.500 CL931983
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
2169432.00
88905.13
Agency Mortgage-Backed Securities
FNMS 05.500 CL986959
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
1490412.00
226404.30
Agency Mortgage-Backed Securities
FNMS 06.500 CL995149
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
3255000.00
37162.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1284
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
1237904.00
427230.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5892
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2460228.00
764753.41
Agency Mortgage-Backed Securities
GNII SF MA4809 M
549300M8ZYFG0OCMTT87
2032-11-20
3.500000
938700.00
164911.45
Agency Mortgage-Backed Securities
GNII SF MA5192 M
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
72455168.00
7401411.30
Agency Mortgage-Backed Securities
GNMI SF 675195 X
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
15500000.00
189370.62
Agency Mortgage-Backed Securities
GNMI SF 741205 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
253559.00
33075.99
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-03-28
0.00
151529000.00
147478932.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2037-05-15
5.000000
430600.00
453719.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
1.000000
10458000.00
9386059.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-31
1.625000
1385500.00
1268044.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
280908800.00
249999991.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-15
4.000000
56989900.00
56421408.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-14
0.00
2952700.00
2932739.75
U.S. Treasuries (including strips)
FNMS 06.000 CL963734
B1V7KEBTPIMZEU4LTD58
2038-06-01
6.000000
1007262.00
11933.12
Agency Mortgage-Backed Securities
GNII JM MA4059 M
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
2513984.00
183914.84
Agency Mortgage-Backed Securities
FNMS 04.500 CTAC1600
B1V7KEBTPIMZEU4LTD58
2029-08-01
4.500000
730000.00
36989.12
Agency Mortgage-Backed Securities
GNII SF AE5344 C
549300M8ZYFG0OCMTT87
2034-02-20
3.500000
1414098.00
110663.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP8078
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
1458162.00
74698.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2976
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
72600.00
11105.89
Agency Mortgage-Backed Securities
GNII SF AL8482 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
2669772.00
626586.37
Agency Mortgage-Backed Securities
GNII SF 004635 M
549300M8ZYFG0OCMTT87
2040-02-20
4.000000
267000.00
13621.26
Agency Mortgage-Backed Securities
GNMI SP 783095 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
553678.00
25950.23
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
2000000000.00
2000000000.00
0.0395
N
Y
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
JJKC32MCHWDI71265Z06
ARP0YFWW8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-173 DA
549300M8ZYFG0OCMTT87
2050-11-20
1.250000
34551585.00
17523655.54
Agency Collateralized Mortgage Obligation
GNRM 2020-101 AG
549300M8ZYFG0OCMTT87
2050-07-20
1.500000
6596805.00
2938399.23
Agency Collateralized Mortgage Obligation
GNRM 2020-151 AC
549300M8ZYFG0OCMTT87
2050-10-20
1.250000
3087195.00
1508235.16
Agency Collateralized Mortgage Obligation
GNRM 2020-140 DA
549300M8ZYFG0OCMTT87
2050-09-20
1.000000
43117.00
21574.26
Agency Collateralized Mortgage Obligation
GNRM 2020-129 AB
549300M8ZYFG0OCMTT87
2050-09-20
1.000000
2245703.00
1117270.03
Agency Collateralized Mortgage Obligation
GNRM 2020-146 DA
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
999476.00
491181.77
Agency Collateralized Mortgage Obligation
GNRM 2020-167 BD
549300M8ZYFG0OCMTT87
2050-11-20
1.000000
349013398.00
175431700.14
Agency Collateralized Mortgage Obligation
GNRM 2020-176 AC
549300M8ZYFG0OCMTT87
2050-11-20
1.250000
131700521.00
67150228.27
Agency Collateralized Mortgage Obligation
GNRM 2020-175 GA
549300M8ZYFG0OCMTT87
2050-11-20
1.250000
3953548.00
2137755.98
Agency Collateralized Mortgage Obligation
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0532
258000000.00
258000000.00
0.0051
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.310000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0YGGN4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
0.750000
200.00
180.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
8421200.00
7596063.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
174982500.00
157837141.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
87518100.00
104401048.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
1.875000
74167600.00
68643156.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
6.750000
18721200.00
19824591.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
223032500.00
203724406.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
2.125000
7600.00
7136.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
1.875000
2990000.00
2779732.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
1.875000
6666200.00
6197409.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.625000
100.00
92.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
4.375000
166751900.00
165609293.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
150912200.00
134471526.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
261992400.00
233472569.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
0.875000
208104100.00
186622365.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-15
4.125000
368300.00
365918.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
4.500000
148208200.00
148247397.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
4.375000
374500.00
371933.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
910500.00
1086142.81
U.S. Treasuries (including strips)
Y
2023-10-03
2023-10-03
2023-10-03
N
N
N
0.0531
1412000000.00
1412000000.00
0.0279
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0YH3D8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 687179 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
5311259.00
17470.06
Agency Mortgage-Backed Securities
GNII SP 784666 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
300000.00
62104.79
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
2490996.00
237556.82
Agency Mortgage-Backed Securities
GNII SF 003819 M
549300M8ZYFG0OCMTT87
2036-02-20
5.500000
605000.00
10019.05
Agency Mortgage-Backed Securities
GNMI SF 737011 X
549300M8ZYFG0OCMTT87
2040-02-15
5.000000
2250000.00
196531.02
Agency Mortgage-Backed Securities
GNPL PN CP7220
549300M8ZYFG0OCMTT87
2057-10-15
4.120000
1250000.00
1135555.96
Agency Mortgage-Backed Securities
GNII RG CE6889 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
3895904.00
1664590.27
Agency Mortgage-Backed Securities
GNPL PN CL4070
549300M8ZYFG0OCMTT87
2057-04-15
2.650000
100000.00
89113.94
Agency Mortgage-Backed Securities
GNII SP 783530 M
549300M8ZYFG0OCMTT87
2041-12-20
5.500000
3400000.00
151238.35
Agency Mortgage-Backed Securities
GNMI SF 775131 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
3880000.00
341913.16
Agency Mortgage-Backed Securities
GNII SF MA3525 M
549300M8ZYFG0OCMTT87
2046-03-20
5.500000
1375182.00
141046.77
Agency Mortgage-Backed Securities
GNII SF BC4732 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
400000.00
89646.50
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-06-13
0.00
409000.00
393633.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-11-15
3.125000
2130000.00
1693483.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-05-15
2.375000
3356800.00
2147484.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
0.375000
9100000.00
8444043.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
13192900.00
11962736.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.875000
6210300.00
5415868.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
0.375000
68225700.00
63307780.93
U.S. Treasuries (including strips)
FEPC 02.000 CLQC0041
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
300000.00
175793.84
Agency Mortgage-Backed Securities
GNII SF MA8202 M
549300M8ZYFG0OCMTT87
2052-08-20
5.000000
1070260.00
953654.14
Agency Mortgage-Backed Securities
GNII SF AF1001 C
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
1554290.00
308734.78
Agency Mortgage-Backed Securities
Y
2023-10-04
2023-10-04
2023-10-04
N
N
N
0.0531
97000000.00
97000000.00
0.0019
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.380000%
549300HN4UKV1E2R3U73
0001675365
ARP0YHHU5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 786784 C
549300M8ZYFG0OCMTT87
2053-06-20
4.500000
78740737.00
70786213.60
Agency Mortgage-Backed Securities
GNII SP 786915 C
549300M8ZYFG0OCMTT87
2053-09-20
5.500000
18170186.00
17793786.56
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-06
2024-02-28
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0538
86000000.00
86000000.00
0.0017
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
549300HN4UKV1E2R3U73
0001675365
ARP0YHHY7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-07-15
0.375000
131795700.00
162828694.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
0.125000
49338600.00
51371357.24
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-06
2024-02-14
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
210000000.00
210000000.00
0.0041
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0YHJF6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 786667 C
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
17360192.00
13754046.54
Agency Mortgage-Backed Securities
GNII SF BA3967 C
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
1006066.00
95516.32
Agency Mortgage-Backed Securities
GNII RG CN6847 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1968458.00
1095681.49
Agency Mortgage-Backed Securities
GNPL PN CI3582
549300M8ZYFG0OCMTT87
2057-05-15
2.530000
4550656.00
3977846.55
Agency Mortgage-Backed Securities
GNPL PN CK0465
549300M8ZYFG0OCMTT87
2057-09-15
4.550000
1583100.00
1478298.83
Agency Mortgage-Backed Securities
GNII SF MA7588 M
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
390000.00
259443.95
Agency Mortgage-Backed Securities
GNII SF MA8948 M
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
63037824.00
60983115.52
Agency Mortgage-Backed Securities
GNII SF MA8425 M
549300M8ZYFG0OCMTT87
2052-10-20
3.500000
235570176.00
199984973.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0487
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
663945.00
292238.30
Agency Mortgage-Backed Securities
FNMS 07.000 CL545723
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.000000
5737999.00
8552.60
Agency Mortgage-Backed Securities
GNII SF CT7400 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
1166006.00
1169550.48
Agency Mortgage-Backed Securities
GNII SF CU9321 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
1225806.00
1242762.13
Agency Mortgage-Backed Securities
GNII JM 005247 M
549300M8ZYFG0OCMTT87
2026-11-20
3.500000
767133.00
25811.09
Agency Mortgage-Backed Securities
GNII SF CQ3453 C
549300M8ZYFG0OCMTT87
2052-09-20
5.500000
2357200.00
1604234.85
Agency Mortgage-Backed Securities
GNPL PN CQ4848
549300M8ZYFG0OCMTT87
2057-12-15
5.540000
7188272.00
7161643.38
Agency Mortgage-Backed Securities
GNII RG CQ9378 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
1872396.00
1657518.60
Agency Mortgage-Backed Securities
GNPL PN CM8611
549300M8ZYFG0OCMTT87
2057-05-15
2.400000
11803216.00
8456920.20
Agency Mortgage-Backed Securities
GNII SF AE2156 C
549300M8ZYFG0OCMTT87
2033-05-20
3.500000
1316970.00
306845.02
Agency Mortgage-Backed Securities
GNMI SF 487726 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
3550000.00
168103.36
Agency Mortgage-Backed Securities
GNII RG CQ1527 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
3766092.00
3225269.43
Agency Mortgage-Backed Securities
GNII RG CP5044 C
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
1511618.00
1010440.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX8306
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
4967624.00
4335979.72
Agency Mortgage-Backed Securities
GNMI SF 642573 X
549300M8ZYFG0OCMTT87
2035-07-15
5.500000
10965632.00
358227.94
Agency Mortgage-Backed Securities
GNII SF CT2238 C
549300M8ZYFG0OCMTT87
2053-03-20
6.000000
832036.00
826676.62
Agency Mortgage-Backed Securities
GNII SF CW2454 C
549300M8ZYFG0OCMTT87
2053-08-20
7.000000
1064792.00
1114123.39
Agency Mortgage-Backed Securities
GNMI SF 726426 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
44400000.00
3296113.87
Agency Mortgage-Backed Securities
GNII RG CQ1885 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
4468970.00
3375870.65
Agency Mortgage-Backed Securities
GNII RG CQ2297 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
1018056.00
899418.69
Agency Mortgage-Backed Securities
GNII RG CM8562 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1740046.00
1233465.62
Agency Mortgage-Backed Securities
GNMI SF AE8170 X
549300M8ZYFG0OCMTT87
2044-02-15
4.000000
7000000.00
983714.17
Agency Mortgage-Backed Securities
GNII SP 786832 C
549300M8ZYFG0OCMTT87
2052-08-20
4.000000
25904500.00
23193685.27
Agency Mortgage-Backed Securities
GNII JP 784740 C
549300M8ZYFG0OCMTT87
2034-05-20
3.000000
5126608.00
803835.30
Agency Mortgage-Backed Securities
GNMI SF AM8960 X
549300M8ZYFG0OCMTT87
2045-07-15
4.000000
32882176.00
2020993.30
Agency Mortgage-Backed Securities
GNII JM MA3098 M
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
435000.00
7556.82
Agency Mortgage-Backed Securities
GNII SF MA7393 M
549300M8ZYFG0OCMTT87
2036-06-20
3.000000
156855.00
91836.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA1280
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.000000
1451448.00
9377.62
Agency Mortgage-Backed Securities
GNMI SF 710995 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
171007.00
7973.59
Agency Mortgage-Backed Securities
GNII RG CM5234 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
289076.00
193470.84
Agency Mortgage-Backed Securities
GNII RG CQ6570 C
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
1556700.00
1180375.61
Agency Mortgage-Backed Securities
GNII SF MA0628 M
549300M8ZYFG0OCMTT87
2042-12-20
5.000000
134000.00
8491.66
Agency Mortgage-Backed Securities
Y
2023-10-05
2023-10-05
2023-10-05
N
N
N
0.0531
345000000.00
345000000.00
0.0068
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.360000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0YHK64
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBAL0139
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.641000
50000.00
1139.14
Agency Mortgage-Backed Securities
FMAR 1J1399 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
4.375000
190000.00
671.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WU374614
B1V7KEBTPIMZEU4LTD58
2024-09-01
4.977000
4000000.00
626.17
Agency Mortgage-Backed Securities
FMAR 1H1343 G
S6XOOCT0IEG5ABCC6L87
2036-08-01
6.573000
755000.00
2813.71
Agency Mortgage-Backed Securities
FMAR 1B1980 G
S6XOOCT0IEG5ABCC6L87
2034-04-01
5.257000
95000.00
878.67
Agency Mortgage-Backed Securities
FMAR 847376 G
S6XOOCT0IEG5ABCC6L87
2034-12-01
5.133000
513000.00
3220.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH5684
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.302000
15130434.00
353890.07
Agency Mortgage-Backed Securities
FMAR 783015 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
4.394000
4780000.00
74005.42
Agency Mortgage-Backed Securities
FMAR 1G1533 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.233000
1260000.00
9047.53
Agency Mortgage-Backed Securities
FMAR 1N1440 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
3.810000
125000.00
3797.62
Agency Mortgage-Backed Securities
FMAR 841631 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.051000
29967100.00
27906532.24
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0557
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.168000
9010000.00
86721.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5013
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.085000
8419850.00
162757.06
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995919
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.203000
417135.00
3486.65
Agency Mortgage-Backed Securities
FNAR XX.XXX S1893580
B1V7KEBTPIMZEU4LTD58
2036-09-01
3.815000
166854.00
2415.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB900197
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.325000
213359.00
3539.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO4956
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.844000
110000.00
38731.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO5007
B1V7KEBTPIMZEU4LTD58
2049-12-01
2.806000
140000.00
33964.37
Agency Mortgage-Backed Securities
GNPL PN CR2284
549300M8ZYFG0OCMTT87
2057-12-15
4.820000
1000.00
933.28
Agency Mortgage-Backed Securities
FMAR 847133 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
4.667000
265000.00
573.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7270
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.637000
40321960.00
39792560.96
Agency Mortgage-Backed Securities
FMAR 1Q0789 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.002000
254700.00
931.07
Agency Mortgage-Backed Securities
FMAR 1B1150 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
5.463000
4185000.00
23843.73
Agency Mortgage-Backed Securities
FNAR XX.XXX S1914789
B1V7KEBTPIMZEU4LTD58
2037-04-01
4.436000
165000.00
2738.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WD924707
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.381000
5596852.00
715519.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3132
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.929000
30152949.00
843435.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4349
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.250000
5000000.00
371672.75
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ735653
B1V7KEBTPIMZEU4LTD58
2044-10-01
5.630000
699999.00
6140.18
Agency Mortgage-Backed Securities
FNAR XX.XXX WS745445
B1V7KEBTPIMZEU4LTD58
2036-01-01
4.544000
500562.00
5138.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LB658481
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.744000
25000.00
1140.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LB725693
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.356000
5120000.00
40714.17
Agency Mortgage-Backed Securities
FNAR XX.XXX GA732275
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.500000
250000.00
1628.45
Agency Mortgage-Backed Securities
FMAR 847095 G
S6XOOCT0IEG5ABCC6L87
2032-12-01
4.502000
325000.00
531.27
Agency Mortgage-Backed Securities
FNAR XX.XXX WS848390
B1V7KEBTPIMZEU4LTD58
2035-12-01
6.134000
1300000.00
7136.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB809986
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.915000
2465000.00
25594.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WD820544
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.136000
500000.00
2567.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LB821697
B1V7KEBTPIMZEU4LTD58
2035-06-01
5.528000
3593000.00
35191.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LB795135
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.620000
405000.00
2579.89
Agency Mortgage-Backed Securities
FMAR 841619 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.864000
7382220.00
7248193.77
Agency Mortgage-Backed Securities
FMAR 2B5033 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
2.752000
400000.00
43640.82
Agency Mortgage-Backed Securities
FMAR 2B5130 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
7.120000
610000.00
37066.88
Agency Mortgage-Backed Securities
FMAR 2B5188 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
2.870000
320000.00
44694.55
Agency Mortgage-Backed Securities
FMAR 2B7150 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.538000
8770024.00
486347.71
Agency Mortgage-Backed Securities
FMAR 2B6311 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
2.978000
520000.00
51443.35
Agency Mortgage-Backed Securities
FMAR 2B6591 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.988000
10025472.00
1447431.02
Agency Mortgage-Backed Securities
FMAR 849662 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.392000
3000000.00
215060.51
Agency Mortgage-Backed Securities
FMAR 2B0973 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
4.020000
925000.00
15619.98
Agency Mortgage-Backed Securities
FMAR 1J1378 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
3.890000
2454700.00
27153.79
Agency Mortgage-Backed Securities
FMAR 1J1433 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
3.845000
18000000.00
97500.18
Agency Mortgage-Backed Securities
FMAR 1J0506 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
6.105000
43516047.00
307276.80
Agency Mortgage-Backed Securities
FNAR XX.XXX WE238575
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.844000
4211814.00
14502.38
Agency Mortgage-Backed Securities
FNAR XX.XXX WS312434
B1V7KEBTPIMZEU4LTD58
2025-02-01
3.921000
26749873.00
7448.79
Agency Mortgage-Backed Securities
FMAR 840617 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.064000
7331814.00
1472008.40
Agency Mortgage-Backed Securities
FMAR 781095 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.375000
11250000.00
84779.15
Agency Mortgage-Backed Securities
FMAR 781995 G
S6XOOCT0IEG5ABCC6L87
2034-10-01
4.655000
1500000.00
13154.65
Agency Mortgage-Backed Securities
FMAR 782758 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
4.375000
3750000.00
23130.23
Agency Mortgage-Backed Securities
FMAR 782836 G
S6XOOCT0IEG5ABCC6L87
2034-11-01
4.375000
2700000.00
27237.90
Agency Mortgage-Backed Securities
FMAR 782870 G
S6XOOCT0IEG5ABCC6L87
2034-09-01
4.847000
447136.00
10482.07
Agency Mortgage-Backed Securities
FMAR 2B7044 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.004000
7916373.00
669678.01
Agency Mortgage-Backed Securities
FMAR 2B7996 G
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.357000
4329470.00
2325010.79
Agency Mortgage-Backed Securities
FMAR 972164 G
S6XOOCT0IEG5ABCC6L87
2035-01-01
5.216000
4675000.00
57394.84
Agency Mortgage-Backed Securities
FMAR 410567 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
4.503000
3262376.00
11949.96
Agency Mortgage-Backed Securities
FMAR 840226 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
2.906000
15000000.00
1548058.73
Agency Mortgage-Backed Securities
FMAR 840432 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
2.854000
190000.00
23588.50
Agency Mortgage-Backed Securities
FMAR 1G0608 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.978000
13676523.00
108914.91
Agency Mortgage-Backed Securities
FMAR 1G0626 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
3.978000
13375620.00
37801.35
Agency Mortgage-Backed Securities
FMAR 1J1732 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.830000
5190000.00
55542.24
Agency Mortgage-Backed Securities
FMAR 2B0084 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.120000
10003067.00
137652.14
Agency Mortgage-Backed Securities
FMAR 2B0107 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.150000
20049885.00
746008.98
Agency Mortgage-Backed Securities
FMAR 1J0244 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
4.051000
5172478.00
61230.44
Agency Mortgage-Backed Securities
FMAR 1J0405 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.886000
2120000.00
14815.36
Agency Mortgage-Backed Securities
FMAR 1B3940 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
4.051000
2915956.00
35561.71
Agency Mortgage-Backed Securities
FMAR 847986 G
S6XOOCT0IEG5ABCC6L87
2031-06-01
3.661000
10647613.00
691845.41
Agency Mortgage-Backed Securities
FMAR 2B0040 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.150000
18673235.00
240734.39
Agency Mortgage-Backed Securities
FMAR 841620 G
S6XOOCT0IEG5ABCC6L87
2049-06-01
2.929000
32365002.00
31246506.16
Agency Mortgage-Backed Securities
FMAR 2B1655 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
7.447000
1788285.00
103332.48
Agency Mortgage-Backed Securities
FMAR 2B3360 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.185000
200000.00
30902.23
Agency Mortgage-Backed Securities
FMAR 786669 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
4.250000
34982733.00
21945.37
Agency Mortgage-Backed Securities
FMAR 848565 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
4.229000
1215000.00
32781.87
Agency Mortgage-Backed Securities
FMAR 848568 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
4.593000
1590000.00
61327.82
Agency Mortgage-Backed Securities
FMAR 848595 G
S6XOOCT0IEG5ABCC6L87
2035-06-01
5.331000
5231621.00
535199.58
Agency Mortgage-Backed Securities
FMAR 849096 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.691000
1174000.00
42548.38
Agency Mortgage-Backed Securities
FMAR 849192 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.865000
10652481.00
634928.46
Agency Mortgage-Backed Securities
FMAR 1Q1104 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.126000
180000.00
10303.76
Agency Mortgage-Backed Securities
FMAR 1Q1148 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.636000
835000.00
14174.42
Agency Mortgage-Backed Securities
FMAR 1Q1434 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
4.777000
7900000.00
199546.40
Agency Mortgage-Backed Securities
FMAR 1Q1467 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.038000
795000.00
21839.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WS485627
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.533000
8400000.00
21186.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544874
B1V7KEBTPIMZEU4LTD58
2036-07-01
5.043000
15015000.00
85557.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH3447
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.316000
6000000.00
194823.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.951000
1500000.00
731.83
Agency Mortgage-Backed Securities
FMAR 1G2604 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.364000
4947327.00
44730.21
Agency Mortgage-Backed Securities
FMAR 1G1834 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
4.695000
24354966.00
219653.82
Agency Mortgage-Backed Securities
FMAR 1G1850 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.813000
70334541.00
544367.77
Agency Mortgage-Backed Securities
FMAR 1G1946 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.219000
45971707.00
1030997.64
Agency Mortgage-Backed Securities
FMAR 1N1582 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.908000
3570000.00
36664.41
Agency Mortgage-Backed Securities
FMAR 1G1649 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
4.525000
18320000.00
53976.97
Agency Mortgage-Backed Securities
FMAR 1H2617 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
5.375000
22500000.00
81728.08
Agency Mortgage-Backed Securities
FMAR 1N1417 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
6.965000
12955902.00
62877.62
Agency Mortgage-Backed Securities
FMAR 1N1457 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
6.711000
2742606.00
27535.98
Agency Mortgage-Backed Securities
FMAR 1N1463 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
4.910000
3000000.00
16132.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9683
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.435000
20900000.00
1868956.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAL0332
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.721000
2679223.00
168420.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0765
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.053000
6612000.00
101076.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0923
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.022000
15054152.00
216306.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WS984511
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.657000
6527822.00
689332.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LB995955
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.508000
3000000.00
98547.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0210
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.400000
23900000.00
1188936.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO9299
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.720000
1000000.00
312231.23
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW4859
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.291000
13147687.00
12468382.30
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW4992
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.359000
15338826.00
14281892.93
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX4529
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.352000
11584082.00
11337088.70
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7139
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.508000
24659062.00
20462946.23
Agency Mortgage-Backed Securities
FMAR 8C0585 G
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.700000
11207515.00
10353592.09
Agency Mortgage-Backed Securities
FMAR 8D0111 G
S6XOOCT0IEG5ABCC6L87
2051-11-01
1.913000
6700401.00
5127825.85
Agency Mortgage-Backed Securities
GNII JM MA6275 M
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1000.00
86.42
Agency Mortgage-Backed Securities
GNII JM MA6699 M
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
1000.00
247.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7544
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.505000
12584331.00
361624.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804433
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.511000
2699999.00
26938.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LB884066
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.810000
9750000.00
73286.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888526
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.367000
17853000.00
509265.83
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888763
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.169000
2150000.00
29823.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888776
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.237000
1490000.00
23649.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6527
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.931000
5992736.00
2445436.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6930
B1V7KEBTPIMZEU4LTD58
2045-03-01
5.703000
35000528.00
19455004.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO3236
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.764000
760000.00
204766.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO3231
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.694000
11000000.00
2545691.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4567
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.640000
3010000.00
472036.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4576
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.451000
636000.00
81716.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5141
B1V7KEBTPIMZEU4LTD58
2042-06-01
5.263000
1699954.00
447860.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6203
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.269000
440000.00
49847.82
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7114
B1V7KEBTPIMZEU4LTD58
2052-05-01
1.797000
13505362.00
11045155.64
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7115
B1V7KEBTPIMZEU4LTD58
2051-12-01
1.931000
17872301.00
14676821.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1606
B1V7KEBTPIMZEU4LTD58
2047-08-01
5.425000
18877687.00
1775275.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3614
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.579000
120000.00
12013.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4002
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.808000
4926442.00
780213.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5281
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
11600000.00
798954.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7560
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.508000
32937298.00
2719321.46
Agency Mortgage-Backed Securities
FMAR 1L0132 G
S6XOOCT0IEG5ABCC6L87
2035-07-01
6.250000
42316866.00
506613.70
Agency Mortgage-Backed Securities
FMAR 1L1312 G
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.469000
3000000.00
22708.08
Agency Mortgage-Backed Securities
FMAR 1N0169 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
7.161000
4800000.00
52624.25
Agency Mortgage-Backed Securities
FMAR 1J1214 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
5.358000
2400000.00
49081.48
Agency Mortgage-Backed Securities
FMAR 1J1264 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
4.030000
47302415.00
183113.59
Agency Mortgage-Backed Securities
FMAR 1Q1865 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
4.639000
8525721.00
1164549.16
Agency Mortgage-Backed Securities
FMAR 786668 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
4.964000
78860802.00
174568.12
Agency Mortgage-Backed Securities
FMAR 1G2127 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.856000
20408134.00
211645.95
Agency Mortgage-Backed Securities
FMAR 1Q0317 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.422000
13290445.00
194623.73
Agency Mortgage-Backed Securities
FMAR 1B6503 G
S6XOOCT0IEG5ABCC6L87
2051-01-01
1.639000
125000.00
44838.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI2591
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
30695706.00
251874.26
Agency Mortgage-Backed Securities
FMAR 846986 G
S6XOOCT0IEG5ABCC6L87
2028-09-01
4.742000
4000000.00
7963.24
Agency Mortgage-Backed Securities
FMAR 841163 G
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.233000
3536525.00
823469.66
Agency Mortgage-Backed Securities
FMAR 841354 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.328000
8270749.00
5702256.23
Agency Mortgage-Backed Securities
FMAR 841540 G
S6XOOCT0IEG5ABCC6L87
2051-12-01
1.869000
27389532.00
22429486.22
Agency Mortgage-Backed Securities
FMAR 841618 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
5.012000
13717933.00
13815227.13
Agency Mortgage-Backed Securities
FMAR 1J1479 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.565000
12107628.00
406396.69
Agency Mortgage-Backed Securities
FMAR 1J2876 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.549000
9995224.00
286696.62
Agency Mortgage-Backed Securities
FMAR 841621 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
4.793000
23637472.00
22796632.11
Agency Mortgage-Backed Securities
FNAR XX.XXX S1937595
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.656000
4867292.00
60689.11
Agency Mortgage-Backed Securities
FNAR XX.XXX S1883056
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.138000
7500000.00
144335.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LB884760
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.879000
4050000.00
55981.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2984
B1V7KEBTPIMZEU4LTD58
2042-10-01
5.081000
5200000.00
302736.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4364
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.865000
1100000.00
61167.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WD804420
B1V7KEBTPIMZEU4LTD58
2034-12-01
4.306000
7500000.00
43693.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WS735642
B1V7KEBTPIMZEU4LTD58
2042-08-01
5.630000
699998.00
14066.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735753
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.594000
21750000.00
269487.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745443
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.999000
24000000.00
227367.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY1342
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.111000
675000.00
32677.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4380
B1V7KEBTPIMZEU4LTD58
2045-08-01
5.840000
8500000.00
981129.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LB665387
B1V7KEBTPIMZEU4LTD58
2032-08-01
6.558000
2470359.00
17991.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8749
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.703000
813000.00
48158.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2274
B1V7KEBTPIMZEU4LTD58
2042-10-01
7.140000
10000000.00
747031.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO7947
B1V7KEBTPIMZEU4LTD58
2042-06-01
5.450000
8381532.00
203905.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP7557
B1V7KEBTPIMZEU4LTD58
2042-09-01
5.593000
510000.00
20870.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAR9274
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.023000
40150175.00
3667152.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6236
B1V7KEBTPIMZEU4LTD58
2044-02-01
3.987000
7867017.00
687456.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5954
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.151000
10500000.00
391359.27
Agency Mortgage-Backed Securities
FMAR 840964 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.126000
4120000.00
606656.78
Agency Mortgage-Backed Securities
FMAR 840955 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.491000
5500000.00
968868.15
Agency Mortgage-Backed Securities
FMAR 840965 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.356000
2017000.00
290454.16
Agency Mortgage-Backed Securities
FMAR 841022 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.386000
15800000.00
1762173.82
Agency Mortgage-Backed Securities
FMAR 841077 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
2.871000
4000000.00
1052563.25
Agency Mortgage-Backed Securities
FMAR 841081 G
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.097000
2100000.00
438836.20
Agency Mortgage-Backed Securities
FNAR XX.XXX WS867584
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.298000
3750000.00
27579.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC4790
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.447000
370000.00
52274.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD5005
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.959000
2625000.00
190970.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ2463
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.697000
780000.00
151460.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1442
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.654000
25000000.00
1645578.51
Agency Mortgage-Backed Securities
FNAR XX.XXX WS836464
B1V7KEBTPIMZEU4LTD58
2035-10-01
6.475000
5350000.00
54740.46
Agency Mortgage-Backed Securities
FNAR XX.XXX WS836904
B1V7KEBTPIMZEU4LTD58
2035-10-01
6.205000
50002447.00
252999.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WD841068
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.390000
7000000.00
95550.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
6.205000
300000.00
4027.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS851297
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.724000
5000000.00
37349.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7812
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.914000
4085000.00
412426.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LB817509
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.038000
26204766.00
375000.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LB823477
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.695000
875000.00
22146.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LA745700
B1V7KEBTPIMZEU4LTD58
2036-06-01
4.647000
30788872.00
367776.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745919
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.668000
8389554.00
160378.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1845
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.161000
2144000.00
28048.00
Agency Mortgage-Backed Securities
FNAR XX.XXX WDAL1991
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.502000
9256885.00
735131.70
Agency Mortgage-Backed Securities
FMAR 1J1380 G
S6XOOCT0IEG5ABCC6L87
2036-03-01
5.745000
330000.00
1640.94
Agency Mortgage-Backed Securities
FMAR 1J0453 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.495000
360000.00
5132.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WS313731
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.942000
35843917.00
7667.88
Agency Mortgage-Backed Securities
FMAR 1J0256 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.995000
75000.00
900.81
Agency Mortgage-Backed Securities
FMAR 1J0358 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
5.206000
1850000.00
7284.14
Agency Mortgage-Backed Securities
FMAR 847320 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
4.896000
1000000.00
7266.19
Agency Mortgage-Backed Securities
FMAR 2B1197 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
7.113000
20000.00
621.86
Agency Mortgage-Backed Securities
FMAR 2B1569 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
6.872000
159554.00
5248.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WS555561
B1V7KEBTPIMZEU4LTD58
2024-09-01
4.804000
973000.00
3372.55
Agency Mortgage-Backed Securities
FNAR XX.XXX WS555847
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.846000
1500000.00
2301.53
Agency Mortgage-Backed Securities
FMAR 1G1114 G
S6XOOCT0IEG5ABCC6L87
2035-09-01
5.977000
1675819.00
13424.82
Agency Mortgage-Backed Securities
FMAR 1G1471 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.942000
500000.00
5247.44
Agency Mortgage-Backed Securities
FMAR 1N1433 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.735000
124000.00
1910.78
Agency Mortgage-Backed Securities
FMAR 1N1447 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
4.820000
1340000.00
5755.33
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AE0354
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.045000
23423435.00
636463.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LB945032
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.618000
333708.00
4987.92
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995615
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.854000
300000.00
1636.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB906675
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.107000
80000.00
1126.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3845
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.276000
334000.00
82740.37
Agency Mortgage-Backed Securities
FMAR 1N0333 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
4.865000
75000.00
2143.47
Agency Mortgage-Backed Securities
FMAR 1G1999 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.993000
260000.00
3401.22
Agency Mortgage-Backed Securities
FMAR 1Q0092 G
S6XOOCT0IEG5ABCC6L87
2036-03-01
4.538000
333657.00
4669.17
Agency Mortgage-Backed Securities
FMAR 1Q0379 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
4.759000
1385000.00
3664.40
Agency Mortgage-Backed Securities
FMAR 1G2603 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
5.593000
225000.00
1453.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0042
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.329000
413000.00
9395.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3676
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.666000
41000000.00
3200769.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4278
B1V7KEBTPIMZEU4LTD58
2043-05-01
4.806000
14600000.00
776278.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WS735643
B1V7KEBTPIMZEU4LTD58
2042-08-01
5.630000
200000.00
3578.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8319
B1V7KEBTPIMZEU4LTD58
2042-10-01
5.307000
20000.00
1047.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5287
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.861000
10900000.00
179160.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5391
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.823000
4166608.00
753760.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ4741
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.050000
28897515.00
3044812.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LB828480
B1V7KEBTPIMZEU4LTD58
2035-06-01
5.846000
610000.00
3954.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745925
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.971000
120000.00
2665.08
Agency Mortgage-Backed Securities
Y
2023-10-06
2023-10-06
2023-10-27
Y
WELLS FARGO SECURITIES LLC
1.0000
7
N
N
N
0.0536
342000000.00
342000000.00
0.0067
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.310000%
549300H47WTHXPU08X20
ARP0YIFQ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAS0826
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
5723200.00
1099587.84
Agency Mortgage-Backed Securities
FEPC 02.000 3PQU7433
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.000000
2742424.00
1118916.94
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8544
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
19364755.00
17763871.92
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF5761
S6XOOCT0IEG5ABCC6L87
2053-01-01
7.000000
1031402.00
1073043.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF9604
S6XOOCT0IEG5ABCC6L87
2053-03-01
4.500000
1182808.00
1083122.57
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE6806
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
1294258.00
1172544.59
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF5672
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.000000
46255703.00
41574973.87
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8341
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
942640.00
875993.68
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8348
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
146054523.00
136647236.86
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7913
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1659514.00
1121654.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1258901900.00
109341168.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0906
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
166461762.00
110566241.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4680
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
123710023.00
110511168.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4819
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
15932.00
13687.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0117
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3845695.00
1138140.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2018
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
4884744.00
1170115.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4224
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
3867021.00
1134087.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ2669
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
5140696.00
1168890.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6611
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
3628232.00
1124509.24
Agency Mortgage-Backed Securities
FNMS 05.000 CL733662
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
67600217.00
1112724.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7622
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
4575008.00
1117695.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8125
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
4604596.00
1164868.60
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5163
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.000000
1449168.00
1117443.47
Agency Mortgage-Backed Securities
FEPC 07.000 CLQG9588
S6XOOCT0IEG5ABCC6L87
2053-08-01
7.000000
1080610.00
1115194.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH0942
S6XOOCT0IEG5ABCC6L87
2053-08-01
4.500000
1194947.00
1103458.27
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH2404
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
1095401.00
1126879.05
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8546
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
119943360.00
110924312.82
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG3705
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1125764.00
1117569.87
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG4578
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.000000
1094734.00
1101322.28
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG4966
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
1105000.00
1125408.35
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7087
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
1228792.00
1162355.07
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG8094
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1192135.00
1126146.39
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG7778
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
1133841.00
1129299.27
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF5976
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
1134816.00
1155028.04
Agency Mortgage-Backed Securities
FEPC 07.000 CLQF6548
S6XOOCT0IEG5ABCC6L87
2053-01-01
7.000000
1117235.00
1145678.29
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF7521
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
1185551.00
1116382.10
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF7572
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
1164731.00
1122425.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE5458
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
1306350.00
1128505.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE9181
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.500000
1378316.00
1094565.04
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF5646
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.500000
1109817.00
1118577.43
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8360
S6XOOCT0IEG5ABCC6L87
2053-09-01
4.500000
951232.00
874894.94
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3605
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
13989716.00
13605643.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD1624
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
1837104.00
1141476.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY8259
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
1078790.00
1102599.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5628
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
1000.00
974.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1829
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
3643293.00
1169388.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX3681
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.500000
1107726.00
1122456.11
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY5305
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
26470.00
25003.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI5618
B1V7KEBTPIMZEU4LTD58
2036-07-01
5.000000
11969979.00
1076354.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7385
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3245186.00
1098995.58
Agency Mortgage-Backed Securities
FNMS 03.000 CVAT6276
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
9659551.00
1073828.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY5622
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
3438477.00
675245.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLQF0154
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.000000
1363583.00
1109896.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8602
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
1971212.00
1043304.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ4750
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
6316000.00
1125233.20
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
679000000.00
679000000.00
0.0134
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.300000%
549300H47WTHXPU08X20
ARP0YIFT8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.625000
270838100.00
351900036.97
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
345000000.00
345000000.00
0.0068
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0YIHP4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 06.500 CLCB7136
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
116858506.00
118635859.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5848
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
25947345.00
24338984.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1463
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
5187451.00
3759445.94
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1657
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
154158051.00
117062169.30
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
256000000.00
256000000.00
0.0051
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0YIHQ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX SOBM7252
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.239000
17926444.00
16868469.13
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7253
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.007000
46879017.00
44619703.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
18433976.00
16206965.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9168
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.550000
18000000.00
16294934.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9277
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.560000
11809161.00
9485872.59
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9500
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
11446472.00
10162368.62
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
12189458.00
10810019.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9683
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.530000
12463854.00
11283783.23
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
23983184.00
17887282.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
12701455.00
10502219.24
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8048
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.080000
13936029.00
13015352.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8977
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.580000
13692000.00
12047273.15
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8576
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
13612000.00
11187975.04
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8580
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
21545506.00
17708682.29
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7212
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.005000
50000000.00
47355589.66
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7251
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.700000
26121741.00
24272128.03
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7313
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.759000
50000000.00
47506883.33
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7314
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.992000
7426242.00
7096508.60
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7315
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.785000
20203817.00
19277990.56
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
353000000.00
353000000.00
0.0070
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.300000%
549300HN4UKV1E2R3U73
0001675365
ARP0YIHS8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-11-01
0.00
8106000.00
8067099.31
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-04-01
0.00
804000.00
782391.70
Agency Debentures and Agency Strips
United States Treasury
254900HROIFWPRGM1V77
2032-08-15
2.750000
49868200.00
43256463.19
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
51000000.00
51000000.00
0.0010
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP0YIJ23
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HYBS1289
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.170000
402743.00
255798.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4704
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.610000
1063.00
777.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
21181823.00
18173425.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5112
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
197308.00
177827.50
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA4837
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
45000000.00
30572614.06
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5906
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
500001.00
345832.87
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA7136
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
19049184.00
14160548.19
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8216
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
5808613.00
5226094.17
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF1157
S6XOOCT0IEG5ABCC6L87
2052-09-01
6.500000
1022181.00
1022902.44
Agency Mortgage-Backed Securities
FEPC 07.000 CLQG4600
S6XOOCT0IEG5ABCC6L87
2053-05-01
7.000000
1595582.00
1667260.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1000
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
1408010.00
357771.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
33261420.00
19155578.16
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8745
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
2302781.00
1601903.23
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7719
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
1624974.00
1585281.93
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD8989
S6XOOCT0IEG5ABCC6L87
2052-03-01
4.000000
722916.00
619013.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE0638
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
965861.00
754086.51
Agency Mortgage-Backed Securities
FMAR 1Q1289 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
5.290000
9018.00
257.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
257810.00
37344.34
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4238
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
29483570.00
15253757.46
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
18220902.00
12565288.77
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9601
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
13981938.00
9770558.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9921
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
34123274.00
24215099.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1133
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
39190931.00
27427156.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
6341865.00
928457.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6349
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
902811.00
846955.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB6470
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.000000
698356.00
618925.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3236
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
1000.00
732.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4663
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
2951768.00
2459768.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA5266
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1024.00
628.96
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7936
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
5416450.00
5291000.46
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7939
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
208752.00
203830.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG9164
S6XOOCT0IEG5ABCC6L87
2053-08-01
4.500000
1092585.00
1006992.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG9635
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
428340.00
410775.94
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6543
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
25188462.00
25056297.79
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG6211
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.500000
19641664.00
17934310.96
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6610
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
2506958.00
2193370.36
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7335
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1315020.00
1328066.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0100
S6XOOCT0IEG5ABCC6L87
2051-03-01
3.000000
32823.00
19830.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2756
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
546476.00
414519.63
Agency Mortgage-Backed Securities
04.000 FGPC Q53756 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
7402420.00
1173721.00
Agency Mortgage-Backed Securities
04.000 FGPC Q58478 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
60305984.00
11850154.70
Agency Mortgage-Backed Securities
04.000 FGPC Q50235 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
3000000.00
832313.86
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8368
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
84772405.00
84038671.58
Agency Mortgage-Backed Securities
03.500 FGPC K94169 G
S6XOOCT0IEG5ABCC6L87
2038-01-01
3.500000
1115090.00
264129.22
Agency Mortgage-Backed Securities
03.000 FGPC Q33888 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.000000
2555516.00
570786.51
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5811
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1503104.00
1466229.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA1729
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
693069.00
185089.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA1023
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
3060557.00
1066818.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2388
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
228753.00
182588.82
Agency Mortgage-Backed Securities
04.000 FGPC Q53876 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
3243277.00
611436.94
Agency Mortgage-Backed Securities
04.500 FGPC Q54304 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.500000
2674970.00
497388.63
Agency Mortgage-Backed Securities
04.000 FGPC Q54654 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
266386.00
51435.29
Agency Mortgage-Backed Securities
04.000 FGPC Q54953 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
3843671.00
916569.03
Agency Mortgage-Backed Securities
04.000 FGPC Q53213 G
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.000000
6518634.00
1252060.30
Agency Mortgage-Backed Securities
04.000 FGPC Q54461 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
5989584.00
1362116.06
Agency Mortgage-Backed Securities
04.000 FGPC Q39181 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
4138846.00
607584.62
Agency Mortgage-Backed Securities
04.000 FGPC Q54427 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
4.000000
441277.00
78845.67
Agency Mortgage-Backed Securities
04.500 FGPC Q53573 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
1536940.00
518886.81
Agency Mortgage-Backed Securities
03.500 FGPC Q44456 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
8128574.00
2478603.90
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3952
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
50714816.00
32814862.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5010
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
378658.00
354258.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4644
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
523956.00
426049.04
Agency Mortgage-Backed Securities
04.500 FGPC Q00126 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.500000
260000.00
35816.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9263
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
88087209.00
24702942.46
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
400000000.00
400000000.00
0.0079
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.310000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0YIJ56
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
4.375 FHLB 28 I4
2549001DPIFGXC1TOL40
2028-09-08
4.375000
20000.00
19844.12
Agency Debentures and Agency Strips
FEPC 03.500 CLSD2805
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
16455589.00
13666774.03
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8218
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.000000
887757.00
641524.05
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8256
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
370078.00
315029.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8290
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
106372.00
97451.68
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8300
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
29402.00
27007.64
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8329
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
144279.00
133075.09
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
21305368.00
20130362.37
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8348
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
1000.00
935.59
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8363
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
23620685.00
23249978.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA1225
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
943636.00
330170.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD5190
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
1000.00
793.73
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9258
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
32000000.00
29529090.15
Agency Mortgage-Backed Securities
FEPC 03.000 CIQO1175
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.000000
1215058.00
1039072.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY3556
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
1919212.00
1817963.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY9489
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
1316474.00
1245998.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY9495
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
2750595.00
2723805.54
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0147
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.000000
34149449.00
22224554.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6750
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
82552861.00
77691020.05
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA4849
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.500000
3467673.00
2883241.28
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA4894
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
71712649.00
64553518.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4962
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.000000
155633.00
136055.37
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5073
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
330255.00
318084.20
Agency Mortgage-Backed Securities
GNII SF MA8043 M
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
8939.00
6986.46
Agency Mortgage-Backed Securities
GNII SF MA7472 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
14418849.00
9453421.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5135
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.000000
2632273.00
2345660.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5138
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
24865743.00
24005355.27
Agency Mortgage-Backed Securities
GNII SF MA6339 M
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
44445218.00
6817494.88
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
17724458.00
14349175.21
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1391000.00
1220391.26
Agency Mortgage-Backed Securities
GNII SF MA9015 M
549300M8ZYFG0OCMTT87
2053-04-20
4.500000
2320.00
2140.21
Agency Mortgage-Backed Securities
GNII SF MA9108 M
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
1925907.00
1934805.78
Agency Mortgage-Backed Securities
FEPC 04.000 CISB8227
S6XOOCT0IEG5ABCC6L87
2038-04-01
4.000000
1069095.00
945031.72
Agency Mortgage-Backed Securities
FNMS 02.500 ZLFP0037
B1V7KEBTPIMZEU4LTD58
2052-01-25
2.500000
1525000.00
1198351.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4564
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
1000.00
743.24
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
1000.00
744.49
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5092
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.500000
811665.00
734245.92
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5133
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
1261983.00
1180495.69
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS2035
B1V7KEBTPIMZEU4LTD58
2037-05-01
2.000000
1038764.00
771274.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4697
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
102528.00
96173.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4837
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
11200000.00
9956559.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1279
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
16386.00
5441.90
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8390
S6XOOCT0IEG5ABCC6L87
2024-11-01
4.500000
840000.00
3109.09
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8365
S6XOOCT0IEG5ABCC6L87
2053-09-01
4.500000
8813925.00
8122472.58
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8367
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
104445.00
101433.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8368
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
21705069.00
21517204.39
Agency Mortgage-Backed Securities
FEPC 05.000 CLQH0782
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.000000
642878.00
611554.98
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH0880
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
4047472.00
3932567.42
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN9906
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.000000
987443.00
776019.05
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC2344
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
63194.00
43895.69
Agency Mortgage-Backed Securities
FEPC 02.000 CIQO0504
S6XOOCT0IEG5ABCC6L87
2037-06-01
2.000000
53593.00
42343.21
Agency Mortgage-Backed Securities
FEPC 03.500 CIQO1606
S6XOOCT0IEG5ABCC6L87
2038-09-01
3.500000
1000000.00
925982.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO6816
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
8043840.00
3441112.73
Agency Mortgage-Backed Securities
FNMS 02.000 CIBT2301
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.000000
55357.00
43541.35
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU4192
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
6922160.00
6890025.03
Agency Mortgage-Backed Securities
FNMS 02.000 CIBU8868
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.000000
5242179.00
3883821.78
Agency Mortgage-Backed Securities
FNMS 02.000 CIBV4905
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.000000
68268.00
39818.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV8254
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
4578096.00
3868213.04
Agency Mortgage-Backed Securities
FNMS 04.500 CIBW4856
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.500000
1026145.00
854000.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8983
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1005897.00
875180.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0827
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
910.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0521
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
2049158.00
1660747.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX0524
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
1754802.00
1734239.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6565
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1728330.00
1672558.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX7833
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
3636952.00
3506600.02
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5147
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.500000
25259.00
24024.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5163
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.500000
1166364.00
1074862.74
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5165
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
11626577.00
11291356.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5166
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
12272371.00
12166149.54
Agency Mortgage-Backed Securities
GNII SF MA9170 M
549300M8ZYFG0OCMTT87
2053-08-20
5.000000
4037.00
3837.76
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA5183
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.000000
800806.00
756794.59
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE2533
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.500000
1539015.00
53684.28
Agency Mortgage-Backed Securities
GNII JM MA9159 M
549300M8ZYFG0OCMTT87
2053-09-20
5.500000
698394.00
671755.70
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8162
S6XOOCT0IEG5ABCC6L87
2037-07-01
2.500000
945618.00
737579.98
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8141
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.000000
25000.00
17999.12
Agency Mortgage-Backed Securities
FEPC 04.500 CISB8212
S6XOOCT0IEG5ABCC6L87
2038-02-01
4.500000
1131365.00
961080.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7491
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
1508709.00
1215885.92
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-04-30
2.000000
7824000.00
7734867.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
5000000.00
3728932.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-06-30
2.000000
100.00
97.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-31
0.375000
6029900.00
5431965.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
3.625000
553100.00
540546.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
1.250000
5584200.00
5447782.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-05-15
1.250000
99700.00
47589.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
2.125000
21494000.00
20981576.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
2.375000
100.00
94.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-06-30
4.000000
8959000.00
8812433.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
0.750000
3973100.00
3577699.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
2538300.00
2004411.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-11-15
4.125000
100.00
98.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-02-15
3.500000
19999900.00
18464245.50
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
490000000.00
490000000.00
0.0097
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.300000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0YIJ64
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
273510500.00
248263732.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
4.250000
95000.00
95359.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-15
4.500000
125191600.00
125964622.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
100.00
97.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
3.000000
5441300.00
5293124.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-15
2.250000
131941000.00
125780194.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
0.250000
100.00
91.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
0.125000
1600.00
1787.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
0.125000
4352100.00
4862893.02
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
500000000.00
500000000.00
0.0099
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0YIJ72
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLSD1382
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
17170112.00
14356378.04
Agency Mortgage-Backed Securities
FEPC 05.000 CLZA1040
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
275000.00
10614.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4221
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.500000
12500000.00
107693.71
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6101
S6XOOCT0IEG5ABCC6L87
2025-08-01
4.500000
11104428.00
100307.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO7475
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
3650000.00
953890.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO8267
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
2551820.00
1054130.07
Agency Mortgage-Backed Securities
FNMS 02.000 CLBK5659
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
1000004.00
638658.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5943
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
825000.00
64271.46
Agency Mortgage-Backed Securities
FNMS 05.500 CL795111
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
1271498.00
15665.84
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9412
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
174000.00
56040.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6675
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
203900.00
22429.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2482
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
503492.00
22716.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7027
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
2293572.00
1522103.94
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5148
S6XOOCT0IEG5ABCC6L87
2042-03-01
2.000000
4262504.00
3059297.94
Agency Mortgage-Backed Securities
FEPC 03.500 CIQO0476
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
300000.00
243886.46
Agency Mortgage-Backed Securities
FEPC 03.000 CIQO1175
S6XOOCT0IEG5ABCC6L87
2038-02-01
3.000000
526795.00
450495.37
Agency Mortgage-Backed Securities
FNMS 05.500 CT256676
B1V7KEBTPIMZEU4LTD58
2027-04-01
5.500000
1050000.00
5691.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD3172
S6XOOCT0IEG5ABCC6L87
2053-06-01
5.000000
54266880.00
50676105.32
Agency Mortgage-Backed Securities
03.000 FGPC G60989 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
81000.00
21608.91
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1158
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
10349.00
5710.40
Agency Mortgage-Backed Securities
GNII RG CE3511 C
549300M8ZYFG0OCMTT87
2047-09-20
4.500000
4709888.00
2123238.48
Agency Mortgage-Backed Securities
GNPL LM CF5542
549300M8ZYFG0OCMTT87
2060-06-15
3.120000
150000.00
124751.35
Agency Mortgage-Backed Securities
GNPL PN CJ9085
549300M8ZYFG0OCMTT87
2057-05-15
2.430000
8921536.00
7669663.87
Agency Mortgage-Backed Securities
GNPL PN CL2721
549300M8ZYFG0OCMTT87
2057-08-15
3.700000
3129060.00
2730743.35
Agency Mortgage-Backed Securities
GNII SF 004695 M
549300M8ZYFG0OCMTT87
2040-05-20
4.000000
324953.00
17850.02
Agency Mortgage-Backed Securities
GNII SP 785196 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
86678400.00
29450560.35
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
306516480.00
176844439.38
Agency Mortgage-Backed Securities
GNII SF MA8428 M
549300M8ZYFG0OCMTT87
2052-11-20
5.000000
130865920.00
119668207.32
Agency Mortgage-Backed Securities
GNPL PN CN7021
549300M8ZYFG0OCMTT87
2057-11-15
4.200000
19073200.00
17377840.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4783
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
10867552.00
9258618.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4768
B1V7KEBTPIMZEU4LTD58
2052-09-01
2.500000
569269.00
432833.37
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA4774
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.000000
1630724.00
1332739.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA5090
B1V7KEBTPIMZEU4LTD58
2038-06-01
3.000000
4101072.00
3663790.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD4384
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.500000
180000.00
11254.35
Agency Mortgage-Backed Securities
FEPC 03.000 3PZN5134
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
6444760.00
245507.50
Agency Mortgage-Backed Securities
GNMI SP 783107 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
3620660.00
139498.94
Agency Mortgage-Backed Securities
GNMI SF 623005 X
549300M8ZYFG0OCMTT87
2033-12-15
5.500000
4162200.00
107875.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3914
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
28000.00
23042.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1634
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
382000.00
51373.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6555
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
100000.00
62333.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA5762
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
9933392.00
3385875.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3361
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
50000.00
38423.71
Agency Mortgage-Backed Securities
FNMS 04.000 GLCA0079
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2565296.00
955571.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD2263
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.000000
829139.00
712575.83
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2876
S6XOOCT0IEG5ABCC6L87
2038-11-01
5.500000
4206000.00
120115.46
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS6617
S6XOOCT0IEG5ABCC6L87
2027-09-01
3.000000
5284832.00
336470.83
Agency Mortgage-Backed Securities
FNMS 04.500 CIBX8120
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.500000
1082454.00
1019392.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9489
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
13078880.00
3266577.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1979
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
26323.00
20945.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT8385
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
4927180.00
3953441.22
Agency Mortgage-Backed Securities
FNMS 05.000 CL822993
B1V7KEBTPIMZEU4LTD58
2035-05-01
5.000000
2670000.00
18611.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH8027
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
77000.00
19760.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7194
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
1614198.00
849624.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7589
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
667000.00
173184.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0183
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
20956288.00
4548187.04
Agency Mortgage-Backed Securities
FNMS 05.500 CL694357
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
3500000.00
8705.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8088
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
652000.00
151236.54
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM3959
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.450000
11000000.00
9688405.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7079
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.800000
20700000.00
17623250.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3088
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
3470850.00
910089.26
Agency Mortgage-Backed Securities
FNMS 05.000 CL555743
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
10000000.00
92128.29
Agency Mortgage-Backed Securities
FNMS 06.500 CL609804
B1V7KEBTPIMZEU4LTD58
2031-09-01
6.500000
1070904.00
52752.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH1464
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
603505.00
34808.70
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9854
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
178851600.00
178021311.26
Agency Mortgage-Backed Securities
FKAR 04.310 WNWN0144
S6XOOCT0IEG5ABCC6L87
2040-07-01
4.310000
10790000.00
9319605.94
Agency Mortgage-Backed Securities
FEPC 01.500 CIQN8518
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
2747536.00
1840277.99
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1687
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.000000
197880.00
61092.34
Agency Mortgage-Backed Securities
GNII JM MA6922 M
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
250000.00
99100.61
Agency Mortgage-Backed Securities
GNII RG CN9873 C
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
25000.00
18682.76
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5165
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
162810560.00
158116369.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0394
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1200000.00
829874.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS5252
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.500000
22329280.00
20766197.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLAC3352
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.000000
90480.00
5843.16
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2456
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1500000.00
75435.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX5643
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
2119244.00
1940655.75
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8727
S6XOOCT0IEG5ABCC6L87
2039-05-01
5.000000
700000.00
26127.39
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL1395
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
249000.00
9640.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9415
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
5000000.00
1170585.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM0029
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
7046632.00
1545214.17
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4736
B1V7KEBTPIMZEU4LTD58
2052-06-01
1.500000
33756.00
23286.83
Agency Mortgage-Backed Securities
FNMS 04.000 CICB5956
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
2471932.00
2253028.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3904
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1520452.00
301322.63
Agency Mortgage-Backed Securities
FNMS 01.500 CICA8377
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.500000
100000.00
62384.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0983
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
172000.00
114220.66
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9342
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1180406.00
1133289.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY2247
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
466401.00
427310.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3603
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1015870.00
958864.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4185
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
83988480.00
77898526.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY8998
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1094736.00
1066753.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW2249
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
4320000.00
4140073.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLBW5134
B1V7KEBTPIMZEU4LTD58
2053-02-01
3.000000
560348.00
459164.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIBW9690
B1V7KEBTPIMZEU4LTD58
2038-07-01
3.000000
691911.00
620799.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0986
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1811572.00
1717458.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1863
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.500000
950000.00
74924.28
Agency Mortgage-Backed Securities
FEPC 04.000 CTZS9305
S6XOOCT0IEG5ABCC6L87
2037-04-01
4.000000
199000.00
63255.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2006
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
9202000.00
1189007.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1174
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
523849.00
169714.20
Agency Mortgage-Backed Securities
FNMS 06.000 CL810403
B1V7KEBTPIMZEU4LTD58
2035-01-01
6.000000
1050508.00
20865.67
Agency Mortgage-Backed Securities
03.500 FGPC U99173 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
152000.00
39960.64
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS9340
S6XOOCT0IEG5ABCC6L87
2028-11-01
5.500000
47462.00
6233.54
Agency Mortgage-Backed Securities
GNII SF MA6996 M
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
267744256.00
106203924.83
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4734
S6XOOCT0IEG5ABCC6L87
2035-11-01
5.000000
6035410.00
38491.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3665
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
852871.00
140539.40
Agency Mortgage-Backed Securities
FNMS 03.000 CQCA1222
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.000000
2302220.00
1103175.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2374
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
966000.00
77637.99
Agency Mortgage-Backed Securities
FNMS 02.000 CJMA2397
B1V7KEBTPIMZEU4LTD58
2030-07-01
2.000000
2036460.00
236368.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6745
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
40000.00
5930.18
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.000000
1840000.00
11747.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL765387
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.000000
365000.00
20026.63
Agency Mortgage-Backed Securities
FEPC 04.000 CTSC0019
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.000000
2225556.00
811704.55
Agency Mortgage-Backed Securities
Y
2023-10-06
2023-10-06
2023-10-06
N
N
N
0.0531
1047000000.00
1047000000.00
0.0207
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.300000%
ZBUT11V806EZRVTWT807
0000782124
ARP0YIJD9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AV6117 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
803233.00
324581.35
Agency Mortgage-Backed Securities
GNMI SF 586602 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
999893.00
13329.40
Agency Mortgage-Backed Securities
GNII SF 003446 M
549300M8ZYFG0OCMTT87
2033-09-20
6.500000
7722080.00
89484.22
Agency Mortgage-Backed Securities
GNII SF AS9196 C
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
200000.00
70313.58
Agency Mortgage-Backed Securities
GNII ET CW2226 C
549300M8ZYFG0OCMTT87
2063-08-20
3.000000
2288372.00
1826195.74
Agency Mortgage-Backed Securities
GNII ET CU2744 C
549300M8ZYFG0OCMTT87
2063-05-20
2.500000
84680.00
65024.77
Agency Mortgage-Backed Securities
GNII ET CU3407 C
549300M8ZYFG0OCMTT87
2063-01-20
6.500000
226992.00
228264.02
Agency Mortgage-Backed Securities
GNII ET CU6408 C
549300M8ZYFG0OCMTT87
2063-04-20
6.500000
532293.00
535719.77
Agency Mortgage-Backed Securities
GNII SF CT8325 C
549300M8ZYFG0OCMTT87
2053-05-20
6.500000
1628605.00
1673430.49
Agency Mortgage-Backed Securities
GNII SF CT9104 C
549300M8ZYFG0OCMTT87
2053-05-20
6.000000
2724464.00
2715763.90
Agency Mortgage-Backed Securities
GNPL PN CU1269
549300M8ZYFG0OCMTT87
2058-04-15
5.080000
8955250.00
8748858.18
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
27599232.00
24410960.45
Agency Mortgage-Backed Securities
GNII JM MA8477 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
5482784.00
4429490.70
Agency Mortgage-Backed Securities
GNII SF MA6993 M
549300M8ZYFG0OCMTT87
2050-10-20
1.500000
972445.00
592654.99
Agency Mortgage-Backed Securities
GNII SF MA7396 M
549300M8ZYFG0OCMTT87
2034-09-20
4.500000
114394.00
45502.30
Agency Mortgage-Backed Securities
GNII SF MA7770 M
549300M8ZYFG0OCMTT87
2051-12-20
4.000000
300000.00
223331.39
Agency Mortgage-Backed Securities
GNII SF MA7801 M
549300M8ZYFG0OCMTT87
2026-06-20
4.000000
142754.00
111175.77
Agency Mortgage-Backed Securities
GNII JM MA6678 M
549300M8ZYFG0OCMTT87
2035-06-20
2.500000
200000.00
103242.29
Agency Mortgage-Backed Securities
GNII SF MA6767 M
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
3300000.00
1006917.62
Agency Mortgage-Backed Securities
GNII SF MA6768 M
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
201010.00
61753.06
Agency Mortgage-Backed Securities
GNII SF MA6823 M
549300M8ZYFG0OCMTT87
2050-08-20
4.500000
183364.00
50246.20
Agency Mortgage-Backed Securities
GNII SF MA6909 M
549300M8ZYFG0OCMTT87
2025-06-20
4.000000
70872.00
43621.55
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
180995.00
25378.92
Agency Mortgage-Backed Securities
GNII SF MA2522 M
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
603000.00
55605.71
Agency Mortgage-Backed Securities
GNII SF MA3378 M
549300M8ZYFG0OCMTT87
2045-12-20
4.500000
3158632.00
281585.22
Agency Mortgage-Backed Securities
GNII JM MA4501 M
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
1500000.00
72617.44
Agency Mortgage-Backed Securities
GNII ET CT5627 C
549300M8ZYFG0OCMTT87
2063-04-20
4.000000
375208.00
326431.26
Agency Mortgage-Backed Securities
GNII ET CT5644 C
549300M8ZYFG0OCMTT87
2063-04-20
4.500000
1858208.00
1646729.78
Agency Mortgage-Backed Securities
GNII ET CT5969 C
549300M8ZYFG0OCMTT87
2062-08-20
5.000000
137764.00
128565.15
Agency Mortgage-Backed Securities
GNII ET CS5121 C
549300M8ZYFG0OCMTT87
2061-06-20
3.500000
373436.00
159823.07
Agency Mortgage-Backed Securities
GNII ET CS9665 C
549300M8ZYFG0OCMTT87
2062-12-20
4.000000
96514.00
83872.98
Agency Mortgage-Backed Securities
GNII ET CR3134 C
549300M8ZYFG0OCMTT87
2062-11-20
6.500000
156137.00
156774.97
Agency Mortgage-Backed Securities
GNII ET CR6422 C
549300M8ZYFG0OCMTT87
2062-07-20
4.000000
298737.00
259084.94
Agency Mortgage-Backed Securities
GNII ET CR0085 C
549300M8ZYFG0OCMTT87
2061-08-20
4.000000
193098.00
167777.89
Agency Mortgage-Backed Securities
GNII RG CP9092 C
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
9943072.00
7923583.80
Agency Mortgage-Backed Securities
GNII ET CQ0142 C
549300M8ZYFG0OCMTT87
2060-06-20
4.000000
171643.00
148452.99
Agency Mortgage-Backed Securities
GNII ET CQ1590 C
549300M8ZYFG0OCMTT87
2062-09-20
2.500000
421989.00
167185.61
Agency Mortgage-Backed Securities
GNII ET CQ1936 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
341191.00
134193.59
Agency Mortgage-Backed Securities
GNII ET CQ2864 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
273576.00
254541.66
Agency Mortgage-Backed Securities
GNMI SF AD6371 X
549300M8ZYFG0OCMTT87
2048-03-15
3.000000
2373660.00
1427201.37
Agency Mortgage-Backed Securities
GNII ET CL2129 C
549300M8ZYFG0OCMTT87
2062-02-20
2.500000
245143.00
188993.95
Agency Mortgage-Backed Securities
GNPL LM CD0891
549300M8ZYFG0OCMTT87
2053-12-15
3.150000
753509.00
629912.48
Agency Mortgage-Backed Securities
GNII RG CI4341 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
823132.00
733787.05
Agency Mortgage-Backed Securities
GNMI SF BS5817 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
197319.00
42302.15
Agency Mortgage-Backed Securities
GNII SF BT0810 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
655000.00
102792.03
Agency Mortgage-Backed Securities
GNII ET CP5158 C
549300M8ZYFG0OCMTT87
2059-01-20
2.500000
148091.00
112492.64
Agency Mortgage-Backed Securities
GNII ET CP6901 C
549300M8ZYFG0OCMTT87
2062-10-20
5.000000
239595.00
141421.29
Agency Mortgage-Backed Securities
GNPL PN CP7218
549300M8ZYFG0OCMTT87
2057-10-15
4.110000
29993.00
27273.31
Agency Mortgage-Backed Securities
GNII ET CP8766 C
549300M8ZYFG0OCMTT87
2062-05-20
4.500000
259016.00
226752.84
Agency Mortgage-Backed Securities
GNII ET CP3346 C
549300M8ZYFG0OCMTT87
2062-04-20
3.500000
178709.00
148531.56
Agency Mortgage-Backed Securities
GNII ET CP4268 C
549300M8ZYFG0OCMTT87
2062-07-20
5.000000
158019.00
146979.14
Agency Mortgage-Backed Securities
GNII RG CP4729 C
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
1087302.00
903799.78
Agency Mortgage-Backed Securities
GNII ET CP5055 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
361425.00
318769.20
Agency Mortgage-Backed Securities
GNII ET CN9065 C
549300M8ZYFG0OCMTT87
2062-07-20
4.500000
129983.00
114507.28
Agency Mortgage-Backed Securities
GNII ET CO1637 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
30332.00
28224.74
Agency Mortgage-Backed Securities
GNII SF CO9745 C
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
3282452.00
2010529.50
Agency Mortgage-Backed Securities
GNII ET CP0176 C
549300M8ZYFG0OCMTT87
2062-01-20
3.500000
391579.00
325524.68
Agency Mortgage-Backed Securities
GNII ET CN2832 C
549300M8ZYFG0OCMTT87
2062-08-20
5.000000
78943.00
49154.06
Agency Mortgage-Backed Securities
GNII ET CN5029 C
549300M8ZYFG0OCMTT87
2062-07-20
4.500000
240539.00
211883.60
Agency Mortgage-Backed Securities
GNII ET CN5056 C
549300M8ZYFG0OCMTT87
2062-06-20
3.500000
516303.00
429398.38
Agency Mortgage-Backed Securities
GNII ET CN6566 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
43337.00
40321.10
Agency Mortgage-Backed Securities
GNII ET CN7286 C
549300M8ZYFG0OCMTT87
2062-04-20
3.500000
158765.00
135230.92
Agency Mortgage-Backed Securities
GNII SF BE3023 C
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
390530.00
260030.81
Agency Mortgage-Backed Securities
GNII ET CN2375 C
549300M8ZYFG0OCMTT87
2060-12-20
3.500000
312433.00
259623.44
Agency Mortgage-Backed Securities
GNII ET CN2755 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
590996.00
490310.57
Agency Mortgage-Backed Securities
GNII SF MA8773 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
488677.00
484719.58
Agency Mortgage-Backed Securities
GNII SF MA9102 M
549300M8ZYFG0OCMTT87
2053-04-20
3.500000
5811680.00
5071699.09
Agency Mortgage-Backed Securities
GNAR AR 008815 M
549300M8ZYFG0OCMTT87
2026-02-20
3.625000
50159616.00
26936.33
Agency Mortgage-Backed Securities
GNII SF 545327 C
549300M8ZYFG0OCMTT87
2030-12-20
3.500000
482401.00
18830.55
Agency Mortgage-Backed Securities
GNII SF MA1373 M
549300M8ZYFG0OCMTT87
2043-09-20
2.500000
879142.00
176308.51
Agency Mortgage-Backed Securities
GNII SF MA1521 M
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
184083456.00
16413662.24
Agency Mortgage-Backed Securities
GNII SF MA1996 M
549300M8ZYFG0OCMTT87
2044-06-20
4.000000
50000000.00
3596431.79
Agency Mortgage-Backed Securities
GNII SF MA0852 M
549300M8ZYFG0OCMTT87
2043-01-20
3.500000
1511212.00
159635.59
Agency Mortgage-Backed Securities
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
17648224.00
1805079.67
Agency Mortgage-Backed Securities
GNII SF MA1761 M
549300M8ZYFG0OCMTT87
2044-03-20
4.000000
1494180.00
96956.76
Agency Mortgage-Backed Securities
GNII SF MA1762 M
549300M8ZYFG0OCMTT87
2044-02-20
4.500000
2437656.00
198820.88
Agency Mortgage-Backed Securities
GNMI SF 793306 X
549300M8ZYFG0OCMTT87
2042-03-15
3.375000
2491950.00
118413.75
Agency Mortgage-Backed Securities
GNMI SF 698392 X
549300M8ZYFG0OCMTT87
2039-07-15
4.000000
150000.00
6589.93
Agency Mortgage-Backed Securities
GNAR AR 080312 M
549300M8ZYFG0OCMTT87
2029-08-20
2.625000
5476663.00
9015.60
Agency Mortgage-Backed Securities
GNMI SP 784355 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
462235.00
74761.00
Agency Mortgage-Backed Securities
GNAR AR 008947 M
549300M8ZYFG0OCMTT87
2026-08-20
2.625000
23855100.00
15802.78
Agency Mortgage-Backed Securities
GNII SF 004878 M
549300M8ZYFG0OCMTT87
2025-12-20
4.000000
1750000.00
30775.64
Agency Mortgage-Backed Securities
GNII SF CW3183 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
871100.00
861239.33
Agency Mortgage-Backed Securities
GNII ET CW8783 C
549300M8ZYFG0OCMTT87
2063-09-20
6.500000
8815648.00
8886045.85
Agency Mortgage-Backed Securities
GNII ET CX0596 C
549300M8ZYFG0OCMTT87
2063-09-20
7.000000
783757.00
803452.38
Agency Mortgage-Backed Securities
GNII ET CX1479 C
549300M8ZYFG0OCMTT87
2063-09-20
7.000000
321241.00
329313.61
Agency Mortgage-Backed Securities
GNII ET CX2380 C
549300M8ZYFG0OCMTT87
2062-12-20
3.000000
2281444.00
1822450.17
Agency Mortgage-Backed Securities
GNII ET CV3011 C
549300M8ZYFG0OCMTT87
2062-08-20
5.000000
113879.00
109864.64
Agency Mortgage-Backed Securities
GNII SF CV3870 C
549300M8ZYFG0OCMTT87
2053-07-20
7.000000
1168352.00
1193079.53
Agency Mortgage-Backed Securities
GNII ET CV5534 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
285760.00
292632.15
Agency Mortgage-Backed Securities
GNII SF CV6866 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
1354200.00
1348886.52
Agency Mortgage-Backed Securities
GNII SF CV7577 C
549300M8ZYFG0OCMTT87
2053-07-20
7.000000
44597248.00
45315900.50
Agency Mortgage-Backed Securities
GNII ET CU2292 C
549300M8ZYFG0OCMTT87
2062-10-20
4.500000
115083.00
76253.36
Agency Mortgage-Backed Securities
GNII SF CU3274 C
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
1699764.00
1617369.97
Agency Mortgage-Backed Securities
GNII ET CU3462 C
549300M8ZYFG0OCMTT87
2063-04-20
6.500000
380118.00
382550.22
Agency Mortgage-Backed Securities
GNII SF CU0112 C
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
565372.00
551135.41
Agency Mortgage-Backed Securities
GNII SF CU0981 C
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
16113472.00
15272970.93
Agency Mortgage-Backed Securities
GNII ET CU1446 C
549300M8ZYFG0OCMTT87
2063-04-20
3.500000
360887.00
302443.04
Agency Mortgage-Backed Securities
GNII SF CT2710 C
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
1908100.00
1906484.89
Agency Mortgage-Backed Securities
GNII ET CT5396 C
549300M8ZYFG0OCMTT87
2063-04-20
2.500000
76764.00
59077.27
Agency Mortgage-Backed Securities
GNII JM MA8931 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
844832.00
686766.34
Agency Mortgage-Backed Securities
GNII SF MA8982 M
549300M8ZYFG0OCMTT87
2034-11-20
3.000000
105411.00
94288.32
Agency Mortgage-Backed Securities
GNII SF CT6723 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
1007992.00
1057970.78
Agency Mortgage-Backed Securities
GNII SF CS4411 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
3032240.00
2957499.25
Agency Mortgage-Backed Securities
GNII ET CS9611 C
549300M8ZYFG0OCMTT87
2054-12-20
3.500000
57156.00
47902.68
Agency Mortgage-Backed Securities
GNII ET CT2402 C
549300M8ZYFG0OCMTT87
2062-08-20
3.000000
159198.00
126343.30
Agency Mortgage-Backed Securities
GNII SF CT2708 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
1544846.00
1495879.28
Agency Mortgage-Backed Securities
GNMI SF CR2376 X
549300M8ZYFG0OCMTT87
2053-02-15
6.000000
2538820.00
2592496.70
Agency Mortgage-Backed Securities
GNII ET CR3224 C
549300M8ZYFG0OCMTT87
2062-11-20
4.000000
137814.00
119511.12
Agency Mortgage-Backed Securities
GNII ET CR8404 C
549300M8ZYFG0OCMTT87
2062-05-20
4.500000
442744.00
391304.94
Agency Mortgage-Backed Securities
GNII ET CS0525 C
549300M8ZYFG0OCMTT87
2062-12-20
3.000000
691038.00
547968.62
Agency Mortgage-Backed Securities
GNII ET CQ4640 C
549300M8ZYFG0OCMTT87
2063-04-20
6.500000
267108.00
268823.25
Agency Mortgage-Backed Securities
GNII SF CQ6104 C
549300M8ZYFG0OCMTT87
2052-10-20
4.500000
4052952.00
3709852.66
Agency Mortgage-Backed Securities
GNII SF CR0080 C
549300M8ZYFG0OCMTT87
2053-02-20
5.500000
1288372.00
1247813.89
Agency Mortgage-Backed Securities
GNII SF CR1902 C
549300M8ZYFG0OCMTT87
2053-03-20
5.000000
1282808.00
1216902.73
Agency Mortgage-Backed Securities
GNII ET CQ1923 C
549300M8ZYFG0OCMTT87
2062-10-20
5.000000
436899.00
367378.24
Agency Mortgage-Backed Securities
GNII ET CM5306 C
549300M8ZYFG0OCMTT87
2054-04-20
3.000000
68929.00
54468.15
Agency Mortgage-Backed Securities
GNII ET CN0954 C
549300M8ZYFG0OCMTT87
2056-11-20
2.500000
190588.00
49704.14
Agency Mortgage-Backed Securities
GNII SF AE8138 C
549300M8ZYFG0OCMTT87
2044-02-20
4.000000
400000.00
97685.97
Agency Mortgage-Backed Securities
GNMI SF CJ2152 X
549300M8ZYFG0OCMTT87
2052-02-15
3.000000
2071224.00
1669853.27
Agency Mortgage-Backed Securities
GNCL CL CJ2546
549300M8ZYFG0OCMTT87
2065-04-15
4.850000
25000.00
23537.81
Agency Mortgage-Backed Securities
GNMI SF CL5121 X
549300M8ZYFG0OCMTT87
2052-03-15
4.500000
729836.00
687763.97
Agency Mortgage-Backed Securities
GNII ET CL6709 C
549300M8ZYFG0OCMTT87
2058-09-20
2.500000
1680658.00
1115401.99
Agency Mortgage-Backed Securities
GNPL PN BY9445
549300M8ZYFG0OCMTT87
2062-09-15
2.490000
548397.00
452490.79
Agency Mortgage-Backed Securities
GNII SF CA4178 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
1653974.00
1028977.34
Agency Mortgage-Backed Securities
GNII SF CI7634 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
1543862.00
940254.54
Agency Mortgage-Backed Securities
GNII SF BI6216 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
512500.00
126032.97
Agency Mortgage-Backed Securities
GNII SF BT9467 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
20675040.00
6192001.53
Agency Mortgage-Backed Securities
GNII ET CP8787 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
524876.00
272965.10
Agency Mortgage-Backed Securities
GNII RG CP1989 C
549300M8ZYFG0OCMTT87
2038-12-20
6.000000
1290868.00
855351.97
Agency Mortgage-Backed Securities
GNII ET CO7368 C
549300M8ZYFG0OCMTT87
2062-05-20
2.500000
5549584.00
4011556.45
Agency Mortgage-Backed Securities
GNII ET CN9051 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
942849.00
783406.63
Agency Mortgage-Backed Securities
GNII SF MA8849 M
549300M8ZYFG0OCMTT87
2034-08-20
6.000000
530000.00
508237.67
Agency Mortgage-Backed Securities
GNII SF MA9100 M
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
1704064.00
1396547.17
Agency Mortgage-Backed Securities
GNII SF MA9133 M
549300M8ZYFG0OCMTT87
2030-11-20
3.000000
249360.00
231975.70
Agency Mortgage-Backed Securities
GNII JP 783964 M
549300M8ZYFG0OCMTT87
2030-01-20
4.000000
1000000.00
71951.64
Agency Mortgage-Backed Securities
GNMI SP 786424 X
549300M8ZYFG0OCMTT87
2050-03-15
3.500000
450000.00
361749.86
Agency Mortgage-Backed Securities
GNII SF MA7916 M
549300M8ZYFG0OCMTT87
2035-07-20
5.500000
367141.00
280270.39
Agency Mortgage-Backed Securities
GNMI SF AT7682 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
608518.00
91832.08
Agency Mortgage-Backed Securities
GNII SF 003654 M
549300M8ZYFG0OCMTT87
2034-12-20
6.500000
2059112.00
34357.74
Agency Mortgage-Backed Securities
GNII SF MA7294 M
549300M8ZYFG0OCMTT87
2026-01-20
7.500000
63368.00
30064.57
Agency Mortgage-Backed Securities
GNII SF MA6864 M
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
192000.00
99968.76
Agency Mortgage-Backed Securities
GNII JM MA5923 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
495009.00
24185.58
Agency Mortgage-Backed Securities
GNII SF MA6071 M
549300M8ZYFG0OCMTT87
2027-12-20
6.500000
153047.00
46653.17
Agency Mortgage-Backed Securities
GNII JM MA6401 M
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
603810.00
71392.08
Agency Mortgage-Backed Securities
GNII SF MA6603 M
549300M8ZYFG0OCMTT87
2050-04-20
5.000000
400000.00
81507.48
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
2506924.00
288552.71
Agency Mortgage-Backed Securities
GNAR AF MA4332 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
693492.00
51992.50
Agency Mortgage-Backed Securities
GNII RG CL8547 C
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
3619960.00
2488041.71
Agency Mortgage-Backed Securities
GNMI SF AL6747 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
219135.00
50020.94
Agency Mortgage-Backed Securities
GNII ET CJ9552 C
549300M8ZYFG0OCMTT87
2062-03-20
2.500000
1262408.00
750436.81
Agency Mortgage-Backed Securities
GNII SF CI0180 C
549300M8ZYFG0OCMTT87
2032-07-20
7.000000
1128454.00
662142.97
Agency Mortgage-Backed Securities
GNII SF BH2710 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2320120.00
411887.41
Agency Mortgage-Backed Securities
GNII SF BM7534 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
100000.00
25228.77
Agency Mortgage-Backed Securities
GNII SF BF1065 C
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
6873152.00
751976.32
Agency Mortgage-Backed Securities
GNII ET CP4991 C
549300M8ZYFG0OCMTT87
2062-08-20
3.000000
398025.00
313732.54
Agency Mortgage-Backed Securities
GNII ET CO7039 C
549300M8ZYFG0OCMTT87
2054-04-20
3.500000
135463.00
112286.57
Agency Mortgage-Backed Securities
GNII SF BA3282 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
350000.00
31206.90
Agency Mortgage-Backed Securities
GNMI SF BA5780 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
1714808.00
107391.78
Agency Mortgage-Backed Securities
GNMI SF AO9471 X
549300M8ZYFG0OCMTT87
2046-01-15
4.500000
122050.00
18253.16
Agency Mortgage-Backed Securities
GNMI SF 734089 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
738410.00
75184.17
Agency Mortgage-Backed Securities
GNMI SF 738603 X
549300M8ZYFG0OCMTT87
2026-08-15
4.000000
3490000.00
80161.91
Agency Mortgage-Backed Securities
GNMI SF 535760 X
549300M8ZYFG0OCMTT87
2031-06-15
6.500000
855959.00
8522.68
Agency Mortgage-Backed Securities
GNMI SF AA6411 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
25000.00
5999.03
Agency Mortgage-Backed Securities
GNII SF MA0782 M
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
111043.00
14132.69
Agency Mortgage-Backed Securities
GNMI SF 779084 X
549300M8ZYFG0OCMTT87
2042-04-15
3.000000
41500000.00
4042031.38
Agency Mortgage-Backed Securities
GNII SP 784328 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
20000000.00
6261143.60
Agency Mortgage-Backed Securities
GNII SP 785713 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
3950000.00
2733640.75
Agency Mortgage-Backed Securities
GNII SF MA7858 M
549300M8ZYFG0OCMTT87
2033-11-20
5.000000
425078.00
114959.20
Agency Mortgage-Backed Securities
GNII SF MA0908 M
549300M8ZYFG0OCMTT87
2028-04-20
2.500000
300000.00
24567.06
Agency Mortgage-Backed Securities
GNMI SF 626938 X
549300M8ZYFG0OCMTT87
2045-04-15
4.000000
776103.00
283113.91
Agency Mortgage-Backed Securities
GNII SF MA2073 M
549300M8ZYFG0OCMTT87
2044-07-20
3.500000
1206102.00
97897.51
Agency Mortgage-Backed Securities
GNII SF MA1522 M
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
200000000.00
14870021.39
Agency Mortgage-Backed Securities
GNII SF BE4660 C
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
535000.00
288322.75
Agency Mortgage-Backed Securities
GNII ET CQ2880 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
4628360.00
4083341.36
Agency Mortgage-Backed Securities
GNII SF MA5334 M
549300M8ZYFG0OCMTT87
2048-07-20
6.000000
35000.00
5813.29
Agency Mortgage-Backed Securities
GNII JM MA6400 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
8200000.00
642871.52
Agency Mortgage-Backed Securities
GNII SF MA7314 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
1776760.00
880872.06
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
250000000.00
250000000.00
0.0049
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.460000%
ZBUT11V806EZRVTWT807
0000782124
ARP0YIJE7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL096A R20F096
B1V7KEBTPIMZEU4LTD58
2051-01-25
1.500000
98727200.00
34758950.16
Agency Collateralized Mortgage Obligation
GNRA 2023-082 KF
549300M8ZYFG0OCMTT87
2053-06-20
6.464260
10298000.00
10072142.39
Agency Collateralized Mortgage Obligation
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
8.679430
2615100.00
2355865.08
Agency Collateralized Mortgage Obligation
GNRM 2021-104 HT
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
7845112.00
6562754.73
Agency Collateralized Mortgage Obligation
GNRA 2022-188 F
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
30000000.00
27710486.22
Agency Collateralized Mortgage Obligation
GNRM 2022-173 CA
549300M8ZYFG0OCMTT87
2044-11-20
5.500000
21471008.00
18909918.96
Agency Collateralized Mortgage Obligation
GNRM 2023-082 NB
549300M8ZYFG0OCMTT87
2047-10-20
4.500000
32766976.00
30891288.05
Agency Collateralized Mortgage Obligation
GNRM 2010-144 DC
549300M8ZYFG0OCMTT87
2040-11-16
4.000000
30797760.00
24478633.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-01-25
5.500000
32596700.00
28312535.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-06-15
6.000000
10730000.00
3153308.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-10-25
1.250000
266667.00
140670.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-10-25
2.000000
20000000.00
12595041.04
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-I08 A 20261026 FLT
S6XOOCT0IEG5ABCC6L87
2026-10-26
5.511350
2000000.00
1465186.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-25
4.500000
5282000.00
4579994.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-04-15
4.000000
5925000.00
1827029.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-09-25
5.829430
5370000.00
1737422.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-12-25
5.929430
5722504.00
1993695.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-01-25
5.929430
10923344.00
3041420.53
Agency Collateralized Mortgage Obligation
FNRM CL003EV R22F003
B1V7KEBTPIMZEU4LTD58
2033-08-25
2.000000
3100676.00
2277118.09
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.000000
7064000.00
6198802.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-08-15
2.500000
2137988.00
1215325.16
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-06-15
5.727760
5465304.00
1061797.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
3.000000
9400000.00
6982903.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-02-15
3.000000
68240000.00
19684926.17
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
11.561300
23715000.00
11199617.65
Agency Collateralized Mortgage Obligation
FNRM CL106PY R17F106
B1V7KEBTPIMZEU4LTD58
2048-01-25
3.000000
4824000.00
3799210.34
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
5.779430
19980992.00
7506906.14
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2726516.00
162187.00
Agency Collateralized Mortgage Obligation
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B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3424932.00
64781.05
Agency Collateralized Mortgage Obligation
FNRM CL095MA R21F095
B1V7KEBTPIMZEU4LTD58
2050-04-25
2.500000
30000000.00
21410771.39
Agency Collateralized Mortgage Obligation
GNRA 2023-101 FL
549300M8ZYFG0OCMTT87
2053-07-20
6.364260
29999999.00
29491379.22
Agency Collateralized Mortgage Obligation
GNRA 2023-119 BA
549300M8ZYFG0OCMTT87
2064-03-16
4.000000
11328000.00
9118135.02
Agency Collateralized Mortgage Obligation
GNRM 2022-136 LA
549300M8ZYFG0OCMTT87
2046-05-20
4.000000
25360000.00
21832515.91
Agency Collateralized Mortgage Obligation
FNRM CL082A R21F082
B1V7KEBTPIMZEU4LTD58
2049-08-25
2.000000
19505280.00
13203564.55
Agency Collateralized Mortgage Obligation
GNRA 2014-064 D
549300M8ZYFG0OCMTT87
2055-12-16
3.405980
10000000.00
6549871.77
Agency Collateralized Mortgage Obligation
GNRM 2021-210 AC
549300M8ZYFG0OCMTT87
2059-04-16
1.500000
40000000.00
28007084.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-10-25
5.500000
18865700.00
16552780.83
Agency Collateralized Mortgage Obligation
FHLMCT SLSTT SERIES 2018-1 A-2 20280625 3.5
2028-06-25
3.500000
11900000.00
10734445.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-11-25
2.000000
15779376.00
10571477.44
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-09-25
3.000000
23492900.00
16838483.67
Agency Collateralized Mortgage Obligation
GNRM 2010-146 CL
549300M8ZYFG0OCMTT87
2040-11-16
4.000000
28206000.00
11802511.64
Agency Collateralized Mortgage Obligation
GNRM 2010-128 DB
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
22400000.00
14208149.88
Agency Collateralized Mortgage Obligation
GNRM 2009-075 TB
549300M8ZYFG0OCMTT87
2038-02-20
5.000000
11599000.00
2347792.07
Agency Collateralized Mortgage Obligation
GNRM 2021-104 DB
549300M8ZYFG0OCMTT87
2051-06-20
5.500000
5580680.00
4547651.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-06-15
1.250000
6000000.00
1116954.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-09-25
1.250000
7100000.00
3386512.54
Agency Collateralized Mortgage Obligation
Y
2023-10-02
2024-01-02
2024-04-05
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0546
482000000.00
482000000.00
0.0095
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.310000%
ZBUT11V806EZRVTWT807
0000782124
ARP0YIJK3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CL725423
B1V7KEBTPIMZEU4LTD58
2034-05-01
5.500000
55666500.00
584146.07
Agency Mortgage-Backed Securities
FNMS 05.500 CL759521
B1V7KEBTPIMZEU4LTD58
2034-02-01
5.500000
14773000.00
150841.95
Agency Mortgage-Backed Securities
FNMS 05.500 CL807962
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.500000
1630000.00
25600.83
Agency Mortgage-Backed Securities
FNMS 06.000 CL823348
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
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438028.30
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1260000.00
210582.72
Agency Mortgage-Backed Securities
FNMS 02.775 CLAT9852
B1V7KEBTPIMZEU4LTD58
2043-05-01
2.775000
116716.00
74606.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX9302
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.500000
1027374.00
249361.89
Agency Mortgage-Backed Securities
FNMS 03.000 CIAZ4437
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
422390.00
58178.27
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1578
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
117000.00
33857.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLFM2335
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
3104612.00
1313188.68
Agency Mortgage-Backed Securities
FNMS 02.500 CTFM3123
B1V7KEBTPIMZEU4LTD58
2038-03-01
2.500000
400000.00
119228.86
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2035-09-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2037-11-01
4.500000
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487279.24
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
7.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-02-01
6.000000
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1641269.90
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1611962.00
1504380.31
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-04-01
5.500000
4113872.00
3842193.90
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2032-06-01
2.500000
985000.00
283822.16
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
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2528864.18
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
15921120.00
14178350.63
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
221528.00
154475.34
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
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897608.92
Agency Mortgage-Backed Securities
FNMS 02.500 CICB3205
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.500000
1141550.00
845072.41
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4424
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.500000
1106338.00
1051026.03
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
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598451.46
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1866
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
6008288.00
4205734.32
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2036-10-01
2.500000
1717274.00
1228294.11
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2035-04-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-04-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
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401609.47
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
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3168233.13
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
1399032.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
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2012667.39
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
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1891163.16
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
3888956.00
3552421.34
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
1397970.00
1285173.96
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
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3982499.14
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
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2116981.43
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1123900.00
1092958.71
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
1125506.00
1088890.64
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
1149350.00
1106590.66
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1706716.00
1647199.47
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-12-01
6.500000
1314588.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
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507347.10
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2044-04-01
5.500000
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332949.18
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2042-03-01
4.000000
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424895.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5929
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
59165376.00
7345118.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4694
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
548373.00
86935.13
Agency Mortgage-Backed Securities
GNII SP 786771 C
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
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Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2038-07-15
5.500000
1000000.00
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Agency Mortgage-Backed Securities
GNII SP 785612 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
315000.00
216005.68
Agency Mortgage-Backed Securities
GNII RG CS9649 C
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
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1122642.95
Agency Mortgage-Backed Securities
GNII ET CT6966 C
549300M8ZYFG0OCMTT87
2053-05-20
2.000000
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66939.60
Agency Mortgage-Backed Securities
GNII RG CM8188 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
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954867.32
Agency Mortgage-Backed Securities
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549300M8ZYFG0OCMTT87
2041-04-20
5.000000
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Agency Mortgage-Backed Securities
GNII SF CR8852 C
549300M8ZYFG0OCMTT87
2053-05-20
5.000000
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4212428.78
Agency Mortgage-Backed Securities
GNII SF CS2121 C
549300M8ZYFG0OCMTT87
2052-11-20
4.000000
20374624.00
17877009.48
Agency Mortgage-Backed Securities
GNII SF MA8424 M
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
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36189765.77
Agency Mortgage-Backed Securities
GNII SF MA8428 M
549300M8ZYFG0OCMTT87
2052-11-20
5.000000
150401536.00
137532232.92
Agency Mortgage-Backed Securities
GNMI SF BO5617 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
2784932.00
245925.94
Agency Mortgage-Backed Securities
GNCL CL CF5133
549300M8ZYFG0OCMTT87
2063-05-15
2.750000
9690112.00
7905773.70
Agency Mortgage-Backed Securities
GNAR AF MA6297 M
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
365278.00
119022.11
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
17401216.00
1753892.70
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4404
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.500000
260000.00
173287.19
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2042-03-01
2.000000
400000.00
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Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5136
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.500000
4223910.00
3878979.38
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
12462784.00
1851677.69
Agency Mortgage-Backed Securities
GNII SF MA4838 M
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
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232821.89
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
2000000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2036-08-01
4.000000
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161725.39
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2031-10-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2041-07-01
1.500000
30000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-11-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
1700000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2042-08-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
400000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
3.500000
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418669.18
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
4028540.00
3647385.96
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
224367.00
156568.54
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-06-01
4.000000
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1853465.87
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1567000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
3000000.00
921975.56
Agency Mortgage-Backed Securities
FNMS 04.000 CRBM4482
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
240000.00
65991.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM3904
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
14239760.00
1974286.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4501
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
12021888.00
4112358.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7870
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
1078316.00
303319.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ9894
B1V7KEBTPIMZEU4LTD58
2049-09-01
6.000000
1326338.00
717583.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK1184
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
2142808.00
600086.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4171
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
2310000.00
379765.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4766
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2078056.00
502133.65
Agency Mortgage-Backed Securities
FNMS 07.000 CLBM1506
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
2500000.00
643829.87
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0108
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
1240000.00
325699.28
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0196
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.500000
325000.00
87397.10
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0390
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
20247168.00
6885692.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH0877
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
3045136.00
1434662.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2326
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
360000.00
122456.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH7071
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
2301000.00
401836.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD8226
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
1016470.00
368023.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0354
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1059570.00
222231.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2412
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2855816.00
484219.39
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0105
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.000000
1040000.00
303813.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC8998
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
5400000.00
1518707.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA0461
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
5275816.00
5128266.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA0468
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
2015512.00
1977843.65
Agency Mortgage-Backed Securities
FEPC 02.500 ZLSI2095
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
32600576.00
26008428.02
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA5290
S6XOOCT0IEG5ABCC6L87
2049-12-01
2.500000
25000.00
6462.96
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9452
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
918938.00
637512.58
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM3159
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
7300000.00
3024806.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4365
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
165000.00
133921.08
Agency Mortgage-Backed Securities
FNMS 04.000 CICB4989
B1V7KEBTPIMZEU4LTD58
2037-08-01
4.000000
601448.00
462890.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3768
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
12705632.00
10140714.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3897
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
1059044.00
854647.33
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0478
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
327512.00
214999.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2670
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
812169.00
628578.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6740
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
57582720.00
21994502.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY9523
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
1138930.00
1077663.48
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY9528
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1669054.00
1638761.02
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY9566
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
1063522.00
1060929.00
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY9651
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
2228724.00
2175428.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY9766
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.000000
1648256.00
1570446.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY9767
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.000000
1387036.00
1316449.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8284
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
1402632.00
1405109.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY8554
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
1854450.00
1755782.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY8809
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.000000
2886356.00
2753090.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY9507
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
1306736.00
1298023.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY9537
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1324750.00
1288478.10
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY7273
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1869310.00
1833646.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY7686
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1150498.00
1092349.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8896
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
5050730.00
5016135.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY8898
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
1181750.00
1151127.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY8200
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1199940.00
1176413.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY5441
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1000460.00
952593.45
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6380
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
3413220.00
3311515.57
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY6618
B1V7KEBTPIMZEU4LTD58
2053-07-01
7.000000
1498358.00
1542944.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY7241
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
6130888.00
6078256.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY7272
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1025918.00
997945.56
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY3068
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1676054.00
1442114.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY3943
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
1344220.00
1273541.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY4540
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
2627640.00
2612130.79
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5433
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
2030564.00
2055384.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0848
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
3810372.00
3681819.97
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0252
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
1052164.00
1017114.78
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY0765
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1749034.00
1769917.36
Agency Mortgage-Backed Securities
FNMS 06.000 CIBY2605
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
1067340.00
1029617.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY2615
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
1901762.00
1801066.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX7751
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
10685248.00
9772409.61
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9639
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1082026.00
1089245.89
Agency Mortgage-Backed Securities
FNMS 06.000 CTBX4566
B1V7KEBTPIMZEU4LTD58
2043-08-01
6.000000
1302900.00
1295944.82
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX4949
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
1321836.00
1110208.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1726
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1437054.00
1285429.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1748
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
3014508.00
2735451.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX4362
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
1356936.00
1276469.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8170
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
1015888.00
980015.48
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC2391
S6XOOCT0IEG5ABCC6L87
2036-12-01
2.000000
22480.00
16046.13
Agency Mortgage-Backed Securities
FEPC 02.000 3LSE5001
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.000000
24601760.00
18478009.56
Agency Mortgage-Backed Securities
FEPC 02.000 ZLSI2070
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
76194816.00
57796637.27
Agency Mortgage-Backed Securities
FEPC 03.000 ZLSI2094
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
4725048.00
3956638.64
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH0288
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
16195.00
16087.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLQH2039
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.000000
2130020.00
2021623.05
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA6745
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.500000
1591114.00
1153821.38
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7843
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
1732000.00
1471803.44
Agency Mortgage-Backed Securities
FEPC 01.500 CTRB5113
S6XOOCT0IEG5ABCC6L87
2041-06-01
1.500000
286836.00
184470.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE9180
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
661739.00
557541.21
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9218
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
3550448.00
2979540.94
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2631
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
1768780.00
1600645.20
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG4466
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
1167106.00
1192631.09
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG3764
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
1140752.00
1167283.15
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG8400
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
1320754.00
1257405.22
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8131
S6XOOCT0IEG5ABCC6L87
2036-12-01
1.500000
685891.00
477465.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1578
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
6478888.00
5583440.27
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD1891
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
9826000.00
8966845.52
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS2772
S6XOOCT0IEG5ABCC6L87
2035-05-01
7.500000
1050000.00
62308.56
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2820
S6XOOCT0IEG5ABCC6L87
2039-03-01
5.500000
1883002.00
15989.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9547
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
800000.00
124437.38
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI0745
S6XOOCT0IEG5ABCC6L87
2033-08-01
5.500000
4582705.00
30252.88
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ7163
S6XOOCT0IEG5ABCC6L87
2033-06-01
5.500000
1101756.00
9198.96
Agency Mortgage-Backed Securities
GNII SP 785660 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
237000.00
161875.88
Agency Mortgage-Backed Securities
GNII SP 786817 C
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
159755520.00
154432234.64
Agency Mortgage-Backed Securities
GNII SF CX2915 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
638055.00
638135.18
Agency Mortgage-Backed Securities
GNMI SF 723225 X
549300M8ZYFG0OCMTT87
2039-10-15
5.500000
150000.00
13327.79
Agency Mortgage-Backed Securities
GNAR AT 080952 M
549300M8ZYFG0OCMTT87
2034-06-20
3.875000
8000000.00
185862.98
Agency Mortgage-Backed Securities
GNII SF CV5964 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
1180370.00
1212157.62
Agency Mortgage-Backed Securities
GNII SF CV9808 C
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
1192668.00
1144533.00
Agency Mortgage-Backed Securities
GNII SF CW6859 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
17399456.00
16995283.18
Agency Mortgage-Backed Securities
GNII SF CX0832 C
549300M8ZYFG0OCMTT87
2053-09-20
5.500000
1288774.00
1263991.88
Agency Mortgage-Backed Securities
GNII SF CX0835 C
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
1049446.00
1056073.95
Agency Mortgage-Backed Securities
GNII SF CX0271 C
549300M8ZYFG0OCMTT87
2053-09-20
6.500000
1598265.00
1648946.87
Agency Mortgage-Backed Securities
GNII SF CT0520 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
1268074.00
1236420.13
Agency Mortgage-Backed Securities
GNII SF CV1440 C
549300M8ZYFG0OCMTT87
2053-09-20
6.500000
3131836.00
3214674.80
Agency Mortgage-Backed Securities
GNII SF CV1415 C
549300M8ZYFG0OCMTT87
2053-09-20
5.500000
1440656.00
1406042.48
Agency Mortgage-Backed Securities
GNII SF CV3742 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
1078564.00
1107353.63
Agency Mortgage-Backed Securities
GNII RG CQ2806 C
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
2254684.00
2057615.87
Agency Mortgage-Backed Securities
GNII RG CS9568 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
12498608.00
9743480.33
Agency Mortgage-Backed Securities
GNII SF MA9167 M
549300M8ZYFG0OCMTT87
2053-08-20
3.500000
49201280.00
43271995.48
Agency Mortgage-Backed Securities
GNII JM MA7246 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
272052000.00
164099754.82
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5013
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.500000
5395320.00
4798544.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1282
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
3991620.00
255688.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1596
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
600962.00
446934.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5327
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
156159.00
128306.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6133
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1457830.00
646633.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9305
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
4000000.00
3485400.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0527
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
24452.00
21558.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8531
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
3365812.00
2429731.86
Agency Mortgage-Backed Securities
FNMS 02.000 CIBU8781
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.000000
225000.00
166824.38
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5386
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
500105.00
388295.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT7029
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.500000
204616.00
141706.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU0993
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
503000.00
334603.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4163
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
4678800.00
4548437.79
Agency Mortgage-Backed Securities
FNMS 06.500 CLBU4219
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
4474512.00
4625139.98
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT1977
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
409000.00
295163.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT5257
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1471724.00
948295.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2987
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
7517672.00
1701011.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9148
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3569180.00
1355700.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA0755
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
1346274.00
1314077.56
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA1740
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
1321050.00
1313326.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA1316
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
1179550.00
1148797.69
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA1338
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
1193486.00
1186441.65
Agency Mortgage-Backed Securities
GNII SF 003273 M
549300M8ZYFG0OCMTT87
2032-08-20
6.000000
1000000.00
5203.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5824
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
12900000.00
1245989.25
Agency Mortgage-Backed Securities
FNMS 05.000 CLAX7259
B1V7KEBTPIMZEU4LTD58
2044-11-01
5.000000
1116250.00
128392.54
Agency Mortgage-Backed Securities
FNMS 06.500 CL545639
B1V7KEBTPIMZEU4LTD58
2032-04-01
6.500000
1450000.00
14628.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4917
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
442000.00
390584.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX3749
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1004128.00
991478.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW6831
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
1128838.00
929405.57
Agency Mortgage-Backed Securities
FEPC 03.000 3PRE6041
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
2000000.00
385272.98
Agency Mortgage-Backed Securities
FEPC 03.500 3PRE6062
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.500000
2768270.00
298157.62
Agency Mortgage-Backed Securities
GNII RG CO0396 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
3692600.00
2894920.61
Agency Mortgage-Backed Securities
GNII SF MA5984 M
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
24997500.00
4041785.90
Agency Mortgage-Backed Securities
GNII SF MA6477 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
34263616.00
5318491.25
Agency Mortgage-Backed Securities
GNII JM MA6921 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
40119100.00
21208623.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS0900
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
626929.00
447224.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7100
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
300000.00
149009.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8538
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
5040176.00
3773524.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5994
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
75430.00
68400.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU7485
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
1031360.00
908011.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV3056
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
7467424.00
5230557.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7479
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
2099784.00
1315857.68
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ2046
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
600076.00
368835.22
Agency Mortgage-Backed Securities
FNMS 03.500 CIBD9181
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1078460.00
245356.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE1671
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
99384.00
28985.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLBA6555
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
185000.00
49674.81
Agency Mortgage-Backed Securities
FNMS 06.000 CL891390
B1V7KEBTPIMZEU4LTD58
2035-10-01
6.000000
23000000.00
96403.12
Agency Mortgage-Backed Securities
GNMI SP 783781 X
549300M8ZYFG0OCMTT87
2043-06-15
3.500000
568738.00
218335.89
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
1194000000.00
1194000000.00
0.0236
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.300000%
K5HU16E3LMSVCCJJJ255
ARP0YIJP2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLQD5622
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
5000.00
3683.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8164
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
9000.00
3964.68
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3709
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
609000.00
81355.40
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK4164
S6XOOCT0IEG5ABCC6L87
2027-05-01
4.000000
150000.00
6012.07
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1749
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
100000.00
75403.94
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6724
S6XOOCT0IEG5ABCC6L87
2026-03-01
4.500000
72000.00
1019.33
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS6762
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.000000
18000.00
1577.30
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2603
S6XOOCT0IEG5ABCC6L87
2037-04-01
5.000000
150000.00
2350.93
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4441
S6XOOCT0IEG5ABCC6L87
2041-04-01
4.500000
2456336.00
93284.36
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4142
S6XOOCT0IEG5ABCC6L87
2034-10-01
5.000000
11000.00
153.24
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7757
S6XOOCT0IEG5ABCC6L87
2030-03-01
3.000000
20000.00
3574.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0148
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
27000.00
7635.39
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8390
S6XOOCT0IEG5ABCC6L87
2024-11-01
4.500000
529975.00
1961.59
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8514
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.500000
57000.00
5770.74
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS7375
S6XOOCT0IEG5ABCC6L87
2029-01-01
4.000000
100000.00
4883.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI2233
S6XOOCT0IEG5ABCC6L87
2034-06-01
4.500000
646976.00
9910.34
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI8889
S6XOOCT0IEG5ABCC6L87
2039-06-01
4.500000
24000.00
366.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZI9299
S6XOOCT0IEG5ABCC6L87
2039-10-01
4.000000
3295404.00
189444.39
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3660
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.500000
947000.00
559297.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC9154
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
500000.00
383174.35
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN0798
S6XOOCT0IEG5ABCC6L87
2034-10-01
2.500000
25000.00
9075.12
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN1106
S6XOOCT0IEG5ABCC6L87
2034-12-01
3.000000
24000.00
9551.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2853
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
934000.00
395672.88
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1488
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
4814.00
3049.21
Agency Mortgage-Backed Securities
FEPC 03.000 CISB8046
S6XOOCT0IEG5ABCC6L87
2035-05-01
3.000000
262500.00
71159.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0145
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.000000
120000.00
33814.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS0899
S6XOOCT0IEG5ABCC6L87
2034-10-01
4.500000
7000.00
111.23
Agency Mortgage-Backed Securities
FEPC 03.000 CIZA2642
S6XOOCT0IEG5ABCC6L87
2026-07-01
3.000000
18000.00
301.97
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ0335
S6XOOCT0IEG5ABCC6L87
2040-08-01
4.500000
20321500.00
1563412.92
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ1067
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
30000.00
1799.28
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK3510
S6XOOCT0IEG5ABCC6L87
2026-09-01
3.500000
324000.00
5398.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1132
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
199999.00
170576.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8044
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
462000.00
94218.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8062
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
149000.00
41393.75
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0240
S6XOOCT0IEG5ABCC6L87
2035-01-01
2.500000
15000.00
4666.07
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0302
S6XOOCT0IEG5ABCC6L87
2035-04-01
3.000000
180000.00
74396.17
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0355
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.500000
255000.00
71399.14
Agency Mortgage-Backed Securities
FEPC 03.000 CISB8027
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.000000
38000.00
8406.52
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8045
S6XOOCT0IEG5ABCC6L87
2035-05-01
2.500000
19000.00
5769.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0537
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
415000.00
127465.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1502
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
613500.00
194479.46
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1872
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
250000.00
30323.62
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8645
S6XOOCT0IEG5ABCC6L87
2032-03-01
2.500000
79000.00
18989.18
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8693
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
1627784.00
264989.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0033
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
60636.00
16153.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4765
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
48000.00
5542.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3094
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
880000.00
48224.39
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4014
S6XOOCT0IEG5ABCC6L87
2042-05-01
4.500000
513000.00
52932.99
Agency Mortgage-Backed Securities
FEPC 03.000 CIZA2649
S6XOOCT0IEG5ABCC6L87
2026-09-01
3.000000
14156.00
208.72
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2475
S6XOOCT0IEG5ABCC6L87
2037-07-01
4.500000
409070.00
128351.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4918
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
197088256.00
35401733.90
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5785
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
28000.00
2990.81
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6310
S6XOOCT0IEG5ABCC6L87
2026-05-01
4.500000
300000.00
3110.63
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6481
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.500000
1000000.00
3521.28
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0252
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
7500.00
2521.65
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6837
S6XOOCT0IEG5ABCC6L87
2026-09-01
4.500000
112000.00
1390.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI0512
S6XOOCT0IEG5ABCC6L87
2033-08-01
4.500000
142000.00
1207.55
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI8575
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.500000
2526160.00
36920.83
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5435
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
6850.00
4894.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB2258
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
494000.00
183301.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7513
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
141000.00
58047.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7514
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
259000.00
78407.60
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8184
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
108000.00
76782.06
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6906
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
160000.00
54887.28
Agency Mortgage-Backed Securities
FEPC 03.500 CTZL0270
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
1474974.00
311338.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8860
S6XOOCT0IEG5ABCC6L87
2044-10-01
3.500000
50000.00
13043.45
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0000
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
175000.00
71509.71
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1381
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
23000.00
2109.66
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI9668
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.000000
80000.00
4908.96
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9009
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
18000.00
4291.49
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0199
S6XOOCT0IEG5ABCC6L87
2033-04-01
3.000000
7000.00
2085.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLZT0488
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
241000.00
82576.03
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1800
S6XOOCT0IEG5ABCC6L87
2034-03-01
4.000000
6000.00
804.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1955
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.000000
69999.00
7362.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS9826
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
613000.00
161999.36
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4503
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
70000.00
11822.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4646
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
17000.00
2854.27
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4688
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
228999.00
42129.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4762
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.000000
58000.00
10144.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4774
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
117000.00
11852.10
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2547
S6XOOCT0IEG5ABCC6L87
2038-09-01
5.000000
8000.00
83.06
Agency Mortgage-Backed Securities
FEPC 02.500 CIZA2865
S6XOOCT0IEG5ABCC6L87
2028-03-01
2.500000
13000.00
1132.50
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7928
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.500000
32000.00
6142.33
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6374
S6XOOCT0IEG5ABCC6L87
2026-11-01
4.000000
44000.00
723.65
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6427
S6XOOCT0IEG5ABCC6L87
2026-07-01
4.000000
26000.00
213.74
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8490
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
45000.00
4603.43
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8565
S6XOOCT0IEG5ABCC6L87
2030-05-01
3.000000
16000.00
2059.14
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8607
S6XOOCT0IEG5ABCC6L87
2031-04-01
3.500000
37000.00
6397.52
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8629
S6XOOCT0IEG5ABCC6L87
2031-11-01
2.500000
32000.00
6783.74
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8009
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
44000.00
9313.99
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7615
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.500000
118000.00
25338.15
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
40000000.00
40000000.00
0.0008
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
254900Y8NKGV541U8Q32
0001457970
ARP0YIJV9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
18012000.00
12466579.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.625000
6937610800.00
6761959365.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
3.125000
3263220800.00
3071355920.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-31
2.000000
232922900.00
229127426.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-08-15
1.625000
36476600.00
30962326.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-15
1.750000
1475600.00
1261969.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-31
1.375000
11950962200.00
11369928501.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
2966100.00
2420529.19
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
21470000000.00
21470000000.00
0.4237
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.300000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0YIJX5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CVAB6966
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
20495100.00
1902803.50
Agency Mortgage-Backed Securities
GNII SF MA7881 M
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
17241445.00
12602728.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3184
B1V7KEBTPIMZEU4LTD58
2047-11-01
5.627000
58123800.00
4665084.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8778
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
2900191.00
204150.06
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL5679
B1V7KEBTPIMZEU4LTD58
2039-07-01
4.894000
4659000.00
433980.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY3424
B1V7KEBTPIMZEU4LTD58
2045-05-01
4.987000
25172200.00
1723362.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY4234
B1V7KEBTPIMZEU4LTD58
2045-05-01
5.213000
4581000.00
411769.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0197
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.939000
4510300.00
366469.26
Agency Mortgage-Backed Securities
05.600 FGPC U30454 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.600000
841900.00
58607.41
Agency Mortgage-Backed Securities
05.600 FGPC U30555 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.600000
650300.00
51118.04
Agency Mortgage-Backed Securities
FMAR 840357 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
6.757000
10707500.00
917876.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3957
B1V7KEBTPIMZEU4LTD58
2042-06-01
5.032000
5399900.00
397523.47
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL4591
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.968000
767340.00
59139.66
Agency Mortgage-Backed Securities
04.500 FGPC Q23779 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
624900.00
56371.84
Agency Mortgage-Backed Securities
FMAR 2B1325 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
5.123000
10014100.00
753351.55
Agency Mortgage-Backed Securities
FMAR 2B4729 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
5.199000
4999900.00
418500.49
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS3826
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
400000.00
29773.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0787
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
714900.00
56130.57
Agency Mortgage-Backed Securities
03.000 FGPC J26086 G
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.000000
2190700.00
208966.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2457
S6XOOCT0IEG5ABCC6L87
2041-12-01
3.500000
9999900.00
863986.16
Agency Mortgage-Backed Securities
FMAR 849633 G
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.239000
19940800.00
1507774.19
Agency Mortgage-Backed Securities
02.500 FGPC J20127 G
S6XOOCT0IEG5ABCC6L87
2027-08-01
2.500000
4320100.00
306114.57
Agency Mortgage-Backed Securities
02.500 FGPC J22386 G
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
14699800.00
1152715.06
Agency Mortgage-Backed Securities
04.500 FGPC G07203 G
S6XOOCT0IEG5ABCC6L87
2041-06-01
4.500000
2075000.00
189546.69
Agency Mortgage-Backed Securities
03.000 FGPC J24767 G
S6XOOCT0IEG5ABCC6L87
2028-07-01
3.000000
6338600.00
487222.36
Agency Mortgage-Backed Securities
04.500 FGPC G08574 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
2800000.00
238092.65
Agency Mortgage-Backed Securities
02.500 FGPC E04232 G
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
2800000.00
242093.64
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4209
B1V7KEBTPIMZEU4LTD58
2050-12-01
1.500000
84999.00
49910.63
Agency Mortgage-Backed Securities
GNII SF MA1920 M
549300M8ZYFG0OCMTT87
2044-05-20
4.000000
146800.00
10035.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
6.204000
35819600.00
2638013.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1709
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
2422000.00
213368.29
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP4713
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
50130700.00
4497156.30
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0907
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
5464400.00
390029.12
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1546
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
2451100.00
209827.98
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
326000.00
23896.70
Agency Mortgage-Backed Securities
05.000 FGPC G31077 G
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
220100.00
14920.48
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6920
S6XOOCT0IEG5ABCC6L87
2029-03-01
4.000000
500000.00
41868.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
4686800.00
383053.09
Agency Mortgage-Backed Securities
03.500 FGPC J24978 G
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.500000
4062500.00
346380.36
Agency Mortgage-Backed Securities
FMAR 849505 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
5.565000
391000.00
27649.46
Agency Mortgage-Backed Securities
02.500 FGPC G14649 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.500000
3880334.00
311613.52
Agency Mortgage-Backed Securities
02.500 FGPC G14649 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.500000
4365000.00
350535.03
Agency Mortgage-Backed Securities
04.500 FGPC A95101 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.500000
8290000.00
698709.99
Agency Mortgage-Backed Securities
FNAR XX.XXX WS890575
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.127000
2595500.00
229211.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD3166
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.850000
11507743.00
802123.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS7192
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.090000
4494693.00
4473909.04
Agency Mortgage-Backed Securities
FMAR 840372 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
5.264000
1150000.00
105379.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1776
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.500000
7113600.00
598960.24
Agency Mortgage-Backed Securities
05.000 FGPC G30798 G
S6XOOCT0IEG5ABCC6L87
2031-09-01
5.000000
492000.00
36819.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN4921
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.500000
900000.00
66408.29
Agency Mortgage-Backed Securities
04.000 FGPC T65507 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
658300.00
54407.46
Agency Mortgage-Backed Securities
04.500 FGPC T65530 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
3583200.00
246649.18
Agency Mortgage-Backed Securities
02.500 FGPC J20833 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
2.500000
2499900.00
187771.90
Agency Mortgage-Backed Securities
02.500 FGPC G14606 G
S6XOOCT0IEG5ABCC6L87
2027-11-01
2.500000
3000000.00
225419.08
Agency Mortgage-Backed Securities
03.000 FGPC G14608 G
S6XOOCT0IEG5ABCC6L87
2027-11-01
3.000000
10079100.00
773677.75
Agency Mortgage-Backed Securities
03.000 FGPC G14813 G
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.000000
2000000.00
154451.41
Agency Mortgage-Backed Securities
02.500 FGPC J18912 G
S6XOOCT0IEG5ABCC6L87
2027-04-01
2.500000
1699800.00
115175.64
Agency Mortgage-Backed Securities
FMAR 1Q1615 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
5.346000
19637400.00
1461161.76
Agency Mortgage-Backed Securities
FMAR 849359 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
5.185000
5970000.00
468169.65
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
8613300.00
8057121.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
2492100.00
5076481.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
83000.00
58220.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
0.250000
1871500.00
1727217.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-10-31
4.000000
20060600.00
19713987.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-31
3.500000
1086600.00
1025463.02
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
84000000.00
84000000.00
0.0017
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.300000%
549300QJJX6CVVUXLE15
0001317808
ARP0YIJY3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
1805084.00
119262.96
Agency Collateralized Mortgage Obligation
FEPC 06.500 CLQG7983
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
2475.00
2522.34
Agency Mortgage-Backed Securities
GNII SF CS4362 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
2339902.00
2367164.60
Agency Mortgage-Backed Securities
GNII SF CS4366 C
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
1045931.00
1088528.56
Agency Mortgage-Backed Securities
GNII JM MA9005 M
549300M8ZYFG0OCMTT87
2053-07-20
5.500000
27955097.00
26516412.44
Agency Mortgage-Backed Securities
GNII SF CS1916 C
549300M8ZYFG0OCMTT87
2053-03-20
6.000000
1051610.00
1058853.75
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8376
S6XOOCT0IEG5ABCC6L87
2053-09-01
7.000000
2000.00
2025.89
Agency Mortgage-Backed Securities
GNII SF CV6505 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
1263623.00
1317490.66
Agency Mortgage-Backed Securities
GNII SF CV9607 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
1641914.00
1712511.85
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
1024.00
66.18
Agency Mortgage-Backed Securities
GNII SP 783620 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
2047.00
132.82
Agency Mortgage-Backed Securities
GNII SF MA8568 M
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
8374.00
7572.34
Agency Mortgage-Backed Securities
GNII SF MA8569 M
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
33308272.00
30879581.82
Agency Mortgage-Backed Securities
GNII SF MA9108 M
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
1878117.00
1886794.96
Agency Mortgage-Backed Securities
GNII SF CI1527 C
549300M8ZYFG0OCMTT87
2052-05-20
4.500000
7999.00
7260.45
Agency Mortgage-Backed Securities
GNII SF MA6933 M
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1001.00
380.02
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
10463339.00
8470796.94
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1514.00
841.20
Agency Mortgage-Backed Securities
GNII SF MA7256 M
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
1001.00
468.81
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
2825870.00
1593674.78
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
1020.00
597.43
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
2056.00
1167.38
Agency Mortgage-Backed Securities
GNII SF MA6600 M
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
1100.00
262.43
Agency Mortgage-Backed Securities
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1024.00
301.22
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1000.00
315.02
Agency Mortgage-Backed Securities
GNII SF MA6767 M
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
29266600.00
8930016.72
Agency Mortgage-Backed Securities
GNII SF MA6821 M
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1500.00
495.98
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
1152.00
159.30
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
1000.00
142.89
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
2008.00
278.47
Agency Mortgage-Backed Securities
GNII SF MA5018 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
1900.00
309.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8362
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
1000.00
964.65
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
83739.00
7687.08
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
67573300.00
10387385.92
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG1347
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
9001.00
8898.48
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
1000.00
383.71
Agency Mortgage-Backed Securities
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
6245780.00
719903.87
Agency Mortgage-Backed Securities
GNII SF MA3598 M
549300M8ZYFG0OCMTT87
2046-04-20
4.000000
7313320.00
778910.76
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1008.00
178.33
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0852
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
1668412.00
1167481.93
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD2339
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
2024.00
1830.31
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD2903
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
1450.00
1086.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
96174448.00
20516512.78
Agency Mortgage-Backed Securities
GNII SP 785602 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
193600.00
131230.49
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
2866.00
185.14
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-03-14
0.00
100.00
97.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-16
0.00
142100.00
139806.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-23
0.00
63196000.00
62108396.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
2625700.00
3970556.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
700.00
996.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
1000.00
748.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-14
0.00
177931700.00
176728881.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-26
0.00
9991900.00
9862095.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-31
2.125000
100.00
99.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
1000.00
959.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
600.00
620.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
100.00
80.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
100.00
73.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
16900200.00
12791420.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-11-15
3.375000
7807200.00
6192323.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-05-15
1.250000
18100.00
8563.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
285000.00
197119.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-21
0.00
200.00
194.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
200.00
186.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-31
5.000000
1767000.00
1769621.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
4.250000
200.00
200.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-12-31
3.875000
100.00
96.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-12-31
3.875000
30255000.00
29573421.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
4.625000
100.00
99.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
4.000000
100.00
97.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
4.750000
36800.00
36820.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-31
0.250000
903400.00
823577.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-30
1.250000
28003400.00
24208912.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.375000
9500.00
9131.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-30
1.500000
800.00
688.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
19186900.00
17746434.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
4.125000
100.00
99.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-05-15
3.625000
5609400.00
4697958.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
2.250000
10000.00
9755.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-15
2.250000
100.00
92.43
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
460000000.00
460000000.00
0.0091
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.310000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0YIJZ0
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
3130000.00
2942364.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
3.625000
7444000.00
7260400.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
4.750000
5280400.00
5283328.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
2.625000
3300200.00
2990188.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-07-31
0.375000
8000600.00
6789888.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-10-15
0.125000
1958300.00
1954873.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.125000
9129400.00
8990524.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
0.500000
900.00
809.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-30
1.500000
47531000.00
40889446.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
3621400.00
3318648.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.625000
23636100.00
23619582.35
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
102000000.00
102000000.00
0.0020
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.305000%
5493006QMFDDMYWIAM13
0000891478
ARP0YIK13
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBK2246
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
3311116.00
1490217.30
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK8804
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1620050.00
400380.71
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0326
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
7785.00
7189.32
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO8173
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
9123744.00
1068803.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY4507
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
1773290.00
1716272.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1927
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1725000.00
1606212.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX4200
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
22946624.00
20876335.73
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8148
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1412390.00
1361770.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9895
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
2161780.00
2096913.99
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3299
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1696550.00
1553106.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY4146
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
800000.00
791739.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1038
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2477244.00
1025590.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV5023
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
1889760.00
1499030.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2041
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
2625264.00
2157559.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1258
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
1620388.00
1055231.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2894
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
7722910.00
1557862.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7498
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
6418320.00
1661399.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8740
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
2520616.00
566372.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8742
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
7734256.00
1365932.10
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF7882
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
659472.00
626626.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9102
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
5677216.00
1451886.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7704
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
5329112.00
1426918.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2754800.00
661574.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2962
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
3899656.00
966660.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6510
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.500000
279868.00
255008.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT9390
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
30915456.00
22677922.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0487
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1810520.00
1693926.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7562
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
5310288.00
1895116.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1100
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1374492.00
680832.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3673
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
6764256.00
2208150.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2296
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
5498160.00
1203741.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK9782
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
13760144.00
1680335.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT2106
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
7699320.00
1481394.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6254
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
1423000.00
1367325.14
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3074
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
12787360.00
1778091.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0333
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
5417856.00
1636566.80
Agency Mortgage-Backed Securities
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0531
85000000.00
85000000.00
0.0017
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.300000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0YIK47
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2032-05-15
2.875000
14107400.00
12507636.71
U.S. Treasuries (including strips)
Y
2023-10-02
2023-10-02
2023-10-02
N
N
N
0.0530
12256971.00
12256971.00
0.0002
N
Y
Y
N
The Charles Schwab Family of Funds
2023-10-06
Dana Smith
Dana Smith
CFO