0001145549-24-042906.txt : 20240708
0001145549-24-042906.hdr.sgml : 20240708
20240708154155
ACCESSION NUMBER: 0001145549-24-042906
CONFORMED SUBMISSION TYPE: N-MFP3
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240708
DATE AS OF CHANGE: 20240708
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP3
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 241104479
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
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Schwab Government Money Fund
C000012381
Sweep Shares
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TAXABLE M/F HOUSING RB SERIES 2021A 5.450000%
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Variable Rate Demand Note
Y
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2024-07-05
2061-10-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
56900000.00
56900000.00
0.0009
N
N
Y
N
FARR LIFE LLC
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Variable Rate Demand Note
Y
2024-07-05
2024-07-05
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
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2549001DPIFGXC1TOL40
US3130A2UW45
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-09-13
2024-09-13
2024-09-13
N
N
N
0.0529
58258131.40
58258131.40
0.0009
N
N
N
N
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3130A3GE8
2549001DPIFGXC1TOL40
US3130A3GE85
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-12-13
2024-12-13
2024-12-13
N
N
N
0.0533
28460282.98
28460282.98
0.0005
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N
N
N
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US3130AGWK72
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-08-15
2024-08-15
2024-08-15
N
N
N
0.0538
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54521662.14
0.0009
N
N
N
N
FEDERAL HOME LOAN BANKS
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U.S. Government Agency Debt (if categorized as coupon-paying notes)
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2024-07-08
2024-07-08
2024-07-08
N
N
N
0.0577
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N
Y
N
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2024-07-01
2024-07-26
2024-07-26
N
N
N
0.0533
119110191.39
119110191.39
0.0019
N
N
N
N
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FEDERAL HOME LOAN BANKS 4.500000%
3130ATT31
2549001DPIFGXC1TOL40
US3130ATT312
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-10-03
2024-10-03
2024-10-03
N
N
N
0.0531
95860772.50
95860772.50
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.875000%
3130ATVD6
2549001DPIFGXC1TOL40
US3130ATVD69
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-09-13
2024-09-13
2024-09-13
N
N
N
0.0531
105561002.39
105561002.39
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AV6N7
2549001DPIFGXC1TOL40
US3130AV6N76
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-09-04
2024-09-04
N
N
N
0.0538
95515642.90
95515642.90
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.460000%
3130AVWL2
2549001DPIFGXC1TOL40
US3130AVWL23
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-01
2025-05-01
N
N
N
0.0543
71738052.62
71738052.62
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.460000%
3130AVYS5
2549001DPIFGXC1TOL40
US3130AVYS57
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-18
2024-11-18
N
N
N
0.0533
71844056.48
71844056.48
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.480000%
3130AW4S6
2549001DPIFGXC1TOL40
US3130AW4S63
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-19
2025-05-19
N
N
N
0.0543
239477668.30
239477668.30
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130AWLH1
2549001DPIFGXC1TOL40
US3130AWLH13
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-07-10
2025-07-10
N
N
N
0.0543
96503721.58
96503721.58
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130AWNS5
2549001DPIFGXC1TOL40
US3130AWNS59
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-07-28
2025-07-28
N
N
N
0.0543
96011528.82
96011528.82
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.480000%
3130AWPC8
2549001DPIFGXC1TOL40
US3130AWPC89
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-04-21
2025-04-21
N
N
N
0.0543
72049062.24
72049062.24
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.475000%
3130AWVS6
2549001DPIFGXC1TOL40
US3130AWVS67
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-14
2025-05-14
N
N
N
0.0543
143898758.96
143898758.96
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.480000%
3130AWX39
2549001DPIFGXC1TOL40
US3130AWX391
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-17
2025-06-17
N
N
N
0.0543
240095139.46
240095139.46
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.495000%
3130AWZJ2
2549001DPIFGXC1TOL40
US3130AWZJ23
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-08-22
2025-08-22
N
N
N
0.0545
144029918.68
144029918.68
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130AX7E2
2549001DPIFGXC1TOL40
US3130AX7E23
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-08-13
2024-08-13
2024-08-13
N
N
N
0.0543
143866287.11
143866287.11
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.400000%
3130AXHK7
2549001DPIFGXC1TOL40
US3130AXHK70
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-10-10
2024-10-10
2024-10-10
N
N
N
0.0551
72043420.25
72043420.25
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.525000%
3130AXM54
2549001DPIFGXC1TOL40
US3130AXM541
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-24
2025-10-24
N
N
N
0.0539
96050586.24
96050586.24
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.530000%
3130AXPB8
2549001DPIFGXC1TOL40
US3130AXPB89
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-30
2025-10-30
N
N
N
0.0539
48124695.02
48124695.02
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.440000%
3130AXPH5
2549001DPIFGXC1TOL40
US3130AXPH59
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-27
2024-11-27
N
N
N
0.0539
149349515.35
149349515.35
0.0024
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.540000%
3130AXTB4
2549001DPIFGXC1TOL40
US3130AXTB44
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-11-14
2025-11-14
N
N
N
0.0539
96265358.28
96265358.28
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.280000%
3130AXX78
2549001DPIFGXC1TOL40
US3130AXX787
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-11-01
2024-11-01
2024-11-01
N
N
N
0.0555
239943265.04
239943265.04
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.185000%
3130AY4D5
2549001DPIFGXC1TOL40
US3130AY4D58
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-10-30
2024-10-30
2024-10-30
N
N
N
0.0550
96457057.12
96457057.12
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.455000%
3130AY5Y8
2549001DPIFGXC1TOL40
US3130AY5Y86
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-16
2025-06-16
N
N
N
0.0543
240437629.42
240437629.42
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.550000%
3130AYAA4
2549001DPIFGXC1TOL40
US3130AYAA45
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-12-26
2025-12-26
N
N
N
0.0549
96247058.15
96247058.15
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.830000%
3130AYFU5
2549001DPIFGXC1TOL40
US3130AYFU53
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-02
2025-01-02
2025-01-02
N
N
N
0.0533
47981316.14
47981316.14
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.770000%
3130AYKM7
2549001DPIFGXC1TOL40
US3130AYKM72
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-21
2025-01-21
2025-01-21
N
N
N
0.0532
335991726.33
335991726.33
0.0054
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.770000%
3130AYMH6
2549001DPIFGXC1TOL40
US3130AYMH69
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-21
2025-01-21
2025-01-21
N
N
N
0.0532
373878611.25
373878611.25
0.0060
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 4.800000%
3130AYRU2
2549001DPIFGXC1TOL40
US3130AYRU26
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-23
2025-01-23
2025-01-23
N
N
N
0.0532
144088774.68
144088774.68
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.365000%
3130AYZ25
2549001DPIFGXC1TOL40
US3130AYZ251
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-14
2024-11-14
N
N
N
0.0539
240903897.76
240903897.76
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.435000%
3130AYZX7
2549001DPIFGXC1TOL40
US3130AYZX72
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-09-19
2025-09-19
N
N
N
0.0545
273868326.79
273868326.79
0.0044
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.365000%
3130B0A25
2549001DPIFGXC1TOL40
US3130B0A252
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-25
2024-10-25
N
N
N
0.0539
144502332.23
144502332.23
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130B0DN6
2549001DPIFGXC1TOL40
US3130B0DN62
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-04-04
2025-04-04
2025-04-04
N
N
N
0.0548
192665780.35
192665780.35
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.410000%
3130B0EK1
2549001DPIFGXC1TOL40
US3130B0EK15
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-04-07
2025-04-07
2025-04-07
N
N
N
0.0549
168596338.91
168596338.91
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.380000%
3130B0H93
2549001DPIFGXC1TOL40
US3130B0H935
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-04-14
2025-04-14
2025-04-14
N
N
N
0.0558
240618323.48
240618323.48
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.380000%
3130B0HN2
2549001DPIFGXC1TOL40
US3130B0HN27
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-03-14
2025-03-14
N
N
N
0.0543
96389192.60
96389192.60
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.360000%
3130B0MR7
2549001DPIFGXC1TOL40
US3130B0MR75
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-04-25
2025-04-25
2025-04-25
N
N
N
0.0553
144387873.25
144387873.25
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.430000%
3130B0QU6
2549001DPIFGXC1TOL40
US3130B0QU68
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-05-02
2025-05-02
2025-05-02
N
N
N
0.0551
72241282.28
72241282.28
0.0012
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.450000%
3130B0UW7
2549001DPIFGXC1TOL40
US3130B0UW78
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-05-12
2025-05-12
2025-05-12
N
N
N
0.0554
144489385.34
144489385.34
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.350000%
3130B0WW5
2549001DPIFGXC1TOL40
US3130B0WW50
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-19
2024-11-19
N
N
N
0.0533
192837088.94
192837088.94
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130B0ZZ5
2549001DPIFGXC1TOL40
US3130B0ZZ54
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-05-20
2025-05-20
2025-05-20
N
N
N
0.0573
96206580.15
96206580.15
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.350000%
3130B14J3
2549001DPIFGXC1TOL40
US3130B14J33
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-25
2024-10-25
N
N
N
0.0539
144495501.72
144495501.72
0.0023
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.540000%
3130B1B55
2549001DPIFGXC1TOL40
US3130B1B555
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-06-02
2025-06-02
2025-06-02
N
N
N
0.0591
119999778.36
119999778.36
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.350000%
3130B1B71
2549001DPIFGXC1TOL40
US3130B1B712
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-02
2024-10-02
N
N
N
0.0538
240703540.70
240703540.70
0.0039
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.350000%
3130B1BF3
2549001DPIFGXC1TOL40
US3130B1BF30
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-03
2024-10-03
N
N
N
0.0538
216802740.35
216802740.35
0.0035
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.480000%
3130B1DE4
2549001DPIFGXC1TOL40
US3130B1DE47
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-06-09
2025-06-09
2025-06-09
N
N
N
0.0545
132302135.32
132302135.32
0.0021
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.345000%
3130B1MV6
2549001DPIFGXC1TOL40
US3130B1MV60
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-07
2024-10-07
N
N
N
0.0536
120404604.10
120404604.10
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.170000%
3130B1P92
2549001DPIFGXC1TOL40
US3130B1P928
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-07-07
2025-07-07
2025-07-07
N
N
N
0.0559
88024830.40
88024830.40
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.235000%
3130B1Q91
2549001DPIFGXC1TOL40
US3130B1Q918
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-07-11
2025-07-11
2025-07-11
N
N
N
0.0559
88081819.23
88081819.23
0.0014
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 5.500000%
3130B1QB6
2549001DPIFGXC1TOL40
US3130B1QB60
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-07-11
2025-07-11
2025-07-11
N
N
N
0.0580
88129490.70
88129490.70
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312B74
254900C5LP6DN9OP9V83
US313312B741
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-08-12
2024-08-12
2024-08-12
N
N
N
0.0523
47785846.88
47785846.88
0.0008
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312G38
254900C5LP6DN9OP9V83
US313312G385
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-09-17
2024-09-17
2024-09-17
N
N
N
0.0519
95076624.50
95076624.50
0.0015
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 (if categorized as no-coupon discount notes)
Y
2024-09-20
2024-09-20
2024-09-20
N
N
N
0.0519
37934976.00
37934976.00
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312R77
254900C5LP6DN9OP9V83
US313312R770
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-12-02
2024-12-02
2024-12-02
N
N
N
0.0506
70608320.68
70608320.68
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
313312T67
254900C5LP6DN9OP9V83
US313312T677
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-12-17
2024-12-17
2024-12-17
N
N
N
0.0506
47133474.34
47133474.34
0.0008
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 (if categorized as no-coupon discount notes)
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0524
66973152.82
66973152.82
0.0011
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384C23
2549001DPIFGXC1TOL40
US313384C235
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-08-15
2024-08-15
2024-08-15
N
N
N
0.0523
95529806.35
95529806.35
0.0015
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384E62
2549001DPIFGXC1TOL40
US313384E629
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-09-04
2024-09-04
2024-09-04
N
N
N
0.0519
101495158.68
101495158.68
0.0016
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384F53
2549001DPIFGXC1TOL40
US313384F535
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-09-11
2024-09-11
2024-09-11
N
N
N
0.0519
344632925.00
344632925.00
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384F79
2549001DPIFGXC1TOL40
US313384F790
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-09-13
2024-09-13
2024-09-13
N
N
N
0.0519
222502313.25
222502313.25
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384H51
2549001DPIFGXC1TOL40
US313384H515
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-09-27
2024-09-27
2024-09-27
N
N
N
0.0519
118524387.68
118524387.68
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384K32
2549001DPIFGXC1TOL40
US313384K329
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-10-11
2024-10-11
2024-10-11
N
N
N
0.0515
237084486.22
237084486.22
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384M63
2549001DPIFGXC1TOL40
US313384M630
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-10-30
2024-10-30
2024-10-30
N
N
N
0.0515
354792712.93
354792712.93
0.0057
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384M71
2549001DPIFGXC1TOL40
US313384M713
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-10-31
2024-10-31
2024-10-31
N
N
N
0.0515
47338090.49
47338090.49
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384P60
2549001DPIFGXC1TOL40
US313384P609
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-11-15
2024-11-15
2024-11-15
N
N
N
0.0508
196048888.00
196048888.00
0.0032
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384Q51
2549001DPIFGXC1TOL40
US313384Q516
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-11-22
2024-11-22
2024-11-22
N
N
N
0.0508
195067928.66
195067928.66
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384T25
2549001DPIFGXC1TOL40
US313384T254
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-12-13
2024-12-13
2024-12-13
N
N
N
0.0506
170188263.00
170188263.00
0.0027
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384T74
2549001DPIFGXC1TOL40
US313384T742
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-12-18
2024-12-18
2024-12-18
N
N
N
0.0506
235145608.72
235145608.72
0.0038
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZF9
2549001DPIFGXC1TOL40
US313384ZF98
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0524
23954629.92
23954629.92
0.0004
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZG7
2549001DPIFGXC1TOL40
US313384ZG71
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-07-12
2024-07-12
2024-07-12
N
N
N
0.0524
336014536.04
336014536.04
0.0054
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZP7
2549001DPIFGXC1TOL40
US313384ZP70
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-07-19
2024-07-19
2024-07-19
N
N
N
0.0524
192211237.00
192211237.00
0.0031
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313384ZS1
2549001DPIFGXC1TOL40
US313384ZS10
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2024-07-22
2024-07-22
2024-07-22
N
N
N
0.0524
143796393.00
143796393.00
0.0023
N
N
Y
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385AC0
2549001DPIFGXC1TOL40
US313385AC08
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-01-03
2025-01-03
2025-01-03
N
N
N
0.0501
117236339.50
117236339.50
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385AK2
2549001DPIFGXC1TOL40
US313385AK24
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-01-10
2025-01-10
2025-01-10
N
N
N
0.0501
188129958.30
188129958.30
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385AY2
2549001DPIFGXC1TOL40
US313385AY28
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-01-23
2025-01-23
2025-01-23
N
N
N
0.0501
117387031.67
117387031.67
0.0019
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BE5
2549001DPIFGXC1TOL40
US313385BE54
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-01-29
2025-01-29
2025-01-29
N
N
N
0.0501
163560382.46
163560382.46
0.0026
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BG0
2549001DPIFGXC1TOL40
US313385BG03
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-01-31
2025-01-31
2025-01-31
N
N
N
0.0501
186789444.82
186789444.82
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BP0
2549001DPIFGXC1TOL40
US313385BP02
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-02-07
2025-02-07
2025-02-07
N
N
N
0.0495
224958540.64
224958540.64
0.0036
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BS4
2549001DPIFGXC1TOL40
US313385BS41
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-02-10
2025-02-10
2025-02-10
N
N
N
0.0495
135828428.01
135828428.01
0.0022
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BV7
2549001DPIFGXC1TOL40
US313385BV79
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-02-13
2025-02-13
2025-02-13
N
N
N
0.0495
139934802.83
139934802.83
0.0022
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385BW5
2549001DPIFGXC1TOL40
US313385BW52
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-02-14
2025-02-14
2025-02-14
N
N
N
0.0495
186585548.07
186585548.07
0.0030
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385DU7
2549001DPIFGXC1TOL40
US313385DU78
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-04-01
2025-04-01
2025-04-01
N
N
N
0.0487
190684429.59
190684429.59
0.0031
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385ES1
2549001DPIFGXC1TOL40
US313385ES14
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-04-23
2025-04-23
2025-04-23
N
N
N
0.0487
138661256.42
138661256.42
0.0022
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385FW1
2549001DPIFGXC1TOL40
US313385FW17
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-05-21
2025-05-21
2025-05-21
N
N
N
0.0482
92088199.13
92088199.13
0.0015
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 0.000000%
313385GL4
2549001DPIFGXC1TOL40
US313385GL43
U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Y
2025-06-04
2025-06-04
2025-06-04
N
N
N
0.0482
6966710.39
6966710.39
0.0001
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.520000%
3133EN2C3
254900C5LP6DN9OP9V83
US3133EN2C35
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-10-16
2024-10-16
N
N
N
0.0539
123857917.36
123857917.36
0.0020
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000%
3133EN6L9
254900C5LP6DN9OP9V83
US3133EN6L97
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-01-23
2025-01-23
N
N
N
0.0541
38228702.34
38228702.34
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133ENE89
254900C5LP6DN9OP9V83
US3133ENE891
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-08-08
2024-08-08
N
N
N
0.0538
12300975.02
12300975.02
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.875000%
3133ENEJ5
254900C5LP6DN9OP9V83
US3133ENEJ55
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-11-18
2024-11-18
2024-11-18
N
N
N
0.0534
70867968.18
70867968.18
0.0011
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 (if categorized as coupon-paying notes)
Y
2024-07-01
2024-08-12
2024-08-12
N
N
N
0.0537
74599540.46
74599540.46
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133ENH60
254900C5LP6DN9OP9V83
US3133ENH605
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-07-22
2024-07-22
N
N
N
0.0533
47702741.80
47702741.80
0.0008
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 (if categorized as coupon-paying notes)
Y
2024-08-26
2024-08-26
2024-08-26
N
N
N
0.0552
148524956.92
148524956.92
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133ENK25
254900C5LP6DN9OP9V83
US3133ENK252
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0543
90500000.00
90500000.00
0.0015
N
Y
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.125000%
3133ENKS8
254900C5LP6DN9OP9V83
US3133ENKS80
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-06
2025-01-06
2025-01-06
N
N
N
0.0536
9445419.71
9445419.71
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000%
3133ENX54
254900C5LP6DN9OP9V83
US3133ENX545
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-01
2024-11-01
N
N
N
0.0535
114257899.40
114257899.40
0.0018
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133ENY61
254900C5LP6DN9OP9V83
US3133ENY618
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-11-07
2024-11-07
N
N
N
0.0535
47626974.92
47626974.92
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133EP6Y6
254900C5LP6DN9OP9V83
US3133EP6Y63
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-04-01
2026-04-01
N
N
N
0.0555
86517786.08
86517786.08
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133EPBX2
254900C5LP6DN9OP9V83
US3133EPBX25
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2024-12-26
2024-12-26
N
N
N
0.0541
119744259.08
119744259.08
0.0019
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPCM5
254900C5LP6DN9OP9V83
US3133EPCM50
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-03-07
2025-03-07
N
N
N
0.0539
71651574.91
71651574.91
0.0012
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000%
3133EPD44
254900C5LP6DN9OP9V83
US3133EPD443
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-11-14
2025-11-14
N
N
N
0.0549
168292059.22
168292059.22
0.0027
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPE76
254900C5LP6DN9OP9V83
US3133EPE763
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-20
2025-05-20
N
N
N
0.0543
144287905.76
144287905.76
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPE84
254900C5LP6DN9OP9V83
US3133EPE847
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-08-20
2025-08-20
N
N
N
0.0544
81718786.10
81718786.10
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000%
3133EPEX9
254900C5LP6DN9OP9V83
US3133EPEX97
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-01-03
2025-01-03
N
N
N
0.0539
48933195.27
48933195.27
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.475000%
3133EPGJ8
254900C5LP6DN9OP9V83
US3133EPGJ85
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-04-21
2025-04-21
N
N
N
0.0543
91458494.17
91458494.17
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000%
3133EPH24
254900C5LP6DN9OP9V83
US3133EPH246
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-11-28
2025-11-28
N
N
N
0.0549
18910666.59
18910666.59
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000%
3133EPJR7
254900C5LP6DN9OP9V83
US3133EPJR74
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-15
2025-05-15
N
N
N
0.0539
24012744.24
24012744.24
0.0004
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000%
3133EPLA1
254900C5LP6DN9OP9V83
US3133EPLA12
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-02
2025-06-02
N
N
N
0.0545
143756178.08
143756178.08
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000%
3133EPM69
254900C5LP6DN9OP9V83
US3133EPM691
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-12-15
2025-12-15
N
N
N
0.0548
14409469.59
14409469.59
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPM85
254900C5LP6DN9OP9V83
US3133EPM857
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-09-15
2025-09-15
N
N
N
0.0544
96220016.33
96220016.33
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000%
3133EPNN1
254900C5LP6DN9OP9V83
US3133EPNN15
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-30
2025-06-30
N
N
N
0.0543
134354839.96
134354839.96
0.0022
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465200%
3133EPNY7
254900C5LP6DN9OP9V83
US3133EPNY79
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-02
2025-06-30
2025-06-30
N
N
N
0.0546
143798240.51
143798240.51
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPP82
254900C5LP6DN9OP9V83
US3133EPP827
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-21
2025-10-21
N
N
N
0.0546
192500734.87
192500734.87
0.0031
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000%
3133EPPB5
254900C5LP6DN9OP9V83
US3133EPPB58
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-02
2025-05-02
N
N
N
0.0543
239798439.12
239798439.12
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000%
3133EPQQ1
254900C5LP6DN9OP9V83
US3133EPQQ19
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-07-21
2025-07-21
N
N
N
0.0543
28831674.53
28831674.53
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000%
3133EPQR9
254900C5LP6DN9OP9V83
US3133EPQR91
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-01-21
2025-01-21
N
N
N
0.0541
172680400.53
172680400.53
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000%
3133EPRC1
254900C5LP6DN9OP9V83
US3133EPRC14
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-05-27
2025-05-27
N
N
N
0.0543
38332555.77
38332555.77
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000%
3133EPRU1
254900C5LP6DN9OP9V83
US3133EPRU12
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-04-28
2025-04-28
N
N
N
0.0543
71952781.79
71952781.79
0.0012
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 (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-11
2025-06-11
N
N
N
0.0542
143855524.06
143855524.06
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000%
3133EPU45
254900C5LP6DN9OP9V83
US3133EPU454
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-11-10
2025-11-10
N
N
N
0.0538
38543365.25
38543365.25
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPUF0
254900C5LP6DN9OP9V83
US3133EPUF08
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-24
2025-06-24
N
N
N
0.0543
86472275.33
86472275.33
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
3133EPW50
254900C5LP6DN9OP9V83
US3133EPW500
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-02
2025-01-02
2025-01-02
N
N
N
0.0529
45053560.14
45053560.14
0.0007
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPWV3
254900C5LP6DN9OP9V83
US3133EPWV30
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-09-26
2025-09-26
N
N
N
0.0544
52824956.45
52824956.45
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000%
3133EPXS9
254900C5LP6DN9OP9V83
US3133EPXS91
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-06
2025-10-06
N
N
N
0.0544
228652258.66
228652258.66
0.0037
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000%
3133EPY58
254900C5LP6DN9OP9V83
US3133EPY589
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-29
2025-10-29
N
N
N
0.0545
149988496.46
149988496.46
0.0024
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485200%
3133EPYQ2
254900C5LP6DN9OP9V83
US3133EPYQ27
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-02
2025-07-17
2025-07-17
N
N
N
0.0546
158741491.82
158741491.82
0.0026
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000%
3133EPYR0
254900C5LP6DN9OP9V83
US3133EPYR00
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-10-17
2025-10-17
N
N
N
0.0549
96156742.25
96156742.25
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000%
3133EPZ57
254900C5LP6DN9OP9V83
US3133EPZ578
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-01-30
2026-01-30
N
N
N
0.0547
99670439.11
99670439.11
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
3133ERAF8
254900C5LP6DN9OP9V83
US3133ERAF83
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-04-04
2025-04-04
2025-04-04
N
N
N
0.0525
19263381.72
19263381.72
0.0003
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ERBW0
254900C5LP6DN9OP9V83
US3133ERBW08
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-06-20
2025-06-20
N
N
N
0.0541
33804732.00
33804732.00
0.0005
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000%
3133ERBY6
254900C5LP6DN9OP9V83
US3133ERBY63
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-04-17
2026-04-17
N
N
N
0.0543
96468148.05
96468148.05
0.0016
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000%
3133ERDP3
254900C5LP6DN9OP9V83
US3133ERDP39
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-05-06
2026-05-06
N
N
N
0.0546
38010115.22
38010115.22
0.0006
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133EREA5
254900C5LP6DN9OP9V83
US3133EREA50
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-05-08
2026-05-08
N
N
N
0.0545
144529044.78
144529044.78
0.0023
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000%
3133ERFS5
254900C5LP6DN9OP9V83
US3133ERFS59
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-01-28
2026-01-28
N
N
N
0.0545
96414681.72
96414681.72
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000%
3133ERGJ4
254900C5LP6DN9OP9V83
US3133ERGJ42
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2025-08-06
2025-08-06
N
N
N
0.0540
96323499.13
96323499.13
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.415000%
3133ERGK1
254900C5LP6DN9OP9V83
US3133ERGK15
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-05-07
2026-05-07
N
N
N
0.0540
96315509.12
96315509.12
0.0015
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000%
3133ERHZ7
254900C5LP6DN9OP9V83
US3133ERHZ74
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-06-24
2026-06-24
N
N
N
0.0544
132783399.30
132783399.30
0.0021
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000%
3133ERJD4
254900C5LP6DN9OP9V83
US3133ERJD45
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-06-24
2026-06-24
N
N
N
0.0548
88914570.71
88914570.71
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000%
3133ERKD2
254900C5LP6DN9OP9V83
US3133ERKD26
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-05
2026-05-05
2026-05-05
N
N
N
0.0543
88307834.86
88307834.86
0.0014
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.360000%
3134GY3S9
S6XOOCT0IEG5ABCC6L87
US3134GY3S93
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-11-22
2024-11-22
2024-11-22
N
N
N
0.0547
28871186.99
28871186.99
0.0005
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
3135G04Z3
B1V7KEBTPIMZEU4LTD58
US3135G04Z35
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-06-17
2025-06-17
2025-06-17
N
N
N
0.0517
94505742.97
94505742.97
0.0015
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.440000%
3135G07G2
B1V7KEBTPIMZEU4LTD58
US3135G07G27
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-01
2026-06-18
2026-06-18
N
N
N
0.0547
88516046.82
88516046.82
0.0014
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.750000%
3135G0V75
B1V7KEBTPIMZEU4LTD58
US3135G0V753
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-07-02
2024-07-02
2024-07-02
N
N
N
0.0567
66589664.34
66589664.34
0.0011
N
N
Y
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625000%
3135G0X24
B1V7KEBTPIMZEU4LTD58
US3135G0X247
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2025-01-07
2025-01-07
2025-01-07
N
N
N
0.0532
40618828.11
40618828.11
0.0007
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625000%
3135G0ZR7
B1V7KEBTPIMZEU4LTD58
US3135G0ZR78
U.S. Government Agency Debt (if categorized as coupon-paying notes)
Y
2024-09-06
2024-09-06
2024-09-06
N
N
N
0.0536
82867683.81
82867683.81
0.0013
N
N
N
N
GINA RISTOW BELLING 2022
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
37611JAA9
US37611JAA97
Variable Rate Demand Note
Y
2024-07-05
2024-07-05
2072-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
20310000.00
20310000.00
0.0003
N
N
Y
N
RIVERSIDE HOME LENDING
TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 5.450000%
769141AA0
US769141AA08
Variable Rate Demand Note
Y
2024-07-05
2024-07-05
2061-09-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
77300000.00
77300000.00
0.0012
N
N
Y
N
United States Treasury
UNITED STATES TREASURY 2.125000%
9128282Y5
254900HROIFWPRGM1V77
US9128282Y56
U.S. Treasury Debt
Y
2024-09-30
2024-09-30
2024-09-30
N
N
N
0.0539
128055162.72
128055162.72
0.0021
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.250000%
9128283P3
254900HROIFWPRGM1V77
US9128283P31
U.S. Treasury Debt
Y
2024-12-31
2024-12-31
2024-12-31
N
N
N
0.0535
84907373.25
84907373.25
0.0014
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.750000%
9128283Z1
254900HROIFWPRGM1V77
US9128283Z13
U.S. Treasury Debt
Y
2025-02-28
2025-02-28
2025-02-28
N
N
N
0.0525
71128135.57
71128135.57
0.0011
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 2.250000%
912828G38
254900HROIFWPRGM1V77
US912828G385
U.S. Treasury Debt
Y
2024-11-15
2024-11-15
2024-11-15
N
N
N
0.0540
119701971.95
119701971.95
0.0019
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
912828Y87
254900HROIFWPRGM1V77
US912828Y875
U.S. Treasury Debt
Y
2024-07-31
2024-07-31
2024-07-31
N
N
N
0.0533
79762316.80
79762316.80
0.0013
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828YM6
254900HROIFWPRGM1V77
US912828YM69
U.S. Treasury Debt
Y
2024-10-31
2024-10-31
2024-10-31
N
N
N
0.0542
89931876.62
89931876.62
0.0014
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.500000%
912828YV6
254900HROIFWPRGM1V77
US912828YV68
U.S. Treasury Debt
Y
2024-11-30
2024-11-30
2024-11-30
N
N
N
0.0535
150308172.86
150308172.86
0.0024
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.375000%
91282CCT6
254900HROIFWPRGM1V77
US91282CCT62
U.S. Treasury Debt
Y
2024-08-15
2024-08-15
2024-08-15
N
N
N
0.0540
141221068.87
141221068.87
0.0023
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.375000%
91282CCX7
254900HROIFWPRGM1V77
US91282CCX74
U.S. Treasury Debt
Y
2024-09-15
2024-09-15
2024-09-15
N
N
N
0.0534
149764890.53
149764890.53
0.0024
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.625000%
91282CDB4
254900HROIFWPRGM1V77
US91282CDB46
U.S. Treasury Debt
Y
2024-10-15
2024-10-15
2024-10-15
N
N
N
0.0541
85318601.17
85318601.17
0.0014
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 0.750000%
91282CDH1
254900HROIFWPRGM1V77
US91282CDH16
U.S. Treasury Debt
Y
2024-11-15
2024-11-15
2024-11-15
N
N
N
0.0538
174104240.16
174104240.16
0.0028
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 1.750000%
91282CED9
254900HROIFWPRGM1V77
US91282CED92
U.S. Treasury Debt
Y
2025-03-15
2025-03-15
2025-03-15
N
N
N
0.0525
70566868.50
70566868.50
0.0011
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
0.0533
116470314.56
116470314.56
0.0019
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.505200%
91282CGF2
254900HROIFWPRGM1V77
US91282CGF23
U.S. Treasury Debt
Y
2024-07-01
2025-01-31
2025-01-31
N
N
N
0.0531
426303301.75
426303301.75
0.0069
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.474200%
91282CGY1
254900HROIFWPRGM1V77
US91282CGY12
U.S. Treasury Debt
Y
2024-07-01
2025-04-30
2025-04-30
N
N
N
0.0538
303480675.81
303480675.81
0.0049
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.430200%
91282CHS3
254900HROIFWPRGM1V77
US91282CHS35
U.S. Treasury Debt
Y
2024-07-01
2025-07-31
2025-07-31
N
N
N
0.0538
466634972.46
466634972.46
0.0075
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.475200%
91282CJD4
254900HROIFWPRGM1V77
US91282CJD48
U.S. Treasury Debt
Y
2024-07-01
2025-10-31
2025-10-31
N
N
N
0.0539
344389663.38
344389663.38
0.0055
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.550200%
91282CJU6
254900HROIFWPRGM1V77
US91282CJU62
U.S. Treasury Debt
Y
2024-07-01
2026-01-31
2026-01-31
N
N
N
0.0543
449132663.19
449132663.19
0.0072
N
Y
Y
N
United States Treasury
UNITED STATES TREASURY 5.455200%
91282CKM2
254900HROIFWPRGM1V77
US91282CKM28
U.S. Treasury Debt
Y
2024-07-01
2026-04-30
2026-04-30
N
N
N
0.0543
14402790.43
14402790.43
0.0002
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.490000%
ARP10YLP9
ZBUT11V806EZRVTWT807
0000782124
ARP10YLP9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FREMF MTG TR 2019-KF63 C 20290525 FLT
2029-05-25
11.438800
0.00
61430297.00
32213746.70
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2019-KF73 C 20291126 FLT
2029-11-26
11.688800
0.00
63804000.00
35176102.95
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2021-KF109 CS 20310325 FLT
2031-03-25
11.574300
0.00
23715000.00
7825642.70
Agency Collateralized Mortgage Obligation
GNRM 2018-010 AB
549300M8ZYFG0OCMTT87
2060-04-16
2.600000
0.00
1538000.00
412252.23
Agency Collateralized Mortgage Obligation
GNRA 2019-085 FG
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
0.00
885670.00
237054.09
Agency Collateralized Mortgage Obligation
GNRA 2023-063 FW
549300M8ZYFG0OCMTT87
2053-05-20
6.183000
0.00
30000000.00
25641960.97
Agency Collateralized Mortgage Obligation
GNRM 2023-164 DA
549300M8ZYFG0OCMTT87
2047-10-20
5.500000
0.00
43079900.00
41102838.87
Agency Collateralized Mortgage Obligation
GNRA 2024-001 KF
549300M8ZYFG0OCMTT87
2054-01-20
6.483000
0.00
100000000.00
97825347.04
Agency Collateralized Mortgage Obligation
GNRA 2024-001 YF
549300M8ZYFG0OCMTT87
2054-01-20
6.483000
0.00
99879100.00
97707076.19
Agency Collateralized Mortgage Obligation
GNRA 2024-063 JA
549300M8ZYFG0OCMTT87
2065-07-16
3.250000
0.00
30000000.00
26044334.69
Agency Collateralized Mortgage Obligation
FNRM RC039CY R17F039
B1V7KEBTPIMZEU4LTD58
2047-05-25
3.500000
0.00
3801000.00
1191585.82
Agency Collateralized Mortgage Obligation
FNRM RC062NA R19F062
B1V7KEBTPIMZEU4LTD58
2049-11-25
2.500000
0.00
100000000.00
34847873.02
Agency Collateralized Mortgage Obligation
FNRM RC077PA R20F077
B1V7KEBTPIMZEU4LTD58
2050-11-25
1.000000
0.00
30000000.00
15972112.54
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2050-08-25
5.749830
0.00
30856768.00
27350059.60
Agency Collateralized Mortgage Obligation
FNRM RC033PL R24F033
B1V7KEBTPIMZEU4LTD58
2054-03-25
5.500000
0.00
10138399.00
10146753.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-04-15
3.500000
0.00
13627500.00
11134216.82
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-06-15
3.000000
0.00
3281516.00
1715984.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-02-15
3.000000
0.00
65240000.00
18589136.22
Agency Collateralized Mortgage Obligation
FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT
2056-07-25
3.250000
0.00
21804200.00
17356393.95
Agency Collateralized Mortgage Obligation
Y
2024-07-01
2024-10-01
2024-10-16
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0549
482000000.00
482000000.00
0.0077
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
ARP117YA6
549300HN4UKV1E2R3U73
0001675365
ARP117YA6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2032-07-15
0.625000
0.00
72989600.00
71117745.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-06-30
3.750000
0.00
19582400.00
19371594.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-03-31
4.125000
0.00
93988700.00
94130692.27
U.S. Treasuries (including strips)
Y
2024-07-05
2024-07-05
2024-07-23
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
181000000.00
181000000.00
0.0029
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.340000%
ARP119P61
ES7IP3U3RHIGC71XBU11
0000352613
ARP119P61
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
6.008000
0.00
45188121.00
620591.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-08-15
6.743470
0.00
38536733.00
1358218.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
6.178350
0.00
72851477.00
1372689.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
6.321830
0.00
60553216.00
568864.38
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
6.161820
0.00
53916057.00
558626.09
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
6.094300
0.00
89429075.00
898933.59
Agency Collateralized Mortgage Obligation
FNAR XX.XXX WS780193
B1V7KEBTPIMZEU4LTD58
2034-06-01
7.205000
0.00
22520170.00
218092.44
Agency Mortgage-Backed Securities
FMAR 841575 G
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.756000
0.00
18552638.00
16915609.15
Agency Mortgage-Backed Securities
FMAR 1G2254 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.135000
0.00
1601.00
9.87
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8502
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
0.00
3927774.00
1923375.38
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD7558
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
0.00
82533946.00
72483055.14
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8420
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
5233518.00
5097766.14
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8398
S6XOOCT0IEG5ABCC6L87
2054-01-01
7.000000
0.00
1386116.00
1293622.68
Agency Mortgage-Backed Securities
FKAR 02.160 WAWA3416
S6XOOCT0IEG5ABCC6L87
2039-05-01
2.160000
0.00
1473.00
1050.60
Agency Mortgage-Backed Securities
FKAR 02.660 WAWA3506
S6XOOCT0IEG5ABCC6L87
2043-01-01
2.660000
0.00
614018.00
459502.24
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
0.00
30462201.00
389466.96
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
0.00
4311000.00
292858.40
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
B1V7KEBTPIMZEU4LTD58
2041-09-25
2.500000
0.00
86932478.00
7682837.16
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
B1V7KEBTPIMZEU4LTD58
2043-01-25
3.000000
0.00
217054869.00
24392374.05
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.500000
0.00
45549436.00
2335206.62
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
B1V7KEBTPIMZEU4LTD58
2043-08-25
3.500000
0.00
103198972.00
14240521.94
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
B1V7KEBTPIMZEU4LTD58
2042-10-25
3.000000
0.00
104209115.00
13212597.54
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
0.00
100300000.00
7771268.08
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2046-11-25
5.849830
0.00
1144448.00
176920.61
Agency Collateralized Mortgage Obligation
MNRA CL010A2 R18M010
B1V7KEBTPIMZEU4LTD58
2028-07-25
3.468960
0.00
1796427.00
1708384.44
Agency Collateralized Mortgage Obligation
MNRM CL004A2 R19M004
B1V7KEBTPIMZEU4LTD58
2031-02-25
3.610000
0.00
1378637.00
1180515.40
Agency Collateralized Mortgage Obligation
MNRA CL001A2 R19M001
B1V7KEBTPIMZEU4LTD58
2028-09-25
3.664970
0.00
4702793.00
3786822.48
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HYBL3277
B1V7KEBTPIMZEU4LTD58
2029-07-01
2.570000
0.00
837697.00
762358.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4052
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
35706880.00
11233543.45
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7172
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.683000
0.00
40205495.00
35883925.11
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7273
B1V7KEBTPIMZEU4LTD58
2053-06-01
4.922000
0.00
5120.00
4551.28
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS5629
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.680000
0.00
2393555.00
2181244.18
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX4174
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.785000
0.00
20539408.00
18289111.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9083
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
1476352.00
884102.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6252
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
36157529.00
32157887.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6253
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
35724466.00
32914854.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6260
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
0.00
34481063.00
31295127.68
Agency Mortgage-Backed Securities
FNAR XX.XXX SOCB5548
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.050000
0.00
17326372.00
14358773.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5910
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
0.00
12071330.00
11048599.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6334
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
0.00
28418624.00
27609447.40
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7061
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
0.00
42300000.00
41240403.47
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7309
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
0.00
1782190.00
1725615.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7497
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
0.00
42530390.00
41500570.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7503
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
0.00
35341497.00
34604819.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS3112
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
0.00
55879087.00
50512372.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4782
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
0.00
86285208.00
73337850.56
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5749
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
0.00
2765351.00
2552167.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS7252
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.000000
0.00
41786439.00
39895122.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA9725
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
4747546.00
4673946.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5428
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.025000
0.00
24827637.00
332093.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8041
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.210000
0.00
10001676.00
54923.99
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4417
B1V7KEBTPIMZEU4LTD58
2036-09-01
1.500000
0.00
13815851.00
8864786.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5354
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
2058982.00
2040398.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4841
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
0.00
4829556.00
4251365.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5070
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
12406037.00
11215715.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5071
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
0.00
65704948.00
60359021.33
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
5.000000
0.00
4500.00
4553.26
U.S. Treasuries (including strips)
MNRA CL01SA2 R22M01S
B1V7KEBTPIMZEU4LTD58
2032-04-25
2.152350
0.00
3980000.00
3308766.08
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-10-25
6.635350
0.00
12857636.00
11256269.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-03-15
5.000000
0.00
16810000.00
5513545.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-06-15
5.500000
0.00
5997130.00
1023748.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.000000
0.00
34380000.00
973517.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-02-15
3.000000
0.00
26663109.00
3812777.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-05-15
3.000000
0.00
10000000.00
287636.43
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
5.792540
0.00
6035489.00
760925.53
Agency Collateralized Mortgage Obligation
FNAR XX.XXX JUAL8079
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
0.00
1150000.00
196037.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
0.00
4000000.00
3684576.00
Agency Mortgage-Backed Securities
FNRM CL092BW R04F092
B1V7KEBTPIMZEU4LTD58
2034-12-25
5.500000
0.00
887150.00
196604.76
Agency Collateralized Mortgage Obligation
FNRM CL022DB R05F022
B1V7KEBTPIMZEU4LTD58
2035-04-25
5.500000
0.00
1370000.00
652616.16
Agency Collateralized Mortgage Obligation
FNRM RC118AC R07F118
B1V7KEBTPIMZEU4LTD58
2038-01-25
5.000000
0.00
29974000.00
2089123.27
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
6.349760
0.00
69259779.00
895036.77
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HYBS9273
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.270000
0.00
33857190.00
32811595.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9275
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.270000
0.00
30880453.00
29926787.41
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1196
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
0.00
7893535.00
6869512.27
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
0.00
9333224.00
6613766.52
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2053-11-25
6.435350
0.00
1185714.00
1149696.39
Agency Collateralized Mortgage Obligation
FNAR XX.XXX AM462306
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.679000
0.00
2258.00
134.30
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0534
851000000.00
851000000.00
0.0137
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.330000%
ARP11BLY9
ES7IP3U3RHIGC71XBU11
0000352613
ARP11BLY9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
05.000 FGPC P00062 G
S6XOOCT0IEG5ABCC6L87
2035-01-01
5.000000
0.00
1097.00
54.14
Agency Mortgage-Backed Securities
03.000 FGPC T40090 G
S6XOOCT0IEG5ABCC6L87
2027-05-01
3.000000
0.00
3307.00
118.52
Agency Mortgage-Backed Securities
02.500 FGPC T45023 G
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
0.00
3876.00
302.83
Agency Mortgage-Backed Securities
02.500 FGPC T49015 G
S6XOOCT0IEG5ABCC6L87
2030-09-01
2.500000
0.00
2291.00
134.70
Agency Mortgage-Backed Securities
05.500 FGPC A48052 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
5.500000
0.00
2307066.00
178537.56
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5708
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
209968.00
212545.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6891
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1170461.00
1208010.56
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI8201
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.500000
0.00
2627456.00
2617361.31
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI9012
S6XOOCT0IEG5ABCC6L87
2054-07-01
6.500000
0.00
1630727.00
1675001.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI9164
S6XOOCT0IEG5ABCC6L87
2054-07-01
5.500000
0.00
2363276.00
2359048.10
Agency Mortgage-Backed Securities
FEPC 05.500 CIQO2094
S6XOOCT0IEG5ABCC6L87
2039-05-01
5.500000
0.00
1071114.00
1072438.64
Agency Mortgage-Backed Securities
FEPC 05.000 CIQO2108
S6XOOCT0IEG5ABCC6L87
2039-05-01
5.000000
0.00
95353.00
94712.35
Agency Mortgage-Backed Securities
MNRA CL010A2 R18M010
B1V7KEBTPIMZEU4LTD58
2028-07-25
3.468960
0.00
1820000.00
1730802.13
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-03-25
6.685350
0.00
50000000.00
47173830.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2053-11-25
6.435350
0.00
37932.00
36779.77
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLDB4683
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.000000
0.00
23597298.00
23011482.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9639
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
0.00
26325524.00
24443538.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0338
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
1894785.00
1753346.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1141
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
0.00
5690539.00
5334569.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2469
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
0.00
403819.00
371626.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2866
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
0.00
1855868.00
1590924.90
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY8493
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
6785319.00
6539566.41
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8853
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
23541104.00
14151378.39
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9219
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
120148675.00
74027349.24
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9383
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
0.00
13075663.00
8327074.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0714
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
0.00
21078720.00
13444553.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4781
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
0.00
160122392.00
140204675.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5712
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
0.00
242674.00
209316.74
Agency Mortgage-Backed Securities
06.000 FGPC A50739 G
S6XOOCT0IEG5ABCC6L87
2036-07-01
6.000000
0.00
1925.00
23.84
Agency Mortgage-Backed Securities
08.000 FGPC G01903 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
8.000000
0.00
21285544.00
260177.98
Agency Mortgage-Backed Securities
05.000 FGPC G05398 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
5.000000
0.00
3408694.00
251463.24
Agency Mortgage-Backed Securities
05.500 FGPC G05566 G
S6XOOCT0IEG5ABCC6L87
2038-12-01
5.500000
0.00
1026.00
28.87
Agency Mortgage-Backed Securities
06.500 FGPC G06374 G
S6XOOCT0IEG5ABCC6L87
2035-11-01
6.500000
0.00
11350.00
660.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6718
B1V7KEBTPIMZEU4LTD58
2053-12-01
5.500000
0.00
7430820.00
7208059.57
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6724
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
14651781.00
14273697.45
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6837
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
84988910.00
82299957.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6970
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
0.00
11330561.00
10937001.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS8014
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.000000
0.00
44128551.00
43031783.86
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8024
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
11252481.00
11397454.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS8084
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
6842705.00
6470944.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS8085
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
0.00
263764.00
252119.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS7726
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
0.00
5474915.00
4930804.60
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS7769
B1V7KEBTPIMZEU4LTD58
2033-03-01
2.000000
0.00
524859.00
463174.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS7751
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.000000
0.00
3023246.00
2765884.48
Agency Mortgage-Backed Securities
FNMS 03.500 CIFS7785
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
0.00
1694923.00
1590819.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS8361
B1V7KEBTPIMZEU4LTD58
2053-12-01
3.500000
0.00
9993615.00
8928465.53
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA9725
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
7252454.00
7140021.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLQF3144
S6XOOCT0IEG5ABCC6L87
2052-11-01
3.500000
0.00
945104.00
823036.63
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF4033
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
0.00
5047247.00
4548235.48
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG8567
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
0.00
1696213.00
1737687.22
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH1480
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
0.00
666000.00
632329.34
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH4183
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.000000
0.00
110320.00
101266.39
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH5967
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.000000
0.00
937325.00
910727.07
Agency Mortgage-Backed Securities
FEPC 05.000 CLQH6120
S6XOOCT0IEG5ABCC6L87
2053-12-01
5.000000
0.00
1969769.00
1906715.84
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH6850
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
0.00
3277856.00
3122815.14
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0665
S6XOOCT0IEG5ABCC6L87
2041-02-01
2.000000
0.00
500000.00
303033.01
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3173
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
0.00
60001.00
23561.02
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8211
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
0.00
11302951.00
9101223.64
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9639
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
0.00
1460669.00
1395096.87
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5036
S6XOOCT0IEG5ABCC6L87
2040-01-01
2.500000
0.00
600000.00
142193.95
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5071
S6XOOCT0IEG5ABCC6L87
2040-09-01
2.000000
0.00
600000.00
297242.13
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC2555
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.500000
0.00
736952.00
559597.51
Agency Mortgage-Backed Securities
FEPC 03.000 3LSE5000
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
0.00
786334.00
113001.61
Agency Mortgage-Backed Securities
FEPC 03.000 3USF4001
S6XOOCT0IEG5ABCC6L87
2030-06-01
3.000000
0.00
300000.00
169566.47
Agency Mortgage-Backed Securities
FEPC 04.000 3VSF5016
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
0.00
3193412.00
2707119.84
Agency Mortgage-Backed Securities
FEPC 03.000 ZLSI2009
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
0.00
625000.00
298608.96
Agency Mortgage-Backed Securities
FEPC 07.500 CLQI0922
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.500000
0.00
7511320.00
7804494.12
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD5717
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
180334.00
183415.91
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD5741
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
0.00
26184768.00
20818356.91
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8244
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
0.00
1224000.00
1031546.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8286
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.000000
0.00
3735154.00
3225243.01
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8372
S6XOOCT0IEG5ABCC6L87
2053-11-01
5.500000
0.00
20393178.00
19386179.46
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8396
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.000000
0.00
9386005.00
9017819.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8445
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.000000
0.00
7473928.00
7284202.34
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD4426
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
0.00
210000.00
168016.92
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3900
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
300000.00
277126.64
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD4077
S6XOOCT0IEG5ABCC6L87
2053-10-01
2.500000
0.00
1375115.00
1088727.60
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD4205
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.500000
0.00
5580000.00
5109229.51
Agency Mortgage-Backed Securities
03.000 FGPC Q10712 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.000000
0.00
950000.00
160893.95
Agency Mortgage-Backed Securities
04.000 FGPC V85437 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
0.00
24737760.00
4843631.08
Agency Mortgage-Backed Securities
04.500 FGPC V85495 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
0.00
367123.00
93676.91
Agency Mortgage-Backed Securities
03.000 FGPC K93781 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
3.000000
0.00
1496672.00
325194.09
Agency Mortgage-Backed Securities
04.500 FGPC Q48099 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
0.00
9830837.00
1373220.72
Agency Mortgage-Backed Securities
05.800 FGPC U30444 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.800000
0.00
746239.00
115674.03
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5748
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
0.00
1008966.00
704790.41
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD6543
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
280177.00
203176.86
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD9576
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
0.00
1060000.00
796395.98
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD9973
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
0.00
783357.00
591197.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0744
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
0.00
133027.00
98818.52
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5354
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
18478315.00
18311536.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4549
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
0.00
1367190.00
976553.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4918
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.000000
0.00
40494938.00
35899004.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5040
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
0.00
3576372.00
3186115.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5070
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
3021057.00
2731195.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5072
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
14617984.00
13442396.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5139
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
0.00
9044431.00
8483885.35
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5108
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
49339091.00
45611479.10
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5216
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
1411980.00
1347150.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5419
B1V7KEBTPIMZEU4LTD58
2054-06-01
5.000000
0.00
13737904.00
13389167.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLRJ0149
S6XOOCT0IEG5ABCC6L87
2053-10-01
3.500000
0.00
1012769.00
883059.92
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0524
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
0.00
18748612.00
18815419.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ1279
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.500000
0.00
1016.00
1014.85
Agency Mortgage-Backed Securities
04.000 FGPC G07786 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
0.00
4957556.00
899805.72
Agency Mortgage-Backed Securities
06.000 FGPC G07058 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.000000
0.00
2791.00
305.08
Agency Mortgage-Backed Securities
03.500 FGPC G07347 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
0.00
1000.00
187.97
Agency Mortgage-Backed Securities
04.500 FGPC G07810 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
4.500000
0.00
1588.00
155.80
Agency Mortgage-Backed Securities
03.500 FGPC G15101 G
S6XOOCT0IEG5ABCC6L87
2028-10-01
3.500000
0.00
1001.00
31.60
Agency Mortgage-Backed Securities
03.500 FGPC G16043 G
S6XOOCT0IEG5ABCC6L87
2030-08-01
3.500000
0.00
1623000.00
299467.45
Agency Mortgage-Backed Securities
03.500 FGPC G15290 G
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.500000
0.00
2866.00
262.54
Agency Mortgage-Backed Securities
03.500 FGPC G16396 G
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.500000
0.00
5677.00
958.52
Agency Mortgage-Backed Securities
03.000 FGPC G16574 G
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
0.00
1186.00
252.30
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
0.00
2010.00
274.55
Agency Mortgage-Backed Securities
03.500 FGPC G08788 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
0.00
4658376.00
630095.60
Agency Mortgage-Backed Securities
03.500 FGPC G08693 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
0.00
2159.00
238.56
Agency Mortgage-Backed Securities
04.500 FGPC C91362 G
S6XOOCT0IEG5ABCC6L87
2031-03-01
4.500000
0.00
815000.00
34891.92
Agency Mortgage-Backed Securities
03.500 FGPC C04052 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
0.00
1000.00
151.02
Agency Mortgage-Backed Securities
02.500 FGPC J24649 G
S6XOOCT0IEG5ABCC6L87
2028-07-01
2.500000
0.00
12202.00
819.23
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI9526
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.000000
0.00
1004.00
65.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ6434
S6XOOCT0IEG5ABCC6L87
2032-09-01
6.500000
0.00
1002.00
12.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2862
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
0.00
2344.00
271.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7229
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
0.00
7948692.00
1170001.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9003
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
0.00
1563.00
161.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9627
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
0.00
1024.00
284.43
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2057
S6XOOCT0IEG5ABCC6L87
2038-03-01
5.500000
0.00
4121.00
28.39
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1571
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
0.00
80000.00
68834.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1623
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
0.00
2701648.00
2237082.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1807
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
0.00
100000.00
86762.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1811
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
0.00
449509.00
366884.81
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD3089
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
1000383.00
758188.77
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD5620
S6XOOCT0IEG5ABCC6L87
2054-06-01
7.000000
0.00
3401808.00
3536012.73
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7149
B1V7KEBTPIMZEU4LTD58
2053-09-01
7.000000
0.00
1563416.00
1448959.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6731
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
0.00
4465664.00
4137915.68
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB8358
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
10475861.00
10639737.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB8478
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.000000
0.00
22408095.00
21815098.17
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM9845
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
0.00
21338558.00
14024292.62
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS1119
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.500000
0.00
3051855.00
2185990.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1146
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
14741657.00
10895468.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2591
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
0.00
8623744.00
7520538.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2824
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
12519059.00
9569765.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2807
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
0.00
41676317.00
37469009.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2880
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
0.00
2968868.00
2281371.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS3728
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
0.00
39626660.00
31828923.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4157
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
74656934.00
62914881.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4782
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
0.00
52008798.00
44204719.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS4840
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
269590770.00
247497661.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS4928
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
0.00
85309163.00
71178646.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS5626
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
0.00
31321720.00
29051895.96
Agency Mortgage-Backed Securities
FEPC 07.500 CLQI2758
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.500000
0.00
1391571.00
1329562.10
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI4171
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.000000
0.00
1000.00
974.49
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI4756
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.000000
0.00
237016.00
239781.55
Agency Mortgage-Backed Securities
05.500 FGPC G20032 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
0.00
20869.00
1211.86
Agency Mortgage-Backed Securities
FNMS 05.650 CA981378
B1V7KEBTPIMZEU4LTD58
2037-12-01
5.650000
0.00
7000.00
2334.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6513
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
0.00
48505113.00
9197021.91
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2922
B1V7KEBTPIMZEU4LTD58
2037-03-01
3.000000
0.00
2500000.00
621273.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
0.00
1000.00
136.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3149
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
0.00
1993950.00
266100.24
Agency Mortgage-Backed Securities
FNMS 05.000 CKMA3779
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
0.00
559546.00
58210.68
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA3847
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
0.00
2000000.00
213511.12
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4100
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
0.00
6700000.00
3286367.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4282
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
0.00
1343584.00
721211.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5749
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
0.00
53594690.00
49463019.40
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-10-31
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0533
1451000000.00
1451000000.00
0.0233
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.340000%
ARP11JGP7
549300HN4UKV1E2R3U73
0001675365
ARP11JGP7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF CY6497 C
549300M8ZYFG0OCMTT87
2053-11-20
6.000000
0.00
1755926.00
1783016.74
Agency Mortgage-Backed Securities
GNII SF CZ7853 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
1338302.00
1379413.69
Agency Mortgage-Backed Securities
GNII SF DA1203 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
11380272.00
11399481.78
Agency Mortgage-Backed Securities
GNII SF DA3312 C
549300M8ZYFG0OCMTT87
2054-02-20
6.000000
0.00
5352208.00
5360556.59
Agency Mortgage-Backed Securities
GNII SF DA6066 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1151266.00
1161231.15
Agency Mortgage-Backed Securities
GNHA RM DB5046 H
549300M8ZYFG0OCMTT87
2074-05-20
7.252000
0.00
1211548.00
1310541.16
Agency Mortgage-Backed Securities
GNII SF DC5116 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1101716.00
1117809.87
Agency Mortgage-Backed Securities
GNII SF DD1178 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
6954992.00
7104760.80
Agency Mortgage-Backed Securities
GNMI SF AT1406 X
549300M8ZYFG0OCMTT87
2046-06-15
3.500000
0.00
179269.00
36797.53
Agency Mortgage-Backed Securities
GNMI SF AU1958 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
0.00
926245.00
176766.10
Agency Mortgage-Backed Securities
GNMI SF 583175 X
549300M8ZYFG0OCMTT87
2032-11-15
6.000000
0.00
949875.00
61139.97
Agency Mortgage-Backed Securities
GNII SF 003331 M
549300M8ZYFG0OCMTT87
2033-01-20
5.000000
0.00
190955.00
2585.80
Agency Mortgage-Backed Securities
GNII SF 005309 M
549300M8ZYFG0OCMTT87
2042-02-20
6.000000
0.00
3010712.00
121371.77
Agency Mortgage-Backed Securities
GNMI SF 490819 X
549300M8ZYFG0OCMTT87
2028-11-15
6.500000
0.00
4454478.00
16135.22
Agency Mortgage-Backed Securities
GNMI SP 784870 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
0.00
25312.00
7407.70
Agency Mortgage-Backed Securities
GNMI SP 781905 X
549300M8ZYFG0OCMTT87
2035-04-15
5.000000
0.00
1500000.00
29089.93
Agency Mortgage-Backed Securities
GNMI SP 782162 X
549300M8ZYFG0OCMTT87
2036-03-15
5.000000
0.00
1000000.00
25191.10
Agency Mortgage-Backed Securities
GNRA 2018-057 A
549300M8ZYFG0OCMTT87
2057-03-16
3.000000
0.00
186000.00
54408.99
Agency Collateralized Mortgage Obligation
GNRA 2018-7O F
549300M8ZYFG0OCMTT87
2068-10-20
6.093790
0.00
2109716.00
927637.84
Agency Collateralized Mortgage Obligation
GNMI SF AL2185 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
0.00
1014830.00
56796.27
Agency Mortgage-Backed Securities
GNII ET CV8075 C
549300M8ZYFG0OCMTT87
2063-09-20
6.500000
0.00
33555456.00
22389471.38
Agency Mortgage-Backed Securities
GNII ET CX2755 C
549300M8ZYFG0OCMTT87
2063-08-20
6.500000
0.00
353221.00
357710.07
Agency Mortgage-Backed Securities
GNII SF CY1520 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
5836728.00
6001320.76
Agency Mortgage-Backed Securities
GNII SF CY2554 C
549300M8ZYFG0OCMTT87
2053-10-20
6.000000
0.00
1482992.00
1517682.62
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-05-25
6.335350
0.00
26878000.00
26131166.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-01-15
2.000000
0.00
5000000.00
387647.41
Agency Collateralized Mortgage Obligation
GNMI SF AC7789 X
549300M8ZYFG0OCMTT87
2042-12-15
3.000000
0.00
452194.00
52573.16
Agency Mortgage-Backed Securities
GNII SF MA2753 M
549300M8ZYFG0OCMTT87
2045-04-20
3.000000
0.00
382294016.00
38692322.00
Agency Mortgage-Backed Securities
GNII SF MA5816 M
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
0.00
581182.00
59725.03
Agency Mortgage-Backed Securities
GNII JM MA6464 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
0.00
400000.00
31918.88
Agency Mortgage-Backed Securities
GNII SF MA7365 M
549300M8ZYFG0OCMTT87
2051-05-20
1.500000
0.00
85062240.00
51457408.34
Agency Mortgage-Backed Securities
GNII SF MA7510 M
549300M8ZYFG0OCMTT87
2036-07-20
3.500000
0.00
390556.00
182993.49
Agency Mortgage-Backed Securities
GNII JM MA7523 M
549300M8ZYFG0OCMTT87
2051-08-20
2.000000
0.00
74988800.00
50484944.00
Agency Mortgage-Backed Securities
GNII SF MA7882 M
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
0.00
50000000.00
36527056.64
Agency Mortgage-Backed Securities
GNII SF MA9543 M
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
0.00
79066240.00
79668928.41
Agency Mortgage-Backed Securities
GNMI SF BC3775 X
549300M8ZYFG0OCMTT87
2047-09-15
5.000000
0.00
34147.00
4219.61
Agency Mortgage-Backed Securities
GNII SF BI3749 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
0.00
1282130.00
294254.87
Agency Mortgage-Backed Securities
GNII SF BK3348 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
0.00
1471994.00
137189.01
Agency Mortgage-Backed Securities
GNII SF CL4149 C
549300M8ZYFG0OCMTT87
2052-03-20
5.000000
0.00
1528886.00
1298614.57
Agency Mortgage-Backed Securities
GNMI SF AK6854 X
549300M8ZYFG0OCMTT87
2045-01-15
3.000000
0.00
1979778.00
330714.48
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-15
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
338000000.00
338000000.00
0.0054
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.340000%
ARP11PUM4
ES7IP3U3RHIGC71XBU11
0000352613
ARP11PUM4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNMS 02.500 CLFS2824
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
7521941.00
5749890.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2807
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
0.00
4876269.00
4383999.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3836
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
0.00
12616864.00
10847278.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS4157
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
22806586.00
19219563.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS4648
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
0.00
15131556.00
12456299.40
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5749
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
0.00
3368599.00
3108910.19
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS5782
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
48375171.00
47031077.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS7363
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
0.00
3233803.00
2843190.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS8335
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.500000
0.00
11111622.00
10748049.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5354
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
279948.00
277421.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4841
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
0.00
10302481.00
9069077.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5038
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
0.00
61655459.00
56054106.99
Agency Mortgage-Backed Securities
MNRA CL001A2 R19M001
B1V7KEBTPIMZEU4LTD58
2028-09-25
3.664970
0.00
6650000.00
5354768.85
Agency Collateralized Mortgage Obligation
MNRM CL005A2 R19M005
B1V7KEBTPIMZEU4LTD58
2029-02-25
3.273000
0.00
10000000.00
9139767.72
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2059-11-25
5.949830
0.00
2000000.00
800546.23
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAS7355
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
0.00
265601000.00
23398165.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4027
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
0.00
15101130.00
5054884.32
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1196
B1V7KEBTPIMZEU4LTD58
2052-12-01
6.000000
0.00
4994471.00
4346541.80
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8853
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
7597751.00
4567273.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1661
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
57011200.00
38480125.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3364
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
2984880.00
2267036.09
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7240
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
0.00
225313.00
222427.13
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7626
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.500000
0.00
69746469.00
63898010.90
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB8358
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
597996.00
607350.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1031
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
16691426.00
11364324.76
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-07-31
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0534
338000000.00
338000000.00
0.0054
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
ARP11PXQ2
549300HN4UKV1E2R3U73
0001675365
ARP11PXQ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNHA RM DC3833 H
549300M8ZYFG0OCMTT87
2074-05-20
7.114000
0.00
11565904.00
12378449.24
Agency Mortgage-Backed Securities
GNII SF 004774 M
549300M8ZYFG0OCMTT87
2040-08-20
6.000000
0.00
139498.00
4767.15
Agency Mortgage-Backed Securities
GNRM 2023-154 HJ
549300M8ZYFG0OCMTT87
2053-10-20
7.500000
0.00
29331560.00
30285673.86
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-05-25
6.335350
0.00
43387800.00
42182224.02
Agency Collateralized Mortgage Obligation
GNII SF MA9389 M
549300M8ZYFG0OCMTT87
2038-12-20
5.500000
0.00
61256.00
60465.14
Agency Mortgage-Backed Securities
GNII SF DB1257 C
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
0.00
2585304.00
2638421.63
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-29
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
85000000.00
85000000.00
0.0014
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
ARP11QLG5
549300HN4UKV1E2R3U73
0001675365
ARP11QLG5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNRA 2015-9O HA
549300M8ZYFG0OCMTT87
2065-03-20
1.750000
0.00
638976.00
153.91
Agency Collateralized Mortgage Obligation
GNRA 2017-8O FB
549300M8ZYFG0OCMTT87
2067-09-20
5.659190
0.00
8000000.00
3784322.36
Agency Collateralized Mortgage Obligation
GNRA 2015-15O FJ
549300M8ZYFG0OCMTT87
2065-06-20
5.877320
0.00
751000.00
280276.58
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FK
549300M8ZYFG0OCMTT87
2066-03-20
6.437320
0.00
600000.00
221490.50
Agency Collateralized Mortgage Obligation
GNRM 2011-136 GB
549300M8ZYFG0OCMTT87
2040-05-20
2.500000
0.00
5000000.00
40926.80
Agency Collateralized Mortgage Obligation
GNRM 2013-054 PD
549300M8ZYFG0OCMTT87
2042-07-20
2.500000
0.00
3000000.00
108606.60
Agency Collateralized Mortgage Obligation
GNRM 2017-170 MC
549300M8ZYFG0OCMTT87
2047-10-20
2.500000
0.00
10000000.00
447726.50
Agency Collateralized Mortgage Obligation
GNRA 2019-5O JF
549300M8ZYFG0OCMTT87
2069-09-20
6.087320
0.00
450000.00
218636.18
Agency Collateralized Mortgage Obligation
GNRM 2017-179 TB
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
0.00
2985000.00
659755.05
Agency Collateralized Mortgage Obligation
GNRA 2021-226 FA
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
0.00
89122600.00
61502809.85
Agency Collateralized Mortgage Obligation
GNRA 2024-04O FB
549300M8ZYFG0OCMTT87
2073-05-20
5.933000
0.00
79663232.00
76953371.37
Agency Collateralized Mortgage Obligation
GNRA 2022-050 FH
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
0.00
46868000.00
34733624.20
Agency Collateralized Mortgage Obligation
GNRA 2023-128 FJ
549300M8ZYFG0OCMTT87
2053-08-20
6.383000
0.00
30000000.00
28827586.26
Agency Collateralized Mortgage Obligation
GNRM 2023-168 GJ
549300M8ZYFG0OCMTT87
2053-11-20
7.500000
0.00
23069952.00
23729663.56
Agency Collateralized Mortgage Obligation
GNRA 2023-152 FA
549300M8ZYFG0OCMTT87
2053-10-20
6.633000
0.00
25824096.00
25478264.29
Agency Collateralized Mortgage Obligation
GNRA 2023-116 FJ
549300M8ZYFG0OCMTT87
2053-08-20
6.483000
0.00
100000000.00
87594142.17
Agency Collateralized Mortgage Obligation
GNRA 2023-135 GF
549300M8ZYFG0OCMTT87
2053-09-20
6.383000
0.00
156300288.00
97757130.97
Agency Collateralized Mortgage Obligation
FNRM CL056MC R08F056
B1V7KEBTPIMZEU4LTD58
2038-07-25
5.500000
0.00
1985000.00
41806.77
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-11-15
5.500000
0.00
7600000.00
132269.29
Agency Collateralized Mortgage Obligation
GNII SF MA3376 M
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
0.00
13325000.00
1468569.79
Agency Mortgage-Backed Securities
GNII SF MA7191 M
549300M8ZYFG0OCMTT87
2051-02-20
1.500000
0.00
756280.00
437457.62
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
0.00
23314.00
7062.83
Agency Mortgage-Backed Securities
GNII SF MA7053 M
549300M8ZYFG0OCMTT87
2050-12-20
3.000000
0.00
26000.00
10126.90
Agency Mortgage-Backed Securities
FNRM RC014KA R15F014
B1V7KEBTPIMZEU4LTD58
2044-07-25
2.000000
0.00
5000000.00
140309.55
Agency Collateralized Mortgage Obligation
FNRM CL076VM R18F076
B1V7KEBTPIMZEU4LTD58
2039-02-25
4.000000
0.00
100000.00
94270.00
Agency Collateralized Mortgage Obligation
FNRM CL026GA R19F026
B1V7KEBTPIMZEU4LTD58
2049-06-25
3.500000
0.00
31982688.00
7739782.86
Agency Collateralized Mortgage Obligation
FNRM CL037GN R21F037
B1V7KEBTPIMZEU4LTD58
2051-06-25
1.750000
0.00
25000000.00
15489010.63
Agency Collateralized Mortgage Obligation
FNRM RC035EB R21F035
B1V7KEBTPIMZEU4LTD58
2037-02-25
1.000000
0.00
20000000.00
9336177.74
Agency Collateralized Mortgage Obligation
FNRM CL003C R22F003
B1V7KEBTPIMZEU4LTD58
2052-02-25
2.000000
0.00
25000000.00
16648243.70
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-10-25
6.635350
0.00
2789000.00
2441641.26
Agency Collateralized Mortgage Obligation
FNRM RC053CY R23F053
B1V7KEBTPIMZEU4LTD58
2053-11-25
6.500000
0.00
9353000.00
9573927.21
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-11-25
6.835350
0.00
100000000.00
85215841.89
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-06-25
6.485350
0.00
62844000.00
61416047.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-04-25
6.285350
0.00
99792512.00
98432363.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-07-25
6.210000
0.00
49506688.00
49951134.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-07-25
5.500000
0.00
13004496.00
12951970.84
Agency Collateralized Mortgage Obligation
GNII SF MA8098 M
549300M8ZYFG0OCMTT87
2052-06-20
3.000000
0.00
7000.00
5354.67
Agency Mortgage-Backed Securities
GNII SF MA7538 M
549300M8ZYFG0OCMTT87
2051-08-20
4.500000
0.00
338225.00
177986.45
Agency Mortgage-Backed Securities
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
0.00
129766400.00
86078896.55
Agency Mortgage-Backed Securities
GNII SF MA8874 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
0.00
40207360.00
32016568.29
Agency Mortgage-Backed Securities
GNII SF MA8918 M
549300M8ZYFG0OCMTT87
2038-12-20
5.500000
0.00
213523.00
191014.32
Agency Mortgage-Backed Securities
GNII SF MA8150 M
549300M8ZYFG0OCMTT87
2052-07-20
4.000000
0.00
50025000.00
41732432.63
Agency Mortgage-Backed Securities
GNII SF MA9603 M
549300M8ZYFG0OCMTT87
2054-04-20
4.500000
0.00
156419360.00
149314686.20
Agency Mortgage-Backed Securities
GNII SF MA9605 M
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
63548000.00
63220857.11
Agency Mortgage-Backed Securities
GNII SF CZ9850 C
549300M8ZYFG0OCMTT87
2054-04-20
6.500000
0.00
1421706.00
1437745.20
Agency Mortgage-Backed Securities
GNII SF DA0553 C
549300M8ZYFG0OCMTT87
2054-02-20
5.500000
0.00
3042216.00
3040138.92
Agency Mortgage-Backed Securities
GNRA 2024-105 FB
549300M8ZYFG0OCMTT87
2054-06-20
6.177420
0.00
66666624.00
67094474.39
Agency Collateralized Mortgage Obligation
GNII SF DA1392 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
3080276.00
3086288.51
Agency Mortgage-Backed Securities
GNII SF DA1394 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
3152824.00
3149373.81
Agency Mortgage-Backed Securities
GNII SF DA1404 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1525546.00
1531546.56
Agency Mortgage-Backed Securities
GNII SF DA6235 C
549300M8ZYFG0OCMTT87
2054-02-20
6.500000
0.00
686797.00
708914.42
Agency Mortgage-Backed Securities
GNII SF DA6489 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1552390.00
1551982.90
Agency Mortgage-Backed Securities
GNII SF DA9125 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
1902704.00
1906124.74
Agency Mortgage-Backed Securities
GNII SF DB5065 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
11759584.00
11939984.53
Agency Mortgage-Backed Securities
GNII SF DB6130 C
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
4097456.00
4124331.21
Agency Mortgage-Backed Securities
GNII SF DB6110 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
4281792.00
4293639.00
Agency Mortgage-Backed Securities
GNII SF DB9406 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
1398786.00
1421195.81
Agency Mortgage-Backed Securities
GNII SF DC2721 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
2990724.00
2977889.48
Agency Mortgage-Backed Securities
GNII SF DC4109 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1140126.00
1167820.80
Agency Mortgage-Backed Securities
GNII SF DC4112 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1067058.00
1103136.30
Agency Mortgage-Backed Securities
GNII SF DC7367 C
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
1331542.00
1342159.72
Agency Mortgage-Backed Securities
GNII SF 004759 M
549300M8ZYFG0OCMTT87
2025-08-20
4.000000
0.00
994847.00
5455.43
Agency Mortgage-Backed Securities
GNMI SF 466280 X
549300M8ZYFG0OCMTT87
2030-07-15
8.000000
0.00
1433600.00
1195.39
Agency Mortgage-Backed Securities
GNMI SF 487588 X
549300M8ZYFG0OCMTT87
2029-04-15
6.000000
0.00
114932.00
392.01
Agency Mortgage-Backed Securities
GNMI SF 506513 X
549300M8ZYFG0OCMTT87
2029-05-15
6.000000
0.00
1303044.00
5370.88
Agency Mortgage-Backed Securities
GNMI SF 530758 X
549300M8ZYFG0OCMTT87
2032-11-15
6.000000
0.00
297124.00
6151.59
Agency Mortgage-Backed Securities
GNII SP 784472 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
0.00
500000.00
166128.91
Agency Mortgage-Backed Securities
GNII SP 787235 C
549300M8ZYFG0OCMTT87
2053-11-20
5.500000
0.00
50290112.00
49677896.97
Agency Mortgage-Backed Securities
GNII SP 787415 C
549300M8ZYFG0OCMTT87
2053-11-20
6.500000
0.00
192384.00
195842.89
Agency Mortgage-Backed Securities
GNII SP 783590 M
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
0.00
183402.00
10086.77
Agency Mortgage-Backed Securities
GNMI SF 675818 X
549300M8ZYFG0OCMTT87
2038-04-15
6.000000
0.00
25000.00
180.58
Agency Mortgage-Backed Securities
GNRA 2017-6O KF
549300M8ZYFG0OCMTT87
2067-08-20
6.187320
0.00
2400000.00
864450.05
Agency Collateralized Mortgage Obligation
GNRA 2024-061 FB
549300M8ZYFG0OCMTT87
2054-04-20
6.463000
0.00
50000000.00
48968471.72
Agency Collateralized Mortgage Obligation
GNRA 2024-105 FC
549300M8ZYFG0OCMTT87
2054-06-20
6.170000
0.00
32113536.00
32367878.77
Agency Collateralized Mortgage Obligation
GNRM 2024-105 CY
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
413962.00
412329.75
Agency Collateralized Mortgage Obligation
GNAR AF MA9618 M
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
11485552.00
11529629.47
Agency Mortgage-Backed Securities
GNII SF BJ1516 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
0.00
1394068.00
507470.36
Agency Mortgage-Backed Securities
GNII SF BQ8528 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1959878.00
1970849.40
Agency Mortgage-Backed Securities
GNII SF BS8420 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
0.00
100000.00
26973.41
Agency Mortgage-Backed Securities
GNII ET CF5887 C
549300M8ZYFG0OCMTT87
2064-02-20
6.000000
0.00
527420.00
527754.33
Agency Mortgage-Backed Securities
GNII SF CL4150 C
549300M8ZYFG0OCMTT87
2052-03-20
5.000000
0.00
1007126.00
786250.24
Agency Mortgage-Backed Securities
GNII ET CQ6790 C
549300M8ZYFG0OCMTT87
2064-02-20
6.500000
0.00
181461.00
183990.01
Agency Mortgage-Backed Securities
GNII ET CR1174 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
0.00
6168112.00
3270736.91
Agency Mortgage-Backed Securities
GNII ET CT6974 C
549300M8ZYFG0OCMTT87
2063-03-20
6.000000
0.00
844011.00
636482.26
Agency Mortgage-Backed Securities
GNII SF CU6752 C
549300M8ZYFG0OCMTT87
2053-08-20
6.500000
0.00
9573088.00
9844664.88
Agency Mortgage-Backed Securities
GNII SF CU9497 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
0.00
1458822.00
1355881.82
Agency Mortgage-Backed Securities
GNII ET CV7295 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
0.00
404551.00
409116.49
Agency Mortgage-Backed Securities
GNII ET CX1677 C
549300M8ZYFG0OCMTT87
2063-08-20
6.500000
0.00
286304.00
289343.88
Agency Mortgage-Backed Securities
GNII ET CX4519 C
549300M8ZYFG0OCMTT87
2063-10-20
6.500000
0.00
97496.00
98725.46
Agency Mortgage-Backed Securities
GNII SF CZ3827 C
549300M8ZYFG0OCMTT87
2054-02-20
6.500000
0.00
688895.00
711121.71
Agency Mortgage-Backed Securities
GNII SF CZ4618 C
549300M8ZYFG0OCMTT87
2054-03-20
6.000000
0.00
4139304.00
4191534.69
Agency Mortgage-Backed Securities
GNII SF CZ4752 C
549300M8ZYFG0OCMTT87
2054-01-20
7.500000
0.00
1927496.00
2004477.61
Agency Mortgage-Backed Securities
GNII SF CZ5872 C
549300M8ZYFG0OCMTT87
2053-11-20
6.500000
0.00
1867584.00
1921434.56
Agency Mortgage-Backed Securities
GNII SF CZ7361 C
549300M8ZYFG0OCMTT87
2054-02-20
6.000000
0.00
1093452.00
1112584.24
Agency Mortgage-Backed Securities
GNII SF CZ8962 C
549300M8ZYFG0OCMTT87
2054-02-20
6.000000
0.00
1636560.00
1669898.83
Agency Mortgage-Backed Securities
GNII SF CX5140 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1680386.00
1681350.63
Agency Mortgage-Backed Securities
GNII SF CX5158 C
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
0.00
1605038.00
1650146.20
Agency Mortgage-Backed Securities
GNII SF CX9770 C
549300M8ZYFG0OCMTT87
2054-03-20
6.000000
0.00
3180248.00
3196620.31
Agency Mortgage-Backed Securities
GNII SF CX9863 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
2884968.00
2866389.89
Agency Mortgage-Backed Securities
GNII ET CX9044 C
549300M8ZYFG0OCMTT87
2063-12-20
7.000000
0.00
2302044.00
2125311.96
Agency Mortgage-Backed Securities
GNII SF CX9926 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
1058814.00
1073760.27
Agency Mortgage-Backed Securities
GNII SF CX9994 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
2118744.00
2123867.31
Agency Mortgage-Backed Securities
GNII ET CY0027 C
549300M8ZYFG0OCMTT87
2062-12-20
7.000000
0.00
76132.00
77341.19
Agency Mortgage-Backed Securities
GNII SF CY1947 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
1133092.00
1173964.33
Agency Mortgage-Backed Securities
GNII ET CY4707 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
0.00
193568.00
196203.23
Agency Mortgage-Backed Securities
GNII ET CY4912 C
549300M8ZYFG0OCMTT87
2063-10-20
7.000000
0.00
393918.00
400866.49
Agency Mortgage-Backed Securities
GNII ET CY4904 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
0.00
281826.00
284574.20
Agency Mortgage-Backed Securities
GNII ET CY8682 C
549300M8ZYFG0OCMTT87
2063-11-20
7.000000
0.00
1551200.00
1403890.54
Agency Mortgage-Backed Securities
GNPL PN CZ2391
549300M8ZYFG0OCMTT87
2059-02-15
5.600000
0.00
1000000.00
1029617.04
Agency Mortgage-Backed Securities
GNII SF CZ2449 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1028826.00
1034302.15
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-02
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
1451000000.00
1451000000.00
0.0233
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
ARP11RDT4
549300HN4UKV1E2R3U73
0001675365
ARP11RDT4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-11-15
5.500000
0.00
12200000.00
157863.27
Agency Collateralized Mortgage Obligation
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
0.00
898856.00
99214.06
Agency Mortgage-Backed Securities
GNII SF MA4385 M
549300M8ZYFG0OCMTT87
2047-04-20
5.000000
0.00
670000.00
70982.28
Agency Mortgage-Backed Securities
GNII SF MA4453 M
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
0.00
2439960.00
226614.22
Agency Mortgage-Backed Securities
GNHA AL CV6932 H
549300M8ZYFG0OCMTT87
2073-05-20
6.272000
0.00
2108272.00
2040057.18
Agency Mortgage-Backed Securities
GNII ET CX5565 C
549300M8ZYFG0OCMTT87
2063-09-20
6.500000
0.00
2311924.00
1870152.91
Agency Mortgage-Backed Securities
GNII SF CY4529 C
549300M8ZYFG0OCMTT87
2053-11-20
6.000000
0.00
3761796.00
3760835.98
Agency Mortgage-Backed Securities
GNII SF CZ8701 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
3285992.00
3210461.26
Agency Mortgage-Backed Securities
GNII SF DB7483 C
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
1181074.00
1179811.43
Agency Mortgage-Backed Securities
GNII SF DC4342 C
549300M8ZYFG0OCMTT87
2054-05-20
6.000000
0.00
1105614.00
1123920.64
Agency Mortgage-Backed Securities
GNII SF DC7777 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1089436.00
1104985.52
Agency Mortgage-Backed Securities
GNMI SF 569235 X
549300M8ZYFG0OCMTT87
2032-03-15
6.000000
0.00
2092498.00
7407.31
Agency Mortgage-Backed Securities
GNII SF 003415 M
549300M8ZYFG0OCMTT87
2033-07-20
5.500000
0.00
129996.00
1731.32
Agency Mortgage-Backed Securities
GNII SF 003678 M
549300M8ZYFG0OCMTT87
2035-02-20
5.500000
0.00
103000.00
2183.72
Agency Mortgage-Backed Securities
GNMI SP 784460 X
549300M8ZYFG0OCMTT87
2046-07-15
4.000000
0.00
303037.00
50353.12
Agency Mortgage-Backed Securities
GNMI SF 668007 X
549300M8ZYFG0OCMTT87
2044-10-15
3.500000
0.00
2472000.00
278111.68
Agency Mortgage-Backed Securities
GNRA 2023-079 FB
549300M8ZYFG0OCMTT87
2053-06-20
6.483000
0.00
22799700.00
19763334.74
Agency Collateralized Mortgage Obligation
GNII SF MA8722 M
549300M8ZYFG0OCMTT87
2044-11-20
3.500000
0.00
27134592.00
22282684.18
Agency Mortgage-Backed Securities
GNII SF AK6860 C
549300M8ZYFG0OCMTT87
2045-01-20
3.000000
0.00
517000.00
101328.04
Agency Mortgage-Backed Securities
GNII SF CU0339 C
549300M8ZYFG0OCMTT87
2053-08-20
7.000000
0.00
30744448.00
31247968.15
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-09-03
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
86000000.00
86000000.00
0.0014
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.390000%
ARP11RDX5
549300HN4UKV1E2R3U73
0001675365
ARP11RDX5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FREMF MTG TR 2018-KF49 B 20250625 FLT
2025-06-25
7.338810
0.00
120000.00
26081.60
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2019-KF66 B 20290725 FLT
2029-07-25
7.838810
0.00
50000.00
10916.06
Agency Collateralized Mortgage Obligation
FNRM RC079PE R07F079
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.000000
0.00
2300000.00
76621.82
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-04-15
5.500000
0.00
2000000.00
460178.19
Agency Collateralized Mortgage Obligation
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
0.00
2408616.00
234875.11
Agency Mortgage-Backed Securities
GNII SF MA2934 M
549300M8ZYFG0OCMTT87
2028-07-20
2.500000
0.00
100402048.00
9330042.95
Agency Mortgage-Backed Securities
GNII SF MA7450 M
549300M8ZYFG0OCMTT87
2036-07-20
4.000000
0.00
46417.00
15240.59
Agency Mortgage-Backed Securities
GNII SF MA7647 M
549300M8ZYFG0OCMTT87
2051-10-20
1.500000
0.00
3744836.00
2429252.47
Agency Mortgage-Backed Securities
GNII SF MA7800 M
549300M8ZYFG0OCMTT87
2037-01-20
3.500000
0.00
207944.00
121859.13
Agency Mortgage-Backed Securities
GNII SF MA9102 M
549300M8ZYFG0OCMTT87
2053-04-20
3.500000
0.00
12434340.00
10541116.22
Agency Mortgage-Backed Securities
GNII SF MA9668 M
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
12553504.00
12524984.14
Agency Mortgage-Backed Securities
GNII ET CW5554 C
549300M8ZYFG0OCMTT87
2063-09-20
6.500000
0.00
821234.00
725116.66
Agency Mortgage-Backed Securities
GNII SF CX9995 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
1865180.00
1864321.28
Agency Mortgage-Backed Securities
GNII SF DC7837 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1870362.00
1908345.31
Agency Mortgage-Backed Securities
GNII SF 005141 M
549300M8ZYFG0OCMTT87
2041-08-20
5.000000
0.00
6103984.00
276653.50
Agency Mortgage-Backed Securities
GNII SP 787319 C
549300M8ZYFG0OCMTT87
2054-02-20
6.000000
0.00
67311744.00
67171649.47
Agency Mortgage-Backed Securities
GNRA 2012-H29 FA
549300M8ZYFG0OCMTT87
2062-10-20
5.952320
0.00
899997.00
52648.56
Agency Collateralized Mortgage Obligation
GNRA 2024-07O FC
549300M8ZYFG0OCMTT87
2074-02-20
5.983000
0.00
500000.00
482773.77
Agency Collateralized Mortgage Obligation
GNRA 2023-058 FA
549300M8ZYFG0OCMTT87
2053-04-20
6.273000
0.00
20756900.00
17085846.42
Agency Collateralized Mortgage Obligation
GNRA 2023-079 FB
549300M8ZYFG0OCMTT87
2053-06-20
6.483000
0.00
77200200.00
66919011.85
Agency Collateralized Mortgage Obligation
GNRA 2023-107 FA
549300M8ZYFG0OCMTT87
2053-07-20
6.383000
0.00
59617800.00
48614748.04
Agency Collateralized Mortgage Obligation
GNII SF CZ9304 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
4899848.00
5049980.46
Agency Mortgage-Backed Securities
GNII SF DA7899 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
8912880.00
8926378.97
Agency Mortgage-Backed Securities
GNII SF DC6550 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
2593320.00
2651358.50
Agency Mortgage-Backed Securities
Y
2024-09-03
2024-09-03
2024-09-03
N
N
N
0.0539
250000000.00
250000000.00
0.0040
N
N
N
Y
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.350000%
ARP11TV29
MBNUM2BPBDO7JBLYG310
0000315030
ARP11TV29
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-03-15
1.750000
0.00
48100.00
47181.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
3.875000
0.00
2406000.00
2405155.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
2.750000
0.00
900.00
893.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.625000
0.00
124223700.00
122684095.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
0.00
157446000.00
144301097.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
1.125000
0.00
100.00
97.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-15
0.125000
0.00
38200.00
45084.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
0.250000
0.00
202222700.00
193443657.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.375000
0.00
105571700.00
105554582.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
3.875000
0.00
206577700.00
205698223.51
U.S. Treasuries (including strips)
Y
2024-07-05
2024-07-05
2024-07-08
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0535
759000000.00
759000000.00
0.0122
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.330000%
ARP11XNP8
G5GSEF7VJP5I7OUK5573
0001484212
ARP11XNP8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
2.750000
0.00
108300000.00
85493279.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
2.750000
0.00
87211000.00
68044642.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-11-15
3.750000
0.00
69581400.00
62647174.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
0.00
107743000.00
91396051.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
0.00
118660000.00
86978527.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
3.000000
0.00
38854300.00
38044023.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
0.00
63080600.00
61819099.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
2.125000
0.00
94941200.00
90535423.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
1.375000
0.00
97439900.00
91257211.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
0.750000
0.00
100000000.00
93085044.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
0.875000
0.00
73876000.00
68143054.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
0.00
69742200.00
65495257.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
2.750000
0.00
84191700.00
78520953.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-12-31
3.875000
0.00
75636300.00
75469301.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
4.000000
0.00
83343900.00
83239343.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
4.250000
0.00
27673800.00
27990567.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-03-31
4.125000
0.00
74969300.00
74994844.87
U.S. Treasuries (including strips)
Y
2024-07-05
2024-07-05
2024-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0533
1210000000.00
1210000000.00
0.0194
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.330000%
ARP11XO51
2IGI19DL77OX0HC3ZE78
0000800030
ARP11XO51
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FEPC 05.000 CLQG2840
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
0.00
1000.00
962.17
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG2975
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.500000
0.00
2515592.00
2305758.46
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG4005
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
0.00
1000.00
1038.71
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG5936
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
0.00
2001.00
1888.42
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6443
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
0.00
1000.00
1027.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7984
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
1000.00
974.80
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7985
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
2000.00
1983.69
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7996
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
0.00
3009.00
2753.19
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7454
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
0.00
2002.00
1983.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7931
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
0.00
1001.00
966.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7932
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
1000.00
984.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7963
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
1000.00
984.02
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7938
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
3001.00
2915.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7939
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
3001.00
2941.64
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH0944
S6XOOCT0IEG5ABCC6L87
2053-09-01
4.500000
0.00
1000.00
932.03
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH8264
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
1000.00
962.63
Agency Mortgage-Backed Securities
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2039-02-02
3.500000
0.00
15000.00
13004.44
Agency Debentures and Agency Strips
FEPC 02.000 CLRA5053
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
0.00
35823530.00
22656967.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5853
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
0.00
15000000.00
10081306.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6652
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
0.00
1145307.00
840637.02
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7925
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
0.00
18740115.00
15992068.78
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1545
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
9301.00
9458.55
Agency Mortgage-Backed Securities
FEPC 04.500 CLQI2064
S6XOOCT0IEG5ABCC6L87
2054-03-01
4.500000
0.00
1566.00
1334.95
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI2204
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
423150.00
427759.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI2269
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.000000
0.00
1000.00
976.55
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI3256
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
5119096.00
5111516.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI4026
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
10490882.00
10069956.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5809
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
2055025.00
2096477.09
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI6037
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1634686.00
1667571.94
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB8158
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.000000
0.00
23596298.00
23690258.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
0.00
505339.00
283730.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5866
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
0.00
33169000.00
11237087.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5867
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
0.00
39103167.00
13133840.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6655
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
0.00
11093613.00
5849263.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9482
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
0.00
55748168.00
38964630.51
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
10044195.00
6829838.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0219
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
2257121.00
1663698.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0668
B1V7KEBTPIMZEU4LTD58
2049-07-01
2.500000
0.00
7700000.00
5206111.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3089
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
0.00
23979728.00
19677463.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3872
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
0.00
1119.00
962.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5811
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
9735520.00
9488374.46
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5972
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
0.00
52354088.00
50743057.80
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS5976
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
0.00
10902912.00
10668842.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8076
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
55409.00
56485.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8165
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
17100.00
17451.18
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8241
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
8427527.00
8692909.83
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8243
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
55104.00
56604.48
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB9163
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
0.00
62078045.00
9236517.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
0.00
130968769.00
18613394.89
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5329
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
20178400.00
19941526.91
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0858
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.500000
0.00
6808408.00
6660844.06
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI6046
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1632873.00
1663801.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI7163
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.500000
0.00
5955347.00
5948686.44
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6349
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
3000.00
3098.23
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI7977
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1934.00
2023.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9587
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
66592149.00
12050686.20
Agency Mortgage-Backed Securities
FNMS 07.000 CLDA7670
B1V7KEBTPIMZEU4LTD58
2054-01-01
7.000000
0.00
542410.00
566936.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLDB1216
B1V7KEBTPIMZEU4LTD58
2054-03-01
4.500000
0.00
761515.00
725732.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB2090
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
7358.00
7372.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9263
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
0.00
2712090.00
707986.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU2035
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
0.00
1417133.00
962277.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU3339
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
0.00
1019149.00
865575.25
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5143
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
4075376.00
3445521.27
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8356
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
1000.00
1000.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0996
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
27795125.00
7483608.02
Agency Mortgage-Backed Securities
FEPC 07.000 CLRJ0867
S6XOOCT0IEG5ABCC6L87
2054-02-01
7.000000
0.00
15153288.00
15118997.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1002
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
7389727.00
7299481.76
Agency Mortgage-Backed Securities
FEPC 07.000 CLRJ1095
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.000000
0.00
3000.00
2837.80
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1218
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
7150805.00
7095695.94
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
0.00
3655285.00
3153651.29
Agency Mortgage-Backed Securities
GNII SF MA8568 M
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
0.00
5814784.00
5191808.32
Agency Mortgage-Backed Securities
GNII SF BW5907 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
0.00
1043161.00
524596.68
Agency Mortgage-Backed Securities
GNMI SF BY2839 X
549300M8ZYFG0OCMTT87
2051-01-15
2.500000
0.00
816094.00
579653.52
Agency Mortgage-Backed Securities
GNII SF CD3283 C
549300M8ZYFG0OCMTT87
2051-09-20
4.000000
0.00
1082386.00
911346.63
Agency Mortgage-Backed Securities
GNII SF CU9025 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
0.00
1092659.00
1023227.76
Agency Mortgage-Backed Securities
GNII SF DB0446 C
549300M8ZYFG0OCMTT87
2054-02-20
7.375000
0.00
1163559.00
1251603.97
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8364
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
0.00
29225806.00
26807335.21
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8397
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
21519020.00
20467178.13
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD4408
S6XOOCT0IEG5ABCC6L87
2053-12-01
7.000000
0.00
29413000.00
28094715.83
Agency Mortgage-Backed Securities
04.000 FGPC V85437 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
0.00
4027078.00
788498.24
Agency Mortgage-Backed Securities
04.000 FGPC G61646 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
0.00
43262.00
6234.11
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC8831
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
0.00
197910.00
132269.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE0574
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
0.00
6988973.00
5341293.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE8026
S6XOOCT0IEG5ABCC6L87
2052-08-01
2.500000
0.00
4874185.00
3524533.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3789
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
0.00
1933560.00
1750522.19
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF8826
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
0.00
14580.00
12398.00
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0614
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
0.00
2005.00
1681.01
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG2200
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
1000.00
868.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2090
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
0.00
30724239.00
9112595.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8234
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
0.00
13150196.00
7684331.88
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
20086032.00
13486906.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3273
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
0.00
973521.00
762508.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3361
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
29402613.00
22728381.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4083
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
0.00
3773248.00
2855594.14
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5861
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.500000
0.00
13952538.00
12800304.94
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8042
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
765309.00
764834.20
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7656
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
0.00
5578327.00
5473077.06
Agency Mortgage-Backed Securities
FEPC 04.000 ZLZT2404
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
0.00
19216960.00
16232528.76
Agency Mortgage-Backed Securities
FEPC 03.000 CTSC0450
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
0.00
2411098.00
2058360.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1569
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
0.00
28233138.00
23957365.08
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD2152
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
0.00
1166.00
910.57
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2366
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
0.00
10708023.00
9523922.05
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7543
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
0.00
4539732.00
2970151.91
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8104
S6XOOCT0IEG5ABCC6L87
2050-11-01
1.500000
0.00
7679992.00
4462164.58
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8309
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
0.00
31283247.00
26924903.42
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
16531310.00
15265437.82
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-07-15
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0533
653000000.00
653000000.00
0.0105
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.330000%
ARP11XPK7
549300QJJX6CVVUXLE15
0001317808
ARP11XPK7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF MA8493 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
0.00
67548625.00
45771062.74
Agency Mortgage-Backed Securities
GNII SF MA8571 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
0.00
34797504.00
28622937.29
Agency Mortgage-Backed Securities
GNII SF MA8728 M
549300M8ZYFG0OCMTT87
2053-01-20
6.500000
0.00
4120.00
3094.75
Agency Mortgage-Backed Securities
GNII SF MA8803 M
549300M8ZYFG0OCMTT87
2053-04-20
6.500000
0.00
19680.00
14920.59
Agency Mortgage-Backed Securities
GNII SF MA9243 M
549300M8ZYFG0OCMTT87
2053-10-20
6.500000
0.00
1091.00
1060.57
Agency Mortgage-Backed Securities
GNII SF MA9667 M
549300M8ZYFG0OCMTT87
2054-05-20
5.000000
0.00
22084522.00
21622259.12
Agency Mortgage-Backed Securities
GNII SF DA5191 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
1000.00
1019.64
Agency Mortgage-Backed Securities
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
0.00
432785.00
302880.67
Agency Collateralized Mortgage Obligation
GNRA 2022-019 FG
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
0.00
3205240.00
2166056.19
Agency Collateralized Mortgage Obligation
GNRA 2022-050 FH
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
0.00
99999000.00
74108724.22
Agency Collateralized Mortgage Obligation
GNRA 2024-021 FC
549300M8ZYFG0OCMTT87
2053-10-20
6.333000
0.00
241664.00
235817.05
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
0.00
500.00
786.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
1000.00
1019.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
0.00
100.00
71.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
1.875000
0.00
33800.00
23686.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
3.375000
0.00
100.00
86.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
0.00
300.00
286.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-08-15
1.250000
0.00
35799000.00
29339165.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-07-15
0.625000
0.00
2710600.00
2641085.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
3.875000
0.00
100.00
99.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-31
3.750000
0.00
29638900.00
28867069.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
4.625000
0.00
100.00
101.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
4.250000
0.00
100.00
101.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-30
4.625000
0.00
2300.00
2347.41
U.S. Treasuries (including strips)
FEPC 02.500 CLSD5099
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
0.00
87086046.00
71140315.99
Agency Mortgage-Backed Securities
04.500 FGPC V84479 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
1000.00
173.52
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2053-09-25
6.685350
0.00
1000.00
911.41
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
0.00
1000.00
191.32
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7324
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.000000
0.00
1000.00
929.20
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
0.00
7404.00
978.02
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
0.00
77317120.00
43952221.47
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
0.00
1000.00
538.37
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
0.00
2059.00
1162.06
Agency Mortgage-Backed Securities
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
0.00
308777.00
204823.31
Agency Mortgage-Backed Securities
GNII SF MA7768 M
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
0.00
1152.00
808.01
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
0.00
2035.00
1791.16
Agency Mortgage-Backed Securities
GNII SF MA8950 M
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
0.00
1000.00
781.04
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0533
337000000.00
337000000.00
0.0054
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.330000%
ARP11XPM3
549300QJJX6CVVUXLE15
0001317808
ARP11XPM3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
0.250000
0.00
23854000.00
30948910.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
2.125000
0.00
100.00
101.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-06-15
4.625000
0.00
2203300.00
2214661.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-26
0.00
0.00
100.00
98.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-17
0.00
0.00
200.00
196.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
5.500000
0.00
999900.00
1065880.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
0.00
600.00
943.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
0.00
4546900.00
3594017.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
0.00
54900.00
46570.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
0.00
8123300.00
5954430.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
151122000.00
154057356.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
0.00
100.00
71.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
0.00
100.00
78.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-05-15
1.250000
0.00
800.00
406.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
0.00
18300.00
13076.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
1.875000
0.00
100.00
70.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
0.00
9300.00
6844.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-05-15
2.875000
0.00
142000.00
106596.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.250000
0.00
100.00
84.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-08-15
3.000000
0.00
800.00
622.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
4.000000
0.00
2100.00
1970.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
3.875000
0.00
631900.00
580572.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-08-15
4.375000
0.00
200.00
198.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
4.500000
0.00
7081900.00
7157151.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
0.00
219900.00
209756.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
0.00
100.00
95.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-15
3.125000
0.00
25000700.00
23862253.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
2.500000
0.00
100.00
97.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-15
2.250000
0.00
17000.00
16436.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
0.00
4000.00
5116.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-15
0.750000
0.00
4603500.00
5480941.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
0.00
1600.00
1526.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
0.00
100.00
88.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
0.500000
0.00
92416400.00
86174082.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
1.250000
0.00
2200.00
1967.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
0.750000
0.00
100.00
92.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-06-30
1.250000
0.00
100.00
89.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
0.00
1000.00
931.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-11-15
4.125000
0.00
5737200.00
5698485.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-12-31
3.875000
0.00
60998000.00
60863321.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-02-15
3.500000
0.00
5136700.00
4907529.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
0.00
200.00
194.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-31
3.750000
0.00
5128600.00
4995045.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-06-30
3.750000
0.00
200.00
197.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
0.00
700.00
690.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-31
4.125000
0.00
67964000.00
68473818.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-08-15
3.875000
0.00
100.00
98.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
4.625000
0.00
65500.00
66069.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-10-31
4.875000
0.00
291100.00
302518.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-11-15
4.500000
0.00
100.00
102.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-12-15
4.375000
0.00
90694400.00
90346492.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-01-31
4.000000
0.00
1000.00
999.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
4.625000
0.00
1000.00
1011.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-28
4.250000
0.00
800.00
808.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
0.00
3579400.00
3300659.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-31
1.125000
0.00
8036000.00
7077935.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-11-30
1.500000
0.00
300.00
266.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-12-15
1.000000
0.00
200.00
196.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-31
1.750000
0.00
100.00
90.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
0.00
800.00
751.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
2.750000
0.00
174289000.00
162549733.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-09-30
3.875000
0.00
15646200.00
15468112.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
4.250000
0.00
134700.00
134569.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-10-31
4.000000
0.00
199900.00
198183.47
U.S. Treasuries (including strips)
Y
2024-07-05
2024-07-05
2024-08-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0533
726000000.00
726000000.00
0.0117
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.370000%
ARP11ZG55
549300HN4UKV1E2R3U73
0001675365
ARP11ZG55
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF MA2936 M
549300M8ZYFG0OCMTT87
2030-07-20
3.500000
0.00
120981.00
10411.01
Agency Mortgage-Backed Securities
GNII JM MA6855 M
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
0.00
25000000.00
8519798.62
Agency Mortgage-Backed Securities
GNII SF CZ4751 C
549300M8ZYFG0OCMTT87
2053-12-20
7.500000
0.00
1518952.00
1584507.74
Agency Mortgage-Backed Securities
GNII SF DC1315 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1435996.00
1444034.71
Agency Mortgage-Backed Securities
GNII SF DC1319 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1046186.00
1067431.95
Agency Mortgage-Backed Securities
GNRA 2012-H31 FD
549300M8ZYFG0OCMTT87
2062-12-20
5.777320
0.00
300000.00
39544.20
Agency Collateralized Mortgage Obligation
GNRA 2018-0O FC
549300M8ZYFG0OCMTT87
2068-10-20
6.118820
0.00
3595404.00
1485717.35
Agency Collateralized Mortgage Obligation
GNRM 2022-128 BY
549300M8ZYFG0OCMTT87
2052-07-20
3.750000
0.00
10247696.00
9200427.58
Agency Collateralized Mortgage Obligation
GNRA 2023-058 FA
549300M8ZYFG0OCMTT87
2053-04-20
6.273000
0.00
79243000.00
65228127.89
Agency Collateralized Mortgage Obligation
Y
2024-07-05
2024-07-05
2024-09-16
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0537
86000000.00
86000000.00
0.0014
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.330000%
ARP11ZGA4
2IGI19DL77OX0HC3ZE78
0000800030
ARP11ZGA4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FEPC 05.500 CLRJ1218
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
1888702.00
1874146.35
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
0.00
1215613.00
110461.34
Agency Mortgage-Backed Securities
GNII SF MA8098 M
549300M8ZYFG0OCMTT87
2052-06-20
3.000000
0.00
40500063.00
30980621.22
Agency Mortgage-Backed Securities
GNII SF BW7261 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
0.00
1160706.00
569712.52
Agency Mortgage-Backed Securities
GNII SF BX2983 C
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
0.00
1143524.00
897880.85
Agency Mortgage-Backed Securities
GNII SF BZ3148 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
0.00
848932.00
582705.53
Agency Mortgage-Backed Securities
GNII SF BZ6502 C
549300M8ZYFG0OCMTT87
2050-12-20
4.500000
0.00
1108965.00
1035119.07
Agency Mortgage-Backed Securities
GNII SF CU6166 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
0.00
1018999.00
1071852.47
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ7729
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
0.00
1000.00
698.66
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR2181
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.151000
0.00
4991816.00
3315149.40
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS8202
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.140000
0.00
155000.00
151732.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS8427
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.920000
0.00
1000000.00
997687.00
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4463
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
0.00
15262.00
15207.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3651
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
0.00
1808848.00
1542806.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW9810
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
0.00
1183503.00
1158420.20
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9507
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
0.00
1738570.00
1413818.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2837
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
1533751.00
1488803.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6407
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
2064732.00
1797089.63
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA1864
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
0.00
19049600.00
5721679.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2093
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
0.00
1056.00
617.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2786
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
0.00
16239392.00
5000546.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
36077544.00
25592914.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5295
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
0.00
1101632.00
967396.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6051
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
0.00
27301005.00
24827956.68
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6546
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
0.00
33721181.00
30942856.53
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8042
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
228124.00
227982.47
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7658
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
0.00
2699829.00
2671370.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2836
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
0.00
14411964.00
4757270.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
2047.00
1051.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
0.00
4584217.00
2573880.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5867
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
0.00
3876557.00
1302044.99
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
2560938.00
1741383.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0219
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
1959607.00
1444404.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0349
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
0.00
8357931.00
5679858.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3089
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
0.00
22939455.00
18823828.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3872
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
0.00
2086.00
1794.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3934
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
0.00
3456940.00
3079837.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6199
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
0.00
23966854.00
21916795.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5811
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
2826752.00
2754992.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS5972
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
0.00
3295085.00
3193689.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS7111
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
0.00
1010.00
1022.61
Agency Mortgage-Backed Securities
FNMS 07.000 CLFS6959
B1V7KEBTPIMZEU4LTD58
2054-01-01
7.000000
0.00
936185.00
947245.42
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8076
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
677729.00
690890.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8165
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
15791153.00
16115455.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8241
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
1000.00
1031.49
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1177
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
0.00
1024.00
138.62
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2432
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
0.00
1000.00
250.91
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3359
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.000000
0.00
64991.00
11957.63
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4208
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
0.00
7713677.00
4421529.57
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5329
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
9669000.00
9555496.16
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0858
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.500000
0.00
2069310.00
2024460.23
Agency Mortgage-Backed Securities
FEPC 02.000 CLRJ0146
S6XOOCT0IEG5ABCC6L87
2053-07-01
2.000000
0.00
1327798.00
1030568.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1002
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
12507673.00
12354926.10
Agency Mortgage-Backed Securities
FEPC 07.000 CLRJ1095
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.000000
0.00
1082822.00
1024276.48
Agency Mortgage-Backed Securities
GNII SF CU9210 C
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
0.00
1086411.00
799034.66
Agency Mortgage-Backed Securities
GNII SF CW7083 C
549300M8ZYFG0OCMTT87
2053-10-20
7.000000
0.00
631684.00
666557.95
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
0.00
11187000.00
16597722.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-15
3.750000
0.00
200.00
197.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-08-15
3.875000
0.00
100.00
97.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-03-31
4.125000
0.00
1500.00
1497.30
U.S. Treasuries (including strips)
FEPC 06.500 CLQI6349
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
2000.00
2065.49
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI6374
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.500000
0.00
5319840.00
5325789.01
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI7037
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
1000.00
1019.84
Agency Mortgage-Backed Securities
FEPC 07.000 CLQI7969
S6XOOCT0IEG5ABCC6L87
2054-06-01
7.000000
0.00
215092.00
226726.33
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI7979
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1003.00
1041.32
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI7243
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
1000.00
1028.88
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI7898
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
3186233.00
3295855.35
Agency Mortgage-Backed Securities
FEPC 07.000 CLQI7939
S6XOOCT0IEG5ABCC6L87
2054-06-01
7.000000
0.00
1003.00
1065.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5874
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
0.00
24307.00
4542.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9587
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
92297902.00
16702465.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804377
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.664000
0.00
71010.00
927.82
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA6337
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
4246480.00
4400717.30
Agency Mortgage-Backed Securities
FNMS 07.000 CLDA7568
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
837849.00
877934.23
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB2090
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
1000.00
1001.92
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB5501
B1V7KEBTPIMZEU4LTD58
2054-07-01
6.500000
0.00
73346.00
75980.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2904
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
0.00
1000.00
199.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9017
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
0.00
1008.00
248.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2012
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
0.00
5408580.00
1472738.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8010
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
0.00
19922500.00
5005698.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9645
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
3678296.00
761016.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1062
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
0.00
1012.00
128.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3884
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
3169885.00
1740712.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3890
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1001.00
228.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6249
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
5356960.00
1465638.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6250
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
10870323.00
2299885.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5915
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
12630759.00
3147013.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6456
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
4088.00
1211.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6472
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
184.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8138
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
0.00
3623142.00
1150171.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8265
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
0.00
6853072.00
1842430.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8484
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
0.00
3299140.00
1366443.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0752
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
0.00
6244664.00
1217787.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2897
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
0.00
1000.00
395.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3276
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
0.00
65559.00
24408.02
Agency Mortgage-Backed Securities
FNMS 03.000 CTBJ3862
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.000000
0.00
1000.00
216.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5188
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
1000.00
360.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6842
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
1000.00
185.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ7306
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
0.00
3602490.00
1792702.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8260
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
0.00
1194642.00
587694.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5867
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
0.00
1028834.00
548521.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6104
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
3266176.00
944794.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7055
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
1000.00
281.40
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM4521
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.000000
0.00
1000.00
199.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0923
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
0.00
22616672.00
4832088.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5413
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
0.00
212728.00
50532.49
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
0.00
1000.00
662.10
Agency Mortgage-Backed Securities
FEPC 03.000 CTSC0450
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
0.00
1024.00
874.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2249
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
0.00
1610750.00
1431697.73
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8104
S6XOOCT0IEG5ABCC6L87
2050-11-01
1.500000
0.00
34771000.00
20202354.98
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
0.00
61280452.00
38465096.17
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
1893030.00
1748072.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8381
S6XOOCT0IEG5ABCC6L87
2053-12-01
4.500000
0.00
9694968.00
8979084.74
Agency Mortgage-Backed Securities
04.000 FGPC G61646 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
0.00
199728633.00
28781156.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1491
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
13706452.00
12385490.72
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1644
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
0.00
4966669.00
4055868.56
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0614
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
0.00
2000.00
1676.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG2200
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
1000.00
868.01
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG2840
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
0.00
1415542.00
1361993.54
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG2999
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
0.00
1000.00
955.37
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG3783
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
1153302.00
1131318.57
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG5936
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
0.00
2000.00
1887.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7984
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
1037642.00
1011497.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7989
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
1000.00
972.98
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7996
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
0.00
2000.00
1829.97
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7454
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
0.00
2000.00
1981.18
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7719
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
36992.00
34320.25
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7931
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
0.00
204060.00
196966.70
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7932
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
1760050.00
1732496.69
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7936
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
5416450.00
5371841.14
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7963
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
2000.00
1968.03
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7938
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
2000.00
1942.82
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH0944
S6XOOCT0IEG5ABCC6L87
2053-09-01
4.500000
0.00
2000.00
1864.06
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH1063
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
0.00
1120000.00
832434.77
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH8014
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
1226973.00
1227723.13
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH9681
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.500000
0.00
8499.00
8707.10
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5276
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
0.00
15805655.00
9946078.74
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5053
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
0.00
2620.00
1657.05
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7408
S6XOOCT0IEG5ABCC6L87
2052-05-01
5.000000
0.00
8511228.00
6324261.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA8393
S6XOOCT0IEG5ABCC6L87
2053-02-01
4.500000
0.00
989422.00
881331.71
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5066
S6XOOCT0IEG5ABCC6L87
2040-08-01
2.500000
0.00
7622176.00
3180592.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI1358
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.000000
0.00
1648579.00
1616009.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI1535
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
1300700.00
1301814.85
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1545
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
984091.00
1000760.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI2134
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
1147500.00
1164102.31
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI4169
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
630714.00
628749.36
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5219
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1433850.00
1463656.14
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI5261
S6XOOCT0IEG5ABCC6L87
2054-05-01
5.500000
0.00
1296500.00
1298420.45
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI5969
S6XOOCT0IEG5ABCC6L87
2054-05-01
5.000000
0.00
948014.00
929548.05
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-08-02
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0533
484000000.00
484000000.00
0.0078
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.330000%
ARP121N51
2IGI19DL77OX0HC3ZE78
0000800030
ARP121N51
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
0.00
18328744.00
15813395.42
Agency Mortgage-Backed Securities
GNMI SF BQ0231 X
549300M8ZYFG0OCMTT87
2049-10-15
3.000000
0.00
201507.00
127630.64
Agency Mortgage-Backed Securities
GNII SF BW5990 C
549300M8ZYFG0OCMTT87
2050-07-20
4.500000
0.00
612005.00
545433.55
Agency Mortgage-Backed Securities
GNII RG CH7265 C
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
0.00
920685.00
428877.67
Agency Mortgage-Backed Securities
GNII SF CU3823 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
0.00
3874403.00
3865034.36
Agency Mortgage-Backed Securities
GNII SF CW7083 C
549300M8ZYFG0OCMTT87
2053-10-20
7.000000
0.00
388269.00
409704.52
Agency Mortgage-Backed Securities
GNII SP 785622 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
0.00
3745498.00
2350923.82
Agency Mortgage-Backed Securities
GNII SP 785702 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
0.00
4343000.00
2894025.18
Agency Mortgage-Backed Securities
GNII SP 785764 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
0.00
6026934.00
4070684.55
Agency Mortgage-Backed Securities
FEPC 04.000 ZLZT2406
S6XOOCT0IEG5ABCC6L87
2041-03-01
4.000000
0.00
9960922.00
8326157.22
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8104
S6XOOCT0IEG5ABCC6L87
2050-11-01
1.500000
0.00
75698561.00
43981743.42
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
0.00
1316000.00
826039.38
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
56307313.00
51995624.37
Agency Mortgage-Backed Securities
04.500 FGPC Q60521 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
0.00
1100000.00
184902.68
Agency Mortgage-Backed Securities
04.500 FGPC Q60990 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
0.00
1000000.00
171245.86
Agency Mortgage-Backed Securities
04.000 FGPC Q50235 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
0.00
3000000.00
739597.59
Agency Mortgage-Backed Securities
04.000 FGPC Q58478 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
0.00
7055613.00
1313010.19
Agency Mortgage-Backed Securities
04.500 FGPC G61566 G
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.500000
0.00
1000000.00
191845.84
Agency Mortgage-Backed Securities
04.000 FGPC G61646 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
0.00
194902471.00
28085699.95
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6470
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1959750.00
2031163.09
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI6838
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
7469099.00
7634847.54
Agency Mortgage-Backed Securities
FEPC 07.000 CLQI7969
S6XOOCT0IEG5ABCC6L87
2054-06-01
7.000000
0.00
1000.00
1054.09
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI8243
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
3502840.00
3584333.57
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI8654
S6XOOCT0IEG5ABCC6L87
2054-07-01
6.000000
0.00
2407815.00
2447553.58
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI8784
S6XOOCT0IEG5ABCC6L87
2054-07-01
6.000000
0.00
1157809.00
1185309.28
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI8785
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
1354960.00
1380339.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5874
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
0.00
1881.00
351.53
Agency Mortgage-Backed Securities
FNMS 07.000 CLDA2421
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
0.00
807810.00
837194.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLDB1216
B1V7KEBTPIMZEU4LTD58
2054-03-01
4.500000
0.00
1000.00
953.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB1577
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
233414.00
232973.59
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB2468
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.000000
0.00
1405662.00
1416243.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB5494
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
1787893.00
1833469.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9017
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
0.00
1001.00
247.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9645
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
206.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8484
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
0.00
1000.00
414.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3276
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
0.00
1100.00
409.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5188
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
1000.00
360.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7055
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
1000.00
281.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4463
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
0.00
765316.00
762573.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV8283
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
2253484.00
1680870.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW2034
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
0.00
1067358.00
871859.34
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5329
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
18389000.00
18173132.58
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0858
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.500000
0.00
12950423.00
12669738.37
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1002
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
124871.00
123346.04
Agency Mortgage-Backed Securities
FEPC 07.000 CLRJ1095
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.000000
0.00
9523549.00
9008634.16
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1218
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
1000.00
992.29
Agency Mortgage-Backed Securities
GNHF RF 798498 H
549300M8ZYFG0OCMTT87
2063-07-20
3.630000
0.00
3400000.00
213977.76
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
0.00
46181970.00
4909900.37
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
0.00
263158.00
22957.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8234
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
0.00
2266933.00
1324684.86
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0581
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
1027071.00
663064.43
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
14740919.00
9897892.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3273
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
0.00
405464.00
317579.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3361
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
1401175.00
1083115.98
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8042
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
350222.00
350004.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
16403486.00
8422324.91
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
0.00
5141689.00
2886882.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5867
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
0.00
1025.00
344.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6655
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
0.00
1539136.00
811531.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7699
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
0.00
15882051.00
8244018.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0219
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
3021406.00
2227044.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3089
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
0.00
44224253.00
36289865.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3872
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
0.00
70805.00
60921.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5083
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
1998711.00
1607409.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5811
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
15298048.00
14909692.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS5976
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
0.00
16518127.00
16163506.34
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS7111
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
0.00
1001.00
1013.50
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8076
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
6039987.00
6157287.94
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8165
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
1848295.00
1886253.43
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8243
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
35072.00
36027.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4208
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
0.00
1000.00
573.21
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
8519617.00
5296475.97
Agency Mortgage-Backed Securities
GNII SF MA5468 M
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
0.00
14004726.00
1232825.29
Agency Mortgage-Backed Securities
GNII SF MA6342 M
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
0.00
9957097.00
1446508.87
Agency Mortgage-Backed Securities
GNII SF MA8043 M
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
0.00
4391117.00
3349286.13
Agency Mortgage-Backed Securities
GNII SF MA8147 M
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
0.00
94036757.00
67533530.76
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5189
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1789740.00
1827094.45
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI6297
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.500000
0.00
1309750.00
1311224.13
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5862
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
3765266.00
3831991.03
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5952
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
2869541.00
2925564.19
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6039
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.500000
0.00
3171925.00
3289200.14
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6349
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
130234.00
134498.32
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI6368
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
1853295.00
1895947.32
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6399
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1554775.00
1617410.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7183
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
0.00
25050786.00
19504719.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW3582
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
0.00
2204510.00
2002576.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3416
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
0.00
2112923.00
1502760.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7241
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
1328223.00
1222264.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8674
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
0.00
2332655.00
2082116.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9355
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
0.00
1526203.00
1317801.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0629
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
250000.00
221791.74
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX6740
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
0.00
1076350.00
652825.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY1050
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
0.00
1055245.00
1009552.94
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY4247
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
0.00
995096.00
1025149.38
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5017
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
0.00
1972082.00
2017262.22
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY6383
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
0.00
1372143.00
1417132.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY7680
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
1469393.00
1365346.42
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8356
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
1000.00
1000.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0708
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
0.00
26441197.00
8132117.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0996
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
49837591.00
13418360.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3850
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
0.00
13485055.00
3215403.86
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD0662
S6XOOCT0IEG5ABCC6L87
2051-11-01
4.000000
0.00
1114836.00
821200.98
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD1244
S6XOOCT0IEG5ABCC6L87
2051-11-01
4.000000
0.00
2113435.00
1538303.20
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD6619
S6XOOCT0IEG5ABCC6L87
2052-02-01
4.000000
0.00
1056501.00
761676.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE1147
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
0.00
3429302.00
2838916.81
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE2763
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
0.00
1759255.00
1527630.33
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE3349
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
0.00
1010967.00
853832.66
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE4096
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
0.00
1276507.00
982136.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE5368
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
0.00
2046814.00
1643320.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE5432
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
0.00
1004166.00
801330.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6465
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
0.00
1100097.00
812201.89
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6649
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
0.00
1297800.00
1174063.67
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6884
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
0.00
1964801.00
1713089.22
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8242
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
0.00
1715778.00
1256008.30
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE9850
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
0.00
1312090.00
1156218.16
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0693
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
0.00
1072775.00
784304.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1215
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
1142472.00
1066325.11
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF1296
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
0.00
1064516.00
929434.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1392
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
1019687.00
817740.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF1416
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
0.00
1145522.00
835060.91
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1491
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
49216748.00
44473476.84
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2261
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
0.00
2233172.00
2005573.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF2557
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
2373880.00
2047491.88
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2714
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
0.00
1009900.00
987717.16
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3166
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
0.00
2038343.00
1208450.96
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3907
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
0.00
1291741.00
1114499.58
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF8826
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
0.00
1000.00
850.34
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF9963
S6XOOCT0IEG5ABCC6L87
2053-04-01
6.000000
0.00
1092926.00
1089001.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0614
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
0.00
2650612.00
2222298.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG2200
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
1000.00
868.01
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG3035
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
0.00
1249971.00
1047440.62
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG3041
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
0.00
1637207.00
1503207.14
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG3280
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.500000
0.00
871588.00
815301.95
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG3783
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
1000.00
980.94
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG4005
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
0.00
1000.00
1038.71
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7985
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
1000.00
991.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7989
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
1298810.00
1263712.51
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7996
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
0.00
1000.00
914.99
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG7454
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
0.00
1568559.00
1553798.73
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7932
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
1000.00
984.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG7963
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
72638.00
71477.02
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG7938
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
1000.00
971.41
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH0089
S6XOOCT0IEG5ABCC6L87
2053-08-01
4.500000
0.00
1709846.00
1606130.91
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH0944
S6XOOCT0IEG5ABCC6L87
2053-09-01
4.500000
0.00
1102274.00
1027349.89
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH7876
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
1342393.00
1393572.69
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH8264
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
1005.00
967.44
Agency Mortgage-Backed Securities
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2039-02-02
3.500000
0.00
514000.00
445618.70
Agency Debentures and Agency Strips
FEPC 03.000 CLRA3851
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
0.00
11730905.00
6262007.28
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5276
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
0.00
20322880.00
12788648.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA4518
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
0.00
134126.00
69877.15
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA5053
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
0.00
1253039.00
792497.67
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6020
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
0.00
13441000.00
9234145.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7375
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
0.00
52710.00
40590.71
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7408
S6XOOCT0IEG5ABCC6L87
2052-05-01
5.000000
0.00
1135868.00
844005.80
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8213
S6XOOCT0IEG5ABCC6L87
2052-11-30
6.000000
0.00
8270240.00
7235587.51
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8417
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
0.00
6019521.00
5515165.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9611
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
20882000.00
19394532.50
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1020
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
1498724.00
1335979.63
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1542
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
1000.00
1029.91
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1545
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
143478.00
145908.39
Agency Mortgage-Backed Securities
FEPC 04.500 CLQI2064
S6XOOCT0IEG5ABCC6L87
2054-03-01
4.500000
0.00
92132.00
78538.74
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI2234
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.000000
0.00
2834582.00
2875753.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI2269
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.000000
0.00
1001550.00
978061.70
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI4628
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
11934.00
12144.27
Agency Mortgage-Backed Securities
Y
2024-07-05
2024-07-05
2024-07-22
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0533
643000000.00
643000000.00
0.0103
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
ARP122UG7
549300HN4UKV1E2R3U73
0001675365
ARP122UG7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.125000
0.00
105236800.00
87562923.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
0.00
80793000.00
60337111.78
U.S. Treasuries (including strips)
Y
2024-07-05
2024-07-05
2024-09-23
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
145000000.00
145000000.00
0.0023
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
ARP122VX9
FOR8UP27PHTHYVLBNG30
0000769993
ARP122VX9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FEPC 06.500 CLQI7890
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.500000
0.00
1036104.00
1067051.39
Agency Mortgage-Backed Securities
FNRM CL061PL R98F061
B1V7KEBTPIMZEU4LTD58
2028-11-25
6.000000
0.00
52000.00
558.06
Agency Collateralized Mortgage Obligation
FNRM CL098MA R12F098
B1V7KEBTPIMZEU4LTD58
2031-08-25
2.000000
0.00
75000.00
1787.93
Agency Collateralized Mortgage Obligation
FNRM RC133NA R13F133
B1V7KEBTPIMZEU4LTD58
2036-05-25
3.000000
0.00
1000000.00
795.86
Agency Collateralized Mortgage Obligation
FNRM CL094KD R18F094
B1V7KEBTPIMZEU4LTD58
2048-12-25
3.500000
0.00
50000.00
3986.47
Agency Collateralized Mortgage Obligation
FNRM CL090KB R20F090
B1V7KEBTPIMZEU4LTD58
2049-09-25
1.000000
0.00
10000.00
3844.47
Agency Collateralized Mortgage Obligation
FNRM CL051MB R21F051
B1V7KEBTPIMZEU4LTD58
2051-08-25
3.000000
0.00
2700.00
1613.82
Agency Collateralized Mortgage Obligation
FNRM CL051BH R21F051
B1V7KEBTPIMZEU4LTD58
2051-08-25
1.500000
0.00
1000.00
420.60
Agency Collateralized Mortgage Obligation
FNRM CL083BJ R21F083
B1V7KEBTPIMZEU4LTD58
2050-04-25
3.000000
0.00
1000.00
683.07
Agency Collateralized Mortgage Obligation
FNRM CL083MY R21F083
B1V7KEBTPIMZEU4LTD58
2050-06-25
3.000000
0.00
1000.00
640.25
Agency Collateralized Mortgage Obligation
FNMS 04.000 ZL310113
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
0.00
9817.00
367.99
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-01-15
3.500000
0.00
90000.00
4428.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2031-07-15
2.000000
0.00
75000.00
2087.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2027-12-15
1.500000
0.00
60000.00
3039.60
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-11-15
1.750000
0.00
180000.00
33.61
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-04-15
3.000000
0.00
46000.00
4901.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-06-15
4.000000
0.00
75000.00
2124.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-02-15
3.500000
0.00
45000.00
4693.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
1.500000
0.00
1250.00
537.36
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2051-08-25
1.500000
0.00
1267.00
536.75
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2053-04-25
6.000000
0.00
5000.00
4898.81
Agency Collateralized Mortgage Obligation
FNMS 07.500 CL542933
B1V7KEBTPIMZEU4LTD58
2030-06-01
7.500000
0.00
874529.00
6522.31
Agency Mortgage-Backed Securities
FNMS 05.500 CL555531
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.500000
0.00
1002.00
5.53
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL3598
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.000000
0.00
1000.00
87.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL4141
B1V7KEBTPIMZEU4LTD58
2043-09-01
6.000000
0.00
1000.00
69.74
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL4577
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.500000
0.00
1000.00
82.27
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL6632
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.500000
0.00
1000.00
127.95
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9878
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.000000
0.00
500000.00
139633.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO4141
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
0.00
1000.00
111.37
Agency Mortgage-Backed Securities
FNMS 02.000 CIAR3967
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.000000
0.00
19984.00
1373.91
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR5215
B1V7KEBTPIMZEU4LTD58
2029-01-01
2.500000
0.00
14244.00
2419.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7999
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
0.00
122321.00
37827.08
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS8884
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
0.00
725000.00
157303.96
Agency Mortgage-Backed Securities
FNMS 02.000 CIAT6440
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.000000
0.00
22947.00
2344.18
Agency Mortgage-Backed Securities
FNMS 04.750 CLAV4584
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.750000
0.00
542880.00
92313.30
Agency Mortgage-Backed Securities
FNMS 03.500 CIAV6368
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.500000
0.00
167000.00
5689.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5210
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
0.00
1000.00
182.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLAX7911
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.000000
0.00
207180.00
43503.74
Agency Mortgage-Backed Securities
FNRM CL055PC R01F055
B1V7KEBTPIMZEU4LTD58
2031-10-25
6.500000
0.00
140000.00
503.61
Agency Collateralized Mortgage Obligation
FNRM RC064QH R01F064
B1V7KEBTPIMZEU4LTD58
2031-11-25
6.000000
0.00
37000.00
751.92
Agency Collateralized Mortgage Obligation
FNRM CL022GP R02F022
B1V7KEBTPIMZEU4LTD58
2032-04-25
6.250000
0.00
64000.00
2072.04
Agency Collateralized Mortgage Obligation
FNRM CL057BP R02F057
B1V7KEBTPIMZEU4LTD58
2032-09-25
6.000000
0.00
8000.00
128.58
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLMA3833
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
0.00
2263000.00
495690.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD5180
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
0.00
169178880.00
149690247.87
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD5597
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
0.00
3056172.00
2813264.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8038
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
0.00
4000.00
655.02
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8121
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
0.00
600000.00
351369.40
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8308
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
0.00
2000.00
1796.32
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8369
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.500000
0.00
1000.00
928.91
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3642
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
0.00
1000.00
953.30
Agency Mortgage-Backed Securities
GNMI SF 579420 X
549300M8ZYFG0OCMTT87
2032-05-15
6.000000
0.00
25000.00
168.09
Agency Mortgage-Backed Securities
GNMI SF 579488 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
0.00
112542.00
1387.49
Agency Mortgage-Backed Securities
GNMI SF 579538 X
549300M8ZYFG0OCMTT87
2032-03-15
6.000000
0.00
98000.00
493.76
Agency Mortgage-Backed Securities
GNMI SF 580869 X
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
0.00
138899.00
312.77
Agency Mortgage-Backed Securities
GNMI SF 580979 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
0.00
50000.00
249.33
Agency Mortgage-Backed Securities
GNMI SF 580982 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
0.00
57566.00
584.31
Agency Mortgage-Backed Securities
GNMI SF 581075 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
0.00
25112.00
46.13
Agency Mortgage-Backed Securities
GNMI SF 581142 X
549300M8ZYFG0OCMTT87
2032-02-15
5.500000
0.00
203124.00
1997.35
Agency Mortgage-Backed Securities
GNMI SF 581642 X
549300M8ZYFG0OCMTT87
2032-02-15
6.000000
0.00
53080.00
1506.03
Agency Mortgage-Backed Securities
GNMI SF 582145 X
549300M8ZYFG0OCMTT87
2032-05-15
6.000000
0.00
38293.00
1128.66
Agency Mortgage-Backed Securities
GNMI SF 582153 X
549300M8ZYFG0OCMTT87
2032-06-15
6.000000
0.00
70000.00
215.65
Agency Mortgage-Backed Securities
GNII SF 002614 M
549300M8ZYFG0OCMTT87
2028-07-20
6.000000
0.00
25000.00
39.74
Agency Mortgage-Backed Securities
GNII SF 002647 M
549300M8ZYFG0OCMTT87
2028-09-20
8.000000
0.00
406035.00
273.52
Agency Mortgage-Backed Securities
GNII SF 002659 M
549300M8ZYFG0OCMTT87
2028-10-20
7.000000
0.00
175000.00
235.02
Agency Mortgage-Backed Securities
GNII SF 002671 M
549300M8ZYFG0OCMTT87
2028-11-20
6.000000
0.00
186000.00
384.15
Agency Mortgage-Backed Securities
GNII SF 002691 M
549300M8ZYFG0OCMTT87
2028-12-20
7.500000
0.00
1250000.00
836.89
Agency Mortgage-Backed Securities
GNII SF 004424 M
549300M8ZYFG0OCMTT87
2039-04-20
5.000000
0.00
1033.00
24.41
Agency Mortgage-Backed Securities
GNII SF 003609 M
549300M8ZYFG0OCMTT87
2034-09-20
5.000000
0.00
39000.00
658.28
Agency Mortgage-Backed Securities
GNII SF 003611 M
549300M8ZYFG0OCMTT87
2034-09-20
6.000000
0.00
31000.00
431.14
Agency Mortgage-Backed Securities
GNII SF 003664 M
549300M8ZYFG0OCMTT87
2035-01-20
5.000000
0.00
52000.00
1023.64
Agency Mortgage-Backed Securities
GNII SF 003652 M
549300M8ZYFG0OCMTT87
2034-12-20
5.500000
0.00
25000.00
494.12
Agency Mortgage-Backed Securities
GNII SF 003665 M
549300M8ZYFG0OCMTT87
2035-01-20
5.500000
0.00
79641.00
1605.15
Agency Mortgage-Backed Securities
GNII SF 003676 M
549300M8ZYFG0OCMTT87
2035-02-20
4.500000
0.00
25000.00
305.26
Agency Mortgage-Backed Securities
GNMI SP 785986 X
549300M8ZYFG0OCMTT87
2051-10-15
3.000000
0.00
5000000.00
3976620.38
Agency Mortgage-Backed Securities
GNMI SF 754393 X
549300M8ZYFG0OCMTT87
2042-08-15
4.000000
0.00
25000.00
4841.40
Agency Mortgage-Backed Securities
GNII SF 626969 C
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
0.00
99000.00
49292.31
Agency Mortgage-Backed Securities
GNMI SF 690662 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
0.00
27839.00
3224.33
Agency Mortgage-Backed Securities
GNII SF DC2681 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
1003.00
1029.84
Agency Mortgage-Backed Securities
GNII SF DC2012 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
3000.00
2987.08
Agency Mortgage-Backed Securities
GNII SF DC3558 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1000.00
1017.86
Agency Mortgage-Backed Securities
GNII SF DC2950 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
4000.00
4143.02
Agency Mortgage-Backed Securities
GNII SF DC3255 C
549300M8ZYFG0OCMTT87
2054-05-20
7.000000
0.00
4028.00
4121.03
Agency Mortgage-Backed Securities
GNII SF DC5871 C
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
1009.00
1012.97
Agency Mortgage-Backed Securities
GNII SF DC6415 C
549300M8ZYFG0OCMTT87
2054-05-20
6.000000
0.00
1001.00
1021.67
Agency Mortgage-Backed Securities
GNII SF DC6545 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
2000.00
2075.18
Agency Mortgage-Backed Securities
GNII SF DC8154 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1000.00
1031.98
Agency Mortgage-Backed Securities
GNII SF DC9904 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1000.00
1017.49
Agency Mortgage-Backed Securities
GNII SF DD1164 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1000.00
1016.39
Agency Mortgage-Backed Securities
GNMI SF 579072 X
549300M8ZYFG0OCMTT87
2031-12-15
6.000000
0.00
56300.00
222.18
Agency Mortgage-Backed Securities
GNMI SF 579138 X
549300M8ZYFG0OCMTT87
2032-01-15
6.000000
0.00
118000.00
486.24
Agency Mortgage-Backed Securities
FNMA REMIC TRUST 2002-33 A1 20420625 7.0
B1V7KEBTPIMZEU4LTD58
2042-06-25
7.000000
0.00
150000.00
4381.00
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-09-25
5.849830
0.00
2500000.00
1301.91
Agency Collateralized Mortgage Obligation
FNRM RC014AQ R03F014
B1V7KEBTPIMZEU4LTD58
2033-03-25
3.500000
0.00
200000.00
471.23
Agency Collateralized Mortgage Obligation
FNRM CL041OA R03F041
B1V7KEBTPIMZEU4LTD58
2033-05-25
4.000000
0.00
500000.00
359.07
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-05-25
6.081020
0.00
200000.00
3909.30
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-06-15
4.500000
0.00
2000000.00
2189.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-01-15
5.500000
0.00
200000.00
2765.97
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-03-25
6.199830
0.00
700000.00
4400.65
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLBC1493
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
0.00
8498830.00
1772145.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5735
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
0.00
1591626.00
163804.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4916
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
0.00
579252.00
92342.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1580
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
0.00
20760704.00
5085818.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM1655
B1V7KEBTPIMZEU4LTD58
2044-11-01
5.000000
0.00
576000.00
138193.88
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3276
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
0.00
914000.00
186348.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4676
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
0.00
5030000.00
1393247.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO4944
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
0.00
138000.00
49189.05
Agency Mortgage-Backed Securities
FNMS 02.500 CIBP9591
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
0.00
2000000.00
694659.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9743
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.020000
0.00
2100.00
2140.81
Agency Mortgage-Backed Securities
FNMS 07.000 CLBU4263
B1V7KEBTPIMZEU4LTD58
2053-11-01
7.000000
0.00
2535228.00
2634011.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU8176
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
0.00
995926.00
697871.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV7813
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
384386.00
301689.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV8264
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
0.00
324274.00
257818.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9726
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
0.00
1530130.00
1328933.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6110
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
0.00
4193872.00
3245512.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX9502
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
0.00
3232060.00
2767188.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY3018
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
0.00
18328960.00
17467823.46
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3300
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
914252.00
884542.99
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBZ0935
B1V7KEBTPIMZEU4LTD58
2034-05-01
5.320000
0.00
1218000.00
1266470.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ1048
B1V7KEBTPIMZEU4LTD58
2029-06-01
5.130000
0.00
1000.00
1017.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1354
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
0.00
4281024.00
1158686.46
Agency Mortgage-Backed Securities
FNMS 04.000 CICA3287
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
0.00
491000.00
103104.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3971
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
0.00
457520000.00
113775472.08
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7145
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
0.00
91482080.00
45145296.38
Agency Mortgage-Backed Securities
FNMS 04.000 CICA6887
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.000000
0.00
1037296.00
472612.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA8177
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.000000
0.00
4836.00
1283.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2664
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
700000.00
498710.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2548
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
0.00
3000.00
2121.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2556
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
4000.00
2977.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2801
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
5000.00
3539.33
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3353
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
1167496.00
863289.88
Agency Mortgage-Backed Securities
GNII SF DB7053 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
1073.00
1071.78
Agency Mortgage-Backed Securities
GNII SF DB7055 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
1036.00
1041.88
Agency Mortgage-Backed Securities
GNII SF DB7470 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
3982.00
4048.18
Agency Mortgage-Backed Securities
GNII SF DB7473 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1008.00
1024.75
Agency Mortgage-Backed Securities
GNII SF DB8562 C
549300M8ZYFG0OCMTT87
2054-06-20
7.500000
0.00
4676.00
4816.35
Agency Mortgage-Backed Securities
GNII SF DB8644 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1000.00
1008.54
Agency Mortgage-Backed Securities
GNII SF DB8648 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
2004.00
2035.36
Agency Mortgage-Backed Securities
GNII SF DB8692 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
2047.00
2112.55
Agency Mortgage-Backed Securities
GNII SF DB8721 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
2015.00
2071.78
Agency Mortgage-Backed Securities
GNII SF DB8722 C
549300M8ZYFG0OCMTT87
2054-05-20
6.000000
0.00
1055.00
1062.99
Agency Mortgage-Backed Securities
GNII SF DB9413 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
2006.00
2065.93
Agency Mortgage-Backed Securities
GNII SF DB9443 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1009.00
1044.92
Agency Mortgage-Backed Securities
GNCL CL CP2684
549300M8ZYFG0OCMTT87
2065-07-15
4.740000
0.00
3119.00
3024.71
Agency Mortgage-Backed Securities
GNCL CL CP3640
549300M8ZYFG0OCMTT87
2064-04-15
4.100000
0.00
3000.00
2812.89
Agency Mortgage-Backed Securities
GNPL PN CP3716
549300M8ZYFG0OCMTT87
2058-05-15
4.550000
0.00
3330.00
3149.64
Agency Mortgage-Backed Securities
GNPL PN CP3736
549300M8ZYFG0OCMTT87
2058-02-15
4.950000
0.00
4000.00
3881.41
Agency Mortgage-Backed Securities
GNPL PN CP7208
549300M8ZYFG0OCMTT87
2057-11-15
4.000000
0.00
1000.00
899.80
Agency Mortgage-Backed Securities
GNII SF BK2509 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
0.00
42000.00
3466.68
Agency Mortgage-Backed Securities
GNHA RM BL8376 H
549300M8ZYFG0OCMTT87
2072-05-20
6.711000
0.00
2008.00
2132.58
Agency Mortgage-Backed Securities
GNPL PN CG6827
549300M8ZYFG0OCMTT87
2058-02-15
4.350000
0.00
7429990.00
6733012.03
Agency Mortgage-Backed Securities
GNPL PN CH0471
549300M8ZYFG0OCMTT87
2057-08-15
3.940000
0.00
3000.00
2684.48
Agency Mortgage-Backed Securities
GNPL PN CI1786
549300M8ZYFG0OCMTT87
2063-08-15
3.830000
0.00
2000.00
1888.44
Agency Mortgage-Backed Securities
GNPL PN CI8956
549300M8ZYFG0OCMTT87
2058-04-15
4.350000
0.00
1000.00
929.49
Agency Mortgage-Backed Securities
GNPL PN CK5806
549300M8ZYFG0OCMTT87
2059-06-15
5.720000
0.00
1000.00
1038.81
Agency Mortgage-Backed Securities
GNPL PN CL4071
549300M8ZYFG0OCMTT87
2057-03-15
2.690000
0.00
364598.00
295824.80
Agency Mortgage-Backed Securities
GNPL PN CM3796
549300M8ZYFG0OCMTT87
2058-06-15
4.890000
0.00
1000.00
974.96
Agency Mortgage-Backed Securities
GNPL PN CQ7061
549300M8ZYFG0OCMTT87
2058-06-15
5.200000
0.00
2000.00
1984.33
Agency Mortgage-Backed Securities
GNPL PN CS2724
549300M8ZYFG0OCMTT87
2058-04-15
4.520000
0.00
3000.00
2809.81
Agency Mortgage-Backed Securities
GNPL PN CT3698
549300M8ZYFG0OCMTT87
2058-12-15
5.760000
0.00
1000.00
1033.47
Agency Mortgage-Backed Securities
GNII SF CT3962 C
549300M8ZYFG0OCMTT87
2053-04-20
5.500000
0.00
1102354.00
1131896.01
Agency Mortgage-Backed Securities
GNPL PN CU1270
549300M8ZYFG0OCMTT87
2058-04-15
5.590000
0.00
1000.00
1016.08
Agency Mortgage-Backed Securities
GNCL CL CU2406
549300M8ZYFG0OCMTT87
2065-01-15
5.440000
0.00
1000.00
1017.99
Agency Mortgage-Backed Securities
GNCL CL CU4602
549300M8ZYFG0OCMTT87
2065-07-15
5.900000
0.00
1000.00
992.78
Agency Mortgage-Backed Securities
GNPL PN CU4668
549300M8ZYFG0OCMTT87
2059-06-15
5.850000
0.00
2000.00
2086.30
Agency Mortgage-Backed Securities
GNPL PN CU4676
549300M8ZYFG0OCMTT87
2059-06-15
5.490000
0.00
2000.00
2058.69
Agency Mortgage-Backed Securities
02.000 FGPC T40185 G
S6XOOCT0IEG5ABCC6L87
2031-08-01
2.000000
0.00
1619314.00
604540.84
Agency Mortgage-Backed Securities
03.500 FGPC G07106 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
0.00
33000.00
4647.72
Agency Mortgage-Backed Securities
03.500 FGPC G07416 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
0.00
1000.00
140.40
Agency Mortgage-Backed Securities
03.500 FGPC G07961 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
0.00
7000.00
1005.00
Agency Mortgage-Backed Securities
03.000 FGPC G16574 G
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
0.00
1000.00
212.74
Agency Mortgage-Backed Securities
02.500 FGPC G16659 G
S6XOOCT0IEG5ABCC6L87
2032-08-01
2.500000
0.00
5538.00
1527.65
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
0.00
5647.00
708.33
Agency Mortgage-Backed Securities
03.000 FGPC G08741 G
S6XOOCT0IEG5ABCC6L87
2047-01-01
3.000000
0.00
185000.00
38076.92
Agency Mortgage-Backed Securities
03.000 FGPC G08750 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
0.00
51000.00
11758.20
Agency Mortgage-Backed Securities
02.000 FGPC J25686 G
S6XOOCT0IEG5ABCC6L87
2028-09-01
2.000000
0.00
18530.00
1719.17
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI4121
S6XOOCT0IEG5ABCC6L87
2036-01-01
5.500000
0.00
2402740.00
4510.41
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5186
S6XOOCT0IEG5ABCC6L87
2036-06-01
6.000000
0.00
2345000.00
35140.48
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5801
S6XOOCT0IEG5ABCC6L87
2037-03-01
5.500000
0.00
500000.00
7788.35
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8004
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.000000
0.00
2934230.00
29568.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLZI8474
S6XOOCT0IEG5ABCC6L87
2034-12-01
4.000000
0.00
4000000.00
120712.05
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK5766
S6XOOCT0IEG5ABCC6L87
2028-07-01
2.500000
0.00
1430.00
152.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2677
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
0.00
378000.00
157242.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3408
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
4543888.00
3339316.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4157
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
0.00
4627.00
4018.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4635
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
0.00
3392508.00
2926141.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4835
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
0.00
53338000.00
49028718.35
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB6101
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
0.00
12190860.00
10677637.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM0076
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
0.00
222000.00
76784.03
Agency Mortgage-Backed Securities
GNII SF DB9430 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
3000.00
3104.93
Agency Mortgage-Backed Securities
GNII SF DB9665 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
1000.00
1011.10
Agency Mortgage-Backed Securities
GNII SF DB9938 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
1000.00
1032.32
Agency Mortgage-Backed Securities
GNII SF DC0194 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
2002.00
2042.35
Agency Mortgage-Backed Securities
GNII SF DC0398 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
4000.00
3982.57
Agency Mortgage-Backed Securities
GNII SF DC0594 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
2003.00
2046.52
Agency Mortgage-Backed Securities
GNII SF DC0723 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
2000.00
1991.36
Agency Mortgage-Backed Securities
GNII SF DC1001 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
2025.00
2036.83
Agency Mortgage-Backed Securities
GNII SF DC1009 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1021.00
1064.74
Agency Mortgage-Backed Securities
GNII SF DC1474 C
549300M8ZYFG0OCMTT87
2054-05-20
6.000000
0.00
2002.00
2034.32
Agency Mortgage-Backed Securities
GNII SF DC1501 C
549300M8ZYFG0OCMTT87
2054-05-20
5.500000
0.00
3002.00
2989.13
Agency Mortgage-Backed Securities
GNMI SF 484034 X
549300M8ZYFG0OCMTT87
2028-12-15
6.000000
0.00
26000.00
124.09
Agency Mortgage-Backed Securities
GNMI SF 484376 X
549300M8ZYFG0OCMTT87
2028-09-15
6.000000
0.00
228244.00
195.24
Agency Mortgage-Backed Securities
GNMI SF 484866 X
549300M8ZYFG0OCMTT87
2028-10-15
6.000000
0.00
280000.00
714.62
Agency Mortgage-Backed Securities
GNMI SF 737989 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
0.00
25000.00
1726.15
Agency Mortgage-Backed Securities
GNMI SF 486694 X
549300M8ZYFG0OCMTT87
2028-11-15
6.000000
0.00
135000.00
125.83
Agency Mortgage-Backed Securities
GNMI SF 533072 X
549300M8ZYFG0OCMTT87
2040-03-15
4.000000
0.00
25000.00
694.05
Agency Mortgage-Backed Securities
GNII SP 784656 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
0.00
36000.00
2056.27
Agency Mortgage-Backed Securities
GNII SF 003700 M
549300M8ZYFG0OCMTT87
2035-04-20
4.500000
0.00
25000.00
431.46
Agency Mortgage-Backed Securities
GNII SF 003713 M
549300M8ZYFG0OCMTT87
2035-05-20
6.500000
0.00
25000.00
311.48
Agency Mortgage-Backed Securities
GNII SF 004015 M
549300M8ZYFG0OCMTT87
2037-08-20
5.000000
0.00
4000.00
81.85
Agency Mortgage-Backed Securities
GNII SF 005280 M
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
0.00
33401.00
2031.47
Agency Mortgage-Backed Securities
GNII SF 005300 M
549300M8ZYFG0OCMTT87
2027-02-20
3.000000
0.00
5994.00
134.40
Agency Mortgage-Backed Securities
GNII SF 005326 M
549300M8ZYFG0OCMTT87
2027-03-20
3.000000
0.00
1000.00
24.63
Agency Mortgage-Backed Securities
GNII SF 004617 M
549300M8ZYFG0OCMTT87
2040-01-20
4.500000
0.00
1867.00
80.43
Agency Mortgage-Backed Securities
GNII SF 004657 M
549300M8ZYFG0OCMTT87
2040-03-20
4.500000
0.00
1000.00
39.60
Agency Mortgage-Backed Securities
GNII SF 004801 M
549300M8ZYFG0OCMTT87
2040-09-20
4.500000
0.00
1000.00
46.85
Agency Mortgage-Backed Securities
GNII SF 004882 M
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
0.00
45107.00
2628.78
Agency Mortgage-Backed Securities
GNII SF 004922 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
0.00
24994.00
1456.85
Agency Mortgage-Backed Securities
GNII SF 004974 M
549300M8ZYFG0OCMTT87
2026-03-20
3.500000
0.00
2007.00
23.16
Agency Mortgage-Backed Securities
GNII SF 005083 M
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
0.00
1009.00
41.33
Agency Mortgage-Backed Securities
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
0.00
3999.00
197.66
Agency Mortgage-Backed Securities
GNMI SF 482908 X
549300M8ZYFG0OCMTT87
2029-01-15
6.000000
0.00
151705.00
184.66
Agency Mortgage-Backed Securities
GNRM 2021-136 LB
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
0.00
2100.00
1661.77
Agency Collateralized Mortgage Obligation
FEPC 07.500 CLZA0839
S6XOOCT0IEG5ABCC6L87
2032-06-01
7.500000
0.00
6069455.00
15361.66
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1210
S6XOOCT0IEG5ABCC6L87
2036-12-01
6.000000
0.00
11127760.00
59868.30
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4623
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.000000
0.00
400000.00
41012.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4751
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
0.00
137623.00
19278.25
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4735
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
0.00
4916000.00
644782.00
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6773
S6XOOCT0IEG5ABCC6L87
2026-06-01
4.000000
0.00
23857504.00
166518.37
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8679
S6XOOCT0IEG5ABCC6L87
2032-12-01
3.000000
0.00
9781232.00
1662534.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0534
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
0.00
2999000.00
822057.52
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1476
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
0.00
33000.00
4626.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1594
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
0.00
4000.00
285.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1630
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
0.00
1040950.00
252197.56
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1864
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
0.00
33000.00
2692.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1955
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.000000
0.00
4000.00
409.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1952
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
0.00
23000.00
2120.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT2087
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.000000
0.00
19000.00
2054.92
Agency Mortgage-Backed Securities
FEPC 04.500 ZLZT2411
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
0.00
42184384.00
37768726.60
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0979
S6XOOCT0IEG5ABCC6L87
2038-01-01
3.500000
0.00
5000.00
4331.85
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8166
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
0.00
78398720.00
56581641.18
Agency Mortgage-Backed Securities
FEPC 04.000 CISB8228
S6XOOCT0IEG5ABCC6L87
2038-05-01
4.000000
0.00
10984620.00
9360004.95
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1143
S6XOOCT0IEG5ABCC6L87
2050-09-01
4.500000
0.00
2546504.00
1863704.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1389
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.000000
0.00
6000.00
4314.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1931
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
0.00
4300.00
3259.50
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD2873
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
0.00
5479304.00
4330750.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1028
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
0.00
14000.00
1257.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1449
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
0.00
6000.00
984.37
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM2690
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
0.00
18660.00
4579.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1866
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
0.00
3385.00
421.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3048
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
152070000.00
44239793.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3102
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
0.00
19793.00
2985.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3243
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
800351.00
198483.09
Agency Mortgage-Backed Securities
FNMS 05.500 CLFM3391
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
0.00
9797904.00
1677965.74
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4382
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
0.00
1000.00
472.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3783
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
0.00
5000.00
1675.40
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM3940
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
0.00
4000000.00
1535209.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5035
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
0.00
1000.00
253.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM6293
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
0.00
1484.00
794.81
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM5798
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.000000
0.00
9000.00
4707.71
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM5940
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
2420000.00
1537797.36
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6555
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
3900000.00
2388759.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6599
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
0.00
3000.00
1032.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM6753
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
0.00
14000.00
4568.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7003
B1V7KEBTPIMZEU4LTD58
2051-02-01
4.000000
0.00
3456.00
1251.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM8446
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
0.00
1000.00
642.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8821
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
0.00
5050000.00
3461106.37
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS0114
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.000000
0.00
3000.00
1643.84
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS0427
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.000000
0.00
5000.00
3392.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0631
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
0.00
2000.00
1433.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0957
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
5000.00
3705.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4018
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
0.00
3329000.00
2634970.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5984
B1V7KEBTPIMZEU4LTD58
2050-12-01
3.000000
0.00
51827584.00
42854345.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS8069
B1V7KEBTPIMZEU4LTD58
2029-04-01
3.000000
0.00
5500000.00
5104338.58
Agency Mortgage-Backed Securities
FNMS 07.000 CLFS7354
B1V7KEBTPIMZEU4LTD58
2053-02-01
7.000000
0.00
2431744.00
2581441.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS7422
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
78578816.00
77958374.65
Agency Mortgage-Backed Securities
GNPL PN CZ2396
549300M8ZYFG0OCMTT87
2059-05-15
5.520000
0.00
1000.00
1030.13
Agency Mortgage-Backed Securities
GNPL PN CZ7769
549300M8ZYFG0OCMTT87
2059-02-15
5.490000
0.00
1000.00
1024.88
Agency Mortgage-Backed Securities
GNPL PN CZ7782
549300M8ZYFG0OCMTT87
2059-05-15
5.710000
0.00
1000.00
1037.68
Agency Mortgage-Backed Securities
GNPL PN DA3199
549300M8ZYFG0OCMTT87
2059-06-15
5.960000
0.00
1018.00
1065.51
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3353
B1V7KEBTPIMZEU4LTD58
2033-04-01
4.000000
0.00
77692.00
8048.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3438
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
0.00
189000.00
18169.92
Agency Mortgage-Backed Securities
FNMS 01.500 CTMA4151
B1V7KEBTPIMZEU4LTD58
2040-10-01
1.500000
0.00
369148416.00
206138417.13
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4311
B1V7KEBTPIMZEU4LTD58
2041-04-01
2.000000
0.00
4099000.00
2611490.01
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4517
B1V7KEBTPIMZEU4LTD58
2037-01-01
2.500000
0.00
27000.00
17476.56
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA4666
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.000000
0.00
6202904.00
4582602.76
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ1709
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
93895680.00
95734485.88
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ1714
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
70107008.00
70930327.59
Agency Mortgage-Backed Securities
FEPC 05.000 CLRJ0919
S6XOOCT0IEG5ABCC6L87
2054-02-01
5.000000
0.00
21558200.00
20498644.06
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1218
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
1000.00
992.29
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ1372
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.000000
0.00
2320000.00
2279871.97
Agency Mortgage-Backed Securities
GNII SF 760278 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
0.00
25550.00
2010.47
Agency Mortgage-Backed Securities
GNMI SF 762955 X
549300M8ZYFG0OCMTT87
2040-12-15
4.250000
0.00
1022.00
709.97
Agency Mortgage-Backed Securities
GNII SF 765315 C
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
0.00
26120.00
543.46
Agency Mortgage-Backed Securities
GNMI SF AB9106 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
0.00
12260.00
1477.50
Agency Mortgage-Backed Securities
GNII SF AC3913 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
0.00
95127.00
2068.76
Agency Mortgage-Backed Securities
GNII SF MA1653 M
549300M8ZYFG0OCMTT87
2029-01-20
4.500000
0.00
139549.00
4316.32
Agency Mortgage-Backed Securities
GNII SF MA1968 M
549300M8ZYFG0OCMTT87
2029-05-20
4.000000
0.00
87133.00
4386.33
Agency Mortgage-Backed Securities
GNII SF MA2222 M
549300M8ZYFG0OCMTT87
2044-08-20
3.000000
0.00
25000.00
2924.78
Agency Mortgage-Backed Securities
GNII SF MA2443 M
549300M8ZYFG0OCMTT87
2044-11-20
2.500000
0.00
30000.00
3923.37
Agency Mortgage-Backed Securities
GNII SF MA4382 M
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
0.00
35000.00
4553.50
Agency Mortgage-Backed Securities
GNII SF MA3663 M
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
0.00
5000.00
593.87
Agency Mortgage-Backed Securities
GNII SF MA7369 M
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
0.00
395844480.00
208292372.90
Agency Mortgage-Backed Securities
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
0.00
72144896.00
63501710.47
Agency Mortgage-Backed Securities
GNII SF AO8590 C
549300M8ZYFG0OCMTT87
2045-11-20
4.500000
0.00
149009.00
3946.60
Agency Mortgage-Backed Securities
GNMI SF BA3652 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
0.00
23573.00
2447.57
Agency Mortgage-Backed Securities
GNCL CL CN2163
549300M8ZYFG0OCMTT87
2064-11-15
5.090000
0.00
1000.00
1001.09
Agency Mortgage-Backed Securities
GNPL PN CN2872
549300M8ZYFG0OCMTT87
2057-12-15
4.210000
0.00
2000.00
1833.47
Agency Mortgage-Backed Securities
GNPL PN CO1754
549300M8ZYFG0OCMTT87
2058-05-15
4.790000
0.00
2030.00
1898.76
Agency Mortgage-Backed Securities
GNPL PN CP0912
549300M8ZYFG0OCMTT87
2063-04-15
4.900000
0.00
2000.00
1964.14
Agency Mortgage-Backed Securities
GNPL PN CP1214
549300M8ZYFG0OCMTT87
2058-03-15
4.740000
0.00
3012.00
2890.56
Agency Mortgage-Backed Securities
GNMI SF 707761 X
549300M8ZYFG0OCMTT87
2041-06-15
4.000000
0.00
58268.00
2351.46
Agency Mortgage-Backed Securities
GNMI SF 708706 X
549300M8ZYFG0OCMTT87
2039-04-15
4.000000
0.00
25000.00
1017.04
Agency Mortgage-Backed Securities
GNMI SF 711740 X
549300M8ZYFG0OCMTT87
2043-04-15
2.500000
0.00
6819.00
2257.32
Agency Mortgage-Backed Securities
GNRM 2005-74 HA
549300M8ZYFG0OCMTT87
2035-09-16
7.500000
0.00
7013.00
2.71
Agency Collateralized Mortgage Obligation
GNRM 2008-001 LB
549300M8ZYFG0OCMTT87
2038-01-20
5.500000
0.00
33000.00
2022.83
Agency Collateralized Mortgage Obligation
FEPC 05.000 CLSD3653
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.000000
0.00
2207300.00
2044994.09
Agency Mortgage-Backed Securities
04.500 FGPC Q23281 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
0.00
1000.00
132.90
Agency Mortgage-Backed Securities
04.500 FGPC G67721 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
0.00
500000.00
90778.24
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
5.797510
0.00
1000000.00
1561.73
Agency Collateralized Mortgage Obligation
FEPC 02.000 CLQB6830
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
0.00
27328576.00
16123906.40
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD3862
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.500000
0.00
95762.00
81480.49
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF9869
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
0.00
2667304.00
2235808.58
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6746
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.500000
0.00
1000.00
707.09
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG8068
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
0.00
1652300.00
1662464.56
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG8401
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
20122592.00
17988674.33
Agency Mortgage-Backed Securities
FEPC 05.000 CTRB5289
S6XOOCT0IEG5ABCC6L87
2044-03-01
5.000000
0.00
115481.00
110786.58
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC2333
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.000000
0.00
3010752.00
1970148.06
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-11-15
6.000000
0.00
15000.00
162.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-02-15
6.000000
0.00
74000.00
826.95
Agency Collateralized Mortgage Obligation
FEPC 05.500 CLQI1757
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
1000.00
990.80
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI2213
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.000000
0.00
1000.00
973.26
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI2761
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.000000
0.00
1000.00
974.03
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI6217
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1866600.00
1904393.73
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI5518
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
1000.00
1015.75
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI7419
S6XOOCT0IEG5ABCC6L87
2054-06-01
5.500000
0.00
1000.00
999.74
Agency Mortgage-Backed Securities
GNII SF DA3240 C
549300M8ZYFG0OCMTT87
2054-03-20
5.000000
0.00
1742576.00
1676696.48
Agency Mortgage-Backed Securities
GNPL PN DA4273
549300M8ZYFG0OCMTT87
2059-06-15
5.400000
0.00
1000.00
1023.03
Agency Mortgage-Backed Securities
GNPL PN DA8486
549300M8ZYFG0OCMTT87
2059-04-15
5.280000
0.00
1000.00
1013.72
Agency Mortgage-Backed Securities
GNPL PN DA8488
549300M8ZYFG0OCMTT87
2059-05-15
5.800000
0.00
1000.00
1041.58
Agency Mortgage-Backed Securities
GNII SF DB5138 C
549300M8ZYFG0OCMTT87
2054-04-20
6.000000
0.00
1000.00
1015.25
Agency Mortgage-Backed Securities
GNII SF DB5513 C
549300M8ZYFG0OCMTT87
2054-04-20
5.000000
0.00
1000.00
959.25
Agency Mortgage-Backed Securities
GNII SF DB5514 C
549300M8ZYFG0OCMTT87
2054-04-20
5.000000
0.00
1024.00
991.87
Agency Mortgage-Backed Securities
GNII SF DB5945 C
549300M8ZYFG0OCMTT87
2054-04-20
7.000000
0.00
3024.00
3171.72
Agency Mortgage-Backed Securities
GNII SF DB6548 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
2002.00
2079.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS8338
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.000000
0.00
3164528.00
3109462.05
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA8868
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.500000
0.00
1614692.00
1665685.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLDA8695
B1V7KEBTPIMZEU4LTD58
2054-02-01
5.000000
0.00
2338824.00
2271255.11
Agency Mortgage-Backed Securities
FNMS 06.000 CL889050
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
0.00
860000.00
16308.97
Agency Mortgage-Backed Securities
FNMS 05.500 CL933861
B1V7KEBTPIMZEU4LTD58
2038-05-01
5.500000
0.00
999900.00
12576.38
Agency Mortgage-Backed Securities
FNMS 06.000 CL963734
B1V7KEBTPIMZEU4LTD58
2038-06-01
6.000000
0.00
1007262.00
11809.79
Agency Mortgage-Backed Securities
FNMS 07.500 CL995003
B1V7KEBTPIMZEU4LTD58
2035-01-01
7.500000
0.00
1000.00
25.71
Agency Mortgage-Backed Securities
FNMS 07.500 CL995156
B1V7KEBTPIMZEU4LTD58
2035-03-01
7.500000
0.00
2000.00
65.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA1280
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.000000
0.00
1451458.00
8775.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB0054
B1V7KEBTPIMZEU4LTD58
2034-12-01
4.500000
0.00
1000.00
16.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB0133
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
0.00
2000.00
69.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1389
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
0.00
659000.00
18077.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLAB8465
B1V7KEBTPIMZEU4LTD58
2043-02-01
2.500000
0.00
20287.00
4059.57
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA1788
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
0.00
24158080.00
3438902.75
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2366
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.000000
0.00
1000.00
163.38
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA2868
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.500000
0.00
360000.00
70052.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3149
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
0.00
83248.00
11109.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
5958032.00
900989.34
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3351
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
0.00
290000.00
22052.80
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
1440000000.00
1440000000.00
0.0231
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.340000%
ARP123OY3
VYVVCKR63DVZZN70PB21
0001224385
ARP123OY3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
MNAR XX.XXX HYBL9560
B1V7KEBTPIMZEU4LTD58
2030-12-01
1.410000
0.00
10170000.00
8305976.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2422
B1V7KEBTPIMZEU4LTD58
2031-07-01
1.670000
0.00
1250000.00
1025526.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS2718
B1V7KEBTPIMZEU4LTD58
2036-08-01
1.950000
0.00
100000.00
73337.48
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4368
B1V7KEBTPIMZEU4LTD58
2037-01-01
2.290000
0.00
4116000.00
3142190.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4030
B1V7KEBTPIMZEU4LTD58
2032-01-01
1.960000
0.00
400000.00
334787.60
Agency Mortgage-Backed Securities
MNMS 03.210 MTBS5245
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.210000
0.00
2750000.00
2245344.93
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5964
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.670000
0.00
2309000.00
2089429.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6084
B1V7KEBTPIMZEU4LTD58
2032-07-01
4.185000
0.00
2204000.00
2100987.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6147
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.880000
0.00
3600000.00
3308290.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS7496
B1V7KEBTPIMZEU4LTD58
2033-01-01
4.330000
0.00
800000.00
778388.40
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS7811
B1V7KEBTPIMZEU4LTD58
2033-02-01
4.440000
0.00
2400000.00
2314277.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8897
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.550000
0.00
830000.00
822099.65
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS8908
B1V7KEBTPIMZEU4LTD58
2028-01-01
5.220000
0.00
1239000.00
1253888.21
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BS9675
B1V7KEBTPIMZEU4LTD58
2029-03-01
5.700000
0.00
2043000.00
2112764.30
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS9689
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.240000
0.00
4358000.00
4512804.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBZ0813
B1V7KEBTPIMZEU4LTD58
2034-05-01
5.290000
0.00
6001000.00
6256777.62
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ0857
B1V7KEBTPIMZEU4LTD58
2031-05-01
4.495000
0.00
14754000.00
14585262.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ1196
B1V7KEBTPIMZEU4LTD58
2031-06-01
4.990000
0.00
12473000.00
12686855.82
Agency Mortgage-Backed Securities
FKAR 05.030 WSWS3002
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.030000
0.00
520000.00
524464.98
Agency Mortgage-Backed Securities
FKAR 04.350 WSWS4018
S6XOOCT0IEG5ABCC6L87
2038-03-01
4.350000
0.00
5565353.00
5193350.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6385
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.110000
0.00
1920000.00
1381087.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL8418
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.710000
0.00
16305000.00
12096687.65
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL8841
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.900000
0.00
2000000.00
1459922.00
Agency Mortgage-Backed Securities
FKAR 04.690 WNWN2538
S6XOOCT0IEG5ABCC6L87
2028-12-01
4.690000
0.00
8581000.00
8541789.12
Agency Mortgage-Backed Securities
FKAR 04.500 WNWN4029
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.500000
0.00
105101000.00
103135190.90
Agency Mortgage-Backed Securities
FKAR 05.480 WEWE6094
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.480000
0.00
1000000.00
1121475.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL1359
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.460000
0.00
5000000.00
4836778.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL1642
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.440000
0.00
19202973.00
17980178.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL4480
B1V7KEBTPIMZEU4LTD58
2026-11-01
2.190000
0.00
22600000.00
21247582.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL5531
B1V7KEBTPIMZEU4LTD58
2027-01-01
2.330000
0.00
65000.00
61149.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6060
B1V7KEBTPIMZEU4LTD58
2040-04-01
2.455000
0.00
1830000.00
1317598.63
Agency Mortgage-Backed Securities
FKAR 04.580 WAWA3325
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.580000
0.00
27708048.00
26730812.86
Agency Mortgage-Backed Securities
FKAR 04.600 WAWA4430
S6XOOCT0IEG5ABCC6L87
2029-01-01
4.600000
0.00
7794035.00
7701665.10
Agency Mortgage-Backed Securities
FKAR 04.890 WNWN1288
S6XOOCT0IEG5ABCC6L87
2033-10-01
4.890000
0.00
3600000.00
3628467.00
Agency Mortgage-Backed Securities
FKAR 04.710 WNWN2575
S6XOOCT0IEG5ABCC6L87
2029-02-01
4.710000
0.00
33705000.00
33595778.95
Agency Mortgage-Backed Securities
FKAR 05.080 WNWN2590
S6XOOCT0IEG5ABCC6L87
2029-04-01
5.080000
0.00
6390000.00
6383379.96
Agency Mortgage-Backed Securities
FKAR 04.500 WNWN2531
S6XOOCT0IEG5ABCC6L87
2030-12-01
4.500000
0.00
27400000.00
26998644.80
Agency Mortgage-Backed Securities
Y
2024-07-02
2024-07-02
2024-07-02
N
N
N
0.0534
338000000.00
338000000.00
0.0054
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.340000%
ARP123P14
KB1H1DSPRFMYMCUFXT09
0000740906
ARP123P14
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNMS 05.500 CLDA7830
B1V7KEBTPIMZEU4LTD58
2054-02-01
5.500000
0.00
20441412.00
20097412.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1501
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
99937401.00
25432637.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3468
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
0.00
1428546.00
1410994.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX7029
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
0.00
1706358.00
1642742.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0244
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
0.00
45001604.00
13721403.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1017
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
0.00
12186060.00
3876741.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3253
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
39072065.00
29822215.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4130
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
0.00
3238109.00
2775347.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6093
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
0.00
3287036.00
2906308.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM0076
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
0.00
18060342.00
6246603.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS1843
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
0.00
171883403.00
136316915.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2031
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
18882266.00
14820555.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS7501
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
24812826.00
24063581.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5072
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
59631188.00
54835612.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9828
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
0.00
25759432.00
7801879.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA7767
B1V7KEBTPIMZEU4LTD58
2054-01-01
5.500000
0.00
6226932.00
6114044.32
Agency Mortgage-Backed Securities
Y
2024-07-02
2024-07-02
2024-07-02
N
N
N
0.0534
338000000.00
338000000.00
0.0054
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.340000%
ARP124BH2
FOR8UP27PHTHYVLBNG30
0000769993
ARP124BH2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNMS 05.500 CL931983
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
0.00
2169432.00
77051.41
Agency Mortgage-Backed Securities
FNMS 06.000 CL986270
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
0.00
5000000.00
134611.27
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB5521
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
0.00
50465792.00
3703689.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9662
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
0.00
550000.00
125547.18
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA0626
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
0.00
4000000.00
67218.43
Agency Mortgage-Backed Securities
FNMS 02.500 CQMA1536
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.500000
0.00
1061214.00
94607.92
Agency Mortgage-Backed Securities
FNMS 02.500 CKMA2858
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
0.00
1218000.00
317776.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3122
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
0.00
5850000.00
732159.72
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA3325
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
0.00
496052.00
39682.16
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4387
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
0.00
2874000.00
1863005.80
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4414
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
50000000.00
32869772.68
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG9525
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
3968216.00
3734422.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLQH0625
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.000000
0.00
88473.00
84742.52
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH3771
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.500000
0.00
1582426.00
1631758.11
Agency Mortgage-Backed Securities
FEPC 07.500 CLQH7177
S6XOOCT0IEG5ABCC6L87
2054-01-01
7.500000
0.00
1621338.00
1710849.48
Agency Mortgage-Backed Securities
FEPC 07.500 CLQH6620
S6XOOCT0IEG5ABCC6L87
2053-12-01
7.500000
0.00
1041220.00
1092200.01
Agency Mortgage-Backed Securities
FEPC 07.000 CLQH7751
S6XOOCT0IEG5ABCC6L87
2054-01-01
7.000000
0.00
3013412.00
3022106.06
Agency Mortgage-Backed Securities
FEPC 07.500 CLQH8299
S6XOOCT0IEG5ABCC6L87
2054-01-01
7.500000
0.00
2379956.00
2367312.83
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH9923
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
1091622.00
1114976.26
Agency Mortgage-Backed Securities
FEPC 01.500 CIQN8676
S6XOOCT0IEG5ABCC6L87
2036-11-01
1.500000
0.00
78629.00
52723.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2117
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.000000
0.00
3450000.00
1291507.14
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3513
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
0.00
500000.00
252500.42
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3725
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
0.00
433000.00
234342.41
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4527
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
0.00
100000.00
52244.49
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6493
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
0.00
1100000.00
797874.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7063
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
0.00
1512000.00
1139719.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA8188
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
0.00
2982132.00
2702111.36
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9386
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
0.00
125000.00
111506.87
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA9586
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
60337.00
58289.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA9592
S6XOOCT0IEG5ABCC6L87
2053-07-01
3.500000
0.00
1913376.00
1690268.27
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9635
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
0.00
57352.00
54790.92
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9685
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
0.00
380828.00
382470.50
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5166
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.000000
0.00
4600000.00
3569859.68
Agency Mortgage-Backed Securities
FEPC 02.000 3PSE9086
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
0.00
4558952.00
3469588.05
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI0164
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.000000
0.00
2866964.00
2782136.23
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI0678
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
2282360.00
2268491.53
Agency Mortgage-Backed Securities
FEPC 07.000 CLQI1157
S6XOOCT0IEG5ABCC6L87
2054-02-01
7.000000
0.00
1774688.00
1836463.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLQI4248
S6XOOCT0IEG5ABCC6L87
2054-05-01
5.000000
0.00
3192344.00
3067647.39
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6233
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.500000
0.00
314574.00
323962.78
Agency Mortgage-Backed Securities
FEPC 04.500 CIQO1735
S6XOOCT0IEG5ABCC6L87
2038-11-01
4.500000
0.00
198966.00
175380.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB6639
B1V7KEBTPIMZEU4LTD58
2054-07-01
6.000000
0.00
22960800.00
23190637.61
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB6653
B1V7KEBTPIMZEU4LTD58
2054-07-01
6.500000
0.00
11280736.00
11605621.20
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB7024
B1V7KEBTPIMZEU4LTD58
2054-07-01
6.500000
0.00
20954592.00
21547921.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0284
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
0.00
4522736.00
659009.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7443
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
0.00
5075080.00
1064217.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5418
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
0.00
4448040.00
1205798.20
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0334
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.500000
0.00
4700000.00
1720652.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5263
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
0.00
21156768.00
4086923.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1100
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
0.00
35200.00
8210.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
0.00
2155000.00
210433.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3052
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
0.00
258000.00
63189.02
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3919
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
0.00
878321.00
221551.34
Agency Mortgage-Backed Securities
FNMS 01.500 CKBN9130
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.500000
0.00
3970752.00
2671372.84
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR3284
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
725000.00
401877.43
Agency Mortgage-Backed Securities
FNMS 01.500 CKBR3761
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.500000
0.00
2527000.00
1713929.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR6340
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
3839390.00
2520679.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7802
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
359769.00
231240.10
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR8465
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
0.00
400465.00
239753.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT6823
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
0.00
867163.00
603185.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT9499
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.500000
0.00
1687454.00
1450204.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU1027
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
60643.00
42380.70
Agency Mortgage-Backed Securities
FNMS 01.500 CIBU6018
B1V7KEBTPIMZEU4LTD58
2036-11-01
1.500000
0.00
200733.00
132701.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV5373
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
300000.00
210841.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5391
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
0.00
12962080.00
9346052.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV4919
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
1902122.00
1582775.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9955
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
0.00
2575504.00
1850954.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0674
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
1025498.00
835685.02
Agency Mortgage-Backed Securities
FNMS 02.500 CKBW4197
B1V7KEBTPIMZEU4LTD58
2052-08-01
2.500000
0.00
2443884.00
1884011.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW7485
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
0.00
1008438.00
679675.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8950
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
0.00
12683472.00
11155016.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0404
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
3230000.00
2408320.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0628
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
1855106.00
1466651.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX1507
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
0.00
1611318.00
1146511.99
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2967
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
390000.00
342277.31
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY8040
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
3805760.00
3923475.96
Agency Mortgage-Backed Securities
FNMS 05.000 CL255813
B1V7KEBTPIMZEU4LTD58
2035-08-01
5.000000
0.00
17748544.00
140270.11
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310151
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.500000
0.00
42000.00
5046.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7767
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
0.00
186229.00
23312.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8358
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
0.00
32760256.00
5734896.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS4972
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
0.00
2040396.00
427335.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5816
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
0.00
1344000.00
140575.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7860
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
0.00
3875000.00
1182715.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9938
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
0.00
667000.00
208147.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0267
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
0.00
5340560.00
660896.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV8738
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
0.00
1208912.00
156566.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX6375
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
0.00
1205000.00
243020.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY6806
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.000000
0.00
854611.00
199701.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY7467
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
0.00
850000.00
123129.43
Agency Mortgage-Backed Securities
FNMS 05.000 CL735925
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
0.00
2190000.00
25700.20
Agency Mortgage-Backed Securities
FNMS 05.000 CL758527
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.000000
0.00
26575040.00
1291743.44
Agency Mortgage-Backed Securities
FNMS 04.500 CL785355
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.500000
0.00
1534820.00
8659.77
Agency Mortgage-Backed Securities
FNMS 06.000 CL787578
B1V7KEBTPIMZEU4LTD58
2035-07-01
6.000000
0.00
663828.00
10457.31
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT0806
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
0.00
8587856.00
1015909.76
Agency Mortgage-Backed Securities
FEPC 03.500 CTZT1805
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.500000
0.00
13209072.00
2937780.87
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0222
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.000000
0.00
315000.00
104559.59
Agency Mortgage-Backed Securities
FEPC 02.000 CISB0950
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.000000
0.00
182983.00
147206.47
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8138
S6XOOCT0IEG5ABCC6L87
2037-01-01
2.500000
0.00
1223700.00
807775.30
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8149
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.500000
0.00
1410388.00
983967.06
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD0934
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
0.00
711777.00
485046.49
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1992
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.000000
0.00
92891400.00
85702528.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2466
S6XOOCT0IEG5ABCC6L87
2052-12-01
4.500000
0.00
2258936.00
2038755.75
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD2549
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
0.00
98000.00
77061.96
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD5308
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
41431552.00
42163837.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8030
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
0.00
242404.00
46244.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8049
S6XOOCT0IEG5ABCC6L87
2050-03-01
2.500000
0.00
25000.00
6054.97
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
0.00
32000.00
16454.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD7561
S6XOOCT0IEG5ABCC6L87
2053-02-01
4.000000
0.00
224592000.00
190077788.16
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6976
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.500000
0.00
875545.00
28844.34
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI7640
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.000000
0.00
2952116.00
69673.41
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8731
S6XOOCT0IEG5ABCC6L87
2039-04-01
5.000000
0.00
1380896.00
132976.59
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI9847
S6XOOCT0IEG5ABCC6L87
2040-03-01
6.000000
0.00
901884.00
43014.66
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0754
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
0.00
5000000.00
512557.04
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0942
S6XOOCT0IEG5ABCC6L87
2039-09-01
5.500000
0.00
2019216.00
89540.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1182
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
0.00
5063760.00
234226.98
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK7036
S6XOOCT0IEG5ABCC6L87
2029-12-01
4.000000
0.00
2040124.00
119765.18
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9128
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
0.00
1569986.00
338007.89
Agency Mortgage-Backed Securities
FEPC 05.500 CLZL1823
S6XOOCT0IEG5ABCC6L87
2041-08-01
5.500000
0.00
1897566.00
226882.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5337
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
0.00
1010000.00
170288.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL7076
S6XOOCT0IEG5ABCC6L87
2043-09-01
3.000000
0.00
941400.00
209342.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6346
S6XOOCT0IEG5ABCC6L87
2043-07-01
4.000000
0.00
1004982.00
195969.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM1574
S6XOOCT0IEG5ABCC6L87
2046-08-01
4.500000
0.00
66672.00
21074.29
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2159
S6XOOCT0IEG5ABCC6L87
2030-04-01
5.000000
0.00
10000000.00
236792.91
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2231
S6XOOCT0IEG5ABCC6L87
2031-11-01
4.000000
0.00
3280000.00
198412.46
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS0668
S6XOOCT0IEG5ABCC6L87
2032-10-01
6.000000
0.00
6358168.00
11657.10
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1483
S6XOOCT0IEG5ABCC6L87
2037-05-01
6.000000
0.00
3611000.00
20003.68
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2298
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.000000
0.00
3230000.00
85579.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2855
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.000000
0.00
230000.00
12910.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3997
S6XOOCT0IEG5ABCC6L87
2044-08-01
4.000000
0.00
54960000.00
9962857.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4577
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
0.00
2600756.00
222453.67
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9655
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
0.00
4069570.00
845714.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4543
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
0.00
833057.00
381748.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6913
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
54361344.00
26436011.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7747
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
0.00
3500000.00
2084972.86
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8817
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
3050000.00
1907358.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0176
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
0.00
4416000.00
2933242.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1133
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
209074.00
148632.04
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1279
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
137370.00
90341.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB2455
B1V7KEBTPIMZEU4LTD58
2051-12-01
4.000000
0.00
3334472.00
1723777.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB2787
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.500000
0.00
1345574.00
937456.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3762
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
0.00
1371502.00
1145783.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4676
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
0.00
19843744.00
17188729.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4794
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
527757.00
455767.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4800
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
15143088.00
12800846.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5088
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
65000.00
57006.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5122
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
126900.00
109041.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5131
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
0.00
400000.00
357906.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5995
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
0.00
55772480.00
51261118.75
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7141
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.500000
0.00
43249760.00
40307994.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6748
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
28857000.00
27588868.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB7015
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
3996328.00
3704046.36
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7620
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
2536216.00
2535254.69
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM0073
B1V7KEBTPIMZEU4LTD58
2038-08-01
3.500000
0.00
1405000.00
237828.72
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1843
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
0.00
500000.00
88283.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2446
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
68000.00
15445.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2902
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
5621000.00
1369972.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3049
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
0.00
200000.00
72137.70
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM4374
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
433000.00
242736.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3920
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
0.00
5057408.00
3076105.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3982
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
0.00
175000.00
41944.35
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM5082
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.500000
0.00
250000.00
127430.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM6201
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
0.00
26000.00
6801.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8019
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
0.00
4268300.00
2735142.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7377
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
0.00
225000.00
145490.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7460
B1V7KEBTPIMZEU4LTD58
2051-03-01
4.000000
0.00
490391.00
179347.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8980
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
568967.00
422557.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY7518
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.000000
0.00
1946248.00
1902173.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0660
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
0.00
1115882.00
281038.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLCA2826
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
0.00
50000.00
9193.14
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ1778
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
86355200.00
87862357.31
Agency Mortgage-Backed Securities
FEPC 05.500 CLRJ1510
S6XOOCT0IEG5ABCC6L87
2054-05-01
5.500000
0.00
65787008.00
65541185.90
Agency Mortgage-Backed Securities
GNII SF CW3189 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
0.00
1649174.00
1692783.88
Agency Mortgage-Backed Securities
GNRA 2023-034 B
549300M8ZYFG0OCMTT87
2064-11-16
2.750000
0.00
23599104.00
17342049.36
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLSD8147
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
0.00
4917888.00
2918883.43
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8171
S6XOOCT0IEG5ABCC6L87
2051-10-01
1.500000
0.00
4129728.00
2713767.25
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8204
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.000000
0.00
4598728.00
3262672.03
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8255
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.500000
0.00
1000000.00
823529.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8235
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.000000
0.00
1533790.00
1201959.26
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8349
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
2435224.00
2261523.29
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8408
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
12129664.00
11724820.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD4065
S6XOOCT0IEG5ABCC6L87
2053-10-01
4.500000
0.00
8335344.00
7688994.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4416
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
0.00
15682.00
8613.64
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA4450
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
0.00
355456.00
98606.91
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3657
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.000000
0.00
498000.00
53540.12
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3897
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.000000
0.00
23822336.00
4607986.27
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4072
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.500000
0.00
203000.00
75249.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4080
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
0.00
268000.00
69430.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4237
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
4796408.00
2821149.52
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA4227
B1V7KEBTPIMZEU4LTD58
2030-12-01
2.500000
0.00
4285008.00
1454246.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4325
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
227986176.00
144682145.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4349
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
0.00
1053562.00
240195.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5378
B1V7KEBTPIMZEU4LTD58
2054-05-01
4.000000
0.00
116424.00
106678.20
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4548
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
2364532.00
1682814.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4626
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
0.00
81071680.00
65775991.51
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4728
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
0.00
439528.00
346565.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4731
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
0.00
60000.00
49401.13
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA5019
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.000000
0.00
3103512.00
2483737.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5138
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
193355776.00
181022579.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5420
B1V7KEBTPIMZEU4LTD58
2054-06-01
5.500000
0.00
51490944.00
51172318.04
Agency Mortgage-Backed Securities
06.000 FGPC A45241 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
6.000000
0.00
9000000.00
452813.66
Agency Mortgage-Backed Securities
03.500 FGPC G16505 G
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.500000
0.00
1179000.00
224495.54
Agency Mortgage-Backed Securities
03.000 FGPC G08715 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.000000
0.00
430000.00
73291.05
Agency Mortgage-Backed Securities
03.000 FGPC G18691 G
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.000000
0.00
1051000.00
151327.34
Agency Mortgage-Backed Securities
04.000 FGPC J14494 G
S6XOOCT0IEG5ABCC6L87
2026-02-01
4.000000
0.00
3108368.00
23346.59
Agency Mortgage-Backed Securities
03.000 FGPC E03054 G
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.000000
0.00
17700000.00
606282.52
Agency Mortgage-Backed Securities
FEPC 09.500 CLZI1642
S6XOOCT0IEG5ABCC6L87
2027-09-01
9.500000
0.00
400000.00
10399.15
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3673
S6XOOCT0IEG5ABCC6L87
2035-10-01
5.500000
0.00
5111768.00
99166.19
Agency Mortgage-Backed Securities
04.000 FGPC U80796 G
S6XOOCT0IEG5ABCC6L87
2036-04-01
4.000000
0.00
1057588.00
363084.33
Agency Mortgage-Backed Securities
03.500 FGPC U90772 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
0.00
200000.00
45498.65
Agency Mortgage-Backed Securities
03.000 FGPC U62339 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
0.00
36697.00
7184.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB2339
S6XOOCT0IEG5ABCC6L87
2050-08-01
3.000000
0.00
66516.00
37124.88
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC4071
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
0.00
956046.00
671691.49
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC9947
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
0.00
2230000.00
1552091.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD5311
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
0.00
4040872.00
2661537.28
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD5325
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
0.00
8110784.00
5945575.15
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD7222
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
8049136.00
5422920.43
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD8143
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
0.00
49593.00
33974.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD9868
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
0.00
605349.00
517559.93
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD9578
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
0.00
4162600.00
3113403.03
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE0812
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
0.00
2173452.00
1650197.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0492
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
0.00
77655.00
48848.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE2592
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
0.00
4254272.00
3562303.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE7091
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
0.00
3577268.00
3398446.01
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF1881
S6XOOCT0IEG5ABCC6L87
2052-10-01
6.000000
0.00
1161476.00
1149805.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF2726
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
0.00
1362204.00
1306177.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3146
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
52233.00
48892.28
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3639
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.500000
0.00
1485048.00
1193150.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0166
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
0.00
1743756.00
1564148.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0224
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.000000
0.00
3079676.00
2817203.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG0496
S6XOOCT0IEG5ABCC6L87
2053-04-01
4.500000
0.00
51290.00
44273.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4922
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
0.00
2667000.00
2142713.57
Agency Mortgage-Backed Securities
FNMS 03.500 CTFS6276
B1V7KEBTPIMZEU4LTD58
2039-07-01
3.500000
0.00
10580704.00
9347146.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS5500
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
1727198.00
1478084.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS6690
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
0.00
5370790.00
4870335.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS7059
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
0.00
88000.00
73420.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS8065
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
80928768.00
80297822.98
Agency Mortgage-Backed Securities
FNMS 03.000 CTFS7317
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.000000
0.00
4414288.00
3858988.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA8663
B1V7KEBTPIMZEU4LTD58
2054-02-01
5.500000
0.00
4143384.00
4106161.31
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8988
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
0.00
115000.00
73334.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLFM9289
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
0.00
4780784.00
2677721.31
Agency Mortgage-Backed Securities
FNMS 07.000 CLFM9290
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
0.00
7628224.00
4472778.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0331
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
16570000.00
11820460.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0403
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
2000000.00
1452471.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0439
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
0.00
400000.00
272682.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0630
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
0.00
217925.00
157434.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIFS1986
B1V7KEBTPIMZEU4LTD58
2037-06-01
3.500000
0.00
4000000.00
3147591.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS2513
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
0.00
4835000.00
3966892.07
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS3607
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.500000
0.00
23000.00
18556.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS4859
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
0.00
32407640.00
27970849.44
Agency Mortgage-Backed Securities
FNMS 05.000 CL809327
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
0.00
502685.00
28438.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA3447
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.500000
0.00
1228582.00
1210103.32
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA5833
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.000000
0.00
121756.00
122542.09
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA6020
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.000000
0.00
10942020.00
10379876.89
Agency Mortgage-Backed Securities
FNMS 07.000 CLDB1900
B1V7KEBTPIMZEU4LTD58
2054-04-01
7.000000
0.00
1027178.00
1024039.77
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB2163
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
0.00
2038832.00
2020689.55
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB2445
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
1341148.00
1125883.39
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB5304
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
33905024.00
34257025.96
Agency Mortgage-Backed Securities
Y
2024-07-03
2024-07-03
2024-07-03
N
N
N
0.0534
1630000000.00
1630000000.00
0.0262
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
ARP125AB3
FOR8UP27PHTHYVLBNG30
0000769993
ARP125AB3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
MNAR XX.XXX HABL6487
B1V7KEBTPIMZEU4LTD58
2030-04-01
6.199000
0.00
10221000.00
10250183.51
Agency Mortgage-Backed Securities
FEPC 04.500 3VSF5023
S6XOOCT0IEG5ABCC6L87
2044-09-01
4.500000
0.00
63654464.00
58475174.54
Agency Mortgage-Backed Securities
FEPC 03.500 ZLSI2056
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.500000
0.00
100000.00
81954.65
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI0978
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
12433056.00
12312896.73
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6152
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.500000
0.00
1204144.00
1237002.35
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6788
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.500000
0.00
6186360.00
6351079.66
Agency Mortgage-Backed Securities
FNMS 06.500 CL256394
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.500000
0.00
10000000.00
62756.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH3977
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
0.00
260287.00
20576.44
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI8506
B1V7KEBTPIMZEU4LTD58
2026-08-01
4.000000
0.00
1730000.00
64424.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ5704
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
0.00
2147760.00
222049.99
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK6263
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
0.00
1253030.00
102617.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6756
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
0.00
123857280.00
12389965.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK8420
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
0.00
1922534.00
180547.82
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL1746
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.500000
0.00
475694.00
11029.94
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL5058
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
0.00
105000.00
12003.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5707
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.500000
0.00
77207000.00
10579494.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5758
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
0.00
1250000.00
249236.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6745
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
0.00
93000.00
12770.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7330
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
0.00
222000.00
44171.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9043
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
0.00
675000.00
164184.96
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9413
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
0.00
453000.00
116498.67
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL9439
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.500000
0.00
507052.00
98520.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8946
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
0.00
3000000.00
584270.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8857
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
0.00
391000.00
80941.20
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3251
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
0.00
48799.00
40807.10
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3788
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
0.00
620000.00
558772.57
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS3768
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
0.00
13000.00
9566.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS5333
B1V7KEBTPIMZEU4LTD58
2053-06-01
3.500000
0.00
633704.00
541965.81
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS4641
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
0.00
110713.00
104361.26
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS5093
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.500000
0.00
17002848.00
13530022.88
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS5125
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
0.00
148028.00
114685.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS5249
B1V7KEBTPIMZEU4LTD58
2045-04-01
4.000000
0.00
109440384.00
93278571.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS5259
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.000000
0.00
55000.00
48217.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5527
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
0.00
24866336.00
20186644.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIFS6660
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.000000
0.00
174313.00
157875.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS7544
B1V7KEBTPIMZEU4LTD58
2054-03-01
4.500000
0.00
2155084.00
2040699.86
Agency Mortgage-Backed Securities
FNMS 05.000 ZLFP0076
B1V7KEBTPIMZEU4LTD58
2041-10-25
5.000000
0.00
49174160.00
42906460.11
Agency Mortgage-Backed Securities
FNMS 03.500 ZLFP0086
B1V7KEBTPIMZEU4LTD58
2050-09-25
3.500000
0.00
14378224.00
12245856.27
Agency Mortgage-Backed Securities
FNMS 04.000 ZLFP0101
B1V7KEBTPIMZEU4LTD58
2047-04-25
4.000000
0.00
11111856.00
10372372.74
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA9087
B1V7KEBTPIMZEU4LTD58
2054-02-01
5.500000
0.00
1842428.00
1722771.84
Agency Mortgage-Backed Securities
FNMS 06.500 CL890482
B1V7KEBTPIMZEU4LTD58
2039-01-01
6.500000
0.00
10716700.00
602747.38
Agency Mortgage-Backed Securities
FNMS 03.000 CI890789
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
0.00
900000.00
197906.65
Agency Mortgage-Backed Securities
FNMS 05.800 CA897347
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.800000
0.00
853511.00
60896.24
Agency Mortgage-Backed Securities
FNMS 05.000 CL928341
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.000000
0.00
225000.00
10797.62
Agency Mortgage-Backed Securities
FNMS 06.000 CL928905
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
0.00
16916640.00
593908.20
Agency Mortgage-Backed Securities
FNMS 06.500 CZ944433
B1V7KEBTPIMZEU4LTD58
2047-07-01
6.500000
0.00
2643976.00
109254.42
Agency Mortgage-Backed Securities
FNMS 06.500 CL955722
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.500000
0.00
7353120.00
60463.65
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8166
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.000000
0.00
9429312.00
6275564.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8214
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
0.00
123000.00
96657.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8214
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
0.00
596000.00
468355.14
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8236
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
0.00
344012.00
280116.86
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM7756
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
0.00
84000.00
51816.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8166
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
0.00
2700000.00
1639145.38
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8591
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
515476.00
332201.37
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8601
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
31074.00
21684.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM9431
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
0.00
12495616.00
6051126.44
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9696
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
100000.00
66790.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM9681
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
0.00
900000.00
459779.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0007
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
0.00
300725.00
201290.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS0067
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.500000
0.00
800000.00
485885.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0288
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
0.00
27000.00
18541.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0290
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
0.00
81226.00
54676.40
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0605
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
302000.00
213068.09
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0646
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
767000.00
524226.31
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS1153
B1V7KEBTPIMZEU4LTD58
2037-04-01
2.500000
0.00
67475.00
48915.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1548
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
2500796.00
1767517.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2067
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
0.00
193799.00
159728.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS2135
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
0.00
8921072.00
6614374.61
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS2294
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.500000
0.00
5000000.00
3579719.45
Agency Mortgage-Backed Securities
FNMS 03.500 CTFS2367
B1V7KEBTPIMZEU4LTD58
2040-11-01
3.500000
0.00
15000000.00
10833866.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2418
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
0.00
140000.00
113091.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2425
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
140000.00
105221.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3040
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
0.00
587572.00
444508.82
Agency Mortgage-Backed Securities
03.000 FGPC T49020 G
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
0.00
2428196.00
122606.04
Agency Mortgage-Backed Securities
03.000 FGPC G08791 G
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
0.00
32000.00
5236.81
Agency Mortgage-Backed Securities
04.500 FGPC G08432 G
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
0.00
6004000.00
245998.20
Agency Mortgage-Backed Securities
04.000 FGPC G08542 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
0.00
14028704.00
1059781.14
Agency Mortgage-Backed Securities
04.000 FGPC G08669 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
0.00
1954368.00
181161.93
Agency Mortgage-Backed Securities
03.500 FGPC G18707 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.500000
0.00
2451000.00
257677.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI0228
S6XOOCT0IEG5ABCC6L87
2033-06-01
5.000000
0.00
3347210.00
54179.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI1476
S6XOOCT0IEG5ABCC6L87
2034-01-01
5.500000
0.00
1203652.00
32236.71
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI2742
S6XOOCT0IEG5ABCC6L87
2034-12-01
5.000000
0.00
19433664.00
175773.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4487
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
0.00
13585000.00
111835.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4494
S6XOOCT0IEG5ABCC6L87
2035-07-01
5.000000
0.00
594000.00
5373.09
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6201
S6XOOCT0IEG5ABCC6L87
2037-06-01
5.500000
0.00
700597.00
6892.72
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI7336
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
0.00
1054690.00
46255.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI8597
S6XOOCT0IEG5ABCC6L87
2039-03-01
4.500000
0.00
5000000.00
53813.75
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0033
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
0.00
1410094.00
259498.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0695
S6XOOCT0IEG5ABCC6L87
2040-11-01
4.000000
0.00
150194.00
13824.10
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1209
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
0.00
227217.00
13880.46
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ9254
S6XOOCT0IEG5ABCC6L87
2028-06-01
6.000000
0.00
1444794.00
39830.46
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9265
S6XOOCT0IEG5ABCC6L87
2027-12-01
5.500000
0.00
11795550.00
63189.36
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK8960
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.500000
0.00
7722616.00
2302522.69
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9049
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.500000
0.00
1588694.00
329766.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2428
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
0.00
96119.00
9179.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3507
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
0.00
163621.00
33328.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3608
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
0.00
4845000.00
859903.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5043
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
0.00
2750000.00
498509.25
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL5565
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
0.00
283000.00
71821.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6789
S6XOOCT0IEG5ABCC6L87
2043-08-01
4.000000
0.00
210892.00
22967.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6899
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
0.00
948558.00
108970.91
Agency Mortgage-Backed Securities
GNPL PN CH0458
549300M8ZYFG0OCMTT87
2057-05-15
2.350000
0.00
4837848.00
3867288.31
Agency Mortgage-Backed Securities
GNPL PN CH0470
549300M8ZYFG0OCMTT87
2057-09-15
3.820000
0.00
4925000.00
4366792.51
Agency Mortgage-Backed Securities
GNPL PN CI1777
549300M8ZYFG0OCMTT87
2062-06-15
3.180000
0.00
13277700.00
11179155.12
Agency Mortgage-Backed Securities
GNPL PN CI3572
549300M8ZYFG0OCMTT87
2057-10-15
4.050000
0.00
735700.00
665290.27
Agency Mortgage-Backed Securities
GNPL PN CJ1396
549300M8ZYFG0OCMTT87
2057-05-15
2.690000
0.00
13179440.00
10660313.96
Agency Mortgage-Backed Securities
GNPL LM CJ1930
549300M8ZYFG0OCMTT87
2061-05-15
3.180000
0.00
456528.00
384436.05
Agency Mortgage-Backed Securities
GNPL PN CJ9632
549300M8ZYFG0OCMTT87
2055-04-15
3.180000
0.00
1054600.00
893300.37
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT1748
S6XOOCT0IEG5ABCC6L87
2049-01-01
5.000000
0.00
2254000.00
409486.99
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1858
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
0.00
1885100.00
341816.07
Agency Mortgage-Backed Securities
FEPC 03.000 ZLZT2428
S6XOOCT0IEG5ABCC6L87
2045-04-15
3.000000
0.00
12823136.00
10904967.85
Agency Mortgage-Backed Securities
FEPC 02.000 CISB0950
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.000000
0.00
10000.00
8044.82
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8170
S6XOOCT0IEG5ABCC6L87
2037-08-01
3.500000
0.00
32000.00
23819.88
Agency Mortgage-Backed Securities
FEPC 04.000 CISB8300
S6XOOCT0IEG5ABCC6L87
2039-04-01
4.000000
0.00
24552928.00
22966483.47
Agency Mortgage-Backed Securities
FEPC 06.000 CISB8305
S6XOOCT0IEG5ABCC6L87
2039-05-01
6.000000
0.00
4524112.00
4351160.52
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8505
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.500000
0.00
318000.00
146511.75
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0847
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
225188.00
161518.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0863
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.000000
0.00
1380000.00
1045068.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0120
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
0.00
22024000.00
10028058.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0419
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
0.00
3856976.00
1723866.79
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0481
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
0.00
2730368.00
1401701.46
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD0573
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
0.00
99000.00
52969.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1877
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
0.00
1300000.00
194888.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1963
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
0.00
5997056.00
1621082.06
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM3054
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
0.00
80000.00
16533.66
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM4495
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
0.00
21000.00
6963.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3627
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
0.00
3400000.00
982049.98
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3947
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
0.00
1823000.00
368176.75
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM3927
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
0.00
2180610.00
753353.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4703
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
0.00
446000.00
65737.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5134
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
0.00
55303936.00
12288564.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
0.00
341000.00
101466.83
Agency Mortgage-Backed Securities
FNMS 04.000 CQBM6617
B1V7KEBTPIMZEU4LTD58
2037-05-01
4.000000
0.00
10120688.00
4796619.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO2545
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
0.00
403000.00
263930.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP7147
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
0.00
4055064.00
2490577.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ1162
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
0.00
500000.00
227859.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8227
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.130000
0.00
4500000.00
4158825.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR4150
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
0.00
25086.00
5202.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLAS0574
B1V7KEBTPIMZEU4LTD58
2043-09-01
5.000000
0.00
138720.00
8560.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1091
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
0.00
7314056.00
1172700.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5645
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
0.00
52000.00
6490.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5949
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
0.00
48482.00
12855.59
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8711
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.500000
0.00
464000.00
95809.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9459
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
0.00
49000.00
6023.88
Agency Mortgage-Backed Securities
FNMS 04.000 GLAS9535
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
1911308.00
539396.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9586
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
21000000.00
4403878.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU0844
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
0.00
1411726.00
135840.24
Agency Mortgage-Backed Securities
FNMS 04.500 CTAV3969
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.500000
0.00
1973710.00
221332.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV7172
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
0.00
35000.00
7502.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV7173
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
0.00
10841000.00
1711483.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW5063
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
0.00
40266752.00
2798659.71
Agency Mortgage-Backed Securities
FNMS 02.500 RIAX0131
B1V7KEBTPIMZEU4LTD58
2029-09-01
2.500000
0.00
5873400.00
424000.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY0015
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
0.00
1975562.00
96808.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY5622
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
0.00
14708192.00
2820668.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY5690
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.500000
0.00
3853372.00
642186.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ0862
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
0.00
5970000.00
853716.28
Agency Mortgage-Backed Securities
FNMS 05.000 K2727575
B1V7KEBTPIMZEU4LTD58
2033-06-01
5.000000
0.00
1000000.00
10676.81
Agency Mortgage-Backed Securities
FNMS 05.000 CL745355
B1V7KEBTPIMZEU4LTD58
2036-03-01
5.000000
0.00
9037854.00
107286.35
Agency Mortgage-Backed Securities
FNMS 06.000 CL792407
B1V7KEBTPIMZEU4LTD58
2034-09-01
6.000000
0.00
19490528.00
195490.23
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4453
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
0.00
115000.00
35771.68
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5912
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
0.00
31471328.00
8152812.90
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0876
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
0.00
1097072.00
443847.88
Agency Mortgage-Backed Securities
03.500 FGPC T65083 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
0.00
3564800.00
153279.61
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2123
S6XOOCT0IEG5ABCC6L87
2029-06-01
4.500000
0.00
4240840.00
56411.96
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2182
S6XOOCT0IEG5ABCC6L87
2030-10-01
4.500000
0.00
2200000.00
70584.17
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2193
S6XOOCT0IEG5ABCC6L87
2031-01-01
4.500000
0.00
500000.00
22726.27
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2274
S6XOOCT0IEG5ABCC6L87
2032-08-01
3.500000
0.00
4280000.00
407523.31
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2425
S6XOOCT0IEG5ABCC6L87
2036-08-01
3.500000
0.00
11440000.00
2028803.18
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2467
S6XOOCT0IEG5ABCC6L87
2037-07-01
3.500000
0.00
599302.00
90112.50
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4555
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
0.00
2607000.00
332656.87
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA6289
S6XOOCT0IEG5ABCC6L87
2039-02-01
4.000000
0.00
9500000.00
998389.62
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5889
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
0.00
1685000.00
207990.04
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0729
S6XOOCT0IEG5ABCC6L87
2033-08-01
5.000000
0.00
16275000.00
109170.23
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1494
S6XOOCT0IEG5ABCC6L87
2037-03-01
5.500000
0.00
700549.00
7482.85
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2398
S6XOOCT0IEG5ABCC6L87
2036-03-01
5.000000
0.00
1725000.00
23074.02
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2876
S6XOOCT0IEG5ABCC6L87
2038-11-01
5.500000
0.00
6445000.00
165714.25
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3623
S6XOOCT0IEG5ABCC6L87
2042-09-01
4.000000
0.00
2185100.00
251519.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3684
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.500000
0.00
39701248.00
4570711.31
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3729
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.500000
0.00
229000.00
11994.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3888
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.500000
0.00
1242000.00
220358.49
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4200
S6XOOCT0IEG5ABCC6L87
2035-09-01
5.500000
0.00
1600000.00
25661.86
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4511
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
0.00
550000.00
93480.24
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB5956
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
9241824.00
9497536.03
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB6486
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
2720996.00
2817836.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD1951
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.000000
0.00
1357250.00
364343.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE3626
B1V7KEBTPIMZEU4LTD58
2047-05-01
5.000000
0.00
432340.00
101418.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9598
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
8000000.00
1451847.67
Agency Mortgage-Backed Securities
FNMS 05.000 I4BF0136
B1V7KEBTPIMZEU4LTD58
2056-08-01
5.000000
0.00
490000.00
136709.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH0825
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
0.00
1808322.00
463383.32
Agency Mortgage-Backed Securities
FNMS 04.000 CIBH1177
B1V7KEBTPIMZEU4LTD58
2032-05-01
4.000000
0.00
87000.00
14781.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2681
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
0.00
3615968.00
584788.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH8027
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
0.00
77000.00
20027.17
Agency Mortgage-Backed Securities
FNMS 04.500 CKBK6899
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
90000.00
15068.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6029
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.320000
0.00
3000000.00
2435220.00
Agency Mortgage-Backed Securities
FEPC 06.000 CTRB5287
S6XOOCT0IEG5ABCC6L87
2044-04-01
6.000000
0.00
3228688.00
2947349.40
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5154
S6XOOCT0IEG5ABCC6L87
2042-04-01
2.500000
0.00
517000.00
381306.06
Agency Mortgage-Backed Securities
FEPC 06.000 CTRB5261
S6XOOCT0IEG5ABCC6L87
2043-10-01
6.000000
0.00
40921.00
36871.09
Agency Mortgage-Backed Securities
FEPC 05.500 CTRB5267
S6XOOCT0IEG5ABCC6L87
2043-11-01
5.500000
0.00
366681.00
344856.19
Agency Mortgage-Backed Securities
FEPC 05.500 CTRB5260
S6XOOCT0IEG5ABCC6L87
2043-10-01
5.500000
0.00
8181696.00
7549952.62
Agency Mortgage-Backed Securities
FEPC 01.500 CIRC1975
S6XOOCT0IEG5ABCC6L87
2036-05-01
1.500000
0.00
163702.00
94003.15
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC2550
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.500000
0.00
10000.00
7067.37
Agency Mortgage-Backed Securities
FEPC 02.500 3PRE6026
S6XOOCT0IEG5ABCC6L87
2049-12-01
2.500000
0.00
24335712.00
3077583.46
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8251
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.500000
0.00
74000.00
61268.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8296
S6XOOCT0IEG5ABCC6L87
2053-02-01
3.500000
0.00
675520.00
563034.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8379
S6XOOCT0IEG5ABCC6L87
2053-10-01
4.000000
0.00
474844.00
426381.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8420
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
0.00
241146624.00
234891538.54
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD4060
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
0.00
24210592.00
20065435.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD4139
S6XOOCT0IEG5ABCC6L87
2053-03-01
3.500000
0.00
27000.00
23184.13
Agency Mortgage-Backed Securities
03.500 FGPC U59005 G
S6XOOCT0IEG5ABCC6L87
2033-01-01
3.500000
0.00
8003760.00
1046397.13
Agency Mortgage-Backed Securities
03.500 FGPC U90784 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
0.00
758966.00
163114.03
Agency Mortgage-Backed Securities
03.500 FGPC Q10392 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
0.00
103086000.00
10214036.59
Agency Mortgage-Backed Securities
03.500 FGPC U51254 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
3.500000
0.00
1212500.00
339760.72
Agency Mortgage-Backed Securities
04.000 FGPC Q21664 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
0.00
41700.00
5997.89
Agency Mortgage-Backed Securities
03.000 FGPC U62875 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
0.00
1284528.00
123210.37
Agency Mortgage-Backed Securities
03.500 FGPC Q32241 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
0.00
500000.00
66849.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD2306
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
0.00
38011.00
33849.75
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2477
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
0.00
207288.00
196201.42
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2756
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
0.00
98000.00
88662.45
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3176
S6XOOCT0IEG5ABCC6L87
2053-06-01
6.000000
0.00
247895.00
230569.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD3324
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
0.00
4477456.00
3836415.55
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3425
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
50000.00
46423.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD5134
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
0.00
62396928.00
56972127.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8065
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.500000
0.00
54000.00
14096.82
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7550
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
0.00
1225000.00
860062.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8108
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
0.00
209000.00
81324.47
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8151
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
0.00
44000.00
27502.91
Agency Mortgage-Backed Securities
GNPL PN CK5793
549300M8ZYFG0OCMTT87
2057-10-15
4.210000
0.00
2250000.00
2060405.61
Agency Mortgage-Backed Securities
GNPL PN CL5345
549300M8ZYFG0OCMTT87
2057-07-15
4.230000
0.00
2379200.00
2177072.85
Agency Mortgage-Backed Securities
GNPL PN CL4941
549300M8ZYFG0OCMTT87
2057-08-15
3.270000
0.00
7241160.00
6143381.01
Agency Mortgage-Backed Securities
GNII SF CM2585 C
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
0.00
2451088.00
1655679.03
Agency Mortgage-Backed Securities
GNPL PN CM4402
549300M8ZYFG0OCMTT87
2057-12-15
4.420000
0.00
6409700.00
5934705.16
Agency Mortgage-Backed Securities
GNCL CL CN0092
549300M8ZYFG0OCMTT87
2064-07-15
5.720000
0.00
8756800.00
8628880.67
Agency Mortgage-Backed Securities
GNPL PN CN0095
549300M8ZYFG0OCMTT87
2058-06-15
4.820000
0.00
6500000.00
6101193.79
Agency Mortgage-Backed Securities
GNCL CL CN0079
549300M8ZYFG0OCMTT87
2063-09-15
4.600000
0.00
3420999.00
3181279.34
Agency Mortgage-Backed Securities
GNMI SF AE8309 X
549300M8ZYFG0OCMTT87
2044-04-15
4.000000
0.00
27032000.00
1916879.33
Agency Mortgage-Backed Securities
GNII SF AL6980 C
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
0.00
1853854.00
255268.47
Agency Mortgage-Backed Securities
GNMI SF AP3908 X
549300M8ZYFG0OCMTT87
2045-09-15
4.500000
0.00
391000.00
110900.94
Agency Mortgage-Backed Securities
GNPL PN CS8164
549300M8ZYFG0OCMTT87
2053-02-15
5.090000
0.00
3000000.00
2897239.24
Agency Mortgage-Backed Securities
GNII SF CY9043 C
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
0.00
6142792.00
6228922.08
Agency Mortgage-Backed Securities
GNII SF DA0725 C
549300M8ZYFG0OCMTT87
2054-04-20
6.500000
0.00
1133810.00
1164828.56
Agency Mortgage-Backed Securities
GNII SF DA8434 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
35229824.00
35090042.99
Agency Mortgage-Backed Securities
GNII SF DB1019 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
1725234.00
1718652.44
Agency Mortgage-Backed Securities
GNII JM 004768 M
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
0.00
5792024.00
31436.97
Agency Mortgage-Backed Securities
GNII SF 005189 M
549300M8ZYFG0OCMTT87
2039-04-20
6.000000
0.00
1502378.00
44645.18
Agency Mortgage-Backed Securities
GNMI SF 470009 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
0.00
5905000.00
573513.77
Agency Mortgage-Backed Securities
GNMI SF 720178 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
0.00
92133.00
11196.57
Agency Mortgage-Backed Securities
GNMI SF 733749 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
0.00
50004000.00
2938948.77
Agency Mortgage-Backed Securities
GNMI SF 733989 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
0.00
2000000.00
141071.98
Agency Mortgage-Backed Securities
GNMI SF 747934 X
549300M8ZYFG0OCMTT87
2040-12-15
4.000000
0.00
1000000.00
48833.48
Agency Mortgage-Backed Securities
GNMI SP 781603 X
549300M8ZYFG0OCMTT87
2033-05-15
5.000000
0.00
3500000.00
37688.56
Agency Mortgage-Backed Securities
GNII SP 785992 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
0.00
22650624.00
15336552.80
Agency Mortgage-Backed Securities
GNII SP 786618 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
0.00
18623616.00
14685063.64
Agency Mortgage-Backed Securities
GNMI SF 753726 X
549300M8ZYFG0OCMTT87
2040-09-15
4.500000
0.00
6082808.00
271787.58
Agency Mortgage-Backed Securities
GNMI SF 614192 X
549300M8ZYFG0OCMTT87
2033-09-15
5.000000
0.00
1396988.00
23107.30
Agency Mortgage-Backed Securities
GNMI SF 616874 X
549300M8ZYFG0OCMTT87
2035-01-15
4.000000
0.00
4471832.00
538439.40
Agency Mortgage-Backed Securities
GNMI SF 647761 X
549300M8ZYFG0OCMTT87
2035-08-15
4.500000
0.00
294949.00
32319.41
Agency Mortgage-Backed Securities
GNMI SF 697924 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
0.00
49711552.00
1633762.24
Agency Mortgage-Backed Securities
GNMI SF 712858 X
549300M8ZYFG0OCMTT87
2039-11-15
4.500000
0.00
284461.00
24649.58
Agency Mortgage-Backed Securities
GNRA 2018-099 AN
549300M8ZYFG0OCMTT87
2059-09-16
3.200000
0.00
21000000.00
3916643.76
Agency Collateralized Mortgage Obligation
GNRA 2023-055 CG
549300M8ZYFG0OCMTT87
2051-07-20
7.475310
0.00
346750.00
341533.28
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL992755
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.500000
0.00
2607500.00
153104.62
Agency Mortgage-Backed Securities
FNMS 06.000 CLAA8729
B1V7KEBTPIMZEU4LTD58
2039-06-01
6.000000
0.00
160000.00
9119.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB0047
B1V7KEBTPIMZEU4LTD58
2035-04-01
4.500000
0.00
16500000.00
405408.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB1801
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
0.00
995750.00
83914.60
Agency Mortgage-Backed Securities
FNMS 04.000 CKAB5244
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
0.00
1000000.00
20832.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9462
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
0.00
592625.00
142130.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC5856
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.500000
0.00
2440320.00
194296.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC8444
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.000000
0.00
2335000.00
143473.34
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0200
B1V7KEBTPIMZEU4LTD58
2029-10-01
4.500000
0.00
5416656.00
114862.77
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0678
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
0.00
1000000.00
12138.63
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1010
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
0.00
5800000.00
436518.38
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA2248
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
0.00
15000000.00
878645.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2371
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
0.00
317000.00
36222.26
Agency Mortgage-Backed Securities
FNMS 04.500 CQMA3471
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
0.00
122200.00
24526.34
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3519
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.000000
0.00
2200000.00
249230.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2781
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.500000
0.00
160000.00
34326.45
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA2797
B1V7KEBTPIMZEU4LTD58
2031-09-01
3.000000
0.00
1069898.00
278265.02
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA2886
B1V7KEBTPIMZEU4LTD58
2031-12-01
3.000000
0.00
2396732.00
549118.18
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2914
B1V7KEBTPIMZEU4LTD58
2037-02-01
4.000000
0.00
496349.00
79817.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3098
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
0.00
325000.00
42716.18
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3309
B1V7KEBTPIMZEU4LTD58
2038-03-01
3.500000
0.00
893000.00
144234.51
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4418
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
0.00
300000.00
189282.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3663
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
0.00
411186.00
33803.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
0.00
60000.00
6715.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
0.00
180000.00
34564.41
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3978
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
0.00
1067892.00
178018.98
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4019
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
0.00
1134000.00
372159.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4026
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
0.00
693372.00
151836.53
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
1104000.00
575671.91
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4123
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
0.00
2250000.00
933631.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1024
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
5760928.00
3771065.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1276
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
505000.00
341084.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1878
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
0.00
500000.00
340430.93
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2079
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
652637.00
430810.12
Agency Mortgage-Backed Securities
FNMS 02.500 CTCB2113
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.500000
0.00
100000.00
72310.86
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2312
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
389555.00
275164.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3582
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
0.00
144000.00
109832.43
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3164
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
0.00
1059834.00
752544.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3169
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
125000.00
94404.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3234
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
318000.00
233978.98
Agency Mortgage-Backed Securities
FNMS 01.500 CICB3244
B1V7KEBTPIMZEU4LTD58
2037-01-01
1.500000
0.00
33360.00
22888.64
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4426
B1V7KEBTPIMZEU4LTD58
2052-08-01
6.000000
0.00
3794928.00
3279950.29
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4429
B1V7KEBTPIMZEU4LTD58
2052-08-01
6.000000
0.00
3626092.00
2961795.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3771
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
1255394.00
998956.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB4109
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
0.00
7440200.00
5896318.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4115
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
0.00
4020780.00
3231881.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4365
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
0.00
151187.00
120279.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5646
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
0.00
78783232.00
72353838.14
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5712
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
0.00
18804704.00
16219864.31
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6616
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
0.00
29831488.00
28441478.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6628
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
0.00
4098408.00
3874622.46
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6745
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
72606208.00
65416757.51
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6924
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
52137600.00
48627152.57
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB8022
B1V7KEBTPIMZEU4LTD58
2054-02-01
6.500000
0.00
139590912.00
138481463.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB7316
B1V7KEBTPIMZEU4LTD58
2053-10-01
4.000000
0.00
21000.00
18762.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8639
B1V7KEBTPIMZEU4LTD58
2054-06-01
5.500000
0.00
151946752.00
151426638.27
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM1649
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
0.00
792000.00
185452.62
Agency Mortgage-Backed Securities
FNMS 03.000 CTFM2025
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.000000
0.00
4444384.00
1242832.04
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM2072
B1V7KEBTPIMZEU4LTD58
2031-12-01
3.000000
0.00
687910.00
147520.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM2867
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
0.00
3589000.00
1127349.95
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM3062
B1V7KEBTPIMZEU4LTD58
2039-04-01
3.500000
0.00
11217160.00
2011018.82
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5286
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
0.00
560000.00
349133.66
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5925
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
0.00
40800000.00
27204500.11
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6015
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
0.00
65807.00
46612.67
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6332
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
0.00
100000.00
66859.47
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6308
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
0.00
9000.00
6013.44
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6478
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
0.00
1029680.00
807055.94
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6562
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
0.00
100000.00
67233.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6704
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
0.00
978986.00
704438.10
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6815
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
451000.00
310448.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7788
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
0.00
113855232.00
99266133.27
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA8421
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
0.00
8000000.00
6824861.70
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8757
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.500000
0.00
2165840.00
1959071.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA9876
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
0.00
889329.00
859484.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLRA9079
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
0.00
100000.00
96342.37
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA9595
S6XOOCT0IEG5ABCC6L87
2053-04-01
3.000000
0.00
1111720.00
939776.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3275
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
79000.00
61943.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8244
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
0.00
967000.00
814955.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8244
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
0.00
27000.00
22754.70
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8246
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
0.00
4700000.00
4025072.36
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7795
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
0.00
635000.00
81577.26
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8294
S6XOOCT0IEG5ABCC6L87
2044-07-01
3.500000
0.00
85064.00
20438.13
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL8634
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
0.00
590000.00
95064.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL9427
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.500000
0.00
1059368.00
419604.65
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0056
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
0.00
110466.00
23538.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0612
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
0.00
73060.00
17840.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0613
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
0.00
82279.00
13253.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM2276
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
0.00
189634.00
61909.41
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3349
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.500000
0.00
349383.00
32379.41
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM3360
S6XOOCT0IEG5ABCC6L87
2047-06-01
5.000000
0.00
1032038.00
88111.30
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4438
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.500000
0.00
21163.00
7660.42
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4629
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.000000
0.00
2389800.00
385764.42
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS8909
S6XOOCT0IEG5ABCC6L87
2029-02-01
5.500000
0.00
18000000.00
125721.90
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8523
S6XOOCT0IEG5ABCC6L87
2029-04-01
3.500000
0.00
570312.00
41375.40
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8602
S6XOOCT0IEG5ABCC6L87
2031-03-01
3.000000
0.00
4000000.00
525909.71
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8670
S6XOOCT0IEG5ABCC6L87
2032-09-01
3.500000
0.00
172000.00
27555.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS9822
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
0.00
145350.00
39402.57
Agency Mortgage-Backed Securities
FEPC 04.000 CTZS9231
S6XOOCT0IEG5ABCC6L87
2036-10-01
4.000000
0.00
116000.00
25938.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS9384
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.000000
0.00
513000.00
129769.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9920
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.000000
0.00
435000.00
98507.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0659
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
0.00
390990.00
250477.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0742
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
0.00
565000.00
390724.22
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1087
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
0.00
58000.00
47436.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1079
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
0.00
2667752.00
2024370.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1325
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
0.00
792000.00
666364.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1561
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
0.00
1342366.00
1110705.73
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2605
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.500000
0.00
1158330.00
1064312.91
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1809
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
0.00
1460000.00
1246773.98
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-10-01
3.550000
0.00
761000.00
665912.35
Agency Collateralized Mortgage Obligation
FEPC 03.000 CLQA2244
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.000000
0.00
256817664.00
55885476.05
Agency Mortgage-Backed Securities
03.000 FGPC G60989 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
0.00
82000.00
21274.46
Agency Mortgage-Backed Securities
04.000 FGPC G61455 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.000000
0.00
140000.00
38423.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB1355
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.500000
0.00
130000.00
49922.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB6542
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
0.00
2094156.00
1129462.87
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC9909
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
0.00
266447.00
206902.50
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD2129
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
0.00
4259540.00
2950389.00
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD4258
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
0.00
2219168.00
1643834.87
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5620
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
0.00
100000.00
68014.62
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD6398
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
267181.00
197455.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD8152
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
0.00
482656.00
333380.66
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE1102
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
0.00
3483048.00
2647615.98
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE2366
S6XOOCT0IEG5ABCC6L87
2052-05-01
5.000000
0.00
60000.00
50488.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE3682
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
0.00
358000.00
312888.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE6919
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
0.00
504067.00
452161.98
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE8277
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
0.00
129306.00
111794.16
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF0190
S6XOOCT0IEG5ABCC6L87
2052-09-01
6.000000
0.00
1493786.00
1373939.95
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1431
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
838339.00
664902.98
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2209
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
0.00
2621750.00
2553654.27
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF5592
S6XOOCT0IEG5ABCC6L87
2052-12-01
5.500000
0.00
5294136.00
4272729.09
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF5886
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
0.00
101175.00
91102.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG9402
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
2081404.00
2051139.92
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH0114
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
0.00
2504750.00
1358544.47
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH2093
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
0.00
1886840.00
1871332.15
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH6110
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.000000
0.00
2005680.00
1869936.16
Agency Mortgage-Backed Securities
FEPC 02.500 CNQS0119
S6XOOCT0IEG5ABCC6L87
2030-10-01
2.500000
0.00
1370032.00
560819.87
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA1037
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
0.00
1995000.00
418586.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA1999
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
0.00
319470.00
61287.10
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5285
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
0.00
137628.00
81598.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU3083
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
0.00
1089708.00
771461.96
Agency Mortgage-Backed Securities
FNMS 07.000 CLBU4257
B1V7KEBTPIMZEU4LTD58
2053-11-01
7.000000
0.00
2533070.00
2515207.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU5890
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
39725.00
25420.50
Agency Mortgage-Backed Securities
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
0.00
28695136.00
24493774.39
Agency Mortgage-Backed Securities
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
0.00
50000000.00
44009842.68
Agency Mortgage-Backed Securities
GNII SF MA8490 M
549300M8ZYFG0OCMTT87
2052-12-20
5.000000
0.00
40353728.00
35907037.34
Agency Mortgage-Backed Securities
GNII SF MA8648 M
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
0.00
67391104.00
60114338.30
Agency Mortgage-Backed Securities
GNII SF MA8648 M
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
0.00
119119104.00
106256845.35
Agency Mortgage-Backed Securities
GNII SF MA9018 M
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
0.00
177799168.00
162304804.38
Agency Mortgage-Backed Securities
GNII SF MA9107 M
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
0.00
33079560.00
30895991.97
Agency Mortgage-Backed Securities
GNII SF MA9172 M
549300M8ZYFG0OCMTT87
2053-08-20
6.000000
0.00
105113472.00
100775012.47
Agency Mortgage-Backed Securities
GNII SF MA9242 M
549300M8ZYFG0OCMTT87
2053-09-20
6.000000
0.00
115291136.00
113003762.14
Agency Mortgage-Backed Securities
GNII SF MA9243 M
549300M8ZYFG0OCMTT87
2053-10-20
6.500000
0.00
107149568.00
104160507.22
Agency Mortgage-Backed Securities
GNII SF MA9307 M
549300M8ZYFG0OCMTT87
2053-11-20
6.500000
0.00
27407872.00
27268854.09
Agency Mortgage-Backed Securities
GNPL PN BB4404
549300M8ZYFG0OCMTT87
2061-03-15
3.800000
0.00
146689.00
130134.96
Agency Mortgage-Backed Securities
GNMI SF BE1661 X
549300M8ZYFG0OCMTT87
2048-04-15
3.500000
0.00
1468422.00
999995.03
Agency Mortgage-Backed Securities
GNPL PN CN2441
549300M8ZYFG0OCMTT87
2057-06-15
3.410000
0.00
8148600.00
7012927.50
Agency Mortgage-Backed Securities
GNPL PN CN7028
549300M8ZYFG0OCMTT87
2057-12-15
4.360000
0.00
6449200.00
6183956.90
Agency Mortgage-Backed Securities
GNPL PN CO3174
549300M8ZYFG0OCMTT87
2057-08-15
3.750000
0.00
4202128.00
3701007.18
Agency Mortgage-Backed Securities
GNPL PN CO3158
549300M8ZYFG0OCMTT87
2057-07-15
3.240000
0.00
30632896.00
26042016.78
Agency Mortgage-Backed Securities
GNPL PN CP3639
549300M8ZYFG0OCMTT87
2057-10-15
4.480000
0.00
1153700.00
1093398.43
Agency Mortgage-Backed Securities
GNPL PN CP7211
549300M8ZYFG0OCMTT87
2057-09-15
4.340000
0.00
8500000.00
7664267.46
Agency Mortgage-Backed Securities
GNPL PN CP7212
549300M8ZYFG0OCMTT87
2057-10-15
3.830000
0.00
29358800.00
26047064.24
Agency Mortgage-Backed Securities
GNPL PN CP7958
549300M8ZYFG0OCMTT87
2053-02-15
4.850000
0.00
3000000.00
2851795.22
Agency Mortgage-Backed Securities
GNII SF BI4490 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
0.00
3935080.00
1378544.84
Agency Mortgage-Backed Securities
GNII SF BM5458 C
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
0.00
154000.00
30679.74
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4177
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.500000
0.00
400000.00
196497.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4184
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
0.00
635000.00
241249.18
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4209
B1V7KEBTPIMZEU4LTD58
2050-12-01
1.500000
0.00
1217450.00
721306.64
Agency Mortgage-Backed Securities
FNMS 07.000 CLMA5274
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
425165.00
399416.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA5326
B1V7KEBTPIMZEU4LTD58
2054-04-01
4.500000
0.00
110000.00
103246.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5341
B1V7KEBTPIMZEU4LTD58
2054-04-01
4.000000
0.00
10000.00
9106.77
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4566
B1V7KEBTPIMZEU4LTD58
2037-03-01
1.500000
0.00
1239066.00
853714.21
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA4632
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.000000
0.00
1100000.00
857350.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4839
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.000000
0.00
109000.00
93475.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4867
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
0.00
194570240.00
173193247.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4933
B1V7KEBTPIMZEU4LTD58
2053-02-01
3.500000
0.00
10000.00
8368.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4978
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
0.00
899806.00
806935.51
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4967
B1V7KEBTPIMZEU4LTD58
2053-02-01
3.000000
0.00
21309.00
17804.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA5000
B1V7KEBTPIMZEU4LTD58
2053-04-01
3.500000
0.00
184318.00
159731.59
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5108
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
95025600.00
87846331.99
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA5406
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
0.00
14873024.00
14549791.33
Agency Mortgage-Backed Securities
FNMS 07.000 CLAD0537
B1V7KEBTPIMZEU4LTD58
2033-10-01
7.000000
0.00
19533920.00
868486.88
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0028
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
0.00
10245000.00
180870.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0947
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
0.00
1145544.00
25039.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8440
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
0.00
586056.00
53517.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE8783
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
0.00
49765.00
6050.56
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0197
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.500000
0.00
81736448.00
79357749.33
Agency Mortgage-Backed Securities
GNMI SF 770478 X
549300M8ZYFG0OCMTT87
2041-08-15
4.500000
0.00
120000.00
5614.47
Agency Mortgage-Backed Securities
GNMI SF AA0050 X
549300M8ZYFG0OCMTT87
2042-04-15
2.990000
0.00
627673.00
210616.77
Agency Mortgage-Backed Securities
GNMI SF AB2871 X
549300M8ZYFG0OCMTT87
2042-09-15
3.000000
0.00
400000.00
77501.07
Agency Mortgage-Backed Securities
GNII SF MA0006 M
549300M8ZYFG0OCMTT87
2027-04-20
2.500000
0.00
223393.00
7055.36
Agency Mortgage-Backed Securities
GNII SF MA1289 M
549300M8ZYFG0OCMTT87
2043-09-20
5.500000
0.00
375000.00
24287.28
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
0.00
227242752.00
16772001.03
Agency Mortgage-Backed Securities
GNII SF MA2373 M
549300M8ZYFG0OCMTT87
2044-11-20
4.500000
0.00
99685248.00
6384671.16
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
0.00
48365.00
5893.51
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
0.00
325155600.00
35708209.00
Agency Mortgage-Backed Securities
GNII SF MA7108 M
549300M8ZYFG0OCMTT87
2036-01-20
3.000000
0.00
507935.00
231183.45
Agency Mortgage-Backed Securities
GNII SF MA7054 M
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
0.00
326352896.00
128484265.36
Agency Mortgage-Backed Securities
GNII SF MA7314 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
0.00
126247040.00
59905927.72
Agency Mortgage-Backed Securities
GNII SF MA7315 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
0.00
89093120.00
39967042.53
Agency Mortgage-Backed Securities
GNII SF MA7418 M
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
0.00
82000.00
50236.18
Agency Mortgage-Backed Securities
GNII SF MA8946 M
549300M8ZYFG0OCMTT87
2053-06-20
4.500000
0.00
29035000.00
26753967.71
Agency Mortgage-Backed Securities
GNII SF MA8947 M
549300M8ZYFG0OCMTT87
2053-06-20
5.000000
0.00
40000.00
37731.12
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
0.00
100016000.00
86290285.72
Agency Mortgage-Backed Securities
GNII SF BT4119 C
549300M8ZYFG0OCMTT87
2050-06-20
4.000000
0.00
9312288.00
1776130.93
Agency Mortgage-Backed Securities
GNPL PN CH0824
549300M8ZYFG0OCMTT87
2038-01-15
5.600000
0.00
7135500.00
6802228.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6976
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
0.00
417505.00
93016.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7012
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
0.00
8447120.00
2279649.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU7907
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
204118.00
148340.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV4520
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
0.00
2682072.00
1316186.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5622
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
0.00
2123736.00
1686836.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9003
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
50381.00
33465.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW4870
B1V7KEBTPIMZEU4LTD58
2053-04-01
3.500000
0.00
49171.00
40883.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5142
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
324861.00
282283.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW7102
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
3086944.00
2765952.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW9976
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
0.00
302088.00
245144.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX3937
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
0.00
447063.00
375758.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX4210
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
0.00
2368020.00
2110636.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLBX4573
B1V7KEBTPIMZEU4LTD58
2053-08-01
3.000000
0.00
36954.00
31117.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6108
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
0.00
350683.00
327015.54
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6449
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
0.00
5709168.00
5048170.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6637
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
0.00
1472936.00
1367768.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY1464
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
16785504.00
16013654.17
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY1587
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
3556060.00
3428250.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY1971
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
0.00
1021500.00
986042.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4493
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
40149.00
37789.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3971
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
1984350.00
1963731.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBY6641
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.000000
0.00
1777772.00
1601574.52
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6889
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
5000000.00
4732271.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA0562
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
0.00
526000.00
60261.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1702
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
0.00
47000000.00
13980394.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1706
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
0.00
2400000.00
427930.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA2688
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
0.00
27000.00
5811.06
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2272
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
0.00
1000000.00
211891.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2374
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
0.00
136000.00
10127.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3051
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
0.00
41018496.00
3784582.56
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA4770
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.500000
0.00
1149990.00
255535.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA5763
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.500000
0.00
12573744.00
4278519.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA6106
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
0.00
285023.00
72272.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6144
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
0.00
275000.00
108284.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA7086
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
0.00
1570892.00
229550.96
Agency Mortgage-Backed Securities
FNMS 02.500 CICA6563
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
0.00
3200000.00
1348751.56
Agency Mortgage-Backed Securities
FNMS 03.000 CICA6849
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.000000
0.00
158033.00
79134.63
Agency Mortgage-Backed Securities
FNMS 04.000 CICA6851
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.000000
0.00
1291328.00
708263.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA8637
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.000000
0.00
35000.00
21027.95
Agency Mortgage-Backed Securities
FNMS 03.000 CTCA9342
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.000000
0.00
1336492.00
537283.58
Agency Mortgage-Backed Securities
FNMS 02.500 CTCA9358
B1V7KEBTPIMZEU4LTD58
2041-03-01
2.500000
0.00
200000.00
127096.71
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0352
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
2895660.00
1800632.79
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0477
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
0.00
123336448.00
70566006.11
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0598
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
0.00
125204096.00
77565703.41
Agency Mortgage-Backed Securities
FNMS 02.500 CICB1757
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.500000
0.00
130383360.00
80149172.80
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ4926
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
0.00
100000.00
55727.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6332
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
1541370.00
700432.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6772
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
608919.00
409708.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ7453
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
0.00
532233.00
356554.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1823
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
200000.00
125186.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7797
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
0.00
974000.00
614019.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT2177
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
78629.00
55955.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT4657
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
0.00
2374436.00
974925.31
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT6597
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
1281000.00
936388.72
Agency Mortgage-Backed Securities
FNMS 05.000 CL833222
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
0.00
1260832.00
13999.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL870962
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.000000
0.00
1700000.00
22793.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA0846
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.500000
0.00
53177.00
52512.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA1454
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
1084236.00
1072642.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA4995
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.500000
0.00
3623472.00
3508267.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA6036
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.500000
0.00
1153750.00
1183418.35
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB2957
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
8375184.00
8583374.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB3411
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.500000
0.00
2017760.00
2105211.96
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB4369
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
1907544.00
1966881.97
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB4961
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
6636576.00
6833452.44
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4419
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
3100000.00
1752912.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3773
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
0.00
450000.00
122817.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3860
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.000000
0.00
4920000.00
1167609.99
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM3869
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
0.00
300000.00
63662.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5298
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
0.00
155000.00
50398.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5125
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.500000
0.00
3600000.00
1352823.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM6261
B1V7KEBTPIMZEU4LTD58
2050-06-01
5.000000
0.00
80000.00
25045.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5530
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
0.00
992000.00
335941.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM5684
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
0.00
5000000.00
2469714.30
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM6142
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
0.00
16909.00
8649.64
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM7991
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
350000.00
238192.15
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM7411
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
93701.00
63570.76
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM7426
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
0.00
26485000.00
16448837.61
Agency Mortgage-Backed Securities
FNMS 04.000 CTFM7647
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.000000
0.00
865000.00
410861.26
Agency Mortgage-Backed Securities
Y
2024-07-03
2024-07-03
2024-07-03
N
N
N
0.0533
3743000000.00
3743000000.00
0.0602
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.320000%
ARP125RS8
549300H47WTHXPU08X20
ARP125RS8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Y
Bank of New York
Y
FNMS 03.500 CQMA1372
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
0.00
6000.00
972.35
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1510
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
0.00
495000.00
81505.60
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1557
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
0.00
495000.00
35888.82
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2592
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
0.00
2000.00
619.07
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3243
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.500000
0.00
500000.00
83313.92
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3251
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.500000
0.00
239000.00
22265.24
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4384
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.500000
0.00
1000.00
596.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3746
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
0.00
579463.00
70463.11
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3811
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
0.00
2150037.00
183260.86
Agency Mortgage-Backed Securities
FNMS 02.000 CJMA4167
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
0.00
558000.00
159426.36
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4260
B1V7KEBTPIMZEU4LTD58
2036-02-01
1.500000
0.00
196439.00
107771.90
Agency Mortgage-Backed Securities
FNMS 06.000 CNMA5305
B1V7KEBTPIMZEU4LTD58
2034-01-01
6.000000
0.00
40000.00
35175.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7086
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
0.00
1000.00
895.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6851
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
0.00
6343769.00
5843671.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7312
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
0.00
8134677.00
6641716.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7764
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
0.00
1000.00
890.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8911
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
0.00
7141847.00
5535904.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8987
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
0.00
1000.00
812.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9899
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
1435556.00
1074510.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX0423
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
1000.00
815.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3447
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
2328410.00
2108776.74
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4379
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
0.00
1000.00
1036.34
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX4447
B1V7KEBTPIMZEU4LTD58
2053-09-01
7.000000
0.00
2611100.00
2699707.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX3786
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
0.00
1000.00
928.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX4882
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
0.00
6795569.00
6461885.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6203
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
0.00
1024.00
897.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX5991
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
0.00
2563004.00
2461224.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6569
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
0.00
2666604.00
2499356.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX6735
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
0.00
1000.00
746.19
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX7287
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.500000
0.00
2000.00
1752.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX8731
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
0.00
1000.00
829.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX9776
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
0.00
5002.00
4614.83
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX9500
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
0.00
5648096.00
5415730.43
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX9514
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
0.00
1000.00
983.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0814
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
0.00
1000.00
933.84
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY0849
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
1000.00
863.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY1038
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
0.00
3286821.00
2965201.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY1064
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
0.00
2854580.00
2730888.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY2329
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
1049282.00
768608.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2521
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
1256250.00
1151323.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3332
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
3192200.00
2845186.27
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY3360
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
6107292.00
6031188.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4330
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
1000.00
854.09
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY4593
B1V7KEBTPIMZEU4LTD58
2053-10-01
7.000000
0.00
1000.00
1042.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBY4714
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
0.00
1008.00
960.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBY5041
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
327217.00
307920.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5075
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
0.00
1000.00
987.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY5910
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
1000.00
932.98
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY6565
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
0.00
1999637.00
2006136.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY6768
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
0.00
2607654.00
2510994.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY7428
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
0.00
1000.00
1020.51
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8357
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
1000.00
998.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY8612
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
1000.00
955.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0463
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
0.00
8759568.00
2469626.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0526
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
0.00
2000.00
686.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1704
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
0.00
1831469.00
430493.51
Agency Mortgage-Backed Securities
FNMS 03.500 GLCA1146
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
0.00
500000.00
193142.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1560
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
0.00
1000.00
176.24
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1584
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
0.00
1008.00
242.20
Agency Mortgage-Backed Securities
FNMS 03.500 GLCA1661
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
0.00
1000.00
354.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2634
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
0.00
2048.00
532.12
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA1922
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
0.00
1000.00
70.64
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA1914
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
0.00
1000.00
318.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2054
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
3946933.00
370178.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3503
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
2337.00
250.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2793
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
0.00
22600000.00
5869681.05
Agency Mortgage-Backed Securities
FNMS 02.500 CICA4508
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
0.00
1000.00
351.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA4819
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
0.00
100000.00
31986.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5744
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
0.00
313025.00
170790.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6074
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
0.00
430000.00
157472.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7131
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
1000.00
482.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6423
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
0.00
1000.00
300.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6409
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
0.00
1000.00
625.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6638
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
0.00
420000.00
191247.46
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6727
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
0.00
1000.00
677.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6907
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
1024.00
558.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6911
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
4771824.00
2562343.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6929
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
9760439.00
5254548.47
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7519
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
1000.00
574.44
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7555
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
1024.00
595.38
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7563
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
10267088.00
6033595.08
Agency Mortgage-Backed Securities
FNMS 01.500 CTFM6226
B1V7KEBTPIMZEU4LTD58
2041-02-01
1.500000
0.00
1000.00
617.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6039
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
0.00
1024.00
366.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7075
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
0.00
1000.00
381.89
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS7002
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
0.00
1024.00
1026.12
Agency Mortgage-Backed Securities
FNMS 05.500 CTFS6979
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.500000
0.00
1000.00
925.41
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8015
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
0.00
1000.00
1010.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS8018
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
1024.00
1001.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS7543
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
0.00
1000.00
787.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS7731
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
0.00
1008.00
940.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS7733
B1V7KEBTPIMZEU4LTD58
2051-10-01
4.000000
0.00
1000.00
883.84
Agency Mortgage-Backed Securities
FNMS 02.500 ZLFP0038
B1V7KEBTPIMZEU4LTD58
2052-01-25
2.500000
0.00
1000.00
779.26
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA8158
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
1024.00
973.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLDA8740
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.000000
0.00
1000.00
971.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1971
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
0.00
24565376.00
6519216.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4764
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
0.00
276000.00
26061.13
Agency Mortgage-Backed Securities
FNMS 02.000 CLBK8390
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
1000.00
597.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8692
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
1000.00
215.58
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3977
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
0.00
1002104.00
211930.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4027
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
0.00
18144099.00
6073474.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4751
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
0.00
1000000.00
298389.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4754
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
0.00
1000.00
204.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5076
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
0.00
1000.00
388.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5429
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
0.00
4127.00
858.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5506
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
0.00
16872020.00
6034184.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM5610
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
0.00
1000.00
365.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
0.00
2048.00
565.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2846
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
0.00
1000.00
132.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3899
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
0.00
3000.00
234.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5340
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
0.00
21267054.00
6463841.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6594
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
1000.00
149.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6949
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
0.00
1527442.00
468532.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO2201
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
0.00
3893000.00
772706.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO2878
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
0.00
395000.00
81473.92
Agency Mortgage-Backed Securities
FNMS 04.000 CKBO3169
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
0.00
10268226.00
1938451.63
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ1226
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
8382272.00
4689918.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ5109
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
47385577.00
28403626.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ7422
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
1000.00
696.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1035
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
8516992.00
5600326.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4035
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
4098000.00
2524458.67
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR5487
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
0.00
200000.00
121412.05
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR6515
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
100000.00
61006.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR6806
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
0.00
32200000.00
21170644.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7563
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
0.00
2982.00
1879.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR7744
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
100000.00
55862.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR8478
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
100000.00
62258.23
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR8518
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
200000.00
116124.78
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR9757
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
1000.00
619.74
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT0098
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
0.00
1000.00
715.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1250
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
0.00
1000.00
686.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1286
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
10933951.00
6702542.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1967
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
1000.00
778.90
Agency Mortgage-Backed Securities
FNMS 03.000 CIBT4423
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
0.00
1000.00
781.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT8116
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
1000.00
730.38
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9555
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
0.00
1000.00
703.86
Agency Mortgage-Backed Securities
FNMS 03.000 CQAT2404
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.000000
0.00
1537949.00
219297.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT3042
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
0.00
215949.00
60216.53
Agency Mortgage-Backed Securities
FNMS 02.500 CRAT4191
B1V7KEBTPIMZEU4LTD58
2033-05-01
2.500000
0.00
770702.00
170273.18
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW3120
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.000000
0.00
1462598.00
146100.62
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW4179
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
0.00
1000.00
74.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLAZ0821
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.000000
0.00
9801424.00
2707232.70
Agency Mortgage-Backed Securities
FNMS 07.000 CL640799
B1V7KEBTPIMZEU4LTD58
2032-03-01
7.000000
0.00
5272912.00
80923.41
Agency Mortgage-Backed Securities
FNMS 05.500 CL735670
B1V7KEBTPIMZEU4LTD58
2035-03-01
5.500000
0.00
3696000.00
32963.55
Agency Mortgage-Backed Securities
FNMS 05.500 CL745742
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.500000
0.00
9162157.00
120146.83
Agency Mortgage-Backed Securities
FNMS 06.000 CL872316
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
0.00
7949.00
49.65
Agency Mortgage-Backed Securities
FNMS 06.000 CL879508
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
0.00
37931107.00
70472.61
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA1195
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.500000
0.00
1100238.00
1064004.72
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA2948
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
0.00
432252.00
410579.41
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA5003
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
0.00
2844678.00
2814131.10
Agency Mortgage-Backed Securities
FNMS 07.000 CLDA7174
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
0.00
1000.00
1047.82
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA7461
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.000000
0.00
6222897.00
6318891.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA7882
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.000000
0.00
758637.00
764107.23
Agency Mortgage-Backed Securities
FNMS 07.000 CLDB1354
B1V7KEBTPIMZEU4LTD58
2054-03-01
7.000000
0.00
1000.00
1035.04
Agency Mortgage-Backed Securities
FNMS 07.000 CLDB1399
B1V7KEBTPIMZEU4LTD58
2054-04-01
7.000000
0.00
1000.00
1043.69
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB1802
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
0.00
1000.00
1028.19
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB5341
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.500000
0.00
1907256.00
1964832.88
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB6301
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
2573833.00
2640109.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA0578
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
0.00
2005.00
437.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA6893
B1V7KEBTPIMZEU4LTD58
2031-02-01
2.500000
0.00
664000.00
87198.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0305
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
0.00
425000.00
58955.87
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC1790
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
0.00
845995.00
109778.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE0845
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
0.00
1682970.00
504726.15
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE1326
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
0.00
1000.00
176.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5041
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
0.00
1000.00
235.53
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE7373
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
0.00
515000.00
98169.49
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0195
B1V7KEBTPIMZEU4LTD58
2051-05-01
4.000000
0.00
1000.00
324.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH3703
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
0.00
1065256.00
171272.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1598
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
0.00
3000.00
297.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1635
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
0.00
318000.00
50385.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2122
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
0.00
13455639.00
4765171.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM2174
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
0.00
180336.00
42448.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM2502
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
0.00
3905945.00
1130986.18
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM2487
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
0.00
1000.00
236.21
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM2529
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.000000
0.00
1000.00
219.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3278
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
0.00
302831.00
62761.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM3375
B1V7KEBTPIMZEU4LTD58
2035-02-01
3.500000
0.00
1000.00
312.59
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM4380
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
0.00
4500000.00
2083622.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM3619
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
0.00
329769.00
49551.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3978
B1V7KEBTPIMZEU4LTD58
2050-07-01
4.000000
0.00
1740000.00
500410.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM4532
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
0.00
833000.00
323775.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4717
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
0.00
1000.00
501.80
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM4742
B1V7KEBTPIMZEU4LTD58
2035-03-01
4.000000
0.00
258999.00
87497.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4810
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
0.00
1000.00
592.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4904
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
0.00
1000.00
448.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0212
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
0.00
2000.00
370.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1336
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
0.00
1022.00
54.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4168
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
0.00
2000.00
265.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5272
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
0.00
357000.00
65069.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
0.00
73000.00
7179.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6081
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
0.00
479520.00
45326.54
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS6593
B1V7KEBTPIMZEU4LTD58
2031-02-01
2.500000
0.00
885000.00
130279.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8004
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
0.00
150331392.00
22501818.26
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7827
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
0.00
197000.00
36957.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8943
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
0.00
83599529.00
19631037.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9584
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
1139.00
291.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6098
B1V7KEBTPIMZEU4LTD58
2053-03-01
6.000000
0.00
2165940.00
1451101.31
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6077
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
0.00
1024.00
921.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6080
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
0.00
1000.00
852.49
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7119
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
0.00
1797704.00
1698558.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6517
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.000000
0.00
1000.00
918.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB6688
B1V7KEBTPIMZEU4LTD58
2053-07-01
4.500000
0.00
1000.00
899.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6905
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
0.00
1000.00
930.49
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6913
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
16219776.00
15308555.68
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7051
B1V7KEBTPIMZEU4LTD58
2053-09-01
6.000000
0.00
6037269.00
5925209.84
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7996
B1V7KEBTPIMZEU4LTD58
2054-02-01
6.000000
0.00
1024.00
1014.89
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7240
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
0.00
1000.00
987.19
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7241
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
0.00
6664998.00
6418433.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB7742
B1V7KEBTPIMZEU4LTD58
2054-01-01
5.500000
0.00
154916.00
149714.43
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7819
B1V7KEBTPIMZEU4LTD58
2054-01-01
7.000000
0.00
1024.00
1027.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB7957
B1V7KEBTPIMZEU4LTD58
2054-02-01
4.500000
0.00
4000.00
3689.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB8116
B1V7KEBTPIMZEU4LTD58
2054-03-01
4.500000
0.00
2540232.00
2404108.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB8289
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.000000
0.00
1000.00
979.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB8321
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.000000
0.00
2713.00
2601.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8331
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
0.00
1000.00
966.03
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8335
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
0.00
45991296.00
45599034.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8484
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
1024.00
1010.84
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8538
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
14395336.00
14268368.24
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB8548
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
676296.00
679900.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM0057
B1V7KEBTPIMZEU4LTD58
2032-05-01
2.500000
0.00
1000.00
312.95
Agency Mortgage-Backed Securities
FNMS 03.500 CTFM0071
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.500000
0.00
200000.00
67316.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1777
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
0.00
1000.00
329.37
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1007
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.000000
0.00
1000.00
205.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1112
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.000000
0.00
142000.00
30424.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1262
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
0.00
1000.00
237.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1458
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
0.00
1000.00
189.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7703
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
0.00
50760219.00
30242665.13
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8101
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.000000
0.00
61489856.00
37110211.41
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8519
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
28419772.00
16704715.96
Agency Mortgage-Backed Securities
FNMS 01.500 CLCA8563
B1V7KEBTPIMZEU4LTD58
2051-01-01
1.500000
0.00
1008.00
612.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8605
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
0.00
250953135.00
153138976.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8606
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
0.00
1024.00
612.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8749
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
1000.00
603.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8805
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
0.00
109786528.00
65132280.33
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9220
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
1095000.00
684195.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9277
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
770304.00
488990.83
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9294
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
0.00
1024.00
599.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9380
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
0.00
1024.00
636.35
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9383
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
0.00
1024.00
652.12
Agency Mortgage-Backed Securities
FNMS 02.500 CICA9440
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.500000
0.00
1000.00
589.58
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0165
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
0.00
88703616.00
55282178.54
Agency Mortgage-Backed Securities
FNMS 01.500 CLCB0286
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.500000
0.00
842927.00
514073.23
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0267
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
49162368.00
30367689.18
Agency Mortgage-Backed Securities
FNMS 02.500 CICB0340
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
0.00
1024.00
652.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0507
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
0.00
408780.00
256574.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0578
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
0.00
72088192.00
46979918.74
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0714
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
0.00
1024.00
653.13
Agency Mortgage-Backed Securities
FNMS 02.500 CICB1730
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.500000
0.00
4458711.00
2754189.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0906
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
0.00
10719591.00
7035125.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1126
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
2024.00
1303.98
Agency Mortgage-Backed Securities
FNMS 02.000 CICB1196
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
0.00
1024.00
643.56
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1309
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
0.00
2380272.00
1590384.37
Agency Mortgage-Backed Securities
FNMS 02.500 CICB1476
B1V7KEBTPIMZEU4LTD58
2036-08-01
2.500000
0.00
1000.00
643.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1554
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
78124992.00
50712432.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1631
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
1024.00
686.53
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1627
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
0.00
1000.00
729.05
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1655
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
0.00
9660526.00
6387392.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1656
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
0.00
1024.00
700.80
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2605
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
0.00
1024.00
706.10
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2625
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
0.00
140000.00
98384.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2664
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
1000.00
712.44
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1830
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
0.00
1024.00
680.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1856
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
0.00
1000.00
679.96
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1896
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
0.00
1024.00
675.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2024
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
30339840.00
20301258.91
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2032
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
11956732.00
8092196.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2160
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
0.00
13984995.00
10171677.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2211
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
0.00
605012.00
440714.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2351
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
1024.00
700.12
Agency Mortgage-Backed Securities
FNMS 02.500 CICB2501
B1V7KEBTPIMZEU4LTD58
2036-12-01
2.500000
0.00
74067144.00
50586788.22
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2838
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
4844028.00
3350093.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3049
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
0.00
21000.00
15608.25
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3109
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
0.00
1000.00
713.02
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3122
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
3599970.00
2614315.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3248
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
1000.00
791.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3312
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
0.00
6951800.00
5457115.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3315
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
34163900.00
26827952.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3362
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
1000.00
712.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3610
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
0.00
1000.00
805.02
Agency Mortgage-Backed Securities
FNMS 03.500 CICB3724
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
0.00
109531.00
83654.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3915
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
0.00
6000000.00
5256073.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3918
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
0.00
1000.00
793.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4067
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
0.00
90125.00
79192.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4102
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
0.00
1000.00
805.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB4658
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
0.00
139000.00
107958.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4818
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
0.00
1000.00
832.74
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5087
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
2002100.00
1782987.59
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6204
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
0.00
21405344.00
20895835.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6254
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
24020000.00
22104828.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5463
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
0.00
22624272.00
20892436.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5487
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
0.00
62710428.00
58340989.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5647
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
0.00
1024.00
958.11
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5984
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
0.00
16238240.00
15058995.27
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5988
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
0.00
2000.00
1899.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV7761
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
0.00
1000.00
760.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8117
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
1000.00
781.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8388
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
0.00
6852328.00
6315235.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8807
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
0.00
198103.00
145033.04
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV9644
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
0.00
1000.00
739.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1374
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
1000.00
872.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLBW2170
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.500000
0.00
1000.00
731.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2275
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
0.00
7209074.00
5137709.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2312
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
0.00
7051272.00
5836488.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3446
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
0.00
1000.00
841.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3678
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
0.00
1000.00
828.42
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW5303
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
0.00
1000.00
927.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW4865
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
0.00
4000.00
3624.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5471
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
0.00
1000.00
912.46
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9728
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
0.00
1000.00
684.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU1031
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
0.00
45000.00
30344.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU3413
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
0.00
823497.00
386644.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4222
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
0.00
1824439.00
1677121.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU6230
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
1000.00
712.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4517
B1V7KEBTPIMZEU4LTD58
2037-01-01
2.500000
0.00
1000.00
647.28
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ0932
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.000000
0.00
118270.00
116791.53
Agency Mortgage-Backed Securities
FNMS 06.000 CL883992
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
0.00
4511392.00
116507.45
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
0.00
5080.00
21.41
Agency Mortgage-Backed Securities
FNMS 06.000 NP891142
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
0.00
2118.00
10.59
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
0.00
9600.00
33.53
Agency Mortgage-Backed Securities
FNMS 05.490 CA917239
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.490000
0.00
271151.00
34160.31
Agency Mortgage-Backed Securities
FNMS 05.500 NP922741
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
0.00
2172.00
4.00
Agency Mortgage-Backed Securities
FNMS 05.000 GL930845
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
0.00
1066738.00
30756.33
Agency Mortgage-Backed Securities
FNMS 05.850 CA938634
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.850000
0.00
514500.00
75540.04
Agency Mortgage-Backed Securities
FNMS 06.500 NP944132
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.500000
0.00
5705.00
17.80
Agency Mortgage-Backed Securities
FNMS 05.250 CA994977
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.250000
0.00
48681.00
28585.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4223
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
0.00
1000.00
143.53
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA0479
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
0.00
3999998.00
27408.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ5919
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
0.00
1633627.00
543267.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9260
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
497000.00
61686.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLBK2590
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
0.00
10865111.00
4803622.93
Agency Mortgage-Backed Securities
04.500 FGPC G30670 G
S6XOOCT0IEG5ABCC6L87
2033-12-01
4.500000
0.00
2262000.00
193321.76
Agency Mortgage-Backed Securities
06.500 FGPC G03344 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
0.00
4100.00
50.98
Agency Mortgage-Backed Securities
05.000 FGPC H09186 G
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.000000
0.00
7818.00
43.29
Agency Mortgage-Backed Securities
04.500 FGPC A87971 G
S6XOOCT0IEG5ABCC6L87
2039-08-01
4.500000
0.00
39425.00
1519.57
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5308
S6XOOCT0IEG5ABCC6L87
2047-12-01
4.500000
0.00
3011.00
994.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7205
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
8001.00
2760.76
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7247
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
3001.00
1226.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7272
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
6011.00
1435.58
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN4057
S6XOOCT0IEG5ABCC6L87
2049-03-01
5.000000
0.00
4007.00
1447.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4932
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
0.00
5001.00
1851.49
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8385
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
0.00
2858719.00
2684699.26
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9998
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
0.00
856536.00
838571.41
Agency Mortgage-Backed Securities
FNMS 05.500 CL190367
B1V7KEBTPIMZEU4LTD58
2036-01-01
5.500000
0.00
14627971.00
139384.33
Agency Mortgage-Backed Securities
FNMS 06.500 CL190371
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
0.00
59548.00
477.12
Agency Mortgage-Backed Securities
FNMS 06.500 K2253866
B1V7KEBTPIMZEU4LTD58
2031-05-01
6.500000
0.00
36758522.00
81277.68
Agency Mortgage-Backed Securities
FNMS 06.000 NP256327
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
0.00
29551.00
56.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH4474
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
0.00
3015.00
218.78
Agency Mortgage-Backed Securities
FNMS 04.500 CKAI7095
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
0.00
41551281.00
499387.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ8465
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
0.00
58489423.00
6141408.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9326
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
0.00
466323.00
87188.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6732
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
0.00
23824877.00
2086245.55
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK9312
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
0.00
1003.00
134.23
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0886
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
0.00
3926340.00
209711.24
Agency Mortgage-Backed Securities
FNMS 04.000 CZAL0723
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
0.00
8469.00
585.19
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL2748
B1V7KEBTPIMZEU4LTD58
2031-08-01
4.500000
0.00
65238482.00
5066406.61
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6274
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.000000
0.00
1024.00
122.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5768
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.500000
0.00
1028.00
147.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6586
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.500000
0.00
3000.00
468.18
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL6556
B1V7KEBTPIMZEU4LTD58
2034-07-01
4.500000
0.00
2167357.00
205021.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
0.00
3002.00
578.36
Agency Mortgage-Backed Securities
FNMS 08.000 CLAL7426
B1V7KEBTPIMZEU4LTD58
2038-03-01
8.000000
0.00
2725435.00
392432.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7908
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
0.00
1024.00
196.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2629
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
0.00
2582708.00
530169.79
Agency Mortgage-Backed Securities
FNMS 03.500 CRAR9224
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
0.00
1008.00
143.26
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU7089
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
2000.00
1366.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU7619
B1V7KEBTPIMZEU4LTD58
2051-12-01
4.000000
0.00
1000.00
792.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8667
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
0.00
1000.00
795.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV3167
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
99951.00
77422.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV3829
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
0.00
8000.00
7213.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV5355
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
1000.00
719.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5067
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
0.00
1038754.00
998536.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5727
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
0.00
3143500.00
2505886.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV6676
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
0.00
1000.00
789.27
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
1143000000.00
1143000000.00
0.0184
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.320000%
ARP125RX7
549300H47WTHXPU08X20
ARP125RX7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
0.00
1528000000.00
1141127409.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-12-31
3.875000
0.00
304455800.00
304736535.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-12-31
3.750000
0.00
7678800.00
7636136.25
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
1425000000.00
1425000000.00
0.0229
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.330000%
ARP125V12
549300HN4UKV1E2R3U73
0001675365
ARP125V12
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.000000
0.00
11372913.00
122862.12
Agency Collateralized Mortgage Obligation
FNRM CL055YE R10F055
B1V7KEBTPIMZEU4LTD58
2040-06-25
5.000000
0.00
1100000.00
85536.05
Agency Collateralized Mortgage Obligation
GNII SF MA2568 M
549300M8ZYFG0OCMTT87
2030-02-20
2.500000
0.00
105554880.00
8759445.73
Agency Mortgage-Backed Securities
GNII JM MA6922 M
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
0.00
25000000.00
9812491.67
Agency Mortgage-Backed Securities
GNII SF MA9693 M
549300M8ZYFG0OCMTT87
2039-06-20
4.500000
0.00
330000.00
324038.55
Agency Mortgage-Backed Securities
GNII SF BL6002 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
0.00
2027292.00
758636.84
Agency Mortgage-Backed Securities
GNII RG CI8163 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
0.00
275077.00
175558.69
Agency Mortgage-Backed Securities
GNII SF DB6156 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
1590770.00
1621368.46
Agency Mortgage-Backed Securities
GNII ET DC5544 C
549300M8ZYFG0OCMTT87
2064-03-20
6.500000
0.00
332937.00
337954.69
Agency Mortgage-Backed Securities
GNII SF DC7520 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1472980.00
1492027.10
Agency Mortgage-Backed Securities
GNMI SF 744484 X
549300M8ZYFG0OCMTT87
2040-07-15
5.000000
0.00
2504120.00
448989.74
Agency Mortgage-Backed Securities
GNRM 2006-041 PC
549300M8ZYFG0OCMTT87
2036-08-16
5.500000
0.00
14000000.00
3208044.01
Agency Collateralized Mortgage Obligation
GNRM 2017-188 G
549300M8ZYFG0OCMTT87
2045-03-20
3.000000
0.00
15000000.00
126707.41
Agency Collateralized Mortgage Obligation
GNRA 2021-226 FA
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
0.00
7050600.00
4865563.97
Agency Collateralized Mortgage Obligation
GNRA 2023-107 FA
549300M8ZYFG0OCMTT87
2053-07-20
6.383000
0.00
40382100.00
32929185.86
Agency Collateralized Mortgage Obligation
GNRM 2024-042 YC
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
13387000.00
13211590.14
Agency Collateralized Mortgage Obligation
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
76000000.00
76000000.00
0.0012
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.330000%
ARP125V61
549300HN4UKV1E2R3U73
0001675365
ARP125V61
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2044-11-15
3.000000
0.00
1916800.00
1525709.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-11-15
2.375000
0.00
4631600.00
3147263.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-11-15
0.875000
0.00
102044400.00
82915993.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
0.00
4985000.00
4080691.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-31
4.000000
0.00
87146300.00
87364481.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2034-05-15
4.375000
0.00
2495700.00
2525907.90
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
178000000.00
178000000.00
0.0029
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.490000%
ARP125V79
ZBUT11V806EZRVTWT807
0000782124
ARP125V79
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2050-09-25
5.000000
0.00
6944668.00
6160825.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-10-15
4.500000
0.00
12326320.00
11787693.97
Agency Collateralized Mortgage Obligation
GNRM 2020-098 DB
549300M8ZYFG0OCMTT87
2050-07-20
1.250000
0.00
22751295.00
10327384.68
Agency Collateralized Mortgage Obligation
GNRM 2020-165 U
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
0.00
10000000.00
5439019.53
Agency Collateralized Mortgage Obligation
GNRM 2021-016 AC
549300M8ZYFG0OCMTT87
2051-01-20
1.100000
0.00
25914700.00
13382162.48
Agency Collateralized Mortgage Obligation
GNRA 2024-001 GF
549300M8ZYFG0OCMTT87
2054-01-20
6.483000
0.00
100000000.00
97825347.04
Agency Collateralized Mortgage Obligation
GNRA 2024-019 HF
549300M8ZYFG0OCMTT87
2054-02-20
6.443000
0.00
44088064.00
43776219.04
Agency Collateralized Mortgage Obligation
GNRM 2024-078 AG
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
0.00
89077440.00
84580159.86
Agency Collateralized Mortgage Obligation
GNRM 2023-020 EL
549300M8ZYFG0OCMTT87
2053-02-20
6.000000
0.00
8383727.00
8531498.57
Agency Collateralized Mortgage Obligation
GNRA 2023-053 FQ
549300M8ZYFG0OCMTT87
2053-04-20
6.083000
0.00
29077200.00
27461765.41
Agency Collateralized Mortgage Obligation
GNRA 2023-053 EF
549300M8ZYFG0OCMTT87
2053-04-20
6.133000
0.00
20000000.00
18485349.50
Agency Collateralized Mortgage Obligation
GNRA 2023-053 NF
549300M8ZYFG0OCMTT87
2053-04-20
6.113000
0.00
26000000.00
24236496.64
Agency Collateralized Mortgage Obligation
GNRM 2023-115 E
549300M8ZYFG0OCMTT87
2057-11-20
5.500000
0.00
91902720.00
59421670.02
Agency Collateralized Mortgage Obligation
GNRA 2023-133 KF
549300M8ZYFG0OCMTT87
2053-09-20
6.733000
0.00
50000000.00
36634408.39
Agency Collateralized Mortgage Obligation
Y
2024-07-01
2024-10-01
2025-01-03
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0549
435000000.00
435000000.00
0.0070
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 5.320000%
ARP125VA2
R0MUWSFPU8MPRO8K5P83
0000872786
ARP125VA2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
64252100.00
65500116.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
0.00
115500.00
86256.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
0.500000
0.00
175200700.00
163366669.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
0.00
74482200.00
62896339.97
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
286000000.00
286000000.00
0.0046
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.330000%
ARP125VB0
G5GSEF7VJP5I7OUK5573
0001484212
ARP125VB0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FEPC 03.000 CLSD7553
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
0.00
126890546.00
92473255.52
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8408
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
0.00
208300832.00
201348516.54
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8409
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
180108193.00
174302013.66
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB8146
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
0.00
183264353.00
175156188.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4922
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
0.00
207711669.00
166879119.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4805
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
0.00
68733722.00
59547030.13
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
844000000.00
844000000.00
0.0136
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 5.330000%
ARP125VC8
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP125VC8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF CS8353 C
549300M8ZYFG0OCMTT87
2053-02-20
5.000000
0.00
10152096.00
9404075.20
Agency Mortgage-Backed Securities
GNII SF CY9033 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
10009535.00
10037596.29
Agency Mortgage-Backed Securities
GNII SF CZ1354 C
549300M8ZYFG0OCMTT87
2054-05-20
7.500000
0.00
7573137.00
7814376.62
Agency Mortgage-Backed Securities
GNII SF DA7101 C
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
0.00
9015675.00
9116576.64
Agency Mortgage-Backed Securities
GNII SF DA7340 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
9867492.00
10021424.88
Agency Mortgage-Backed Securities
GNII SF DA7828 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
9314527.00
9339843.68
Agency Mortgage-Backed Securities
GNII SF DA7830 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
9428255.00
9423171.09
Agency Mortgage-Backed Securities
GNII SF DA7901 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
8676395.00
8676619.61
Agency Mortgage-Backed Securities
GNII SF DA8121 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
8550887.00
8553234.68
Agency Mortgage-Backed Securities
GNII SF DB0830 C
549300M8ZYFG0OCMTT87
2054-04-20
6.500000
0.00
7713793.00
7825068.20
Agency Mortgage-Backed Securities
GNII SF DB1382 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
0.00
7853068.00
7855840.07
Agency Mortgage-Backed Securities
GNII SF DB4038 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
9399152.00
9324333.98
Agency Mortgage-Backed Securities
GNII SF DB4799 C
549300M8ZYFG0OCMTT87
2054-05-20
7.500000
0.00
9942163.00
10233613.84
Agency Mortgage-Backed Securities
GNII SF DC1103 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
8437526.00
8549458.22
Agency Mortgage-Backed Securities
GNII SF DC6540 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
9047273.00
9249760.02
Agency Mortgage-Backed Securities
GNII SF MA6541 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
0.00
50000000.00
8930055.02
Agency Mortgage-Backed Securities
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
0.00
10128934.00
8645919.09
Agency Mortgage-Backed Securities
GNII SF MA9493 M
549300M8ZYFG0OCMTT87
2054-01-20
8.000000
0.00
2071496.00
2160377.35
Agency Mortgage-Backed Securities
GNII SF CS7536 C
549300M8ZYFG0OCMTT87
2053-03-20
5.500000
0.00
10130595.00
10002750.52
Agency Mortgage-Backed Securities
GNII SF CS7622 C
549300M8ZYFG0OCMTT87
2053-03-20
5.000000
0.00
8199681.00
7952763.82
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
168000000.00
168000000.00
0.0027
N
Y
Y
N
BANCO BILBAO VIZCAYA ARGENTARIA SA
BANCO BILBAO VIZCAYA ARGENTARIA SA 5.320000%
ARP125VD6
K8MS7FD7N5Z2WQ51AZ71
0000842180
ARP125VD6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
0.375000
0.00
1285600.00
1587970.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-08-15
0.625000
0.00
1028800.00
827574.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
0.00
3549900.00
2989846.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-08-15
1.250000
0.00
44895100.00
36684039.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
1.375000
0.00
400.00
326.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-08-15
2.750000
0.00
100.00
90.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
4.875000
0.00
65126800.00
65747256.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
0.00
434100.00
630810.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
0.00
2078100.00
2273148.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-11-15
4.000000
0.00
9337800.00
8616143.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
0.00
7068900.00
6655206.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
0.00
44373400.00
42292500.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
0.00
200.00
183.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
1.625000
0.00
9999700.00
9557874.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
0.00
4999400.00
4717030.41
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
179000000.00
179000000.00
0.0029
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000%
ARP125VK0
1VUV7VQFKUOQSJ21A208
0001330437
ARP125VK0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
2.000000
0.00
211291200.00
205798186.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-03-31
2.375000
0.00
68979900.00
63601211.14
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
264000000.00
264000000.00
0.0042
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
ARP125VL8
2IGI19DL77OX0HC3ZE78
0000800030
ARP125VL8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
0.00
400.00
366.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
0.00
13484300.00
13171690.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-15
0.375000
0.00
2789800.00
3600085.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
0.00
551700.00
604563.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
0.00
3007200.00
2650164.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-02-15
1.125000
0.00
38380600.00
31572782.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
0.00
9642300.00
8987249.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-07-15
0.125000
0.00
8004500.00
8235636.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-30
3.875000
0.00
1045400.00
1024992.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
3.500000
0.00
34900.00
34317.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-01-15
1.125000
0.00
200.00
196.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-04-30
3.500000
0.00
100.00
96.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-09-30
4.625000
0.00
1615600.00
1658517.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-10-15
2.375000
0.00
625400.00
651490.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-12-31
3.750000
0.00
73432700.00
72385326.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
0.00
1183000.00
1861729.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
3.375000
0.00
6705700.00
5778854.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-11-15
4.000000
0.00
200.00
184.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
1.500000
0.00
100.00
90.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-08-15
4.125000
0.00
493400.00
470499.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
0.00
100.00
93.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-15
2.875000
0.00
165000.00
156523.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
0.00
102900.00
72455.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-05-15
2.375000
0.00
750600.00
500480.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-08-15
1.750000
0.00
500.00
335.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.250000
0.00
400300.00
336295.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-08-15
3.000000
0.00
674500.00
518981.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-02-28
4.250000
0.00
100.00
100.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-03-31
4.125000
0.00
23200.00
23158.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-11-15
2.750000
0.00
8200.00
6031.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
0.00
7403300.00
7298059.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-05-15
1.250000
0.00
30835700.00
15464182.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
0.00
13200.00
8187.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
0.00
100.00
156.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
2.500000
0.00
665400.00
999484.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
2.125000
0.00
105800.00
152015.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
0.00
3297600.00
3607109.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-11-15
3.750000
0.00
200.00
178.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
1.375000
0.00
3120200.00
3638611.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
0.00
61302500.00
47978705.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
0.00
14701600.00
14410034.48
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
243000000.00
243000000.00
0.0039
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.330000%
ARP125VM6
2IGI19DL77OX0HC3ZE78
0000800030
ARP125VM6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FEPC 06.500 CLSD8397
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
0.00
130062.00
123704.62
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE1102
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
0.00
325356.00
247317.22
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG2850
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
0.00
3100718.00
2898896.97
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH1480
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
0.00
5347841.00
5077472.64
Agency Mortgage-Backed Securities
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2039-02-02
3.500000
0.00
1000.00
866.96
Agency Debentures and Agency Strips
FNMS 06.000 CL735504
B1V7KEBTPIMZEU4LTD58
2035-04-01
6.000000
0.00
4506.00
52.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804377
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.664000
0.00
3015.00
39.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9017
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
0.00
1006.00
248.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2012
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
0.00
1069.00
291.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1062
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
0.00
1008.00
128.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3884
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
549.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3890
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
227.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6249
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
273.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6250
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1008.00
213.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6472
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
0.00
1000.00
184.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8138
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
0.00
1000.00
317.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8265
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
0.00
4008.00
1077.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0752
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
0.00
1000.00
195.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5188
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
1198.00
431.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6842
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
0.00
4000.00
743.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8260
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
0.00
1000.00
491.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5170
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
1000.00
402.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5867
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
0.00
1000.00
533.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7055
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
1000.00
281.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0923
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
0.00
1024.00
218.78
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
0.00
20147299.00
13339565.98
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY8356
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
0.00
1000.00
1000.67
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA1864
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
0.00
1024.00
307.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2093
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
0.00
1008.00
589.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2786
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
0.00
1024.00
315.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2282
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
0.00
35985849.00
24162949.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
1000.00
709.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3273
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
0.00
1533833.00
1201372.45
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8042
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
0.00
1522505.00
1521560.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
1936272.00
994173.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM6653
B1V7KEBTPIMZEU4LTD58
2044-01-01
3.500000
0.00
5358135.00
2896951.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0219
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
361701.00
266605.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3089
B1V7KEBTPIMZEU4LTD58
2050-12-01
4.500000
0.00
55914.00
45882.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3872
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
0.00
342862.00
295000.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8076
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
10477.00
10680.47
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS8242
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
378944.00
389262.65
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2432
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
0.00
1000.00
250.91
Agency Mortgage-Backed Securities
05.500 FGPC G06623 G
S6XOOCT0IEG5ABCC6L87
2039-04-01
5.500000
0.00
18631133.00
909400.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0029
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
0.00
23505028.00
7216661.49
Agency Mortgage-Backed Securities
FEPC 03.000 CTSC0450
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
0.00
1008.00
860.53
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2249
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
0.00
18755272.00
16670420.82
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8342
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
0.00
1000.00
923.43
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
76000000.00
76000000.00
0.0012
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.320000%
ARP125VN4
MBNUM2BPBDO7JBLYG310
0000315030
ARP125VN4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
0.00
347915000.00
249999993.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-11-15
2.375000
0.00
372028400.00
249999987.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2054-02-15
4.250000
0.00
85551100.00
83440092.76
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
572000000.00
572000000.00
0.0092
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000%
ARP125VP9
1VUV7VQFKUOQSJ21A208
0001330437
ARP125VP9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2027-05-15
4.500000
0.00
43677300.00
43879544.89
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
43000000.00
43000000.00
0.0007
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.340000%
ARP125VR5
M67H5PRC0NQKM73ZAS82
0000026617
ARP125VR5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNII SF MA9427 M
549300M8ZYFG0OCMTT87
2053-12-20
7.500000
0.00
149280.00
149445.50
Agency Mortgage-Backed Securities
GNII SF MA9666 M
549300M8ZYFG0OCMTT87
2054-05-20
4.500000
0.00
501298.00
479368.26
Agency Mortgage-Backed Securities
GNII SF MA9670 M
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
329028.00
334835.35
Agency Mortgage-Backed Securities
GNII SF MA9662 M
549300M8ZYFG0OCMTT87
2054-04-20
2.500000
0.00
190071.00
160956.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6578
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
35874.00
35303.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA8939
B1V7KEBTPIMZEU4LTD58
2054-02-01
5.500000
0.00
1000.00
994.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5107
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
751887.00
694873.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5138
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.500000
0.00
13456680.00
12598345.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLMA5216
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
2655735.00
2533800.31
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5246
B1V7KEBTPIMZEU4LTD58
2054-01-01
5.500000
0.00
2483824.00
2393332.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA5417
B1V7KEBTPIMZEU4LTD58
2054-06-01
4.000000
0.00
2088296.00
1928641.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5419
B1V7KEBTPIMZEU4LTD58
2054-06-01
5.000000
0.00
71477.00
69662.56
Agency Mortgage-Backed Securities
GNII SF MA9309 M
549300M8ZYFG0OCMTT87
2053-11-20
7.500000
0.00
1005288.00
989052.30
Agency Mortgage-Backed Securities
GNII SF MA9366 M
549300M8ZYFG0OCMTT87
2053-12-20
7.500000
0.00
520672.00
523700.73
Agency Mortgage-Backed Securities
GNII SF CX6090 C
549300M8ZYFG0OCMTT87
2054-04-20
7.500000
0.00
48733.00
52189.34
Agency Mortgage-Backed Securities
GNII SF DB4043 C
549300M8ZYFG0OCMTT87
2054-01-20
7.500000
0.00
1454409.00
1551879.10
Agency Mortgage-Backed Securities
GNII SF DB4044 C
549300M8ZYFG0OCMTT87
2054-04-20
7.500000
0.00
2448060.00
2608915.22
Agency Mortgage-Backed Securities
GNRM 2024-042 DV
549300M8ZYFG0OCMTT87
2035-01-20
6.000000
0.00
1619989.00
1624741.97
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
0.00
0.00
134300.00
133422.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
434300.00
437789.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2054-02-15
2.125000
0.00
23100000.00
23364584.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
0.00
899900.00
884543.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-30
0.500000
0.00
111700.00
99938.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-04-30
3.500000
0.00
82821200.00
79719248.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
0.00
5600.00
5508.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
4.500000
0.00
1706100.00
1724834.04
U.S. Treasuries (including strips)
FEPC 03.500 CLZS4726
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
0.00
90432980.00
10526922.14
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8162
S6XOOCT0IEG5ABCC6L87
2037-07-01
2.500000
0.00
910213.00
675140.84
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8362
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
0.00
34015.00
31973.01
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8409
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
0.00
2015578.00
1950601.46
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8447
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
2610836.00
2636500.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8444
S6XOOCT0IEG5ABCC6L87
2054-06-01
4.500000
0.00
9987072.00
9499203.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8458
S6XOOCT0IEG5ABCC6L87
2054-06-01
4.000000
0.00
7164456.00
6616704.68
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8196
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
0.00
1000.00
697.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI1658
S6XOOCT0IEG5ABCC6L87
2054-02-01
5.500000
0.00
38213.00
37852.00
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI8970
S6XOOCT0IEG5ABCC6L87
2054-06-01
6.000000
0.00
2467434.00
2515025.87
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-06-25
6.000000
0.00
56344356.00
55548834.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-02-25
6.000000
0.00
17214910.00
17540983.22
Agency Collateralized Mortgage Obligation
FNMS 06.000 CLDA7033
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
1000.00
1009.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB3401
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
239046.00
235158.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT7954
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
33000000.00
28283867.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3797
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
0.00
1044047.00
993518.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4388
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
0.00
6733068.00
5676960.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3633
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
0.00
1653334.00
1358002.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS3562
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.000000
0.00
125686.00
104427.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4697
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.000000
0.00
102004.00
92641.71
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0534
270000000.00
270000000.00
0.0043
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
ARP125VW4
FOR8UP27PHTHYVLBNG30
0000769993
ARP125VW4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNMS 02.500 CLBV8126
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
0.00
220397.00
158351.84
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8853
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
0.00
81462000.00
48969648.42
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0410
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
38166464.00
24309225.26
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0755
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
0.00
65051008.00
45712061.87
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1261
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
0.00
1500000.00
991536.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2139
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
0.00
711784.00
479087.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2164
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
0.00
2300000.00
1619660.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4039
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
0.00
60138304.00
51059839.15
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB6201
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.000000
0.00
12731104.00
11754974.28
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6321
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
0.00
157171.00
144231.65
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB8495
B1V7KEBTPIMZEU4LTD58
2054-05-01
6.000000
0.00
112725632.00
110262922.49
Agency Mortgage-Backed Securities
FNMS 04.500 CTFM1353
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
0.00
276500.00
78005.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3948
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
0.00
46380.00
15385.50
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS2386
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
0.00
50000.00
33007.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2482
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
0.00
7000000.00
5658956.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3332
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
0.00
40000.00
34770.01
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3603
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
140000.00
130594.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS6321
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
0.00
23598816.00
20436936.82
Agency Mortgage-Backed Securities
GNMI SF AC2059 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
0.00
47230.00
6873.91
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
0.00
399917000.00
52826516.67
Agency Mortgage-Backed Securities
GNII SF MA6544 M
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
0.00
100000.00
15991.03
Agency Mortgage-Backed Securities
GNII SF MA6571 M
549300M8ZYFG0OCMTT87
2035-04-20
2.500000
0.00
298000.00
75992.21
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
0.00
75001000.00
60123991.85
Agency Mortgage-Backed Securities
GNII SF MA7937 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
0.00
100000000.00
73526798.20
Agency Mortgage-Backed Securities
GNII SF MA8649 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
0.00
368982.00
305730.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6724
B1V7KEBTPIMZEU4LTD58
2053-12-01
6.000000
0.00
23631712.00
23021904.79
Agency Mortgage-Backed Securities
FNMS 06.500 CL883993
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.500000
0.00
1227836.00
7410.22
Agency Mortgage-Backed Securities
FNMS 05.500 CL932287
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.500000
0.00
760137.00
17750.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1045
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
0.00
5805000.00
432651.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB8839
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
0.00
310000.00
67133.08
Agency Mortgage-Backed Securities
FNMS 03.500 CJMA3070
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
0.00
605000.00
70479.98
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4586
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.000000
0.00
400000.00
287387.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4868
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
0.00
143000.00
127950.96
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA5424
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
0.00
1180438.00
1177542.39
Agency Mortgage-Backed Securities
GNII SF 770803 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
0.00
5254624.00
548921.08
Agency Mortgage-Backed Securities
GNMI SF 774641 X
549300M8ZYFG0OCMTT87
2041-12-15
4.000000
0.00
1831290.00
208159.67
Agency Mortgage-Backed Securities
GNMI SF 796307 X
549300M8ZYFG0OCMTT87
2042-11-15
4.000000
0.00
4708520.00
709478.99
Agency Mortgage-Backed Securities
GNII SF MA8801 M
549300M8ZYFG0OCMTT87
2053-04-20
5.500000
0.00
89713408.00
82243138.29
Agency Mortgage-Backed Securities
GNII SF MA9540 M
549300M8ZYFG0OCMTT87
2054-03-20
5.000000
0.00
128448000.00
125279402.24
Agency Mortgage-Backed Securities
GNII SF MA9544 M
549300M8ZYFG0OCMTT87
2054-02-20
7.000000
0.00
650838.00
660718.21
Agency Mortgage-Backed Securities
GNPL PN CN3130
549300M8ZYFG0OCMTT87
2057-05-15
2.830000
0.00
85345536.00
73893214.17
Agency Mortgage-Backed Securities
GNMI SF BS8482 X
549300M8ZYFG0OCMTT87
2050-08-15
3.000000
0.00
5100000.00
2425228.42
Agency Mortgage-Backed Securities
GNCL CL CG3702
549300M8ZYFG0OCMTT87
2064-06-15
2.790000
0.00
515107.00
431466.76
Agency Mortgage-Backed Securities
GNPL PN CH0460
549300M8ZYFG0OCMTT87
2057-05-15
2.400000
0.00
444506.00
356980.28
Agency Mortgage-Backed Securities
GNII SF AG4148 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
0.00
14546112.00
227648.07
Agency Mortgage-Backed Securities
GNII SF CR3771 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
1368856.00
1390385.89
Agency Mortgage-Backed Securities
GNII SF CW1995 C
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
0.00
3732036.00
3701318.49
Agency Mortgage-Backed Securities
GNPL PN CW2333
549300M8ZYFG0OCMTT87
2059-05-15
5.800000
0.00
17500000.00
18215160.14
Agency Mortgage-Backed Securities
GNMI SF AX8707 X
549300M8ZYFG0OCMTT87
2047-01-15
3.000000
0.00
616736.00
195727.02
Agency Mortgage-Backed Securities
GNMI SF 710994 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
0.00
1900000.00
121085.47
Agency Mortgage-Backed Securities
GNMI SF 710695 X
549300M8ZYFG0OCMTT87
2039-07-15
5.500000
0.00
10000000.00
825447.81
Agency Mortgage-Backed Securities
06.000 FGPC G04710 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
6.000000
0.00
4750000.00
82766.55
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6819
S6XOOCT0IEG5ABCC6L87
2037-10-01
5.500000
0.00
600000.00
29722.61
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI9159
S6XOOCT0IEG5ABCC6L87
2039-09-01
5.500000
0.00
1850000.00
80452.69
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ0031
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.000000
0.00
848045.00
70222.39
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0066
S6XOOCT0IEG5ABCC6L87
2040-06-01
5.500000
0.00
295000.00
32697.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1178
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.000000
0.00
11366240.00
602932.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL5978
S6XOOCT0IEG5ABCC6L87
2043-05-01
4.000000
0.00
1432478.00
130941.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7258
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
4458480.00
269534.83
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0762
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
0.00
45500000.00
7067599.43
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1241
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
0.00
71000.00
12469.53
Agency Mortgage-Backed Securities
FEPC 02.500 CIZA3822
S6XOOCT0IEG5ABCC6L87
2030-08-01
2.500000
0.00
39630.00
5628.21
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0013
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
0.00
1565000.00
335769.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0539
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
0.00
200000.00
53201.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0225
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.000000
0.00
1667936.00
600845.59
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2443
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
0.00
6600000.00
5750508.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8185
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.500000
0.00
737000.00
498531.51
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8422
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.500000
0.00
1165960.00
1134716.45
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8430
S6XOOCT0IEG5ABCC6L87
2054-05-01
5.000000
0.00
197353472.00
190255191.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD4284
S6XOOCT0IEG5ABCC6L87
2053-11-01
5.500000
0.00
25600448.00
24972285.33
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN7739
S6XOOCT0IEG5ABCC6L87
2036-09-01
2.000000
0.00
66212480.00
44567620.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2971
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
0.00
235018.00
89438.19
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9045
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
0.00
2606570.00
2346450.42
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI6791
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.500000
0.00
33661312.00
34507663.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR2627
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
0.00
500000.00
89382.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
0.00
500673.00
91050.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX3008
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
0.00
63000.00
6298.02
Agency Mortgage-Backed Securities
FNMS 05.500 CL677442
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
0.00
3841584.00
16170.32
Agency Mortgage-Backed Securities
FNMS 04.500 CL809798
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.500000
0.00
5007448.00
55338.72
Agency Mortgage-Backed Securities
FNMS 05.000 CL868915
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.000000
0.00
1095616.00
12123.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0878
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.000000
0.00
459000.00
79243.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC5238
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.000000
0.00
1005680.00
343573.02
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0125
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
0.00
2670000.00
812510.34
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0107
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
0.00
3090000.00
811486.73
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0184
B1V7KEBTPIMZEU4LTD58
2057-02-01
4.000000
0.00
31095.00
9381.31
Agency Mortgage-Backed Securities
FNMS 04.500 CTBM3491
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.500000
0.00
2609884.00
559452.19
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM3061
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.000000
0.00
113000.00
28387.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3108
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.500000
0.00
300000.00
53194.09
Agency Mortgage-Backed Securities
FNMS 03.500 I4BM6730
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.500000
0.00
4248648.00
2484828.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU9074
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
0.00
375000.00
266992.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV0272
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
0.00
305550.00
248616.17
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
1142000000.00
1142000000.00
0.0184
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.330000%
ARP125VX2
ZBUT11V806EZRVTWT807
0000782124
ARP125VX2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNAR XX.XXX WS544859
B1V7KEBTPIMZEU4LTD58
2029-08-01
4.859000
0.00
51225970.00
2963.39
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544861
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.152000
0.00
2100000.00
1825.92
Agency Mortgage-Backed Securities
FNMS 07.500 CL545082
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
0.00
35889152.00
19962.63
Agency Mortgage-Backed Securities
FNMS 07.000 K2545191
B1V7KEBTPIMZEU4LTD58
2031-09-01
7.000000
0.00
485000.00
431.30
Agency Mortgage-Backed Securities
FNMS 07.500 CL545562
B1V7KEBTPIMZEU4LTD58
2032-03-01
7.500000
0.00
2675199.00
4746.60
Agency Mortgage-Backed Securities
FNMS 07.000 CL545646
B1V7KEBTPIMZEU4LTD58
2026-09-01
7.000000
0.00
4500000.00
3773.21
Agency Mortgage-Backed Securities
FNMS 06.000 CL545993
B1V7KEBTPIMZEU4LTD58
2032-11-01
6.000000
0.00
191761.00
553.05
Agency Mortgage-Backed Securities
FNMS 06.000 CL555000
B1V7KEBTPIMZEU4LTD58
2032-10-01
6.000000
0.00
2558000.00
22300.85
Agency Mortgage-Backed Securities
FNMS 06.000 CL555528
B1V7KEBTPIMZEU4LTD58
2033-04-01
6.000000
0.00
150000.00
515.13
Agency Mortgage-Backed Securities
FNAR XX.XXX WS555715
B1V7KEBTPIMZEU4LTD58
2033-07-01
6.606000
0.00
130000.00
540.89
Agency Mortgage-Backed Securities
FNMS 07.500 CL560457
B1V7KEBTPIMZEU4LTD58
2030-12-01
7.500000
0.00
6000000.00
2005.42
Agency Mortgage-Backed Securities
FNMS 07.500 CL569972
B1V7KEBTPIMZEU4LTD58
2031-03-01
7.500000
0.00
25929855.00
2161.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WS573655
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.650000
0.00
2074577.00
656.12
Agency Mortgage-Backed Securities
FNAR XX.XXX WS573662
B1V7KEBTPIMZEU4LTD58
2030-09-01
6.400000
0.00
24619562.00
3462.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WC573667
B1V7KEBTPIMZEU4LTD58
2030-06-01
5.150000
0.00
9050012.00
4000.01
Agency Mortgage-Backed Securities
FNMS 07.500 CL585786
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
0.00
1000000.00
1636.46
Agency Mortgage-Backed Securities
FNMS 07.500 CL592488
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
0.00
1000000.00
3616.25
Agency Mortgage-Backed Securities
FNMS 06.500 CL602089
B1V7KEBTPIMZEU4LTD58
2031-09-01
6.500000
0.00
325230.00
748.05
Agency Mortgage-Backed Securities
FNMS 07.500 GO612054
B1V7KEBTPIMZEU4LTD58
2032-07-01
7.500000
0.00
3630000.00
2732.37
Agency Mortgage-Backed Securities
FNMS 07.000 CL613142
B1V7KEBTPIMZEU4LTD58
2031-11-01
7.000000
0.00
775000.00
4445.16
Agency Mortgage-Backed Securities
FNMS 06.500 CL615088
B1V7KEBTPIMZEU4LTD58
2032-01-01
6.500000
0.00
2047076.00
4692.09
Agency Mortgage-Backed Securities
FNMS 07.000 CL620611
B1V7KEBTPIMZEU4LTD58
2032-01-01
7.000000
0.00
242395.00
871.06
Agency Mortgage-Backed Securities
FNMS 06.500 CL634245
B1V7KEBTPIMZEU4LTD58
2032-03-01
6.500000
0.00
590000.00
1315.80
Agency Mortgage-Backed Securities
FNMS 08.500 CL636398
B1V7KEBTPIMZEU4LTD58
2032-04-01
8.500000
0.00
1297494.00
437.52
Agency Mortgage-Backed Securities
FNMS 06.500 CL635790
B1V7KEBTPIMZEU4LTD58
2032-04-01
6.500000
0.00
732707.00
1355.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1204
B1V7KEBTPIMZEU4LTD58
2041-01-01
6.086000
0.00
125000.00
1907.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH5583
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
0.00
8000.00
302.55
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH5616
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.500000
0.00
9000.00
88.98
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH5801
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.500000
0.00
4000.00
36.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI3571
B1V7KEBTPIMZEU4LTD58
2041-06-01
7.535000
0.00
100000.00
3893.41
Agency Mortgage-Backed Securities
FNMS 06.000 CLAK0531
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.000000
0.00
28400.00
724.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK4767
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
0.00
1000.00
20.43
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK5545
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.500000
0.00
2000.00
77.72
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL0806
B1V7KEBTPIMZEU4LTD58
2026-02-01
5.000000
0.00
248892.00
190.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0139
B1V7KEBTPIMZEU4LTD58
2039-02-01
6.151000
0.00
200000.00
3832.32
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL0278
B1V7KEBTPIMZEU4LTD58
2025-01-01
5.500000
0.00
24741192.00
288.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1043
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.812000
0.00
19000.00
569.80
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL1318
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.000000
0.00
200000.00
2564.44
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2612
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
0.00
268000.00
1.19
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL2617
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
0.00
65871.00
2517.59
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2193
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.500000
0.00
2372000.00
59.96
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2194
B1V7KEBTPIMZEU4LTD58
2025-05-01
5.500000
0.00
4698146.00
8.66
Agency Mortgage-Backed Securities
FMAR 780163 G
S6XOOCT0IEG5ABCC6L87
2033-01-01
6.348000
0.00
1000000.00
4936.76
Agency Mortgage-Backed Securities
FMAR 782785 G
S6XOOCT0IEG5ABCC6L87
2034-10-01
6.207000
0.00
140000.00
1956.32
Agency Mortgage-Backed Securities
FMAR 782837 G
S6XOOCT0IEG5ABCC6L87
2034-11-01
6.375000
0.00
220000.00
3249.69
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2181
S6XOOCT0IEG5ABCC6L87
2030-10-01
4.000000
0.00
15000.00
507.28
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4325
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.500000
0.00
10000.00
1590.63
Agency Mortgage-Backed Securities
GNMI SF 619189 X
549300M8ZYFG0OCMTT87
2035-01-15
5.000000
0.00
150000.00
733.21
Agency Mortgage-Backed Securities
GNMI SF 618961 X
549300M8ZYFG0OCMTT87
2034-05-15
5.000000
0.00
67.00
0.81
Agency Mortgage-Backed Securities
GNMI SF 622177 X
549300M8ZYFG0OCMTT87
2038-05-15
5.000000
0.00
119679.00
1563.55
Agency Mortgage-Backed Securities
GNMI SF 623958 X
549300M8ZYFG0OCMTT87
2035-12-15
5.000000
0.00
234889.00
1991.17
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA0719
S6XOOCT0IEG5ABCC6L87
2030-12-01
7.500000
0.00
3901.00
3.05
Agency Mortgage-Backed Securities
GNMI SF 663852 X
549300M8ZYFG0OCMTT87
2037-02-15
5.500000
0.00
454000.00
1260.27
Agency Mortgage-Backed Securities
GNMI SF 663893 X
549300M8ZYFG0OCMTT87
2037-03-15
5.000000
0.00
1.00
0.03
Agency Mortgage-Backed Securities
GNMI SF 689414 X
549300M8ZYFG0OCMTT87
2038-06-15
5.000000
0.00
74280.00
888.72
Agency Mortgage-Backed Securities
GNMI SF 693631 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
0.00
756137.00
3933.50
Agency Mortgage-Backed Securities
GNMI SF 697946 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
0.00
375237.00
4300.61
Agency Mortgage-Backed Securities
GNMI SF 697944 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
0.00
449201.00
3724.67
Agency Mortgage-Backed Securities
GNMI SF 699835 X
549300M8ZYFG0OCMTT87
2039-11-15
5.500000
0.00
50000.00
454.24
Agency Mortgage-Backed Securities
GNMI SF 703495 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
0.00
33820.00
308.24
Agency Mortgage-Backed Securities
GNMI SF 710719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.500000
0.00
88463.00
1399.04
Agency Mortgage-Backed Securities
FEPC 06.000 CLZA0767
S6XOOCT0IEG5ABCC6L87
2031-07-01
6.000000
0.00
50000.00
61.42
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA0747
S6XOOCT0IEG5ABCC6L87
2031-04-01
7.500000
0.00
12255232.00
7623.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0754
S6XOOCT0IEG5ABCC6L87
2031-06-01
6.500000
0.00
300000.00
214.37
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0760
S6XOOCT0IEG5ABCC6L87
2031-07-01
6.500000
0.00
1000000.00
796.13
Agency Mortgage-Backed Securities
FEPC 06.000 CLZA1004
S6XOOCT0IEG5ABCC6L87
2037-07-01
6.000000
0.00
1509.00
93.97
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA1566
S6XOOCT0IEG5ABCC6L87
2026-04-01
6.500000
0.00
838500.00
210.06
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA1577
S6XOOCT0IEG5ABCC6L87
2026-05-01
7.500000
0.00
3000000.00
477.09
Agency Mortgage-Backed Securities
FEPC 03.500 CIZA2622
S6XOOCT0IEG5ABCC6L87
2026-05-01
3.500000
0.00
19000.00
197.60
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1840
S6XOOCT0IEG5ABCC6L87
2024-07-25
5.500000
0.00
1000000.00
73.10
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ5453
S6XOOCT0IEG5ABCC6L87
2031-11-01
6.500000
0.00
225000.00
258.88
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ6315
S6XOOCT0IEG5ABCC6L87
2032-08-01
6.500000
0.00
95000.00
1093.44
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ6859
S6XOOCT0IEG5ABCC6L87
2033-02-01
6.000000
0.00
250025.00
535.57
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2301
S6XOOCT0IEG5ABCC6L87
2025-05-01
4.500000
0.00
1650000.00
4232.62
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2358
S6XOOCT0IEG5ABCC6L87
2025-06-01
4.500000
0.00
1300000.00
3837.68
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK3882
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.500000
0.00
32000.00
329.21
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL4361
S6XOOCT0IEG5ABCC6L87
2042-12-01
2.500000
0.00
2225.00
499.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7877
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.500000
0.00
7000.00
494.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL9012
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
0.00
28962.00
4524.75
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6217
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
0.00
5000.00
836.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7365
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
0.00
2000.00
163.81
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN1093
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.500000
0.00
10000.00
2621.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN1256
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
0.00
11000.00
968.89
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN3121
S6XOOCT0IEG5ABCC6L87
2034-02-01
3.500000
0.00
5000.00
575.46
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN3772
S6XOOCT0IEG5ABCC6L87
2034-03-01
3.500000
0.00
8000.00
828.67
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN5189
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
0.00
11000.00
1800.03
Agency Mortgage-Backed Securities
FMAR 2B1056 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
7.245000
0.00
25000.00
1191.44
Agency Mortgage-Backed Securities
FMAR 2B1638 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
5.870000
0.00
14000.00
806.32
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0771
S6XOOCT0IEG5ABCC6L87
2031-09-01
6.500000
0.00
1000000.00
912.64
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0798
S6XOOCT0IEG5ABCC6L87
2032-01-01
6.500000
0.00
115000.00
187.10
Agency Mortgage-Backed Securities
FEPC 06.000 CLZA0543
S6XOOCT0IEG5ABCC6L87
2028-07-01
6.000000
0.00
750000.00
735.35
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0572
S6XOOCT0IEG5ABCC6L87
2029-01-01
6.500000
0.00
457210.00
542.50
Agency Mortgage-Backed Securities
FEPC 06.000 CLZA0573
S6XOOCT0IEG5ABCC6L87
2029-01-01
6.000000
0.00
365000.00
429.43
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0566
S6XOOCT0IEG5ABCC6L87
2028-12-01
6.500000
0.00
30000.00
29.48
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0607
S6XOOCT0IEG5ABCC6L87
2029-06-01
6.500000
0.00
27500.00
25.13
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0590
S6XOOCT0IEG5ABCC6L87
2029-04-01
6.500000
0.00
597404.00
574.42
Agency Mortgage-Backed Securities
FEPC 06.500 CLZA0598
S6XOOCT0IEG5ABCC6L87
2029-05-01
6.500000
0.00
324000.00
362.88
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA0659
S6XOOCT0IEG5ABCC6L87
2030-03-01
7.500000
0.00
3977488.00
1369.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5213
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
0.00
52000.00
4346.49
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL6206
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.500000
0.00
26000.00
1044.61
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL6289
B1V7KEBTPIMZEU4LTD58
2042-02-01
5.500000
0.00
1000.00
119.46
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL5588
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
0.00
691450.00
1955.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL6146
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
0.00
2000.00
190.43
Agency Mortgage-Backed Securities
FNMS 04.000 CQAL7167
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
0.00
44026.00
3674.45
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL6329
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
0.00
2191940.00
198.36
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL6304
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
0.00
2406000.00
128.55
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL6841
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.000000
0.00
12000.00
176.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA7009
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
0.00
29000.00
3144.27
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS0261
S6XOOCT0IEG5ABCC6L87
2026-12-01
6.500000
0.00
26214.00
10.58
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0334
S6XOOCT0IEG5ABCC6L87
2027-06-01
7.500000
0.00
15507.00
17.33
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS0378
S6XOOCT0IEG5ABCC6L87
2028-01-01
6.500000
0.00
10850000.00
3528.55
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS0411
S6XOOCT0IEG5ABCC6L87
2028-07-01
6.000000
0.00
1780148.00
1124.16
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0401
S6XOOCT0IEG5ABCC6L87
2028-04-01
7.500000
0.00
1636794.00
484.44
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0426
S6XOOCT0IEG5ABCC6L87
2028-04-01
7.500000
0.00
10930.00
3.85
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0468
S6XOOCT0IEG5ABCC6L87
2029-10-01
7.500000
0.00
9685.00
6.37
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0486
S6XOOCT0IEG5ABCC6L87
2030-03-01
7.500000
0.00
10966265.00
2668.93
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0498
S6XOOCT0IEG5ABCC6L87
2030-09-01
7.500000
0.00
44834816.00
16540.20
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0515
S6XOOCT0IEG5ABCC6L87
2031-01-01
7.500000
0.00
7607968.00
4373.62
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS0572
S6XOOCT0IEG5ABCC6L87
2031-05-01
6.500000
0.00
1042346.00
641.56
Agency Mortgage-Backed Securities
FEPC 07.000 CLZS0625
S6XOOCT0IEG5ABCC6L87
2032-04-01
7.000000
0.00
228997.00
260.76
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1687
S6XOOCT0IEG5ABCC6L87
2037-11-01
5.500000
0.00
20000.00
131.90
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS1781
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
0.00
50155.00
554.63
Agency Mortgage-Backed Securities
GNII SF 003320 M
549300M8ZYFG0OCMTT87
2032-12-20
5.500000
0.00
55000.00
465.49
Agency Mortgage-Backed Securities
GNII SF 003330 M
549300M8ZYFG0OCMTT87
2032-12-20
4.500000
0.00
40000.00
1189.79
Agency Mortgage-Backed Securities
GNII SF 003358 M
549300M8ZYFG0OCMTT87
2033-03-20
4.500000
0.00
52504.00
993.54
Agency Mortgage-Backed Securities
GNII SF 003400 M
549300M8ZYFG0OCMTT87
2033-05-20
4.000000
0.00
50000.00
2131.76
Agency Mortgage-Backed Securities
GNII SF 003376 M
549300M8ZYFG0OCMTT87
2033-04-20
6.000000
0.00
468000.00
4649.74
Agency Mortgage-Backed Securities
GNII SF 003429 M
549300M8ZYFG0OCMTT87
2033-08-20
5.500000
0.00
25000.00
385.60
Agency Mortgage-Backed Securities
GNII SF 003413 M
549300M8ZYFG0OCMTT87
2033-07-20
4.500000
0.00
66000.00
821.57
Agency Mortgage-Backed Securities
GNII SF 004371 M
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
0.00
125000.00
2428.80
Agency Mortgage-Backed Securities
GNII SF 004467 M
549300M8ZYFG0OCMTT87
2039-06-20
4.000000
0.00
70000.00
3420.05
Agency Mortgage-Backed Securities
GNII FS 004483 M
549300M8ZYFG0OCMTT87
2039-07-20
4.000000
0.00
50000.00
2162.95
Agency Mortgage-Backed Securities
GNII SF 003610 M
549300M8ZYFG0OCMTT87
2034-09-20
5.500000
0.00
50000.00
699.89
Agency Mortgage-Backed Securities
GNII SF 003612 M
549300M8ZYFG0OCMTT87
2034-09-20
6.500000
0.00
40000.00
527.77
Agency Mortgage-Backed Securities
GNII SF 003663 M
549300M8ZYFG0OCMTT87
2035-01-20
4.500000
0.00
96000.00
2422.68
Agency Mortgage-Backed Securities
GNII SF 003652 M
549300M8ZYFG0OCMTT87
2034-12-20
5.500000
0.00
50000.00
988.24
Agency Mortgage-Backed Securities
GNII SF 003678 M
549300M8ZYFG0OCMTT87
2035-02-20
5.500000
0.00
75000.00
1590.08
Agency Mortgage-Backed Securities
GNII SF 003702 M
549300M8ZYFG0OCMTT87
2035-04-20
5.500000
0.00
40000.00
873.40
Agency Mortgage-Backed Securities
GNII SF 003704 M
549300M8ZYFG0OCMTT87
2035-04-20
6.500000
0.00
37000.00
521.79
Agency Mortgage-Backed Securities
GNII SF 003798 M
549300M8ZYFG0OCMTT87
2035-12-20
6.500000
0.00
56000.00
1233.07
Agency Mortgage-Backed Securities
GNII SF 003941 M
549300M8ZYFG0OCMTT87
2037-01-20
6.000000
0.00
200570.00
2667.35
Agency Mortgage-Backed Securities
GNII SF 004006 M
549300M8ZYFG0OCMTT87
2037-07-20
6.000000
0.00
180000.00
2175.48
Agency Mortgage-Backed Securities
GNII SF 004073 M
549300M8ZYFG0OCMTT87
2038-01-20
6.000000
0.00
200000.00
2281.73
Agency Mortgage-Backed Securities
GNII SF 004060 M
549300M8ZYFG0OCMTT87
2037-12-20
6.000000
0.00
125000.00
1569.90
Agency Mortgage-Backed Securities
GNII SF 004115 M
549300M8ZYFG0OCMTT87
2038-04-20
6.000000
0.00
315000.00
4688.33
Agency Mortgage-Backed Securities
GNII JM 004163 M
549300M8ZYFG0OCMTT87
2038-06-20
5.500000
0.00
87113.00
59.84
Agency Mortgage-Backed Securities
GNII SF 004195 M
549300M8ZYFG0OCMTT87
2038-07-20
6.000000
0.00
347993.00
4786.54
Agency Mortgage-Backed Securities
GNII SF 005280 M
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
0.00
10159.00
617.88
Agency Mortgage-Backed Securities
GNII SF 004557 M
549300M8ZYFG0OCMTT87
2039-10-20
4.000000
0.00
10000.00
502.89
Agency Mortgage-Backed Securities
GNII SF 004540 M
549300M8ZYFG0OCMTT87
2039-09-20
4.500000
0.00
25000.00
995.11
Agency Mortgage-Backed Securities
GNII SF 004626 M
549300M8ZYFG0OCMTT87
2025-02-20
4.500000
0.00
1000000.00
3084.43
Agency Mortgage-Backed Securities
GNII SF 004617 M
549300M8ZYFG0OCMTT87
2040-01-20
4.500000
0.00
100000.00
4308.04
Agency Mortgage-Backed Securities
GNII SF 004686 M
549300M8ZYFG0OCMTT87
2025-05-20
4.000000
0.00
243000.00
1027.97
Agency Mortgage-Backed Securities
GNII SF 004668 M
549300M8ZYFG0OCMTT87
2025-04-20
4.500000
0.00
35000.00
146.79
Agency Mortgage-Backed Securities
GNII SF 004928 M
549300M8ZYFG0OCMTT87
2038-12-20
6.000000
0.00
115929.00
2634.08
Agency Mortgage-Backed Securities
GNII SF 004975 M
549300M8ZYFG0OCMTT87
2026-03-20
4.000000
0.00
240000.00
2110.13
Agency Mortgage-Backed Securities
GNII SF 004977 M
549300M8ZYFG0OCMTT87
2041-03-20
4.000000
0.00
25000.00
1546.46
Agency Mortgage-Backed Securities
GNII SF 004961 M
549300M8ZYFG0OCMTT87
2036-10-20
6.000000
0.00
109470.00
3820.49
Agency Mortgage-Backed Securities
GNII SF 005081 M
549300M8ZYFG0OCMTT87
2041-06-20
4.000000
0.00
50000.00
2487.06
Agency Mortgage-Backed Securities
GNII SF 005144 M
549300M8ZYFG0OCMTT87
2041-08-20
3.500000
0.00
75000.00
4400.79
Agency Mortgage-Backed Securities
GNII SF 005211 M
549300M8ZYFG0OCMTT87
2041-10-20
3.000000
0.00
30000.00
2992.45
Agency Mortgage-Backed Securities
GNII JM 005237 M
549300M8ZYFG0OCMTT87
2041-11-20
3.500000
0.00
5116048.00
78431.65
Agency Mortgage-Backed Securities
GNAR AR 008911 M
549300M8ZYFG0OCMTT87
2026-07-20
3.625000
0.00
5835382.00
2010.67
Agency Mortgage-Backed Securities
GNAR AR 008927 M
549300M8ZYFG0OCMTT87
2026-07-20
3.625000
0.00
8906461.00
3277.69
Agency Mortgage-Backed Securities
GNAR AR 008971 M
549300M8ZYFG0OCMTT87
2026-09-20
3.625000
0.00
1456149.00
321.60
Agency Mortgage-Backed Securities
GNAR AR 008459 M
549300M8ZYFG0OCMTT87
2024-07-20
3.625000
0.00
10200000.00
32.10
Agency Mortgage-Backed Securities
GNAR AR 008530 M
549300M8ZYFG0OCMTT87
2024-10-20
4.000000
0.00
1960000.00
119.69
Agency Mortgage-Backed Securities
GNAR AR 008567 M
549300M8ZYFG0OCMTT87
2024-12-20
4.500000
0.00
4900000.00
716.06
Agency Mortgage-Backed Securities
GNMI SF 392758 X
549300M8ZYFG0OCMTT87
2024-12-15
8.500000
0.00
50000.00
23.57
Agency Mortgage-Backed Securities
GNMI SF 400595 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
0.00
41837.00
1306.61
Agency Mortgage-Backed Securities
GNMI SF 410082 X
549300M8ZYFG0OCMTT87
2025-08-15
7.500000
0.00
2355000.00
44.71
Agency Mortgage-Backed Securities
GNMI SF 421379 X
549300M8ZYFG0OCMTT87
2033-11-15
6.500000
0.00
55000.00
628.76
Agency Mortgage-Backed Securities
GNMI SF 423929 X
549300M8ZYFG0OCMTT87
2026-09-15
8.000000
0.00
78011.00
18.60
Agency Mortgage-Backed Securities
GNMI SF 434141 X
549300M8ZYFG0OCMTT87
2029-01-15
6.500000
0.00
204197.00
279.63
Agency Mortgage-Backed Securities
GNMI SF 448335 X
549300M8ZYFG0OCMTT87
2031-04-15
6.500000
0.00
55958.00
59.65
Agency Mortgage-Backed Securities
GNMI SF 465529 X
549300M8ZYFG0OCMTT87
2028-05-15
6.500000
0.00
1100000.00
4022.18
Agency Mortgage-Backed Securities
GNMI SF 468156 X
549300M8ZYFG0OCMTT87
2028-08-15
6.500000
0.00
510393.00
1645.62
Agency Mortgage-Backed Securities
GNMI SF 469991 X
549300M8ZYFG0OCMTT87
2029-02-15
6.500000
0.00
580808.00
1142.52
Agency Mortgage-Backed Securities
GNMI SF 471690 X
549300M8ZYFG0OCMTT87
2028-05-15
6.500000
0.00
1404925.00
2152.37
Agency Mortgage-Backed Securities
GNMI SF 716813 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
0.00
141439.00
2610.11
Agency Mortgage-Backed Securities
GNMI SF 721041 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
0.00
340000.00
1521.62
Agency Mortgage-Backed Securities
GNMI SF 721470 X
549300M8ZYFG0OCMTT87
2039-11-15
5.500000
0.00
25000.00
323.59
Agency Mortgage-Backed Securities
GNMI SF 722796 X
549300M8ZYFG0OCMTT87
2039-11-15
5.500000
0.00
25000.00
551.96
Agency Mortgage-Backed Securities
GNMI SF 723599 X
549300M8ZYFG0OCMTT87
2040-01-15
5.500000
0.00
25000.00
2066.58
Agency Mortgage-Backed Securities
GNMI SF 723225 X
549300M8ZYFG0OCMTT87
2039-10-15
5.500000
0.00
150000.00
12795.58
Agency Mortgage-Backed Securities
GNMI SF 723249 X
549300M8ZYFG0OCMTT87
2039-10-15
5.500000
0.00
25000.00
2170.38
Agency Mortgage-Backed Securities
GNMI SF 723256 X
549300M8ZYFG0OCMTT87
2024-09-15
4.000000
0.00
1205000.00
1094.31
Agency Mortgage-Backed Securities
GNMI SF 723438 X
549300M8ZYFG0OCMTT87
2039-11-15
5.500000
0.00
45582.00
1999.75
Agency Mortgage-Backed Securities
GNMI SF 723460 X
549300M8ZYFG0OCMTT87
2024-12-15
4.000000
0.00
1650000.00
4532.95
Agency Mortgage-Backed Securities
GNMI SF 723541 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
0.00
55790.00
1448.91
Agency Mortgage-Backed Securities
GNMI SF 723939 X
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
0.00
138267.00
2465.11
Agency Mortgage-Backed Securities
FNMS 05.500 NP256776
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
0.00
300000.00
915.14
Agency Mortgage-Backed Securities
FNMS 06.000 CT256852
B1V7KEBTPIMZEU4LTD58
2027-08-01
6.000000
0.00
700000.00
4226.58
Agency Mortgage-Backed Securities
FNMS 06.500 CZ256882
B1V7KEBTPIMZEU4LTD58
2047-08-01
6.500000
0.00
135000.00
1133.27
Agency Mortgage-Backed Securities
FNMS 06.000 CT256928
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.000000
0.00
282424.00
1488.45
Agency Mortgage-Backed Securities
FNMS 06.000 CZ257092
B1V7KEBTPIMZEU4LTD58
2048-01-01
6.000000
0.00
1300736.00
1782.65
Agency Mortgage-Backed Securities
FNMS 06.000 CZ257176
B1V7KEBTPIMZEU4LTD58
2048-03-01
6.000000
0.00
5002752.00
29207.38
Agency Mortgage-Backed Securities
FNMS 05.000 CT257163
B1V7KEBTPIMZEU4LTD58
2028-04-01
5.000000
0.00
555000.00
2340.15
Agency Mortgage-Backed Securities
FNMS 07.500 CL295912
B1V7KEBTPIMZEU4LTD58
2025-08-01
7.500000
0.00
1123436.00
523.95
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310104
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
0.00
66000.00
2809.68
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310151
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.500000
0.00
17000.00
2042.64
Agency Mortgage-Backed Securities
FNMS 06.500 CL323036
B1V7KEBTPIMZEU4LTD58
2028-03-01
6.500000
0.00
10308000.00
1235.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL323838
B1V7KEBTPIMZEU4LTD58
2029-07-01
6.000000
0.00
680626.00
872.00
Agency Mortgage-Backed Securities
FNMS 06.500 CL323866
B1V7KEBTPIMZEU4LTD58
2029-08-01
6.500000
0.00
1038270.00
1086.06
Agency Mortgage-Backed Securities
FNMS 06.000 CL323908
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
0.00
1064658.00
1357.12
Agency Mortgage-Backed Securities
FNAR XX.XXX WD334914
B1V7KEBTPIMZEU4LTD58
2026-02-01
6.335000
0.00
15000000.00
2622.18
Agency Mortgage-Backed Securities
FNMS 07.500 CL366111
B1V7KEBTPIMZEU4LTD58
2026-12-01
7.500000
0.00
3512712.00
1809.98
Agency Mortgage-Backed Securities
FNMS 06.500 CL394854
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.500000
0.00
100000.00
130.09
Agency Mortgage-Backed Securities
FNMS 06.500 KL405224
B1V7KEBTPIMZEU4LTD58
2028-10-01
6.500000
0.00
4925000.00
2353.43
Agency Mortgage-Backed Securities
FNMS 08.750 CL411534
B1V7KEBTPIMZEU4LTD58
2025-04-01
8.750000
0.00
1147765.00
1111.34
Agency Mortgage-Backed Securities
FNMS 06.500 CL451908
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.500000
0.00
2312286.00
355.95
Agency Mortgage-Backed Securities
FNMS 06.500 CL452850
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.500000
0.00
10308000.00
11588.70
Agency Mortgage-Backed Securities
FNMS 06.500 CL484754
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.500000
0.00
4796842.00
3480.71
Agency Mortgage-Backed Securities
FNMS 06.500 CL503701
B1V7KEBTPIMZEU4LTD58
2029-06-01
6.500000
0.00
1078062.00
2949.30
Agency Mortgage-Backed Securities
GNMI SF 604290 X
549300M8ZYFG0OCMTT87
2033-05-15
5.000000
0.00
91000.00
2376.02
Agency Mortgage-Backed Securities
GNMI SF 569899 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
0.00
2071729.00
3207.43
Agency Mortgage-Backed Securities
GNMI SF 570033 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
0.00
729120.00
2246.96
Agency Mortgage-Backed Securities
GNMI SF 573796 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
0.00
185053.00
2221.93
Agency Mortgage-Backed Securities
GNMI SF 578272 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
0.00
284777.00
1097.50
Agency Mortgage-Backed Securities
GNMI SF 584308 X
549300M8ZYFG0OCMTT87
2032-04-15
6.500000
0.00
227725.00
622.75
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3559
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
0.00
7000.00
674.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3577
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.000000
0.00
18980.00
2962.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3588
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.500000
0.00
46000.00
4150.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA2938
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
0.00
3000.00
359.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3082
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.000000
0.00
7000.00
1318.86
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3060
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.000000
0.00
7000.00
1000.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3147
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.000000
0.00
2000.00
342.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3155
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
0.00
32000.00
4868.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
12000.00
1814.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3305
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
0.00
1024.00
147.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3364
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
0.00
15000.00
1758.82
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3340
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
0.00
2000.00
278.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
0.00
4000.00
417.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3385
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
0.00
5000.00
530.13
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3392
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
0.00
3000.00
344.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
12000.00
1057.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3462
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.500000
0.00
8000.00
791.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3438
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
0.00
25000.00
2403.43
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4407
B1V7KEBTPIMZEU4LTD58
2041-08-01
2.000000
0.00
1000.00
659.71
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4412
B1V7KEBTPIMZEU4LTD58
2051-09-01
1.500000
0.00
125000.00
82289.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4439
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
0.00
1000.00
635.04
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3631
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.000000
0.00
57000.00
5359.85
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3610
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
0.00
13000.00
1232.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LB888502
B1V7KEBTPIMZEU4LTD58
2033-06-01
6.048000
0.00
66000.00
1106.08
Agency Mortgage-Backed Securities
FNAR XX.XXX WS888507
B1V7KEBTPIMZEU4LTD58
2035-02-01
6.319000
0.00
251000.00
3344.05
Agency Mortgage-Backed Securities
FNMS 06.500 CT888656
B1V7KEBTPIMZEU4LTD58
2025-04-01
6.500000
0.00
50000.00
1.40
Agency Mortgage-Backed Securities
FNMS 06.500 CL888873
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
0.00
25000.00
240.46
Agency Mortgage-Backed Securities
FNMS 06.500 CL888890
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
0.00
190000.00
1588.26
Agency Mortgage-Backed Securities
FNMS 07.500 CL888892
B1V7KEBTPIMZEU4LTD58
2037-11-01
7.500000
0.00
164000.00
970.92
Agency Mortgage-Backed Securities
FNMS 06.500 CL890200
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
0.00
275000.00
4446.39
Agency Mortgage-Backed Securities
FNMS 06.000 CL889414
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
0.00
59000.00
817.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL889643
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
0.00
227000.00
3429.01
Agency Mortgage-Backed Securities
FNMS 05.000 CI890400
B1V7KEBTPIMZEU4LTD58
2026-08-01
5.000000
0.00
165000.00
1684.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL897214
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
0.00
1000000.00
701.73
Agency Mortgage-Backed Securities
GNMI SF 584464 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
0.00
951838.00
4522.17
Agency Mortgage-Backed Securities
GNMI SF 585479 X
549300M8ZYFG0OCMTT87
2032-08-15
6.500000
0.00
250000.00
969.87
Agency Mortgage-Backed Securities
GNMI SF 587719 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
0.00
96495.00
356.57
Agency Mortgage-Backed Securities
GNMI SF 587228 X
549300M8ZYFG0OCMTT87
2032-08-15
6.500000
0.00
995843.00
3202.31
Agency Mortgage-Backed Securities
GNMI SF 587282 X
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
0.00
595960.00
3443.21
Agency Mortgage-Backed Securities
GNMI SF 587980 X
549300M8ZYFG0OCMTT87
2032-06-15
6.500000
0.00
884966.00
4371.06
Agency Mortgage-Backed Securities
GNMI SF 588010 X
549300M8ZYFG0OCMTT87
2032-07-15
6.500000
0.00
1999920.00
3267.92
Agency Mortgage-Backed Securities
GNMI SF 593723 X
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
0.00
92000.00
4465.58
Agency Mortgage-Backed Securities
GNMI SF 606285 X
549300M8ZYFG0OCMTT87
2036-05-15
5.000000
0.00
344376.00
2753.00
Agency Mortgage-Backed Securities
GNII SF 002643 M
549300M8ZYFG0OCMTT87
2028-09-20
6.000000
0.00
191000.00
434.76
Agency Mortgage-Backed Securities
GNII SF 002644 M
549300M8ZYFG0OCMTT87
2028-09-20
6.500000
0.00
2990000.00
3609.09
Agency Mortgage-Backed Securities
GNII SF 002657 M
549300M8ZYFG0OCMTT87
2028-10-20
6.000000
0.00
545000.00
841.94
Agency Mortgage-Backed Securities
GNII SF 002658 M
549300M8ZYFG0OCMTT87
2028-10-20
6.500000
0.00
2146450.00
2820.87
Agency Mortgage-Backed Securities
GNII SF 002671 M
549300M8ZYFG0OCMTT87
2028-11-20
6.000000
0.00
33000.00
68.16
Agency Mortgage-Backed Securities
GNII SF 002699 M
549300M8ZYFG0OCMTT87
2029-01-20
6.000000
0.00
698000.00
1559.79
Agency Mortgage-Backed Securities
GNII SF 001975 M
549300M8ZYFG0OCMTT87
2025-03-20
9.000000
0.00
10000000.00
610.64
Agency Mortgage-Backed Securities
GNII SF 002167 M
549300M8ZYFG0OCMTT87
2026-02-20
6.500000
0.00
676392.00
195.18
Agency Mortgage-Backed Securities
GNII SF 002346 M
549300M8ZYFG0OCMTT87
2026-12-20
9.000000
0.00
583974.00
411.28
Agency Mortgage-Backed Securities
GNII SF 002426 M
549300M8ZYFG0OCMTT87
2027-05-20
6.500000
0.00
400000.00
241.48
Agency Mortgage-Backed Securities
FNMS 07.000 CL504712
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.000000
0.00
1500000.00
3263.83
Agency Mortgage-Backed Securities
FNMS 06.500 CL517677
B1V7KEBTPIMZEU4LTD58
2029-07-01
6.500000
0.00
917918.00
197.20
Agency Mortgage-Backed Securities
FNAR XX.XXX WS535598
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.514000
0.00
750000.00
1108.20
Agency Mortgage-Backed Securities
FNMS 06.000 CL535126
B1V7KEBTPIMZEU4LTD58
2028-12-01
6.000000
0.00
60000.00
60.88
Agency Mortgage-Backed Securities
FNMS 07.000 CL535164
B1V7KEBTPIMZEU4LTD58
2030-02-01
7.000000
0.00
1480000.00
1087.82
Agency Mortgage-Backed Securities
FNMS 08.000 CL535290
B1V7KEBTPIMZEU4LTD58
2030-05-01
8.000000
0.00
7712357.00
4511.88
Agency Mortgage-Backed Securities
FNMS 07.000 CL535347
B1V7KEBTPIMZEU4LTD58
2030-05-01
7.000000
0.00
500000.00
395.66
Agency Mortgage-Backed Securities
FNMS 07.500 CL535425
B1V7KEBTPIMZEU4LTD58
2030-08-01
7.500000
0.00
23145311.00
2984.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL535883
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
0.00
695000.00
630.94
Agency Mortgage-Backed Securities
FNMS 08.000 CL535916
B1V7KEBTPIMZEU4LTD58
2031-05-01
8.000000
0.00
3818000.00
1826.12
Agency Mortgage-Backed Securities
FNMS 06.500 CL535933
B1V7KEBTPIMZEU4LTD58
2031-05-01
6.500000
0.00
102502400.00
68957.95
Agency Mortgage-Backed Securities
FNMS 06.500 CL535977
B1V7KEBTPIMZEU4LTD58
2031-05-01
6.500000
0.00
4600000.00
4374.53
Agency Mortgage-Backed Securities
FNMS 07.500 CL535996
B1V7KEBTPIMZEU4LTD58
2031-06-01
7.500000
0.00
9633792.00
6120.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4096
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
0.00
7000.00
2826.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4118
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.500000
0.00
11000.00
2016.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4159
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
0.00
2000.00
943.82
Agency Mortgage-Backed Securities
FNMS 06.500 CL899711
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
0.00
2556312.00
3059.81
Agency Mortgage-Backed Securities
FNMS 06.500 CL901646
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.500000
0.00
107000.00
639.80
Agency Mortgage-Backed Securities
FNAR XX.XXX S1905759
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.991000
0.00
200000.00
836.45
Agency Mortgage-Backed Securities
FNAR XX.XXX S1914850
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.970000
0.00
33610.00
1030.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LB920961
B1V7KEBTPIMZEU4LTD58
2037-01-01
7.164000
0.00
1055000.00
4778.86
Agency Mortgage-Backed Securities
FNMS 06.500 CL922123
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.500000
0.00
125000.00
1549.02
Agency Mortgage-Backed Securities
FNMS 06.500 CL924842
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
0.00
15024.00
190.31
Agency Mortgage-Backed Securities
FNMS 07.000 CL928938
B1V7KEBTPIMZEU4LTD58
2037-12-01
7.000000
0.00
200000.00
2094.99
Agency Mortgage-Backed Securities
FNMS 06.000 CL930071
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
0.00
30000.00
108.89
Agency Mortgage-Backed Securities
FNMS 04.000 CL932542
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.000000
0.00
18039.00
398.39
Agency Mortgage-Backed Securities
FNMS 06.500 CL933516
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.500000
0.00
187895.00
2511.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL933727
B1V7KEBTPIMZEU4LTD58
2038-04-01
6.000000
0.00
1000.00
13.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LB936591
B1V7KEBTPIMZEU4LTD58
2037-04-01
6.770000
0.00
250000.00
1267.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL942677
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
0.00
805000.00
4056.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL946008
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
0.00
110384.00
448.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL946282
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
0.00
226146.00
820.83
Agency Mortgage-Backed Securities
FNMS 06.500 CL966555
B1V7KEBTPIMZEU4LTD58
2038-01-01
6.500000
0.00
58942.00
312.84
Agency Mortgage-Backed Securities
FNMS 07.000 CL968252
B1V7KEBTPIMZEU4LTD58
2038-02-01
7.000000
0.00
100000.00
1178.53
Agency Mortgage-Backed Securities
FNMS 06.000 CL969625
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
0.00
158837.00
872.49
Agency Mortgage-Backed Securities
FNMS 06.500 CL976394
B1V7KEBTPIMZEU4LTD58
2038-04-01
6.500000
0.00
27106.00
489.89
Agency Mortgage-Backed Securities
FNMS 06.000 CL986946
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
0.00
1779490.00
16429.55
Agency Mortgage-Backed Securities
FNMS 06.000 CL988580
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
0.00
49000.00
508.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL992144
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
0.00
4000.00
10.25
Agency Mortgage-Backed Securities
FNMS 07.000 CL992249
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
0.00
100000.00
2547.22
Agency Mortgage-Backed Securities
FNMS 07.500 CL994641
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.500000
0.00
95750.00
179.73
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
0.00
51000.00
746.46
Agency Mortgage-Backed Securities
FNMS 06.000 CL995876
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
0.00
37000.00
463.41
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA6923
B1V7KEBTPIMZEU4LTD58
2024-07-25
4.500000
0.00
33033.00
7.63
Agency Mortgage-Backed Securities
FNMS 04.000 CTAA7925
B1V7KEBTPIMZEU4LTD58
2027-02-01
4.000000
0.00
3293108.00
21147.74
Agency Mortgage-Backed Securities
03.500 FGPC G18730 G
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
0.00
1000.00
104.53
Agency Mortgage-Backed Securities
03.500 FGPC G18710 G
S6XOOCT0IEG5ABCC6L87
2033-10-01
3.500000
0.00
11000.00
1106.52
Agency Mortgage-Backed Securities
03.500 FGPC G18713 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.500000
0.00
7000.00
794.89
Agency Mortgage-Backed Securities
04.000 FGPC C91738 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
0.00
10000.00
1140.25
Agency Mortgage-Backed Securities
03.500 FGPC J13604 G
S6XOOCT0IEG5ABCC6L87
2025-11-01
3.500000
0.00
1000000.00
4885.42
Agency Mortgage-Backed Securities
03.500 FGPC J17898 G
S6XOOCT0IEG5ABCC6L87
2027-02-01
3.500000
0.00
2000.00
20.60
Agency Mortgage-Backed Securities
FMAR 1G3589 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
6.860000
0.00
100000.00
2960.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4625
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
0.00
1000.00
796.64
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA4643
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.000000
0.00
1925000.00
1472095.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4698
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.000000
0.00
1000.00
789.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4731
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
0.00
5000.00
4116.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4732
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
0.00
3000.00
2509.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4786
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
0.00
2000.00
1660.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4933
B1V7KEBTPIMZEU4LTD58
2053-02-01
3.500000
0.00
1000.00
836.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5107
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
0.00
5000.00
4620.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA5137
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.000000
0.00
52445.00
48822.29
Agency Mortgage-Backed Securities
FNMS 06.500 CTAD0838
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
0.00
237813.00
43.74
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0098
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
0.00
393000.00
4871.82
Agency Mortgage-Backed Securities
FNMS 05.500 CIAD0662
B1V7KEBTPIMZEU4LTD58
2025-01-01
5.500000
0.00
3561602.00
116.01
Agency Mortgage-Backed Securities
FNMS 03.500 CIAD5093
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
0.00
8000.00
66.95
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD6392
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.500000
0.00
484000.00
919.56
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0040
B1V7KEBTPIMZEU4LTD58
2025-06-01
5.000000
0.00
1215000.00
2096.93
Agency Mortgage-Backed Securities
FNMS 05.500 CIAE0381
B1V7KEBTPIMZEU4LTD58
2024-12-01
5.500000
0.00
45012932.00
93.20
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
0.00
63069.00
1159.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0420
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.062000
0.00
129000.00
1057.10
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
0.00
4300000.00
1096.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE0703
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
0.00
2030000.00
19045.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0762
B1V7KEBTPIMZEU4LTD58
2040-12-01
6.076000
0.00
257000.00
4131.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE4103
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.500000
0.00
1000.00
53.24
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE9449
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
0.00
500000.00
2000.45
Agency Mortgage-Backed Securities
GNMI SF 772109 X
549300M8ZYFG0OCMTT87
2041-12-15
3.500000
0.00
50000.00
3746.71
Agency Mortgage-Backed Securities
GNMI SF 774290 X
549300M8ZYFG0OCMTT87
2042-02-15
5.000000
0.00
65290.00
2520.82
Agency Mortgage-Backed Securities
GNMI SF 796410 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
0.00
25000.00
4592.60
Agency Mortgage-Backed Securities
GNMI SF 797250 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
0.00
2219.00
103.37
Agency Mortgage-Backed Securities
GNII SF AA1000 C
549300M8ZYFG0OCMTT87
2027-05-20
3.000000
0.00
165000.00
4156.54
Agency Mortgage-Backed Securities
GNMI SF AA2292 X
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
0.00
236221.00
22331.62
Agency Mortgage-Backed Securities
GNMI SF AA6307 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
0.00
25000.00
2131.41
Agency Mortgage-Backed Securities
GNMI SF AA6407 X
549300M8ZYFG0OCMTT87
2043-05-15
3.000000
0.00
32235.00
3514.88
Agency Mortgage-Backed Securities
GNMI SF AB2392 X
549300M8ZYFG0OCMTT87
2043-04-15
3.000000
0.00
21000.00
2727.82
Agency Mortgage-Backed Securities
GNII SF MA0463 M
549300M8ZYFG0OCMTT87
2042-10-20
4.000000
0.00
13264.00
1248.09
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
0.00
236934912.00
19858376.59
Agency Mortgage-Backed Securities
GNII SF MA1089 M
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
0.00
10000.00
1230.33
Agency Mortgage-Backed Securities
GNAR FB MA1113 M
549300M8ZYFG0OCMTT87
2043-06-20
5.750000
0.00
182000.00
3325.61
Agency Mortgage-Backed Securities
GNII SF MA1156 M
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
0.00
25000.00
3224.88
Agency Mortgage-Backed Securities
GNII SF MA1599 M
549300M8ZYFG0OCMTT87
2044-01-20
3.000000
0.00
25000.00
3174.57
Agency Mortgage-Backed Securities
GNII JM MA1828 M
549300M8ZYFG0OCMTT87
2044-03-20
3.000000
0.00
771.00
116.35
Agency Mortgage-Backed Securities
GNII SF MA1920 M
549300M8ZYFG0OCMTT87
2044-05-20
4.000000
0.00
33031.00
2170.52
Agency Mortgage-Backed Securities
GNII SF MA2072 M
549300M8ZYFG0OCMTT87
2044-07-20
3.000000
0.00
40000.00
4309.76
Agency Mortgage-Backed Securities
GNII SF MA2305 M
549300M8ZYFG0OCMTT87
2044-10-20
4.500000
0.00
50000.00
3686.84
Agency Mortgage-Backed Securities
GNII SF MA2752 M
549300M8ZYFG0OCMTT87
2045-04-20
2.500000
0.00
1000.00
180.22
Agency Mortgage-Backed Securities
GNAR AT MA3334 M
549300M8ZYFG0OCMTT87
2045-12-20
3.625000
0.00
58000.00
1612.04
Agency Mortgage-Backed Securities
GNII SF MA4130 M
549300M8ZYFG0OCMTT87
2046-12-20
5.000000
0.00
30000.00
3337.56
Agency Mortgage-Backed Securities
GNII SF MA4265 M
549300M8ZYFG0OCMTT87
2047-02-20
5.000000
0.00
30000.00
3148.93
Agency Mortgage-Backed Securities
FNMS 05.500 K2255221
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.500000
0.00
70000.00
630.90
Agency Mortgage-Backed Securities
FNMS 05.000 CT255320
B1V7KEBTPIMZEU4LTD58
2024-07-25
5.000000
0.00
1000000.00
0.84
Agency Mortgage-Backed Securities
FNMS 05.000 CT255360
B1V7KEBTPIMZEU4LTD58
2024-07-25
5.000000
0.00
349908.00
3.67
Agency Mortgage-Backed Securities
FNMS 05.500 K2255538
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
0.00
60000.00
2044.16
Agency Mortgage-Backed Securities
FNMS 05.500 NP256576
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
0.00
1250000.00
3522.63
Agency Mortgage-Backed Securities
FNMS 06.500 CL256079
B1V7KEBTPIMZEU4LTD58
2035-12-01
6.500000
0.00
268669.00
2472.97
Agency Mortgage-Backed Securities
FNMS 06.000 CL256102
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
0.00
570000.00
3784.98
Agency Mortgage-Backed Securities
FNMS 06.000 NQ256182
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
0.00
300000.00
2622.14
Agency Mortgage-Backed Securities
FNMS 05.500 NP256219
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.500000
0.00
235000.00
301.83
Agency Mortgage-Backed Securities
FNMS 06.000 CT256275
B1V7KEBTPIMZEU4LTD58
2026-06-01
6.000000
0.00
463451.00
1422.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS8371
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
0.00
26039640.00
23751302.48
Agency Mortgage-Backed Securities
FNMS 06.500 CL886224
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
0.00
1000000.00
1496.03
Agency Mortgage-Backed Securities
FNAR XX.XXX S1888121
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.940000
0.00
570000.00
3546.91
Agency Mortgage-Backed Securities
FNAR XX.XXX WD888527
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.497000
0.00
20000.00
235.61
Agency Mortgage-Backed Securities
FMAR 1Q0379 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.367000
0.00
1094000.00
2513.15
Agency Mortgage-Backed Securities
FMAR 1B7789 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
6.025000
0.00
125000.00
1303.51
Agency Mortgage-Backed Securities
06.500 FGPC H09901 G
S6XOOCT0IEG5ABCC6L87
2036-08-01
6.500000
0.00
1250000.00
2278.29
Agency Mortgage-Backed Securities
05.500 FGPC C02838 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
5.500000
0.00
176500.00
2626.28
Agency Mortgage-Backed Securities
04.000 FGPC C09071 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
0.00
16000.00
836.15
Agency Mortgage-Backed Securities
04.500 FGPC A90316 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
4.500000
0.00
26000.00
539.44
Agency Mortgage-Backed Securities
04.500 FGPC A97046 G
S6XOOCT0IEG5ABCC6L87
2041-02-01
4.500000
0.00
46000.00
1477.50
Agency Mortgage-Backed Securities
FMAR 789192 G
S6XOOCT0IEG5ABCC6L87
2032-04-01
6.604000
0.00
2000000.00
4807.74
Agency Mortgage-Backed Securities
FMAR 848661 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
6.108000
0.00
104847.00
3142.77
Agency Mortgage-Backed Securities
02.500 FGPC J31680 G
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
0.00
30000.00
2098.95
Agency Mortgage-Backed Securities
02.500 FGPC J31724 G
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
0.00
30000.00
3704.36
Agency Mortgage-Backed Securities
03.500 FGPC J39815 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.500000
0.00
6000.00
1575.08
Agency Mortgage-Backed Securities
03.500 FGPC J40419 G
S6XOOCT0IEG5ABCC6L87
2034-03-01
3.500000
0.00
2000.00
207.43
Agency Mortgage-Backed Securities
03.500 FGPC J40517 G
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
0.00
13000.00
2129.96
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI0905
S6XOOCT0IEG5ABCC6L87
2033-10-01
6.500000
0.00
72000.00
839.45
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI0919
S6XOOCT0IEG5ABCC6L87
2033-10-01
5.500000
0.00
269213.00
1709.42
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI4159
S6XOOCT0IEG5ABCC6L87
2036-02-01
6.500000
0.00
25000.00
581.42
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI4821
S6XOOCT0IEG5ABCC6L87
2036-05-01
6.000000
0.00
25000.00
344.72
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI5041
S6XOOCT0IEG5ABCC6L87
2036-07-01
6.500000
0.00
150063.00
1204.62
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI5099
S6XOOCT0IEG5ABCC6L87
2036-08-01
6.500000
0.00
517000.00
2036.52
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5718
S6XOOCT0IEG5ABCC6L87
2037-01-01
6.000000
0.00
100259.00
804.73
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI6459
S6XOOCT0IEG5ABCC6L87
2037-08-01
6.500000
0.00
2000000.00
2223.08
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6557
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
28959.00
717.84
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6558
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
20947.00
365.91
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6559
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
20141.00
568.73
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI6698
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
0.00
119112.00
673.98
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6730
S6XOOCT0IEG5ABCC6L87
2037-04-01
6.000000
0.00
16728.00
888.70
Agency Mortgage-Backed Securities
GNII SF MA8266 M
549300M8ZYFG0OCMTT87
2052-09-20
3.500000
0.00
755159.00
615945.99
Agency Mortgage-Backed Securities
GNII SF MA8344 M
549300M8ZYFG0OCMTT87
2052-10-20
3.000000
0.00
37481856.00
28352402.84
Agency Mortgage-Backed Securities
GNII SF MA8491 M
549300M8ZYFG0OCMTT87
2052-12-20
5.500000
0.00
190842112.00
168022452.26
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6517
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
30436.00
488.59
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6518
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
41171.00
800.86
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6502
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
18114.00
232.94
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI6556
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.000000
0.00
32772.00
969.38
Agency Mortgage-Backed Securities
FNMS 04.500 CIFM9358
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
0.00
80709.00
2202.37
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0630
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
0.00
3000.00
2167.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1030
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
768503.00
580630.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1556
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
1000000.00
769908.93
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS2920
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.000000
0.00
2000.00
1383.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3826
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
5000.00
3803.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS4928
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.500000
0.00
2000.00
1668.72
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS4975
B1V7KEBTPIMZEU4LTD58
2037-06-01
2.000000
0.00
2000.00
1571.21
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS6421
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.500000
0.00
1000.00
969.69
Agency Mortgage-Backed Securities
FMAR 783103 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
7.125000
0.00
74260405.00
1333.06
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013204
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.500000
0.00
700000.00
1.86
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013206
B1V7KEBTPIMZEU4LTD58
2025-08-01
4.453000
0.00
1000000.00
122.86
Agency Mortgage-Backed Securities
FNAR XX.XXX AS020090
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.250000
0.00
1250000.00
2.20
Agency Mortgage-Backed Securities
FNAR XX.XXX AS048079
B1V7KEBTPIMZEU4LTD58
2026-10-01
4.414000
0.00
225000.00
34.23
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029138
B1V7KEBTPIMZEU4LTD58
2026-06-01
4.414000
0.00
900000.00
135.48
Agency Mortgage-Backed Securities
FNAR XX.XXX AS037029
B1V7KEBTPIMZEU4LTD58
2026-11-01
5.000000
0.00
2000000.00
447.68
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062937
B1V7KEBTPIMZEU4LTD58
2027-02-01
5.925000
0.00
770000.00
29.86
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062942
B1V7KEBTPIMZEU4LTD58
2027-07-01
4.414000
0.00
255000.00
14.33
Agency Mortgage-Backed Securities
FNAR XX.XXX AS072166
B1V7KEBTPIMZEU4LTD58
2028-05-01
4.850000
0.00
534325.00
140.41
Agency Mortgage-Backed Securities
FNAR XX.XXX AS074095
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.680000
0.00
4000000.00
2351.75
Agency Mortgage-Backed Securities
FNMS 06.000 CL190302
B1V7KEBTPIMZEU4LTD58
2029-06-01
6.000000
0.00
60000.00
69.85
Agency Mortgage-Backed Securities
FNMS 06.000 CL190391
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
0.00
112000.00
749.91
Agency Mortgage-Backed Securities
FNMS 06.000 GL252290
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
0.00
50000.00
432.17
Agency Mortgage-Backed Securities
FNMS 06.500 GL252334
B1V7KEBTPIMZEU4LTD58
2029-02-01
6.500000
0.00
488044.00
1565.99
Agency Mortgage-Backed Securities
FNMS 06.500 CL252497
B1V7KEBTPIMZEU4LTD58
2029-06-01
6.500000
0.00
5918000.00
4992.39
Agency Mortgage-Backed Securities
FNMS 07.500 CL252712
B1V7KEBTPIMZEU4LTD58
2029-08-01
7.500000
0.00
2461000.00
2040.32
Agency Mortgage-Backed Securities
FNMS 07.500 CL253397
B1V7KEBTPIMZEU4LTD58
2030-07-01
7.500000
0.00
5488788.00
2271.32
Agency Mortgage-Backed Securities
FNMS 07.500 CL253480
B1V7KEBTPIMZEU4LTD58
2030-10-01
7.500000
0.00
5062579.00
2373.23
Agency Mortgage-Backed Securities
FNMS 07.500 CL253515
B1V7KEBTPIMZEU4LTD58
2030-11-01
7.500000
0.00
2946581.00
1173.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY7722
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.000000
0.00
1733816.00
1652374.73
Agency Mortgage-Backed Securities
FNMS 03.500 CICA0251
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
0.00
10000.00
1383.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2054
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
1000.00
93.79
Agency Mortgage-Backed Securities
FNMS 04.500 CICA3163
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.500000
0.00
10000.00
1543.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3222
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
0.00
6979312.00
1770743.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3870
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
0.00
21000.00
2493.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4648
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
0.00
18500.00
3187.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5701
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
0.00
2500.00
1245.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8045
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
0.00
5000.00
2675.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9121
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
0.00
100000.00
58771.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB1434
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
0.00
2411.00
1142.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3586
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
0.00
1000.00
780.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3599
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
3000.00
2438.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3169
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
0.00
3000.00
2265.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB4106
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.000000
0.00
3503880.00
2677703.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5139
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
0.00
3000.00
2742.30
Agency Mortgage-Backed Securities
FNMS 04.000 CICB7910
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.000000
0.00
2133.00
1722.04
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB8628
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.000000
0.00
50679552.00
51303874.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1367
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
0.00
8000.00
730.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2378
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.500000
0.00
10000.00
1783.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2446
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
0.00
17000.00
3861.27
Agency Mortgage-Backed Securities
FNMS 05.000 CIFM2875
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
0.00
160000.00
1203.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3241
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
0.00
3400.00
1176.80
Agency Mortgage-Backed Securities
FNMS 05.000 CIFM3464
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
0.00
95000.00
831.90
Agency Mortgage-Backed Securities
FNMS 05.500 CLFM3712
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.500000
0.00
26401.00
4773.28
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4999
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
0.00
200000.00
91241.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5001
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
0.00
18000.00
4138.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM6479
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
0.00
2100.00
1322.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM6753
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.000000
0.00
3000.00
979.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7592
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
0.00
7000.00
2634.44
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM8194
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
0.00
494283.00
336987.93
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM9063
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
0.00
10000.00
4882.16
Agency Mortgage-Backed Securities
GNII JM MA7579 M
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
0.00
16615000.00
11260944.48
Agency Mortgage-Backed Securities
GNII SF MA8153 M
549300M8ZYFG0OCMTT87
2052-07-20
5.500000
0.00
332832.00
254402.81
Agency Mortgage-Backed Securities
GNII SF MA8197 M
549300M8ZYFG0OCMTT87
2052-07-20
2.500000
0.00
9970000.00
7102287.44
Agency Mortgage-Backed Securities
FNMS 06.000 CL254405
B1V7KEBTPIMZEU4LTD58
2032-08-01
6.000000
0.00
1500000.00
3940.00
Agency Mortgage-Backed Securities
FNMS 06.500 CL254406
B1V7KEBTPIMZEU4LTD58
2032-08-01
6.500000
0.00
2000005.00
4322.25
Agency Mortgage-Backed Securities
FNMS 06.500 GO254484
B1V7KEBTPIMZEU4LTD58
2031-12-01
6.500000
0.00
275000.00
1039.51
Agency Mortgage-Backed Securities
FNMS 05.000 CT255627
B1V7KEBTPIMZEU4LTD58
2025-02-01
5.000000
0.00
1000000.00
900.10
Agency Mortgage-Backed Securities
FNMS 05.000 CL255110
B1V7KEBTPIMZEU4LTD58
2034-02-01
5.000000
0.00
197850.00
2644.21
Agency Mortgage-Backed Securities
GNII SF 002495 M
549300M8ZYFG0OCMTT87
2027-10-20
6.500000
0.00
4565385.00
2637.72
Agency Mortgage-Backed Securities
GNII SF 002548 M
549300M8ZYFG0OCMTT87
2028-02-20
7.000000
0.00
3000151.00
3111.62
Agency Mortgage-Backed Securities
GNII SF 002550 M
549300M8ZYFG0OCMTT87
2028-02-20
8.000000
0.00
100000.00
17.79
Agency Mortgage-Backed Securities
GNII SF 003485 M
549300M8ZYFG0OCMTT87
2033-11-20
4.000000
0.00
28000.00
583.87
Agency Mortgage-Backed Securities
GNII SF 003527 M
549300M8ZYFG0OCMTT87
2034-02-20
4.000000
0.00
85000.00
3204.70
Agency Mortgage-Backed Securities
GNII SF 003530 M
549300M8ZYFG0OCMTT87
2034-03-20
5.500000
0.00
75000.00
1294.36
Agency Mortgage-Backed Securities
GNII SF 002741 M
549300M8ZYFG0OCMTT87
2029-04-20
6.500000
0.00
2000000.00
3078.85
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI6920
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.500000
0.00
90067.00
558.57
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI8041
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.500000
0.00
1010000.00
2762.29
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI7890
S6XOOCT0IEG5ABCC6L87
2037-08-01
6.500000
0.00
93345.00
664.70
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8258
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
5538.00
136.95
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8418
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
21782.00
1012.43
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8420
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
23422.00
1077.48
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8450
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
14504.00
879.69
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8453
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
8477.00
220.73
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8461
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.000000
0.00
6425.00
515.88
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI9251
S6XOOCT0IEG5ABCC6L87
2039-09-01
5.500000
0.00
4000.00
117.06
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ3586
S6XOOCT0IEG5ABCC6L87
2029-05-01
6.500000
0.00
109000.00
24.72
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ3803
S6XOOCT0IEG5ABCC6L87
2029-07-01
6.500000
0.00
389629.00
499.22
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ3882
S6XOOCT0IEG5ABCC6L87
2029-08-01
6.500000
0.00
750547.00
397.42
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ5311
S6XOOCT0IEG5ABCC6L87
2031-06-01
7.000000
0.00
606999.00
3664.86
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3656
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.500000
0.00
23000.00
2637.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3658
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
0.00
2000.00
240.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3632
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
0.00
4000.00
367.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3685
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
0.00
8000.00
865.15
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3726
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
0.00
30000.00
2596.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3804
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
0.00
14000.00
2176.84
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3833
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
0.00
12000.00
2628.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3834
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
0.00
14000.00
2381.77
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3865
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.000000
0.00
4000.00
709.68
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3866
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.500000
0.00
1000.00
165.23
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3890
B1V7KEBTPIMZEU4LTD58
2040-01-01
3.000000
0.00
2000.00
382.84
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3934
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.000000
0.00
17000.00
3469.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3936
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.500000
0.00
4000.00
969.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3990
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
0.00
4000.00
950.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3993
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
0.00
14000.00
2585.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4079
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
0.00
15000.00
4655.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4080
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
0.00
3000.00
777.21
Agency Mortgage-Backed Securities
FNMS 08.500 CL253598
B1V7KEBTPIMZEU4LTD58
2030-12-01
8.500000
0.00
1560581.00
3307.78
Agency Mortgage-Backed Securities
FNMS 06.500 CL254050
B1V7KEBTPIMZEU4LTD58
2031-11-01
6.500000
0.00
750000.00
1656.53
Agency Mortgage-Backed Securities
FNMS 06.500 CL254263
B1V7KEBTPIMZEU4LTD58
2032-04-01
6.500000
0.00
191713.00
440.27
Agency Mortgage-Backed Securities
FMAR 783022 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
6.482000
0.00
220000.00
2632.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LB813844
B1V7KEBTPIMZEU4LTD58
2035-01-01
7.344000
0.00
350000.00
4079.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LB814418
B1V7KEBTPIMZEU4LTD58
2035-03-01
6.065000
0.00
130000.00
1805.74
Agency Mortgage-Backed Securities
FNMS 04.000 CL815637
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
0.00
1286178.00
104258.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LB817509
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.038000
0.00
50000.00
694.35
Agency Mortgage-Backed Securities
FNMS 05.000 CL821738
B1V7KEBTPIMZEU4LTD58
2035-06-01
5.000000
0.00
237420.00
2864.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LB823477
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.695000
0.00
10000.00
218.94
Agency Mortgage-Backed Securities
GNII SF 002767 M
549300M8ZYFG0OCMTT87
2029-06-20
6.500000
0.00
795481.00
1324.16
Agency Mortgage-Backed Securities
GNII SF 002975 M
549300M8ZYFG0OCMTT87
2030-09-20
9.000000
0.00
200000.00
65.68
Agency Mortgage-Backed Securities
GNII SF 003025 M
549300M8ZYFG0OCMTT87
2031-01-20
6.500000
0.00
2000000.00
3453.09
Agency Mortgage-Backed Securities
GNII SF 003039 M
549300M8ZYFG0OCMTT87
2031-02-20
6.500000
0.00
1500000.00
1347.35
Agency Mortgage-Backed Securities
GNII SF 003080 M
549300M8ZYFG0OCMTT87
2031-05-20
6.500000
0.00
1500000.00
3605.64
Agency Mortgage-Backed Securities
GNII SF 003133 M
549300M8ZYFG0OCMTT87
2031-09-20
6.500000
0.00
125345.00
243.63
Agency Mortgage-Backed Securities
GNII SF 003150 M
549300M8ZYFG0OCMTT87
2031-10-20
6.500000
0.00
500000.00
1065.99
Agency Mortgage-Backed Securities
GNII SF 003172 M
549300M8ZYFG0OCMTT87
2031-12-20
6.000000
0.00
150000.00
620.80
Agency Mortgage-Backed Securities
GNII SF 003237 M
549300M8ZYFG0OCMTT87
2032-05-20
5.500000
0.00
25000.00
148.62
Agency Mortgage-Backed Securities
GNII SF 003214 M
549300M8ZYFG0OCMTT87
2032-03-20
6.000000
0.00
548000.00
2458.38
Agency Mortgage-Backed Securities
FNMS 05.000 CT257371
B1V7KEBTPIMZEU4LTD58
2028-09-01
5.000000
0.00
50000.00
272.55
Agency Mortgage-Backed Securities
FNMS 07.500 CL256709
B1V7KEBTPIMZEU4LTD58
2037-03-01
7.500000
0.00
141983.00
390.86
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
0.00
1000000.00
6232.64
Agency Mortgage-Backed Securities
GNII SF MA8725 M
549300M8ZYFG0OCMTT87
2053-03-20
5.000000
0.00
1590216.00
1456435.54
Agency Mortgage-Backed Securities
GNII SF MA8729 M
549300M8ZYFG0OCMTT87
2052-12-20
7.000000
0.00
4488.00
3109.63
Agency Mortgage-Backed Securities
GNII SF MA9105 M
549300M8ZYFG0OCMTT87
2053-07-20
5.000000
0.00
53979136.00
51430016.37
Agency Mortgage-Backed Securities
GNII SF MA9422 M
549300M8ZYFG0OCMTT87
2054-01-20
5.000000
0.00
4279200.00
4145843.90
Agency Mortgage-Backed Securities
GNII SF MA9603 M
549300M8ZYFG0OCMTT87
2054-04-20
4.500000
0.00
72313472.00
69028944.88
Agency Mortgage-Backed Securities
GNII SF MA9608 M
549300M8ZYFG0OCMTT87
2054-04-20
7.000000
0.00
10000000.00
10194155.35
Agency Mortgage-Backed Securities
GNII SF MA9722 M
549300M8ZYFG0OCMTT87
2054-05-20
4.000000
0.00
8913940.00
8312204.48
Agency Mortgage-Backed Securities
GNMI SF BA2348 X
549300M8ZYFG0OCMTT87
2047-05-15
4.500000
0.00
25053.00
3395.22
Agency Mortgage-Backed Securities
GNMI SF BC1180 X
549300M8ZYFG0OCMTT87
2047-08-15
4.000000
0.00
47740.00
4982.11
Agency Mortgage-Backed Securities
GNII SF BD4279 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
0.00
1503856.00
712600.60
Agency Mortgage-Backed Securities
GNII ET CN6787 C
549300M8ZYFG0OCMTT87
2062-05-20
4.000000
0.00
279541.00
251932.42
Agency Mortgage-Backed Securities
GNII ET CO7038 C
549300M8ZYFG0OCMTT87
2062-07-20
4.000000
0.00
45538.00
41055.05
Agency Mortgage-Backed Securities
GNII ET CP2939 C
549300M8ZYFG0OCMTT87
2058-11-20
2.500000
0.00
185347.00
145465.41
Agency Mortgage-Backed Securities
GNMI SF BF2393 X
549300M8ZYFG0OCMTT87
2048-03-15
4.500000
0.00
31032.00
2881.15
Agency Mortgage-Backed Securities
GNII SF BG8517 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
0.00
200000.00
20323.21
Agency Mortgage-Backed Securities
GNII SF BH2711 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
0.00
2830508.00
92789.30
Agency Mortgage-Backed Securities
GNII SF BK5991 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
0.00
400000.00
4410.44
Agency Mortgage-Backed Securities
GNII SF BT4420 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
0.00
6308112.00
2974955.90
Agency Mortgage-Backed Securities
GNPL LM CH6568
549300M8ZYFG0OCMTT87
2054-05-15
3.190000
0.00
141058.00
119276.49
Agency Mortgage-Backed Securities
GNII SF CM1520 C
549300M8ZYFG0OCMTT87
2033-09-20
6.500000
0.00
1451068.00
1272279.18
Agency Mortgage-Backed Securities
GNPL PN CN0094
549300M8ZYFG0OCMTT87
2058-04-15
4.710000
0.00
50168.00
46570.63
Agency Mortgage-Backed Securities
GNMI SF AD2152 X
549300M8ZYFG0OCMTT87
2043-01-15
3.500000
0.00
37794.00
3556.08
Agency Mortgage-Backed Securities
GNMI SF AD2224 X
549300M8ZYFG0OCMTT87
2043-02-15
3.500000
0.00
25000.00
2537.94
Agency Mortgage-Backed Securities
GNMI SF AD2435 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
0.00
25000.00
1800.10
Agency Mortgage-Backed Securities
GNMI SF AD2412 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
0.00
25000.00
2232.96
Agency Mortgage-Backed Securities
GNMI SF AD3518 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
0.00
25000.00
4308.86
Agency Mortgage-Backed Securities
GNMI SF AD7352 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
0.00
25000.00
1874.86
Agency Mortgage-Backed Securities
GNMI SF AD7471 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
0.00
25000.00
2858.39
Agency Mortgage-Backed Securities
GNMI SF AF0383 X
549300M8ZYFG0OCMTT87
2043-07-15
3.500000
0.00
25000.00
2329.45
Agency Mortgage-Backed Securities
GNMI SF AF0384 X
549300M8ZYFG0OCMTT87
2043-07-15
3.500000
0.00
25000.00
4835.50
Agency Mortgage-Backed Securities
GNMI SF AG4954 X
549300M8ZYFG0OCMTT87
2043-12-15
3.500000
0.00
117170.00
3389.87
Agency Mortgage-Backed Securities
GNII SF AL1908 C
549300M8ZYFG0OCMTT87
2035-01-20
4.500000
0.00
1012998.00
315291.03
Agency Mortgage-Backed Securities
GNMI SF AL8731 X
549300M8ZYFG0OCMTT87
2045-05-15
4.500000
0.00
68500.00
4420.77
Agency Mortgage-Backed Securities
GNII ET CQ0805 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
0.00
308146.00
198807.37
Agency Mortgage-Backed Securities
GNII ET CQ6547 C
549300M8ZYFG0OCMTT87
2062-11-20
4.500000
0.00
1815220.00
1686199.57
Agency Mortgage-Backed Securities
GNII ET CS9262 C
549300M8ZYFG0OCMTT87
2062-01-20
4.000000
0.00
222169.00
200470.64
Agency Mortgage-Backed Securities
GNII ET CT6281 C
549300M8ZYFG0OCMTT87
2061-05-20
4.000000
0.00
533534.00
484298.78
Agency Mortgage-Backed Securities
GNII ET CU0138 C
549300M8ZYFG0OCMTT87
2062-10-20
2.500000
0.00
265394.00
210674.00
Agency Mortgage-Backed Securities
GNII ET CU1442 C
549300M8ZYFG0OCMTT87
2063-05-20
2.500000
0.00
439649.00
349392.90
Agency Mortgage-Backed Securities
GNII ET CU6492 C
549300M8ZYFG0OCMTT87
2061-11-20
4.000000
0.00
213016.00
192333.95
Agency Mortgage-Backed Securities
GNII ET CV3974 C
549300M8ZYFG0OCMTT87
2063-04-20
2.500000
0.00
201451.00
159891.31
Agency Mortgage-Backed Securities
GNII ET CV5557 C
549300M8ZYFG0OCMTT87
2063-06-20
4.500000
0.00
2718192.00
2305097.33
Agency Mortgage-Backed Securities
GNII SF CX3733 C
549300M8ZYFG0OCMTT87
2053-10-20
7.000000
0.00
1785832.00
1852821.45
Agency Mortgage-Backed Securities
GNII ET CY2490 C
549300M8ZYFG0OCMTT87
2062-01-20
2.500000
0.00
207901.00
166316.39
Agency Mortgage-Backed Securities
GNPL PN CY8217
549300M8ZYFG0OCMTT87
2059-01-15
5.920000
0.00
12227500.00
12715398.32
Agency Mortgage-Backed Securities
GNII ET CZ2595 C
549300M8ZYFG0OCMTT87
2062-10-20
4.500000
0.00
1467074.00
1375440.62
Agency Mortgage-Backed Securities
GNII ET CZ5789 C
549300M8ZYFG0OCMTT87
2063-12-20
8.000000
0.00
92758.00
96014.74
Agency Mortgage-Backed Securities
GNII ET CZ7015 C
549300M8ZYFG0OCMTT87
2064-02-20
5.000000
0.00
1041672.00
1011746.25
Agency Mortgage-Backed Securities
GNII SF DB3225 C
549300M8ZYFG0OCMTT87
2054-06-20
6.000000
0.00
2364056.00
2408441.15
Agency Mortgage-Backed Securities
GNII SF DC0590 C
549300M8ZYFG0OCMTT87
2054-05-20
5.000000
0.00
2126920.00
2093199.81
Agency Mortgage-Backed Securities
GNII SF DC1036 C
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
3985976.00
3994466.13
Agency Mortgage-Backed Securities
GNII SF AR3773 C
549300M8ZYFG0OCMTT87
2046-02-20
4.000000
0.00
45000.00
3467.55
Agency Mortgage-Backed Securities
GNMI SF AT7556 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
0.00
43308.00
1470.12
Agency Mortgage-Backed Securities
GNII SF AV9455 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
0.00
2909752.00
396622.22
Agency Mortgage-Backed Securities
GNII SF AX4341 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
0.00
10000.00
2569.24
Agency Mortgage-Backed Securities
GNII SF AX4342 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
0.00
9008.00
2859.24
Agency Mortgage-Backed Securities
GNII SF AX4343 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
0.00
7910.00
2269.73
Agency Mortgage-Backed Securities
GNMI SF 599357 X
549300M8ZYFG0OCMTT87
2033-01-15
5.500000
0.00
860663.00
3337.03
Agency Mortgage-Backed Securities
GNMI SF 603333 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
0.00
195625.00
1820.92
Agency Mortgage-Backed Securities
FEPC 04.000 CTZS9001
S6XOOCT0IEG5ABCC6L87
2032-10-01
4.000000
0.00
44000.00
3791.78
Agency Mortgage-Backed Securities
FEPC 04.500 CTZS9351
S6XOOCT0IEG5ABCC6L87
2026-03-01
4.500000
0.00
556646.00
2577.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4160
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
0.00
12001.00
4276.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4195
B1V7KEBTPIMZEU4LTD58
2050-10-01
4.500000
0.00
7000.00
1810.11
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4268
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.000000
0.00
3000.00
1788.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAA8754
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
0.00
2310.00
105.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAA9846
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.000000
0.00
13443.00
462.43
Agency Mortgage-Backed Securities
FNMS 04.500 CTAB0090
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.500000
0.00
13172736.00
8823.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1389
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
0.00
10000.00
274.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2979
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.000000
0.00
23560.00
580.57
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB3258
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
0.00
10000000.00
142734.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6902
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
0.00
800000.00
168161.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB7989
B1V7KEBTPIMZEU4LTD58
2043-02-01
4.000000
0.00
3354220.00
435780.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAC1487
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.000000
0.00
21993.00
1078.21
Agency Mortgage-Backed Securities
FNMS 05.000 CIAC1523
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.000000
0.00
6777496.00
2069.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAC1551
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.000000
0.00
6466.00
232.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC2861
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
0.00
65428.00
4502.53
Agency Mortgage-Backed Securities
FNMS 04.500 CIAC7909
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.500000
0.00
1335000.00
4220.01
Agency Mortgage-Backed Securities
FNMS 05.500 CIMA0193
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.500000
0.00
805945.00
248.16
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0587
B1V7KEBTPIMZEU4LTD58
2030-12-01
4.000000
0.00
3000.00
105.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA1770
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
0.00
1000.00
101.70
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1200
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
0.00
20000.00
2231.43
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1459
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.000000
0.00
25000.00
3411.41
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA1658
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
0.00
1000.00
73.10
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2161
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.500000
0.00
33000.00
3927.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3489
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
0.00
13000.00
1220.86
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3517
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
0.00
38000.00
3601.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
0.00
28000.00
2349.84
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS9485
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.500000
0.00
2000.00
171.34
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0713
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
0.00
4000.00
415.16
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1799
S6XOOCT0IEG5ABCC6L87
2034-03-01
3.500000
0.00
13000.00
1399.54
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1546
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
0.00
18000.00
1454.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
0.00
7000.00
484.40
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1610
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
0.00
1687.00
162.96
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1818
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
0.00
30000.00
4131.72
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1872
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
0.00
10000.00
1043.95
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0019
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.500000
0.00
12000.00
1951.84
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0378
S6XOOCT0IEG5ABCC6L87
2034-04-01
3.500000
0.00
15000.00
4180.44
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0355
S6XOOCT0IEG5ABCC6L87
2035-06-01
3.500000
0.00
9000.00
2231.33
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0360
S6XOOCT0IEG5ABCC6L87
2035-04-01
3.500000
0.00
11000.00
4134.20
Agency Mortgage-Backed Securities
FEPC 01.500 CISB0514
S6XOOCT0IEG5ABCC6L87
2036-04-01
1.500000
0.00
335482.00
187574.73
Agency Mortgage-Backed Securities
FEPC 02.000 CISB0546
S6XOOCT0IEG5ABCC6L87
2036-01-01
2.000000
0.00
92696.00
50127.82
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8037
S6XOOCT0IEG5ABCC6L87
2035-03-01
3.500000
0.00
3000.00
748.72
Agency Mortgage-Backed Securities
FEPC 05.000 CTSC0303
S6XOOCT0IEG5ABCC6L87
2042-09-01
5.000000
0.00
1100000.00
838492.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1389
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.000000
0.00
4000.00
2876.27
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2198
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
0.00
5000.00
4468.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD2269
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
0.00
4000.00
3166.05
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD3097
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
0.00
4000.00
3303.71
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS2907
S6XOOCT0IEG5ABCC6L87
2040-04-01
4.000000
0.00
2937.00
87.74
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3000
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.500000
0.00
10000.00
163.44
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS3683
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
0.00
84719.00
4587.03
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS4228
S6XOOCT0IEG5ABCC6L87
2036-02-01
6.500000
0.00
50000.00
684.85
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS4267
S6XOOCT0IEG5ABCC6L87
2036-11-01
6.500000
0.00
253235.00
2774.26
Agency Mortgage-Backed Securities
FEPC 07.000 CLZS4263
S6XOOCT0IEG5ABCC6L87
2036-10-01
7.000000
0.00
41467.00
494.37
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4657
S6XOOCT0IEG5ABCC6L87
2046-03-01
4.500000
0.00
37000.00
3375.76
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4636
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.500000
0.00
6000.00
896.13
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4670
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.500000
0.00
8000.00
643.57
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4791
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
0.00
26000.00
2416.80
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6015
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.000000
0.00
960448.00
798.28
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS7146
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
0.00
2040000.00
40.39
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS7894
S6XOOCT0IEG5ABCC6L87
2024-12-01
5.500000
0.00
3005000.00
43.22
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8490
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
0.00
28000.00
2264.89
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8652
S6XOOCT0IEG5ABCC6L87
2032-04-01
3.500000
0.00
9000.00
1207.97
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8701
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.500000
0.00
6000.00
699.34
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8716
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.500000
0.00
3000.00
315.00
Agency Mortgage-Backed Securities
FEPC 05.000 CTZS8795
S6XOOCT0IEG5ABCC6L87
2026-02-01
5.000000
0.00
675000.00
1539.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1552
S6XOOCT0IEG5ABCC6L87
2037-07-01
6.000000
0.00
2718.00
121.06
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2586
S6XOOCT0IEG5ABCC6L87
2038-12-01
5.500000
0.00
3000.00
22.56
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1935
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
0.00
625000.00
4892.12
Agency Mortgage-Backed Securities
FEPC 06.500 CLZS2078
S6XOOCT0IEG5ABCC6L87
2038-04-01
6.500000
0.00
49000.00
488.71
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2191
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
0.00
90000.00
2396.03
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2273
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.000000
0.00
270398.00
3168.53
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2324
S6XOOCT0IEG5ABCC6L87
2035-02-01
5.500000
0.00
8448.00
217.97
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2372
S6XOOCT0IEG5ABCC6L87
2038-07-01
6.000000
0.00
58897.00
2847.63
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2417
S6XOOCT0IEG5ABCC6L87
2038-10-01
6.000000
0.00
18000.00
412.93
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3486
S6XOOCT0IEG5ABCC6L87
2040-08-01
5.500000
0.00
30742.00
764.48
Agency Mortgage-Backed Securities
GNII SF MA4264 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
0.00
25000.00
2687.17
Agency Mortgage-Backed Securities
GNII SF MA5303 M
549300M8ZYFG0OCMTT87
2033-07-20
5.000000
0.00
182164.00
91262.41
Agency Mortgage-Backed Securities
GNII SF MA6195 M
549300M8ZYFG0OCMTT87
2024-11-20
5.000000
0.00
84415.00
4372.42
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
0.00
600000.00
63789.83
Agency Mortgage-Backed Securities
GNII JM MA5701 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
0.00
112100.00
2764.86
Agency Mortgage-Backed Securities
GNII SF MA5746 M
549300M8ZYFG0OCMTT87
2030-11-20
8.000000
0.00
201554.00
1195.18
Agency Mortgage-Backed Securities
GNII SF MA5799 M
549300M8ZYFG0OCMTT87
2031-08-20
7.500000
0.00
31209.00
2809.60
Agency Mortgage-Backed Securities
GNII SF MA5801 M
549300M8ZYFG0OCMTT87
2027-06-20
8.500000
0.00
25362.00
4779.84
Agency Mortgage-Backed Securities
GNII JM MA6030 M
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
0.00
120000.00
4212.17
Agency Mortgage-Backed Securities
GNII SF MA6155 M
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
0.00
25000.00
3394.87
Agency Mortgage-Backed Securities
GNII SF MA7170 M
549300M8ZYFG0OCMTT87
2035-09-20
5.000000
0.00
384283.00
266084.12
Agency Mortgage-Backed Securities
GNII SF MA6457 M
549300M8ZYFG0OCMTT87
2025-10-20
8.500000
0.00
40571.00
1958.67
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
0.00
132685312.00
40196162.32
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
0.00
50866944.00
24456047.37
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
0.00
462970880.00
239454635.08
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
0.00
18997000.00
10227381.00
Agency Mortgage-Backed Securities
GNII SF MA7472 M
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
0.00
64947072.00
41349022.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4903
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.500000
0.00
3000.00
342.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6538
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
0.00
1828.00
106.88
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
0.00
14000.00
1454.90
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
0.00
1000.00
80.89
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
0.00
13000.00
1238.94
Agency Mortgage-Backed Securities
04.000 FGPC G08624 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.000000
0.00
30000.00
2550.04
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
0.00
9000.00
971.63
Agency Mortgage-Backed Securities
04.500 FGPC G08674 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.500000
0.00
7000.00
1046.81
Agency Mortgage-Backed Securities
04.000 FGPC G08682 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
0.00
2000.00
223.08
Agency Mortgage-Backed Securities
04.500 FGPC G08713 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.500000
0.00
1000.00
80.55
Agency Mortgage-Backed Securities
03.500 FGPC G18696 G
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.500000
0.00
5000.00
544.65
Agency Mortgage-Backed Securities
02.000 FGPC G18675 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
2.000000
0.00
18962.00
3864.24
Agency Mortgage-Backed Securities
03.500 FGPC G18692 G
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.500000
0.00
8000.00
933.61
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU7552
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
0.00
2000.00
68.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV1710
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
0.00
1000.00
192.61
Agency Mortgage-Backed Securities
FNMS 03.500 CIAV1823
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
0.00
9000.00
900.33
Agency Mortgage-Backed Securities
FNMS 03.500 CIAV2326
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
0.00
8000.00
533.17
Agency Mortgage-Backed Securities
FNMS 03.500 CIAV6368
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.500000
0.00
26000.00
885.72
Agency Mortgage-Backed Securities
FNMS 03.500 CIAV8516
B1V7KEBTPIMZEU4LTD58
2029-03-01
3.500000
0.00
10000.00
938.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV9316
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
0.00
1000.00
12.92
Agency Mortgage-Backed Securities
FNMS 03.000 CIAV9324
B1V7KEBTPIMZEU4LTD58
2029-03-01
3.000000
0.00
1163494.00
71137.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW0744
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
0.00
15000.00
534.26
Agency Mortgage-Backed Securities
FNMS 03.500 CIAW7396
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.500000
0.00
89000.00
2013.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW8203
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.000000
0.00
25448.00
3824.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX2187
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
0.00
4000.00
444.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX3715
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
0.00
19000.00
741.21
Agency Mortgage-Backed Securities
FNMS 04.000 CIAX5294
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.000000
0.00
16000.00
146.46
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ0084
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.500000
0.00
1000.00
70.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ2881
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.500000
0.00
1000.00
138.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6973
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
0.00
12000.00
827.21
Agency Mortgage-Backed Securities
FNMS 07.500 CL640996
B1V7KEBTPIMZEU4LTD58
2032-05-01
7.500000
0.00
378000.00
1292.78
Agency Mortgage-Backed Securities
FNMS 06.500 CL668849
B1V7KEBTPIMZEU4LTD58
2032-10-01
6.500000
0.00
65848.00
1078.22
Agency Mortgage-Backed Securities
FNMS 06.000 CL669713
B1V7KEBTPIMZEU4LTD58
2032-11-01
6.000000
0.00
25000.00
44.94
Agency Mortgage-Backed Securities
FNMS 06.000 CL671783
B1V7KEBTPIMZEU4LTD58
2032-12-01
6.000000
0.00
480000.00
3268.61
Agency Mortgage-Backed Securities
FNAR XX.XXX WD687120
B1V7KEBTPIMZEU4LTD58
2033-03-01
6.665000
0.00
1000000.00
368.69
Agency Mortgage-Backed Securities
FNMS 05.500 CL725773
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.500000
0.00
516026368.00
5125038.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745169
B1V7KEBTPIMZEU4LTD58
2036-01-01
6.023000
0.00
90000.00
452.95
Agency Mortgage-Backed Securities
FNMS 07.500 K2745556
B1V7KEBTPIMZEU4LTD58
2034-08-01
7.500000
0.00
1300000.00
4855.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745606
B1V7KEBTPIMZEU4LTD58
2036-05-01
5.971000
0.00
75000.00
775.71
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
0.00
48000.00
330.36
Agency Mortgage-Backed Securities
FNMS 06.500 CL745947
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.500000
0.00
90339.00
499.75
Agency Mortgage-Backed Securities
FNAR XX.XXX WS746335
B1V7KEBTPIMZEU4LTD58
2033-09-01
6.250000
0.00
2000000.00
2083.73
Agency Mortgage-Backed Securities
FNMS 06.000 CL747683
B1V7KEBTPIMZEU4LTD58
2033-11-01
6.000000
0.00
122000.00
598.50
Agency Mortgage-Backed Securities
FNMS 05.000 CL770444
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.000000
0.00
162237.00
1876.34
Agency Mortgage-Backed Securities
FNMS 06.500 CL771178
B1V7KEBTPIMZEU4LTD58
2034-03-01
6.500000
0.00
38000.00
490.02
Agency Mortgage-Backed Securities
FNMS 06.000 CL790108
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.000000
0.00
499999.00
3139.39
Agency Mortgage-Backed Securities
FNMS 06.000 CL794259
B1V7KEBTPIMZEU4LTD58
2034-09-01
6.000000
0.00
45458.00
299.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LB796989
B1V7KEBTPIMZEU4LTD58
2034-08-01
7.204000
0.00
300000.00
3646.64
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8272
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.500000
0.00
18000.00
2681.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8419
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
0.00
3000.00
309.66
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8841
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.500000
0.00
13000.00
502.38
Agency Mortgage-Backed Securities
FNMS 03.500 CTAO1130
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
0.00
8840.00
1324.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ9470
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.000000
0.00
175000.00
52440.77
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0012
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.500000
0.00
1000.00
61.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS1756
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.500000
0.00
3000.00
168.76
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0907
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
0.00
49000.00
2813.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1626
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
0.00
10000.00
735.29
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS2673
B1V7KEBTPIMZEU4LTD58
2029-05-01
2.000000
0.00
25000.00
2263.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS6627
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.500000
0.00
7000.00
665.56
Agency Mortgage-Backed Securities
FNMS 03.000 CKAS7661
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
0.00
20000.00
2238.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8960
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
0.00
5000.00
966.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8700
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.500000
0.00
5000.00
580.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9459
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
0.00
3000.00
368.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9490
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
0.00
4000.00
422.15
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS9518
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
0.00
1000.00
163.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9990
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
0.00
3000.00
419.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9994
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
0.00
8000.00
1146.31
Agency Mortgage-Backed Securities
FNMS 02.500 CIAT7749
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.500000
0.00
5300000.00
471271.68
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ5360
S6XOOCT0IEG5ABCC6L87
2031-10-01
6.500000
0.00
548074.00
1160.92
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ4817
S6XOOCT0IEG5ABCC6L87
2031-02-01
7.000000
0.00
395188.00
688.07
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ5026
S6XOOCT0IEG5ABCC6L87
2031-05-01
6.500000
0.00
1000000.00
434.36
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ6245
S6XOOCT0IEG5ABCC6L87
2032-05-01
7.000000
0.00
900720.00
1284.23
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ6259
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
0.00
9838584.00
5704.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LB806721
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.920000
0.00
260000.00
2678.56
Agency Mortgage-Backed Securities
FNMS 07.500 GO813836
B1V7KEBTPIMZEU4LTD58
2032-02-01
7.500000
0.00
815244.00
4338.66
Agency Mortgage-Backed Securities
GNMI SF 728323 X
549300M8ZYFG0OCMTT87
2039-11-15
5.500000
0.00
100000.00
3231.82
Agency Mortgage-Backed Securities
GNMI SF 730178 X
549300M8ZYFG0OCMTT87
2024-12-15
4.000000
0.00
965000.00
1778.41
Agency Mortgage-Backed Securities
GNMI SF 731680 X
549300M8ZYFG0OCMTT87
2040-10-15
5.000000
0.00
257497.00
1210.65
Agency Mortgage-Backed Securities
GNMI SF 732938 X
549300M8ZYFG0OCMTT87
2040-01-15
5.000000
0.00
100000.00
4256.92
Agency Mortgage-Backed Securities
GNMI SF 733963 X
549300M8ZYFG0OCMTT87
2025-10-15
3.500000
0.00
500000.00
3786.23
Agency Mortgage-Backed Securities
GNMI SF 736057 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
0.00
247017.00
3271.01
Agency Mortgage-Backed Securities
GNMI SF 736667 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
0.00
54832.00
1932.86
Agency Mortgage-Backed Securities
GNMI SF 745045 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
0.00
266714.00
2506.96
Agency Mortgage-Backed Securities
GNMI SF 746166 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
0.00
26572.00
1616.64
Agency Mortgage-Backed Securities
GNMI SF 486599 X
549300M8ZYFG0OCMTT87
2028-10-15
7.000000
0.00
500000.00
385.26
Agency Mortgage-Backed Securities
GNMI SF 490279 X
549300M8ZYFG0OCMTT87
2029-06-15
7.000000
0.00
935874.00
1530.79
Agency Mortgage-Backed Securities
GNMI SF 506607 X
549300M8ZYFG0OCMTT87
2029-03-15
6.500000
0.00
27681.00
62.81
Agency Mortgage-Backed Securities
GNMI SF 521330 X
549300M8ZYFG0OCMTT87
2035-05-15
5.000000
0.00
58000.00
1066.14
Agency Mortgage-Backed Securities
GNMI SF 532749 X
549300M8ZYFG0OCMTT87
2030-08-15
8.000000
0.00
255220.00
164.02
Agency Mortgage-Backed Securities
GNMI SF 545051 X
549300M8ZYFG0OCMTT87
2031-02-15
6.500000
0.00
380928.00
2747.12
Agency Mortgage-Backed Securities
GNMI SF 545134 X
549300M8ZYFG0OCMTT87
2031-03-15
6.500000
0.00
44900.00
214.10
Agency Mortgage-Backed Securities
GNMI SF 548496 X
549300M8ZYFG0OCMTT87
2031-05-15
6.500000
0.00
71024.00
661.00
Agency Mortgage-Backed Securities
GNMI SF 552766 X
549300M8ZYFG0OCMTT87
2032-09-15
6.500000
0.00
700478.00
4274.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LB827871
B1V7KEBTPIMZEU4LTD58
2035-03-01
6.080000
0.00
2000000.00
1394.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL831544
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
0.00
4196.00
25.35
Agency Mortgage-Backed Securities
FNMS 05.000 CL832715
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
0.00
395700.00
4448.77
Agency Mortgage-Backed Securities
FNMS 06.000 GL835577
B1V7KEBTPIMZEU4LTD58
2025-09-01
6.000000
0.00
470000.00
2252.42
Agency Mortgage-Backed Securities
FNMS 05.500 CL845088
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.500000
0.00
1000.00
10.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LB844773
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.809000
0.00
175000.00
1160.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LB879434
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.510000
0.00
240000.00
3370.18
Agency Mortgage-Backed Securities
FNMS 06.000 CL880330
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
0.00
19000.00
183.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB6777
B1V7KEBTPIMZEU4LTD58
2054-07-01
6.000000
0.00
1000.00
1015.47
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ7916
B1V7KEBTPIMZEU4LTD58
2026-04-01
3.500000
0.00
4000.00
110.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC5345
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
0.00
116000.00
15922.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC9053
B1V7KEBTPIMZEU4LTD58
2046-12-01
7.543000
0.00
20000.00
2102.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD7883
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
0.00
8000.00
1246.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3631
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
0.00
8000.00
1221.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE7150
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
0.00
6000.00
782.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE6503
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.500000
0.00
50000.00
3435.36
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0118
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
0.00
944000.00
221349.56
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0324
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
0.00
525000.00
245863.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5829
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
0.00
15000.00
3950.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5928
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.294000
0.00
10000.00
1786.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5968
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.918000
0.00
30000.00
2637.83
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ9894
B1V7KEBTPIMZEU4LTD58
2049-09-01
6.000000
0.00
1326338.00
722582.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0614
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
0.00
19000.00
4305.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5211
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
0.00
59935.00
2395.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6578
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
0.00
9000.00
489.17
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM1064
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.500000
0.00
1000.00
107.23
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3257
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
0.00
2000.00
626.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3350
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
0.00
7000.00
1386.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5261
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
0.00
26000.00
4240.46
Agency Mortgage-Backed Securities
FNMS 04.500 CTBM5440
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.500000
0.00
21000.00
4556.39
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5651
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
0.00
81360.00
3680.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6373
B1V7KEBTPIMZEU4LTD58
2047-04-01
6.373000
0.00
1000.00
200.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6535
B1V7KEBTPIMZEU4LTD58
2046-10-01
6.324000
0.00
1000.00
489.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0340
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
0.00
8000.00
729.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN4718
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
0.00
28000.00
2685.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5611
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.992000
0.00
16000.00
1022.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6594
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
21000.00
3138.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN7664
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
0.00
11000.00
1993.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN7891
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
0.00
9000.00
1532.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP2409
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
0.00
17000.00
3299.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP6715
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
0.00
3664.00
2112.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3865
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
4000.00
1981.78
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR6514
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
1208.00
851.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU1498
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
0.00
175626.00
149244.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU8845
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
0.00
3000.00
2338.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3083
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
0.00
135000.00
93639.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLBW1148
B1V7KEBTPIMZEU4LTD58
2052-09-01
2.000000
0.00
2622616.00
1991367.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8740
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
0.00
1407870.00
1203572.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX0903
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
0.00
1045412.00
836729.34
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY2351
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.000000
0.00
1094208.00
1044528.71
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY5654
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
0.00
99999.00
102061.92
Agency Mortgage-Backed Securities
FNMS 04.500 CIBY6555
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
0.00
1046604.00
1029660.53
Agency Mortgage-Backed Securities
GNMI SF 563338 X
549300M8ZYFG0OCMTT87
2031-09-15
6.500000
0.00
420870.00
674.58
Agency Mortgage-Backed Securities
GNMI SF 564116 X
549300M8ZYFG0OCMTT87
2031-07-15
6.500000
0.00
403078.00
1695.36
Agency Mortgage-Backed Securities
GNMI SF 564648 X
549300M8ZYFG0OCMTT87
2031-06-15
6.500000
0.00
30935.00
109.97
Agency Mortgage-Backed Securities
GNMI SF 564821 X
549300M8ZYFG0OCMTT87
2031-09-15
6.500000
0.00
568392.00
688.28
Agency Mortgage-Backed Securities
GNMI SF 567628 X
549300M8ZYFG0OCMTT87
2032-04-15
6.500000
0.00
55003.00
372.17
Agency Mortgage-Backed Securities
GNMI SP 780247 X
549300M8ZYFG0OCMTT87
2025-09-15
8.000000
0.00
180000.00
30.43
Agency Mortgage-Backed Securities
GNMI SP 781215 X
549300M8ZYFG0OCMTT87
2029-09-15
6.500000
0.00
281418.00
586.90
Agency Mortgage-Backed Securities
GNMI SP 781299 X
549300M8ZYFG0OCMTT87
2031-06-15
6.500000
0.00
1016726.00
1638.38
Agency Mortgage-Backed Securities
GNAR AR 080011 M
549300M8ZYFG0OCMTT87
2026-11-20
3.750000
0.00
3000000.00
1330.20
Agency Mortgage-Backed Securities
GNAR AR 080061 M
549300M8ZYFG0OCMTT87
2027-04-20
3.875000
0.00
5020000.00
2235.32
Agency Mortgage-Backed Securities
GNAR AR 080393 M
549300M8ZYFG0OCMTT87
2030-04-20
3.875000
0.00
1916904.00
3241.83
Agency Mortgage-Backed Securities
GNMI SP 783807 X
549300M8ZYFG0OCMTT87
2043-08-15
2.500000
0.00
15936.00
2823.40
Agency Mortgage-Backed Securities
GNII SP 785378 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
0.00
36495744.00
21399304.89
Agency Mortgage-Backed Securities
GNII SP 785349 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
0.00
1065000.00
674848.42
Agency Mortgage-Backed Securities
GNII SP 785562 C
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
0.00
28240640.00
18890501.33
Agency Mortgage-Backed Securities
GNII SP 785987 C
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
0.00
51051920.00
37397251.71
Agency Mortgage-Backed Securities
GNII SP 787276 C
549300M8ZYFG0OCMTT87
2054-02-20
6.000000
0.00
31738272.00
31889900.13
Agency Mortgage-Backed Securities
GNMI SF 755948 X
549300M8ZYFG0OCMTT87
2041-01-15
3.500000
0.00
39947.00
4060.26
Agency Mortgage-Backed Securities
GNMI SP 781811 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
0.00
225000.00
4154.53
Agency Mortgage-Backed Securities
GNMI SP 782551 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
0.00
200000000.00
2479078.54
Agency Mortgage-Backed Securities
GNII JP 783514 M
549300M8ZYFG0OCMTT87
2026-12-20
4.000000
0.00
135000.00
2325.64
Agency Mortgage-Backed Securities
GNMI SP 782958 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
0.00
125000.00
3520.20
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3251
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
0.00
1172520.00
1076390.02
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD4977
S6XOOCT0IEG5ABCC6L87
2053-11-01
5.000000
0.00
26131584.00
24992679.46
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD5103
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.000000
0.00
16439552.00
16105547.64
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD5125
S6XOOCT0IEG5ABCC6L87
2054-04-01
7.000000
0.00
1000.00
1024.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD5196
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
0.00
3000.00
2615.90
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD5633
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.000000
0.00
32947136.00
33440255.78
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8019
S6XOOCT0IEG5ABCC6L87
2049-10-01
4.500000
0.00
19000.00
2749.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8080
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.000000
0.00
526923776.00
240330159.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8179
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
0.00
7000.00
4605.67
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8215
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
0.00
3000.00
2412.73
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8246
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
0.00
62004544.00
53100590.65
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8251
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.500000
0.00
1000.00
827.95
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD8432
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
0.00
165688064.00
164156339.42
Agency Mortgage-Backed Securities
04.500 FGPC Q47531 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.500000
0.00
210160.00
2625.12
Agency Mortgage-Backed Securities
03.500 FGPC G61722 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
0.00
4000.00
561.48
Agency Mortgage-Backed Securities
04.500 FGPC C90879 G
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.500000
0.00
16666.00
9.58
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0061
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
0.00
7581.00
2950.45
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0717
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
0.00
13000.00
7291.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC7001
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.500000
0.00
3789.00
3325.77
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1465
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
0.00
9495408.00
6545504.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE1754
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
0.00
1000.00
770.64
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG6219
S6XOOCT0IEG5ABCC6L87
2053-07-01
4.500000
0.00
7606800.00
7004048.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6665
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
0.00
5000.00
3728.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7675
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
0.00
40715000.00
33022273.39
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA8407
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.000000
0.00
138542336.00
126317748.41
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9998
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
0.00
1000.00
979.03
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB0191
S6XOOCT0IEG5ABCC6L87
2040-06-01
2.500000
0.00
85166080.00
41451657.41
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB5111
S6XOOCT0IEG5ABCC6L87
2041-05-01
2.000000
0.00
2000.00
1295.92
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC2600
S6XOOCT0IEG5ABCC6L87
2037-06-01
2.500000
0.00
3333692.00
1885363.86
Agency Mortgage-Backed Securities
FEPC 02.000 ZLSI2080
S6XOOCT0IEG5ABCC6L87
2050-10-01
2.000000
0.00
2105.00
1591.78
Agency Mortgage-Backed Securities
FEPC 05.500 CIQO0804
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
0.00
2022.00
1722.65
Agency Mortgage-Backed Securities
FMAR 780870 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
6.320000
0.00
440000.00
2775.60
Agency Mortgage-Backed Securities
GNMI SF 636501 X
549300M8ZYFG0OCMTT87
2027-04-15
6.000000
0.00
25000.00
678.45
Agency Mortgage-Backed Securities
GNMI SF 646746 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
0.00
51346.00
865.77
Agency Mortgage-Backed Securities
GNMI SF 651823 X
549300M8ZYFG0OCMTT87
2036-05-15
5.000000
0.00
268949.00
4685.18
Agency Mortgage-Backed Securities
GNMI SF 652203 X
549300M8ZYFG0OCMTT87
2036-03-15
5.000000
0.00
306583.00
1701.16
Agency Mortgage-Backed Securities
GNMI SF 658258 X
549300M8ZYFG0OCMTT87
2037-01-15
6.000000
0.00
660359.00
3902.44
Agency Mortgage-Backed Securities
GNMI SF 662442 X
549300M8ZYFG0OCMTT87
2037-06-15
5.500000
0.00
226066.00
3602.31
Agency Mortgage-Backed Securities
06.500 FGPC G00876 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
6.500000
0.00
8590000.00
2797.05
Agency Mortgage-Backed Securities
08.500 FGPC G00598 G
S6XOOCT0IEG5ABCC6L87
2026-11-01
8.500000
0.00
4881781.00
1558.30
Agency Mortgage-Backed Securities
02.500 FGPC T45023 G
S6XOOCT0IEG5ABCC6L87
2028-02-01
2.500000
0.00
1695.00
132.43
Agency Mortgage-Backed Securities
03.000 FGPC T49004 G
S6XOOCT0IEG5ABCC6L87
2027-09-01
3.000000
0.00
5000.00
89.08
Agency Mortgage-Backed Securities
03.500 FGPC T49005 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
3.500000
0.00
10000.00
525.90
Agency Mortgage-Backed Securities
05.000 FGPC G30459 G
S6XOOCT0IEG5ABCC6L87
2029-05-01
5.000000
0.00
25000.00
13.53
Agency Mortgage-Backed Securities
FMAR 846988 G
S6XOOCT0IEG5ABCC6L87
2032-02-01
6.483000
0.00
1000000.00
1421.44
Agency Mortgage-Backed Securities
05.500 FGPC A78947 G
S6XOOCT0IEG5ABCC6L87
2033-05-01
5.500000
0.00
126624.00
2264.46
Agency Mortgage-Backed Securities
FMAR 2B0180 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
6.245000
0.00
101025.00
774.15
Agency Mortgage-Backed Securities
05.500 FGPC G03432 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
5.500000
0.00
143130.00
945.14
Agency Mortgage-Backed Securities
06.500 FGPC G04378 G
S6XOOCT0IEG5ABCC6L87
2038-06-01
6.500000
0.00
734667.00
3565.41
Agency Mortgage-Backed Securities
05.500 FGPC G04599 G
S6XOOCT0IEG5ABCC6L87
2031-06-01
5.500000
0.00
21000.00
229.72
Agency Mortgage-Backed Securities
06.000 FGPC G04625 G
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.000000
0.00
89469.00
2333.34
Agency Mortgage-Backed Securities
05.500 FGPC G05852 G
S6XOOCT0IEG5ABCC6L87
2039-03-01
5.500000
0.00
72516.00
832.96
Agency Mortgage-Backed Securities
05.000 FGPC G07665 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
5.000000
0.00
31175.00
2636.95
Agency Mortgage-Backed Securities
03.500 FGPC G07961 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
0.00
16000.00
2297.15
Agency Mortgage-Backed Securities
05.000 FGPC G14273 G
S6XOOCT0IEG5ABCC6L87
2025-07-01
5.000000
0.00
1000000.00
76.85
Agency Mortgage-Backed Securities
05.000 FGPC G15946 G
S6XOOCT0IEG5ABCC6L87
2026-06-01
5.000000
0.00
330000.00
0.24
Agency Mortgage-Backed Securities
04.000 FGPC G08775 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
0.00
3000.00
372.49
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
0.00
30000.00
4097.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2280
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
0.00
640000.00
40553.78
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2522
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
0.00
1475000.00
27.79
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3588
B1V7KEBTPIMZEU4LTD58
2025-05-01
5.500000
0.00
3500000.00
8.04
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3919
B1V7KEBTPIMZEU4LTD58
2025-11-01
5.500000
0.00
1473000.00
223.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5369
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
0.00
3000.00
123.22
Agency Mortgage-Backed Securities
GNII SF 003228 M
549300M8ZYFG0OCMTT87
2032-04-20
6.500000
0.00
100000.00
244.30
Agency Mortgage-Backed Securities
GNII SF 003248 M
549300M8ZYFG0OCMTT87
2032-06-20
5.500000
0.00
70000.00
665.69
Agency Mortgage-Backed Securities
GNII SF 003284 M
549300M8ZYFG0OCMTT87
2032-09-20
5.500000
0.00
75000.00
374.98
Agency Mortgage-Backed Securities
GNII SF 003295 M
549300M8ZYFG0OCMTT87
2032-10-20
5.500000
0.00
200000.00
1374.77
Agency Mortgage-Backed Securities
GNII SF 003296 M
549300M8ZYFG0OCMTT87
2032-10-20
6.000000
0.00
118000.00
653.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8001
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.500000
0.00
9000.00
1228.29
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8081
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.500000
0.00
2000.00
82.73
Agency Mortgage-Backed Securities
FNMS 02.500 CNAL9550
B1V7KEBTPIMZEU4LTD58
2025-07-01
2.500000
0.00
575000.00
2255.93
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL9715
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.000000
0.00
20000000.00
781056.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL8113
B1V7KEBTPIMZEU4LTD58
2042-02-01
5.500000
0.00
1000.00
162.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8238
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.500000
0.00
4000.00
420.82
Agency Mortgage-Backed Securities
GNMI SF 554033 X
549300M8ZYFG0OCMTT87
2031-12-15
6.500000
0.00
40340.00
1304.08
Agency Mortgage-Backed Securities
GNMI SF 554687 X
549300M8ZYFG0OCMTT87
2031-03-15
6.500000
0.00
39494.00
392.43
Agency Mortgage-Backed Securities
GNMI SF 555704 X
549300M8ZYFG0OCMTT87
2032-02-15
6.500000
0.00
72840.00
48.09
Agency Mortgage-Backed Securities
GNMI SF 557521 X
549300M8ZYFG0OCMTT87
2031-07-15
6.500000
0.00
87563.00
136.90
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
1688000000.00
1688000000.00
0.0271
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.330000%
ARP125W11
M67H5PRC0NQKM73ZAS82
0000026617
ARP125W11
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2043-08-15
3.625000
0.00
11985000.00
10629961.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
1.125000
0.00
100.00
61.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.250000
0.00
9542500.00
8016748.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
4.625000
0.00
316400.00
319334.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
0.250000
0.00
23500.00
22479.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-15
4.500000
0.00
10770100.00
10763244.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
4.000000
0.00
34666600.00
34716252.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2034-05-15
4.375000
0.00
8898000.00
8971977.78
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
72000000.00
72000000.00
0.0012
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.330000%
ARP125W45
K5HU16E3LMSVCCJJJ255
ARP125W45
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
FNMS 02.000 CIBT0101
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
0.00
14000.00
7458.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2665
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
0.00
13000.00
9521.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3302
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
0.00
18888000.00
5960282.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3687
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
0.00
500000.00
247657.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4471
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
0.00
40000.00
8750.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO1930
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
0.00
2046916.00
588131.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLBP4793
B1V7KEBTPIMZEU4LTD58
2050-05-01
5.000000
0.00
1384076.00
660950.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0757
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
0.00
100000.00
60519.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR4654
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
0.00
14744.00
9864.38
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR6815
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
0.00
45000.00
29332.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR8276
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
0.00
100000.00
45136.99
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4074
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.000000
0.00
42000.00
16165.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4079
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
0.00
2354740.00
730907.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4256
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
0.00
4023424.00
2040816.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4940
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
0.00
4999.00
4459.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5123
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
0.00
98000.00
15149.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5423
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
0.00
279000.00
37525.86
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL9903
B1V7KEBTPIMZEU4LTD58
2044-05-01
5.500000
0.00
29000.00
6294.53
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8271
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
0.00
28000.00
4227.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6562
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
0.00
100000.00
18670.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9585
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
0.00
20000.00
4759.17
Agency Mortgage-Backed Securities
FNMS 04.000 CTAU4395
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
0.00
300000.00
45713.23
Agency Mortgage-Backed Securities
FNMS 04.000 CTAU4397
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
0.00
200000.00
15666.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX1865
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.500000
0.00
8000.00
1507.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX8875
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.500000
0.00
5000.00
855.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY2980
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
0.00
29000.00
2412.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLBD2575
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.500000
0.00
292000.00
85081.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3767
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
0.00
819017.00
119283.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4916
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
0.00
27000.00
4304.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK0983
B1V7KEBTPIMZEU4LTD58
2048-02-01
5.000000
0.00
3000.00
459.91
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4342
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
17000.00
9333.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM6890
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
0.00
34000.00
16693.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6928
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
0.00
10071440.00
6111486.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM9137
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
0.00
44000.00
25263.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1092
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
0.00
969400.00
728132.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS3578
B1V7KEBTPIMZEU4LTD58
2053-01-01
3.500000
0.00
11283744.00
9461843.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS3686
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
0.00
156000.00
133989.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS5133
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
0.00
2000.00
1616.57
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS7759
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
0.00
14283056.00
14121466.31
Agency Mortgage-Backed Securities
FNMS 06.000 CL929838
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
0.00
3998.00
54.70
Agency Mortgage-Backed Securities
FNMS 04.500 CI935979
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.500000
0.00
5826191.00
29653.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
0.00
747000.00
111815.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3851
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
0.00
292500.00
42749.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH5801
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.500000
0.00
310000.00
2803.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0677
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
0.00
197598.00
13381.16
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL1900
B1V7KEBTPIMZEU4LTD58
2026-08-01
4.500000
0.00
944000.00
7380.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL4242
B1V7KEBTPIMZEU4LTD58
2041-10-01
5.000000
0.00
5000.00
471.09
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
40000000.00
40000000.00
0.0006
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.320000%
ARP125W52
ZBUT11V806EZRVTWT807
0000782124
ARP125W52
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
2.750000
0.00
1142100.00
1131364.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
1.375000
0.00
30199700.00
28283489.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
1.625000
0.00
60178500.00
56550549.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
1.500000
0.00
18094900.00
17981237.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-31
1.625000
0.00
94560000.00
88545823.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-30
1.500000
0.00
20131000.00
19829186.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
1.125000
0.00
174153600.00
170083539.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-05-15
3.375000
0.00
86000.00
80515.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-31
3.750000
0.00
256683200.00
249998874.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-31
4.375000
0.00
150464000.00
152628169.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
5.000000
0.00
247075200.00
249999451.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-10-31
4.875000
0.00
133102600.00
136840107.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
4.625000
0.00
184288600.00
185285581.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-03-31
4.125000
0.00
249622800.00
249999914.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
2.125000
0.00
245286400.00
249999566.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-06-15
4.625000
0.00
248716800.00
249999372.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-11-15
0.875000
0.00
219390400.00
178265273.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
0.00
15164500.00
13983585.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
0.00
23637600.00
21793338.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
1.500000
0.00
47483300.00
46625608.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-03-31
2.375000
0.00
271141600.00
249999407.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-30
2.750000
0.00
169306600.00
162097519.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
5.342200
0.00
25495100.00
25714844.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-31
3.250000
0.00
46787100.00
47094857.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
4.375000
0.00
183776800.00
184427418.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-30
4.500000
0.00
863000.00
863079.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-31
4.125000
0.00
247514400.00
249999519.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
0.00
256628800.00
249998766.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-11-15
3.000000
0.00
237600.00
187606.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
0.00
344762400.00
249999729.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
0.00
38533300.00
30619847.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-31
2.500000
0.00
25168200.00
25014837.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
2.750000
0.00
23127100.00
22954974.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
2.625000
0.00
16434500.00
15416176.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-15
2.250000
0.00
25818000.00
25582158.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
0.00
27868500.00
36755789.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-11
0.00
0.00
19703100.00
19665782.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
6.500000
0.00
25807300.00
27360686.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
5.250000
0.00
14692600.00
15575521.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-05-15
4.250000
0.00
251675200.00
249999929.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
4.375000
0.00
249184000.00
249999324.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
0.00
319993600.00
249999413.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-23
0.00
0.00
56202900.00
54611795.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-18
0.00
0.00
774700.00
772444.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-17
0.00
0.00
24224000.00
23834526.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-03
0.00
0.00
50423800.00
49932167.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-17
0.00
0.00
142480600.00
140805740.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-24
0.00
0.00
29278800.00
28905963.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-12
0.00
0.00
39241800.00
37390332.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-12-12
0.00
0.00
5629300.00
5495311.40
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
4999000000.00
4999000000.00
0.0804
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.320000%
ARP125W60
ZBUT11V806EZRVTWT807
0000782124
ARP125W60
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2024-11-14
0.00
0.00
18408700.00
18041888.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-10
0.00
0.00
50154800.00
49616137.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-15
6.625000
0.00
64336300.00
69454171.36
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-08-15
2.250000
0.00
374830000.00
249999603.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-08-15
1.375000
0.00
461534300.00
243695562.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
3.375000
0.00
287904000.00
249998689.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
2.250000
0.00
23811800.00
23644958.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
0.00
99588800.00
94995129.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
1.750000
0.00
38658400.00
38808914.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-12-31
1.750000
0.00
82467600.00
81707565.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-11-15
0.875000
0.00
88281600.00
71733054.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-09-30
1.250000
0.00
283180000.00
249999407.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-03-31
2.500000
0.00
17435100.00
16635356.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
4.625000
0.00
25342600.00
25621153.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-31
5.550200
0.00
228261200.00
230668439.94
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
1681000000.00
1681000000.00
0.0270
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.320000%
ARP125W94
ZBUT11V806EZRVTWT807
0000782124
ARP125W94
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNMI SF AA6418 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
0.00
50000.00
5809.65
Agency Mortgage-Backed Securities
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
0.00
4339496.00
3704134.25
Agency Mortgage-Backed Securities
GNII SF MA9725 M
549300M8ZYFG0OCMTT87
2054-06-20
5.500000
0.00
33315520.00
33299661.81
Agency Mortgage-Backed Securities
GNII ET CV4208 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
0.00
399221.00
180248.09
Agency Mortgage-Backed Securities
GNII SF CZ5608 C
549300M8ZYFG0OCMTT87
2054-01-20
7.500000
0.00
1362791.00
1417277.37
Agency Mortgage-Backed Securities
GNII SF DB7022 C
549300M8ZYFG0OCMTT87
2054-04-20
5.000000
0.00
4654544.00
4568955.29
Agency Mortgage-Backed Securities
GNAR AS 082937 M
549300M8ZYFG0OCMTT87
2041-09-20
5.625000
0.00
2046755.00
55850.07
Agency Mortgage-Backed Securities
GNMI SF 711227 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
0.00
325000.00
28063.47
Agency Mortgage-Backed Securities
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
42000000.00
42000000.00
0.0007
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.320000%
ARP125WD5
K5HU16E3LMSVCCJJJ255
ARP125WD5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
6.500000
0.00
700.00
742.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
6.125000
0.00
20000000.00
21205607.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
0.00
13519500.00
13851700.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
4.625000
0.00
19647200.00
20381319.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
4.375000
0.00
1720600.00
1704354.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-08-15
2.250000
0.00
29358800.00
19946220.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
0.00
36699800.00
28723280.36
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-08-15
3.000000
0.00
11282800.00
8745094.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
2.000000
0.00
48221700.00
29884705.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-05-15
1.250000
0.00
24530400.00
12302058.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-08-15
1.375000
0.00
207048800.00
107957897.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
0.00
132042400.00
81902085.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.250000
0.00
78881100.00
66268790.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
4.625000
0.00
11341000.00
11446175.20
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
416000000.00
416000000.00
0.0067
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
ARP125WE3
G5GSEF7VJP5I7OUK5573
0001484212
ARP125WE3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
1.875000
0.00
216730500.00
151880285.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-03-15
4.250000
0.00
66195600.00
66496548.94
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
214000000.00
214000000.00
0.0034
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.330000%
ARP125WJ2
7TK5RJIZDFROZCA6XF66
0000812291
ARP125WJ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
0.00
105752200.00
103020080.36
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
101000000.00
101000000.00
0.0016
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.320000%
ARP125WK9
OXTKY6Q8X53C9ILVV871
0000902266
ARP125WK9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
04.000 FGPC U90975 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
0.00
233800.00
30794.46
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH4811
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.500000
0.00
2138700.00
2222123.40
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH7232
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
0.00
1670200.00
1718638.78
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI2664
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.500000
0.00
89500.00
90582.48
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI3673
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.500000
0.00
1038600.00
1082652.12
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB5465
B1V7KEBTPIMZEU4LTD58
2054-06-01
6.500000
0.00
1052200.00
1099619.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5263
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.500000
0.00
4758800.00
1580138.15
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
0.00
20040000.00
2614855.97
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
0.00
1229806.00
164649.44
Agency Mortgage-Backed Securities
GNPL PN CV6108
549300M8ZYFG0OCMTT87
2059-03-15
5.960000
0.00
1865600.00
1946036.41
Agency Mortgage-Backed Securities
GNPL PN CZ7774
549300M8ZYFG0OCMTT87
2057-03-15
5.980000
0.00
55100.00
57502.90
Agency Mortgage-Backed Securities
GNII SF DB8413 C
549300M8ZYFG0OCMTT87
2054-06-20
6.500000
0.00
1145900.00
1192503.75
Agency Mortgage-Backed Securities
GNII SP 785372 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
0.00
536400.00
207939.81
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-07-30
0.00
0.00
1009300.00
1005039.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
2770100.00
2792360.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
0.00
3725200.00
3550505.97
U.S. Treasuries (including strips)
FEPC 03.000 CLZS9828
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
0.00
6998000.00
1885476.84
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
0.00
12066500.00
11860586.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
2.375000
0.00
620000.00
596420.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
1.625000
0.00
268000.00
251904.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-31
1.625000
0.00
2977400.00
2788696.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-15
1.750000
0.00
21598100.00
19028582.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
0.500000
0.00
8647000.00
8361967.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-07-31
0.375000
0.00
11351200.00
10032826.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
0.00
6779000.00
6373106.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
2.125000
0.00
3250300.00
3313689.62
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
84000000.00
84000000.00
0.0014
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.320000%
ARP125WL7
549300QJJX6CVVUXLE15
0001317808
ARP125WL7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2028-08-31
1.125000
0.00
48800.00
42981.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
0.750000
0.00
3658500.00
3373055.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-10-31
1.375000
0.00
300.00
265.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-10-31
4.000000
0.00
100.00
99.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-31
3.500000
0.00
1000.00
974.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
0.00
1000.00
974.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-05-15
3.375000
0.00
200.00
187.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-06-30
3.750000
0.00
113126400.00
111908589.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
4.625000
0.00
900.00
907.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
5.000000
0.00
400.00
403.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-10-31
4.875000
0.00
20800.00
21384.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-02-15
1.125000
0.00
300.00
247.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
1.250000
0.00
11478300.00
10264212.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
0.00
2000.00
1844.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-15
0.625000
0.00
200.00
162.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
0.250000
0.00
100.00
95.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
0.00
1300.00
1240.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
0.250000
0.00
155900.00
147021.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
0.625000
0.00
100.00
88.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
0.00
100.00
88.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
6.000000
0.00
100.00
104.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
3.625000
0.00
100.00
205.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
5.250000
0.00
100.00
106.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
0.00
700.00
1101.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
0.00
100.00
73.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
0.00
200.00
143.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
0.875000
0.00
6200.00
6190.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
0.00
100.00
73.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-08-15
2.000000
0.00
200.00
124.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-02-15
0.125000
0.00
400.00
262.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-05-15
2.875000
0.00
1000.00
750.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-08-15
3.000000
0.00
1100.00
855.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
3.625000
0.00
100.00
88.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-11-15
4.750000
0.00
18487600.00
19571885.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2054-02-15
2.125000
0.00
11900.00
12182.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
0.875000
0.00
479000.00
565696.90
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
143000000.00
143000000.00
0.0023
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.330000%
ARP125WP8
549300QJJX6CVVUXLE15
0001317808
ARP125WP8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
GNRA 2022-056 FA
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
0.00
1768.00
1307.27
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
0.00
1047.00
814.64
Agency Collateralized Mortgage Obligation
GNRA 2023-001 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
0.00
34400.00
32187.27
Agency Collateralized Mortgage Obligation
GNRA 2024-001 JF
549300M8ZYFG0OCMTT87
2054-01-20
6.333000
0.00
1000.00
968.17
Agency Collateralized Mortgage Obligation
GNRA 2024-005 JF
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
0.00
1292400.00
1265457.19
Agency Collateralized Mortgage Obligation
GNRA 2024-021 FC
549300M8ZYFG0OCMTT87
2053-10-20
6.333000
0.00
101888.00
99422.86
Agency Collateralized Mortgage Obligation
GNRA 2024-030 LF
549300M8ZYFG0OCMTT87
2054-02-20
6.333000
0.00
1000.00
982.14
Agency Collateralized Mortgage Obligation
GNRA 2024-058 AF
549300M8ZYFG0OCMTT87
2054-04-20
6.383000
0.00
16206200.00
15920609.93
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
6.000000
0.00
400.00
416.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
5.250000
0.00
500.00
530.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
0.00
100.00
207.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2036-02-15
4.500000
0.00
30900.00
32193.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
4.375000
0.00
6367200.00
6388033.34
U.S. Treasuries (including strips)
FEPC 03.000 CTSC0396
S6XOOCT0IEG5ABCC6L87
2040-05-01
3.000000
0.00
1024.00
836.76
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0852
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.500000
0.00
902931.00
619790.25
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1605
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
0.00
1046.00
799.43
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD5099
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
0.00
2000.00
1633.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8000
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
0.00
1000.00
115.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
0.00
1094.00
110.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
0.00
96176873.00
19712249.16
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD3741
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
0.00
145768.00
142495.88
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
0.00
1000.00
238.64
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
0.00
1000.00
304.49
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
0.00
2170.00
1708.78
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
0.00
1024.00
820.88
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
0.00
1000.00
538.37
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
0.00
1024.00
556.34
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
0.00
3019.00
1703.86
Agency Mortgage-Backed Securities
GNII SF MA7650 M
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
0.00
2700.00
1791.01
Agency Mortgage-Backed Securities
GNII SF MA8879 M
549300M8ZYFG0OCMTT87
2053-05-20
5.500000
0.00
1000.00
937.85
Agency Mortgage-Backed Securities
GNII SF MA8948 M
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
0.00
1000.00
940.64
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
0.00
2504680.00
2204559.00
Agency Mortgage-Backed Securities
GNII SF MA8950 M
549300M8ZYFG0OCMTT87
2053-06-20
6.500000
0.00
1000.00
781.04
Agency Mortgage-Backed Securities
GNII SF MA8267 M
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
0.00
9213.00
7776.40
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
0.00
1000.00
853.59
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
0.00
1000.00
878.37
Agency Mortgage-Backed Securities
GNII SF MA8427 M
549300M8ZYFG0OCMTT87
2052-11-20
4.500000
0.00
1000.00
878.33
Agency Mortgage-Backed Securities
GNII SF MA8493 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
0.00
2025.00
1372.14
Agency Mortgage-Backed Securities
GNII SF MA8572 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
0.00
1008.00
696.50
Agency Mortgage-Backed Securities
GNII SF MA8728 M
549300M8ZYFG0OCMTT87
2053-01-20
6.500000
0.00
5096.00
3827.88
Agency Mortgage-Backed Securities
GNII SF MA8803 M
549300M8ZYFG0OCMTT87
2053-04-20
6.500000
0.00
2316.00
1755.90
Agency Mortgage-Backed Securities
GNII SF MA9018 M
549300M8ZYFG0OCMTT87
2053-07-20
6.000000
0.00
1024.00
934.76
Agency Mortgage-Backed Securities
GNII SF MA9106 M
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
0.00
1100.00
1058.36
Agency Mortgage-Backed Securities
GNII SF MA9243 M
549300M8ZYFG0OCMTT87
2053-10-20
6.500000
0.00
5083.00
4941.20
Agency Mortgage-Backed Securities
GNII SF MA9422 M
549300M8ZYFG0OCMTT87
2054-01-20
5.000000
0.00
2224.00
2154.69
Agency Mortgage-Backed Securities
GNII SF MA9423 M
549300M8ZYFG0OCMTT87
2054-01-20
5.500000
0.00
3611.00
3563.27
Agency Mortgage-Backed Securities
GNII SF MA9488 M
549300M8ZYFG0OCMTT87
2054-01-20
5.500000
0.00
3008.00
2975.58
Agency Mortgage-Backed Securities
GNII SF MA9489 M
549300M8ZYFG0OCMTT87
2054-01-20
6.000000
0.00
1000.00
998.79
Agency Mortgage-Backed Securities
GNII SF MA9605 M
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
0.00
41846144.00
41630721.51
Agency Mortgage-Backed Securities
GNII SF MA9667 M
549300M8ZYFG0OCMTT87
2054-05-20
5.000000
0.00
3001.00
2938.18
Agency Mortgage-Backed Securities
GNII SF DA5191 C
549300M8ZYFG0OCMTT87
2054-05-20
6.500000
0.00
1000.00
1019.64
Agency Mortgage-Backed Securities
GNII SP 783618 M
549300M8ZYFG0OCMTT87
2042-02-20
4.000000
0.00
1006.00
57.98
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-11-30
0.375000
0.00
1200.00
1125.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
1.250000
0.00
3132400.00
2801078.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
0.00
100.00
84.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-06-30
1.250000
0.00
200.00
178.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-07-15
0.125000
0.00
52600.00
54233.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
0.00
124827900.00
115107099.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-08-15
1.250000
0.00
300.00
245.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-31
1.125000
0.00
25188000.00
22185048.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-15
0.625000
0.00
100.00
98.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-31
1.750000
0.00
46700.00
42039.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
0.00
64300.00
51094.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
0.00
10514800.00
8026416.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
0.00
1300.00
956.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-11-15
1.875000
0.00
200.00
119.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
0.00
30300.00
22628.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.250000
0.00
235800.00
199669.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
4.000000
0.00
1266300.00
1188014.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
3.625000
0.00
100.00
88.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-05-15
3.625000
0.00
100.00
87.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
3.875000
0.00
24184700.00
22220253.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
0.00
1000.00
933.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
0.00
100.00
95.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
2.000000
0.00
100.00
98.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
0.00
7400.00
7225.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
1.125000
0.00
800.00
781.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
0.500000
0.00
1809400.00
1749067.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
0.250000
0.00
1200.00
1144.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-07-31
0.375000
0.00
477800.00
422261.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
0.375000
0.00
100.00
87.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
0.625000
0.00
225900.00
198816.88
U.S. Treasuries (including strips)
FEPC 02.000 CLQD2068
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
0.00
1000.00
680.34
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
0.00
1405380.00
535188.51
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2053-09-25
6.685350
0.00
1000.00
911.41
Agency Collateralized Mortgage Obligation
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
0.00
1008.00
192.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3663
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
0.00
1024.00
224.20
Agency Mortgage-Backed Securities
FNMS 02.000 CTBQ0989
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.000000
0.00
1011.00
669.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4793
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
0.00
256218.00
154318.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3181
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
0.00
1000.00
611.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4938
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
0.00
2039.00
821.50
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0435
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
0.00
3066.00
1920.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1107
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.000000
0.00
2188.00
1464.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
0.00
4460536.00
3164243.06
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7428
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.500000
0.00
1000.00
995.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1477
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
0.00
1000.00
300.74
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
0.00
400.00
316.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
0.00
300.00
254.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
0.00
4346700.00
3117792.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-08-15
2.250000
0.00
100.00
68.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
0.00
126400.00
98724.34
U.S. Treasuries (including strips)
GNII SF MA6710 M
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
0.00
2024.00
573.49
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
0.00
1000.00
302.94
Agency Mortgage-Backed Securities
GNII SF MA6767 M
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
0.00
690140.00
200330.86
Agency Mortgage-Backed Securities
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
0.00
49178307.00
5428210.50
Agency Mortgage-Backed Securities
GNII SF MA2754 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
0.00
27278784.00
2262552.38
Agency Mortgage-Backed Securities
GNII SF MA2826 M
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
0.00
50000000.00
4462789.96
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
0.00
2000.00
232.86
Agency Mortgage-Backed Securities
GNII SF MA3376 M
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
0.00
49999000.00
5510470.63
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
0.00
3143192.00
536404.21
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
0.00
2434.00
321.52
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
0.00
7056.00
774.88
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
0.00
3293.00
451.27
Agency Mortgage-Backed Securities
GNII SF MA4587 M
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
0.00
50000000.00
5496259.76
Agency Mortgage-Backed Securities
GNII SF MA4653 M
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
0.00
18879.00
2300.39
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
0.00
440175103.00
59684989.44
Agency Mortgage-Backed Securities
GNII SF MA4837 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
0.00
3152.00
443.21
Agency Mortgage-Backed Securities
GNII SF MA5018 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
0.00
7120328.00
1111207.35
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
0.00
40000000.00
4252655.63
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
0.00
236006795.00
20719866.03
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
0.00
388121007.00
34979726.91
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2032-01-15
0.125000
0.00
29470300.00
28972034.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
0.00
100.00
93.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-15
0.125000
0.00
4088000.00
4266977.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-30
2.750000
0.00
2000.00
1914.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-05-15
2.875000
0.00
49800.00
45261.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-09-30
3.875000
0.00
1000.00
988.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-10-31
4.000000
0.00
867100.00
859654.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-12-31
3.875000
0.00
1560700.00
1557254.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-01-31
3.500000
0.00
98200.00
95674.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-05-15
3.375000
0.00
1100.00
1029.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-06-15
4.125000
0.00
700.00
692.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-08-31
4.125000
0.00
18624000.00
18694046.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-09-30
4.625000
0.00
59241000.00
60920872.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
5.000000
0.00
1000.00
1008.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-10-31
4.875000
0.00
53592600.00
55694817.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-11-15
4.500000
0.00
1000.00
1020.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-12-31
3.750000
0.00
100.00
98.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-01-31
4.000000
0.00
41505100.00
41484497.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
4.625000
0.00
44019400.00
44527010.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-02-28
4.250000
0.00
1000.00
1011.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-28
4.250000
0.00
1000.00
1010.97
U.S. Treasuries (including strips)
FNMS 02.500 CLFM4231
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
0.00
621800.00
305473.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2833
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
0.00
1000.00
204.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
0.00
1024.00
154.85
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
0.00
7088.00
393.04
Agency Mortgage-Backed Securities
GNRA 2021-077 FT
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
0.00
3314.00
2099.07
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
0.00
4120.00
2830.99
Agency Collateralized Mortgage Obligation
GNRA 2021-193 EF
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
0.00
1000.00
646.89
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
0.00
6884.00
4767.09
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
0.00
2943210.00
2059778.89
Agency Collateralized Mortgage Obligation
GNRA 2022-019 FG
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
0.00
143000.00
96637.39
Agency Collateralized Mortgage Obligation
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
658000000.00
658000000.00
0.0106
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.330000%
ARP125WS2
5493006QMFDDMYWIAM13
0000891478
ARP125WS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
N
N
05.000 FGPC A92308 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.000000
0.00
1372313.00
44998.56
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8085
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.500000
0.00
96015.00
38729.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0420
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
0.00
68707403.00
33861411.78
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1099
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
0.00
25042.00
18618.06
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1182
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
0.00
90976902.00
68206639.89
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1479
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
0.00
32050136.00
28039488.02
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1619
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
0.00
49736608.00
43503417.97
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3882
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
0.00
100000.00
59358.39
Agency Mortgage-Backed Securities
FEPC 03.500 3PRE6034
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
0.00
500000.00
47079.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5420
B1V7KEBTPIMZEU4LTD58
2054-06-01
5.500000
0.00
251715.00
250157.39
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2027-06-15
4.625000
0.00
100.00
100.49
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0533
169000000.00
169000000.00
0.0027
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.310000%
ARP125WT0
5493006QMFDDMYWIAM13
0000891478
ARP125WT0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2041-11-15
3.125000
0.00
100.00
83.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
0.00
4645200.00
4800199.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
0.00
174600.00
136884.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
0.00
968900.00
704110.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
0.00
838000.00
844734.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-15
6.250000
0.00
725900.00
802812.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
0.00
8925900.00
9145226.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
0.00
100.00
78.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
0.00
2590400.00
2553576.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-11-15
2.000000
0.00
17388700.00
12054008.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2052-02-15
2.250000
0.00
13492100.00
8779295.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
2.250000
0.00
1940000.00
1926866.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-15
2.875000
0.00
100.00
94.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
2.000000
0.00
1854900.00
1807235.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
0.375000
0.00
5327600.00
6580639.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
1.500000
0.00
377400.00
375151.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-12-31
1.750000
0.00
15913900.00
15771261.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-15
0.125000
0.00
24999900.00
29505629.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-07-15
0.125000
0.00
48661700.00
50066848.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
0.125000
0.00
4900.00
5349.23
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0531
143000000.00
143000000.00
0.0023
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
ARP125WU7
G5GSEF7VJP5I7OUK5573
0001484212
ARP125WU7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
4.750000
0.00
8611900.00
8749033.15
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0532
8573604.00
8573604.00
0.0001
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
ARP125WX1
254900Y8NKGV541U8Q32
0001457970
ARP125WX1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
0.00
3238188100.00
2971311771.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.750000
0.00
1934588000.00
1900839196.45
U.S. Treasuries (including strips)
Y
2024-07-01
2024-07-01
2024-07-01
N
N
N
0.0530
4870000000.00
4870000000.00
0.0783
N
Y
Y
N
Charles Schwab Family of Funds
2024-07-08
Dana Smith
Dana Smith
CFO